Comparison of Investment Risk Metrics

What are Investment Risk Metrics?

Investment Risk Metrics are quantitative measures used by investors and financial professionals to assess the level of risk associated with an investment or portfolio.

Ulcer Index vs. Beta

	Ulcer Index	Beta
Description	Measures downside risk adjusted for duration	Measures an asset's sensitivity to market movements
Interpretation	Lower values indicate less drawdown risk	Values greater than 1 indicate higher volatility
Risk Level	Medium	High