Comparison of Risk vs. Return Metrics

What are Risk vs. Return Metrics?

Risk vs. Return Metrics are analytical tools used in finance to assess the relationship between the level of risk taken by an investment and the potential return generated from that investment.

Information ratio vs. Ulcer Performance Index

	Information ratio	Ulcer Performance Index
description	performance metric in investing that evaluates the excess return of a portfolio or investment relative to its benchmark, adjusted for the amount of risk taken to achieve that return.	risk-adjusted performance metric in investing that measures the return of an investment relative to the risk of drawdowns (price declines from a previous high). It emphasizes consistency and the avoidance of significant losses.
numerator	average excess return (above the risk-free rate)	excess return (above the risk-free rate)
denominator	standard deviation of excess return	Ulcer index
formula
SPY range