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.

MAR Ratio vs. Ulcer Performance Index

	MAR Ratio	Ulcer Performance Index
description	risk-adjusted performance metric in investing that evaluates the return of an investment relative to its maximum drawdown.	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	excess return (above the risk-free rate)	excess return (above the risk-free rate)
denominator		Ulcer index
formula
SPY range