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.

Ulcer Performance Index vs. Treynor ratio

	Ulcer Performance Index	Treynor ratio
description	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.	performance measurement used in investing to evaluate how well an investment compensates investors for the risk they take, relative to the market. It measures the return of a portfolio or asset beyond the risk-free rate, per unit of systematic risk (beta).
numerator	excess return (above the risk-free rate)	excess return (above the risk-free rate)
denominator	Ulcer index	beta
formula
SPY range