Most useful when
Return/Vol Ratio is most useful when you want to judge the quality of return over a holding period instead of only reading the latest price move.
Metric detail
Ranking viewReturn/Vol Ratio
1Y return relative to volatility
Metric ranking
Metric ranking
See which assets currently stand out on this metric.
Top Assets
- 9.29
- 7.06
- 6.89
- 6.88
- 6.80
- 6.61
- 6.55
- 6.51
- 6.17
- 5.98
Bottom Assets
- -1.36
- -1.37
- -1.39
- -1.41
- -1.41
- -1.42
- -1.44
- -1.44
- -1.46
- -1.48
Assets with missing values are hidden. · Top Assets · 25 Entries · Bottom Assets · 25 Entries
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When to use this metric
Use this metric to read one signal clearly.
Read the explanation first. Then use the ranking to compare the signal across assets.
What it helps you see
This performance lens separates raw outcome from the amount of risk, drawdown, or efficiency needed to achieve it.
Why it changes the ranking view
Use it to distinguish impressive-looking return from return that is genuinely repeatable or efficient enough to matter in comparison.
What to open next
Use the definition and formula first, then compare the ranking to see which assets currently stand out on this return lens.
Metric explainer
Read the definition, sources, calculation, and interpretation after the ranking above.
Description
This metric is simple: it relates the 1-year return to volatility.
Two assets can deliver the same return - the one with less volatility looks more efficient/stable.
Source
Calculation
- 1) 1-year return (ret_1y)
- 2) Annualized 365d volatility (vol_365d_ann)
- 3) ret_1y / abs(vol_365d_ann)
Interpretation
- Higher is better.
- Very high values can occur when volatility is extremely low - in that case it’s worth checking drawdowns as a sanity check.