Metric Comparison Hub

Choose the right metric for the decision.

These side-by-side guides explain where similar-looking metrics differ, what each one misses, and how to use them together without blind spots.

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Sharpe vs Sortino

Sharpe measures return per unit of total volatility, while Sortino only penalizes downside volatility. Use both together to see whether volatility is mostly harmful or mostly upside noise.

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VaR vs Max Drawdown

VaR is a probabilistic daily loss estimate, while Maximum Drawdown is the worst historical peak-to-trough decline. VaR helps with expected bad-day sizing; drawdown reflects lived pain.

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Beta vs Correlation

Correlation measures direction and co-movement strength between assets. Beta measures sensitivity to a benchmark's magnitude of moves. They are related but not interchangeable.