PunjiPUNJI
Live AI ↗
Risk & Risk-Adjusted Return

Sharpe Ratio

Sharpe Ratio measures return earned per unit of total risk taken - a higher return means little if it came with much more volatility, and Sharpe is what makes that trade-off comparable across funds.

What is the Sharpe Ratio?

Two funds can post the same return while one took a much bumpier ride to get there. Sharpe Ratio answers “was the extra risk worth it?” by dividing excess return by volatility.

FORMULA

Sharpe = (Rp − Rf) / σp

RpFund’s annualized return
RfRisk-free rate (e.g. T-bill yield)
σpStandard deviation of the fund’s returns

Higher is better - more return earned per unit of volatility taken.

Real comparison across 6 funds

CHART

3Y Sharpe Ratio - 6 real funds

Same 3-year window, computed against each fund's own benchmark.

00.30.60.91.1DSP ValueSBI Focus…Parag Par…SBI Multi…ICICI Pru…Parag Par…

Funds compared: Parag Parikh Flexi Cap · DSP Value · ICICI Prudential Value · SBI Focused · Parag Parikh ELSS Tax Saver · SBI Multicap

WHAT THIS MEANS FOR YOU A fund with a lower headline return but a higher Sharpe Ratio delivered a smoother ride per unit of return - don’t compare two funds on CAGR alone without checking this.

METHODOLOGY Computed over a trailing 3-year window as of 2026-08-31, using each fund’s own benchmark for the risk-free-adjusted excess return. Data: Punji risk analytics. Not investment advice.

MORE TERMS