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Sharpe Ratio

Risk Metric

Sharpe Ratio is a measure of risk-adjusted return calculated as (annualized return − risk-free rate) ÷ annualized volatility.

Developed by Nobel laureate William Sharpe, the Sharpe Ratio answers a simple question: how much return did you earn per unit of risk taken? A Sharpe of 1.0 means you earned 1% of excess return for every 1% of annualized volatility. A Sharpe of 2.0 is excellent by any standard. A negative Sharpe means you lost money (after subtracting the risk-free rate) while taking on volatility.

For crypto, Sharpe ratios are typically calculated using 365-day annualization (not the 252-trading-day standard for equities, because crypto markets trade every day). The risk-free rate is typically the US 10-Year Treasury yield — about 4.2% in 2026.

ISO 20022 coins all currently show negative Sharpe ratios in the 1-year window due to the 2025 crypto market correction. This does not mean they're bad investments forever — it means the last 12 months had negative excess return relative to Treasuries. Sharpe is a trailing metric, not a forecast.

Crypto Relevance

Comparing Sharpe ratios across XRP, QNT, HBAR, and other ISO 20022 coins tells you which coin delivered the best return per unit of risk over the selected period — useful for portfolio allocation decisions.

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Last reviewed: 2026-05-17

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Not financial advice. Nothing on this site constitutes investment advice. Always do your own research (DYOR).