The Sharpe ratio measures a strategy's return relative to its risk - specifically, excess return divided by the volatility of those returns. It answers the question raw return can't: how much risk did you take to earn that return? A high Sharpe means smooth, efficient gains; a low Sharpe means you were paid poorly for the volatility you endured.

Why it beats raw return

A strategy that returns 30% with wild, stomach-churning swings is not obviously better than one returning 20% smoothly - and it may be far worse to actually trade, because the drawdowns can shake you out or blow you up. The Sharpe ratio penalizes volatility, rewarding consistency. It's how you compare strategies on a level field.

What "good" looks like

Broadly, a Sharpe below 1 is mediocre, around 1-2 is solid, and above 2 is excellent - though the numbers depend on the market and timeframe. The point is relative: use it to compare your own approaches, not to chase a magic threshold.

Return tells you how far you went. Sharpe tells you how rough the ride was getting there.

The limits

Sharpe treats upside and downside volatility the same, which unfairly penalizes strategies with big winners. It also assumes returns are well-behaved, and can be gamed over short samples. Pair it with profit factor, max drawdown, and expected value for a full picture. No single number captures a strategy - but Sharpe is one of the honest ones.