Sharpe nisbati va Sortino nisbati investitsiya portfellari, o'zaro fondlar va xedj fondlarining ishlashini baholash uchun ishlatiladigan tavakkalchilikka moslashtirilgan ishlash ko'rsatkichlari. Ikkala nisbatning asosiy farqi investitsiya xavfini o'lchash usulida. Sharpe nisbati portfelning ortiqcha daromadini (portfel daromadini minus xavfsiz stavka) uning standart chetlanishiga bo'lish orqali hisoblanadi. Sharpe nisbati turli investitsiya portfellarining tavakkalchilikka moslashtirilgan ish faoliyatini taqqoslash uchun keng qo'llaniladi, chunki u portfelning daromadini va o'zgaruvchanligini hisobga oladi. Sortino nisbati, Sharpe nisbatiga o'xshaydi, lekin u standart chetlanish o'rniga standart chetlanishdan foydalanadi. Pastga qarab chetlanish ma'lum bir darajadan past bo'lgan daromadning chet
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