The Sortino ratio is similar to Sharpe, but it focuses on downside volatility only—penalizing harmful swings, not profitable ones.
Why traders use it
Strategies with big up days and small down days can look better on Sortino than Sharpe, because upside volatility is not treated as “bad.”
Simple example
- Strategy A: frequent small losses, occasional large gains
- Strategy B: frequent large losses, small gains
Sortino helps highlight which one punishes the downside more severely.
Daily vs. annualized
dogabot shows Daily Sortino and Annualized Sortino in Key Metrics (Pro)—same scaling idea as Sharpe.
On dogabot
Use Sortino next to Sharpe: if Sortino is much higher, upside volatility may be driving Sharpe down.
Quick checklist
- Compare Sortino when choosing automations to copy
- Always check max drawdown and total costs
Want to see these numbers on a live strategy? Create an automation or copy one from the leaderboard and compare metrics side by side.