{"id":37995,"date":"2026-05-29T19:32:45","date_gmt":"2026-05-29T19:32:45","guid":{"rendered":"https:\/\/volity.io\/sin-categorizar\/what-is-sharpe-ratio\/"},"modified":"2026-06-04T11:44:27","modified_gmt":"2026-06-04T11:44:27","slug":"what-is-sharpe-ratio","status":"publish","type":"post","link":"https:\/\/volity.io\/es\/glosario\/what-is-sharpe-ratio\/","title":{"rendered":"Qu\u00e9 es el ratio de Sharpe"},"content":{"rendered":"<h2>C\u00f3mo funciona el ratio de Sharpe<\/h2>\n<p>El ratio de Sharpe mide la rentabilidad por unidad de riesgo. Toma la rentabilidad de una estrategia por encima de la tasa libre de riesgo y la divide por su volatilidad, as\u00ed que un n\u00famero m\u00e1s alto significa m\u00e1s recompensa por cada unidad de riesgo asumido. Permite comparar una estrategia tranquila del 8 % con una salvaje del 20 % en igualdad de condiciones, porque la rentabilidad bruta sola oculta cu\u00e1nta volatilidad angustiante la produjo.<\/p>\n<h2>Ejemplo num\u00e9rico<\/h2>\n<p>La estrategia A rinde un 12 % con un 10 % de volatilidad; la estrategia B rinde un 18 % con un 30 % de volatilidad. Suponiendo una tasa libre de riesgo del 2 %, el Sharpe de A es (12-2)\/10 = 1,0, el de B (18-2)\/30 = 0,53. La estrategia A es el mejor rendimiento ajustado al riesgo pese a la rentabilidad mostrada menor, porque gan\u00f3 con mucha m\u00e1s suavidad. El n\u00famero mayor no es autom\u00e1ticamente la mejor estrategia.<\/p>\n<h2>Por qu\u00e9 Sharpe premia la suavidad<\/h2>\n<p>Un ratio de Sharpe alto significa rentabilidades estables y repetibles en lugar de unos pocos picos afortunados, justo lo que sobrevive al trading con dinero real y a los <a href=\"https:\/\/volity.io\/es\/glosario\/what-is-drawdown\/\">drawdowns<\/a> reales. En Volity, juzga cualquier enfoque en acciones, forex o cripto por su Sharpe, no por su mejor mes. Un Sharpe por encima de 1 es bueno, por encima de 2 excelente, y todo lo que presuma de enormes rentabilidades con un Sharpe bajo carga riesgo oculto.<\/p>\n<h2>Por qu\u00e9 importa<\/h2>\n<p>El Sharpe es la forma est\u00e1ndar de comparar estrategias con justicia, y expone aquellas cuyas rentabilidades vinieron puramente de un riesgo sobredimensionado que acabar\u00e1 estallando. Lee siempre la rentabilidad junto a la volatilidad que la produjo. V\u00e9ase tambi\u00e9n: <a href=\"https:\/\/volity.io\/es\/glosario\/what-is-risk-reward-ratio\/\">relaci\u00f3n riesgo-beneficio<\/a> y <a href=\"https:\/\/volity.io\/es\/glosario\/what-is-alpha-investing\/\">alfa<\/a>.<\/p>\n<p>M\u00e1s en nuestra p\u00e1gina de <a href=\"https:\/\/volity.io\/es\/aprender-trading\/\">aprender trading<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>C\u00f3mo funciona el ratio de Sharpe El ratio de Sharpe mide la rentabilidad por unidad de riesgo. Toma la rentabilidad de una [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":38160,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"inline_featured_image":false,"custom_schema":"","footnotes":""},"categories":[260],"tags":[],"class_list":["post-37995","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-glosario"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v27.7 (Yoast SEO v27.8) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Qu\u00e9 es el ratio de Sharpe<\/title>\n<meta name=\"description\" content=\"El ratio de Sharpe es el exceso de rendimiento sobre la tasa libre de riesgo dividido por volatilidad. 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