This portfolio analysis tool allows you to backtest portfolio returns, drawdowns, various risk characteristics, and compare them to a benchmark.

Portfolio Performance is a tool that helps you visualize a portfolio's gains or losses over a given period and easily compare them to a selected benchmark.

Stock comparison is a tool that allows you to compare key performance indicators of stocks or funds, such as profitability and riskiness.

Sharpe Ratio is a performance indicator that shows the investment portfolio's efficacy relative to its risk. It helps investors understand whether a higher portfolio's return is due to a higher risk or a result of a better investment decision.

Treynor Ratio is a performance indicator that estimates the volatility-adjusted efficacy of investment. It is similar to the Sharpe ratio but uses beta as a risk measure.

Sortino Ratio is an indicator that measures a portfolio's risk-adjusted performance. It is similar to the Sharpe ratio but uses downside deviation as a measure of risk.

Calmar Ratio is a metric that measures the risk-adjusted performance of a portfolio. It is similar to the Sharpe ratio but uses the maximum drawdown as a measure of risk.

Drawdown is a risk measure that shows how deep an asset or portfolio has fallen from its maximum and how long it has taken to recover.

Value at Risk (VaR) is a risk measure that measures the loss in a portfolio over a pre-specified time horizon, assuming some level of probability.

Expected Shortfall is a risk measure that shows the amount of loss if the loss exceeds VaR. Expected Shortfall is known by other names, such as tail VaR, CVaR, and tail loss.

Close-to-Close volatility is a classic and most commonly used volatility measure, sometimes referred to as historical volatility.

Parkinson volatility is a volatility measure that uses the stock’s high and low price of the day.

Garman Klass is a volatility estimator that incorporates open, low, high, and close prices of a security.

Rogers-Satchell is an estimator for measuring the volatility of securities with an average return not equal to zero.

Yang Zhang is a historical volatility estimator that handles both opening jumps and the drift and has a minimum estimation error.

Asset correlation is a measure that shows how prices of two securities move in relation to each other.

Portfolio Optimization is a tool that helps you find the best asset allocation according to your objectives.

Alpha is a measure indicating how well a stock or portfolio has performed in comparison to the broad market or a benchmark index.

Beta is a popular risk measure of a security or portfolio used in the capital asset pricing model (CAPM). It shows how asset price moves in comparison to its reference market.