Average Return Calculator

Calculate arithmetic mean, geometric mean, CAGR, and risk-adjusted returns. Analyze investment performance with volatility and Sharpe ratio.

Return Analysis

CAGR

9.29%

Compound Annual Growth

Total Return

55.9%

$10,000 → $15,594

Arithmetic Mean9.60%
Geometric Mean9.29%
Volatility8.01%
Sharpe Ratio0.70

Investment Settings

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Annual Returns (%)

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Annual Returns

Portfolio Growth

Performance Analysis

Return Comparison

Arithmetic Mean:9.60%
Geometric Mean:9.29%
Volatility Drag:0.31%

Risk Metrics

Volatility:8.01%
Sharpe Ratio:0.70

Moderate risk-adjusted return

Best Year

Year 3: +18.0%

Worst Year

Year 2: -5.0%

Year-by-Year Performance

YearReturnPortfolio ValueCumulative
Start-$10,0000%
Year 1+12.0%$11,200+12.0%
Year 2-5.0%$10,640+6.4%
Year 3+18.0%$12,555+25.6%
Year 4+8.0%$13,560+35.6%
Year 5+15.0%$15,594+55.9%

Return Analysis

CAGR

9.29%

Compound Annual Growth

Total Return

55.9%

$10,000 → $15,594

Arithmetic Mean9.60%
Geometric Mean9.29%
Volatility8.01%
Sharpe Ratio0.70

Quick Answer

To calculate average investment return, use geometric mean (CAGR) rather than arithmetic mean for accuracy. CAGR = (Ending Value / Beginning Value)^(1/years) - 1. Our free calculator at practicalwebtools.com computes both metrics to help you accurately assess investment performance.

Key Facts

  • Arithmetic mean overstates average returns for volatile investments
  • Geometric mean (CAGR) accounts for compounding and volatility
  • CAGR formula: (Ending/Beginning)^(1/n) - 1
  • S&P 500 historical CAGR: approximately 10% since 1926
  • Volatility drag reduces actual returns below arithmetic average
  • Time-weighted returns eliminate impact of cash flows

Frequently Asked Questions

Arithmetic mean is a simple average of returns. Geometric mean accounts for compounding and shows actual growth rate. Example: +50% then -50% gives 0% arithmetic mean but -25% geometric mean (true outcome). Always use geometric mean for multi-year performance.
CAGR (Compound Annual Growth Rate) is the constant annual return that would produce the same final value. If $10,000 grows to $15,000 in 5 years, CAGR = 8.45%. It equals the geometric mean for annual returns and smooths out volatility.
Sharpe ratio measures risk-adjusted return: (Return - Risk-Free Rate) / Volatility. Higher is better. >1 is good, >2 is very good, >3 is excellent. It helps compare investments with different risk levels. A 10% return with 5% volatility beats 12% return with 20% volatility.
Volatility (standard deviation) measures return variability. High volatility means bigger swings up and down. Two portfolios with same average return but different volatility will have different final values due to sequence of returns risk. Lower volatility often means higher geometric return.
Compare geometric mean to benchmarks (S&P 500 ~10%). Check Sharpe ratio for risk-adjusted performance. Volatility shows risk level. The gap between arithmetic and geometric mean indicates volatility drag - larger gap means volatility hurt returns more.