Portfolio & Method

Risk/reward ratio:
definition, calculation and optimisation

The risk/reward ratio is the foundation of every rational investment decision. It answers a simple question: does the potential gain justify the risk taken? Mastering this concept transforms the way you select and size your positions.

May 2026
9 min read
Intermediate level

Definition of the risk/reward ratio

The risk/reward ratio (written R/R or Risk/Reward) compares the potential gain of an investment to the maximum loss accepted. It is calculated before entering a position, from the purchase price, the stop loss and the price target.

Formula: R/R = Potential gain / Maximum risk = (Target price − Entry price) / (Entry price − Stop loss)

An R/R of 3:1 means you risk €1 to hope to gain €3. It is the benchmark ratio for most active investment strategies.

A concrete example: you buy a stock at €10. Your stop loss is at €9 (€1 of risk). Your price target is €13 (€3 of potential gain). R/R = 3:1. Even if only 1 trade in 3 is a winner, the strategy is profitable over the long run.

Interactive R/R calculator

Risk/reward calculator per position
3.0 : 1
R/R ratio
€500
Maximum risk
€1,500
Potential gain
+€400
Expected value
Interesting position — favourable ratio and positive expected value.

Minimum hit rate by R/R

The hit rate (win rate) needed to be profitable depends directly on the R/R ratio. A favourable ratio lets you be profitable even with few winning trades:

R/R ratioMinimum hit rateInterpretation
1 : 1> 50%Little margin — requires being right often
1 : 2> 33%Recommended minimum for an active strategy
1 : 3> 25%Benchmark ratio — very favourable mathematically
1 : 4> 20%Excellent — rare but very powerful when found
1 : 5> 17%Exceptional — typical of small-cap multi-baggers

Break-even rate formula: Minimum win rate = 1 / (1 + R/R)

The Sharpe ratio: R/R at the portfolio level

The Sharpe ratio extends the R/R concept to the level of a whole portfolio. It measures the excess return (above the risk-free rate) obtained per unit of volatility borne.

Formula: Sharpe = (Portfolio return − Risk-free rate) / Standard deviation of returns

Sharpe ratio calculator
0.58
Sharpe ratio
Adequate
Interpretation
Sharpe ratioInterpretation
< 0Return below the risk-free rate — underperformance
0 to 0.5Poor — risk badly rewarded
0.5 to 1Adequate — in line with equity funds
1 to 2Good — risk well rewarded
> 2Excellent — rare in practice over the long run

Application to Euronext Growth small caps

For European small caps, the R/R ratio is built differently depending on the approach:

A signal optimised for the risk/reward profile

The ML model of Screener Small Caps selects the European small caps with the best ratio of outperformance potential vs downside risk over 3 horizons.

Open the screener →

Frequently asked questions

The R/R compares the potential gain of a position to the maximum loss accepted. An R/R of 3:1 means you risk €1 to hope to gain €3. Calculated before entering a position from the purchase price, the stop loss and the price target.
Do not open a position with an R/R below 1:2. The benchmark ratio is 1:3 — at 1:3, even with 40% winning trades, the strategy is mathematically profitable over the long run.
R/R = (Target price − Entry price) / (Entry price − Stop loss). Example: buy at €10, stop at €9, target at €13. Risk = €1, potential gain = €3. R/R = 3:1.
The R/R applies to an individual trade, calculated before entry. The Sharpe ratio applies to a whole portfolio, after the fact: it measures the excess return per unit of volatility.
Yes. With an R/R of 1:3 and a 35% hit rate, over 100 trades: 35 × 3 − 65 × 1 = +40 units. That is profitable. Most trend strategies work with hit rates of 35-45%.

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