--- title: Financial Risk & Performance Metrics in Python | daily.dev description: A practical walkthrough of calculating financial risk and performance metrics in Python using the empirical-reloaded package. Covers setup with pip/uv,... canonical: https://daily.dev/posts/financial-risk-performance-metrics-in-python-p70spqlux twitter:card: summary_large_image twitter:site: @dailydotdev og:type: website og:site_name: daily.dev og:title: Financial Risk & Performance Metrics in Python | daily.dev og:description: A practical walkthrough of calculating financial risk and performance metrics in Python using the empirical-reloaded package. Covers setup with pip/uv,... og:url: https://daily.dev/posts/financial-risk-performance-metrics-in-python-p70spqlux og:image: https://api.daily.dev/og/posts/P70sPqlUx.png og:image:alt: Financial Risk & Performance Metrics in Python og:image:width: 1200 og:image:height: 630 og:locale: en --- > ## Documentation Index > Fetch the complete documentation index at: https://daily.dev/llms.txt > Use this file to discover all available pages before exploring further. # Financial Risk & Performance Metrics in Python **[NeuralNine](https://daily.dev/sources/neuralnine)** · 19 min read · 0 upvotes · 0 comments ## Summary A practical walkthrough of calculating financial risk and performance metrics in Python using the empirical-reloaded package. Covers setup with pip/uv, fetching stock price data via yfinance, computing daily/weekly/monthly returns, and calculating metrics like Sharpe ratio, Sortino ratio, Calmar ratio, alpha, beta, max drawdown, and annual volatility. Also demonstrates aligning two return streams for benchmark comparison (e.g., Apple vs. S&P 500) and wrapping multiple metrics into a reusable function using pandas DataFrames. ## Full article daily.dev links to this article rather than hosting it. Read it at the original source: ## Similar posts on daily.dev - [How to Combine Fundamentals, Sentiment, and Price Into One Backtest \(Python\)](https://daily.dev/posts/how-to-combine-fundamentals-sentiment-and-price-into-one-backtest-python--2a0ntcwwg) · Medium · 0 upvotes · 0 comments - [How to Find Stock-Specific Moves in the S&P 500 with Python](https://daily.dev/posts/how-to-find-stock-specific-moves-in-the-s-p-500-with-python-mw3ndcxuj) · freeCodeCamp · 7 upvotes · 0 comments - [How to Analyze Analyst Estimate Ranges with Python](https://daily.dev/posts/how-to-analyze-analyst-estimate-ranges-with-python-d1k3ormia) · freeCodeCamp · 1 upvotes · 0 comments --- Tags: [#python](https://daily.dev/tags/python) [View this post on daily.dev](https://daily.dev/posts/financial-risk-performance-metrics-in-python-p70spqlux) ```json {"@context":"https://schema.org","@graph":[{"@type":"Organization","@id":"https://daily.dev/#organization","name":"daily.dev","url":"https://daily.dev","logo":{"@type":"ImageObject","url":"https://daily.dev/apple-touch-icon.png","width":180,"height":180},"sameAs":["https://twitter.com/dailydotdev","https://github.com/dailydotdev","https://www.linkedin.com/company/daily-dev-ltd"]},{"@type":"WebSite","@id":"https://daily.dev/#website","url":"https://daily.dev","name":"daily.dev","publisher":{"@id":"https://daily.dev/#organization"},"potentialAction":{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https://daily.dev/search?q={search_term_string}"},"query-input":"required name=search_term_string"}}]} {"@context":"https://schema.org","@type":"TechArticle","headline":"Financial Risk & Performance Metrics in Python","url":"https://daily.dev/posts/financial-risk-performance-metrics-in-python-p70spqlux","mainEntityOfPage":{"@type":"WebPage","@id":"https://daily.dev/posts/financial-risk-performance-metrics-in-python-p70spqlux"},"datePublished":"2026-07-06T16:17:19.250Z","dateModified":"2026-07-06T16:17:36.616Z","description":"A practical walkthrough of calculating financial risk and performance metrics in Python using the empirical-reloaded package. 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