What is the risk-adjusted return on capital?

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What is the risk-adjusted return on capital?

The risk-adjusted return on capital is a measure used to assess the profitability of an investment or business project while taking into consideration the level of risk involved. It is a way to evaluate the return on investment in relation to the amount of risk taken.

To calculate the risk-adjusted return on capital, one commonly used method is to subtract the risk-free rate of return from the actual return on investment, and then divide it by the standard deviation of the investment's returns. The risk-free rate represents the return an investor would expect from a risk-free investment, such as a government bond.

By incorporating the standard deviation, which measures the volatility or variability of returns, the risk-adjusted return on capital provides a more comprehensive assessment of the investment's performance. It helps investors and decision-makers compare different investment opportunities and determine whether the potential return justifies the level of risk involved.

In summary, the risk-adjusted return on capital is a measure that considers both the return on investment and the level of risk taken. It provides a more accurate evaluation of an investment's profitability by factoring in the volatility of returns.