Which if the following describes a way in which the Sortino Ratio differs from the Sharpe Ratio? The Sortino ratio incorporates kurtosis (fat tails) and the Sharpe Ratio does not The Sortino Ratio it measures risk as standard deviation while the Sharpe ratio measures it as downside volatility. The Sortino Ratio utilizes a target return threshold, and the Sharpe Ratio uses the riskless return from the market