# Is there any way to compare portfolios created using sharpe optimization model?

I created different portfolios using sharpe portfolio optimization model and I want to know is there any way to compare those portfolios before actually investing in them?

If they were computed with the same criterion, the Sharpe ratio, you can simply compare the different portfolios' Sharpe ratios with one another: $$\frac{\mu_{1}-r_f}{\sigma(r_{1})}$$ vs $$\frac{\mu_{2}-r_f}{\sigma(r_{2})} \dots$$ vs $$\frac{\mu_{P}-r_f}{\sigma(r_{P})}$$, where $$r_p\in\mathbb{R}^{T\times 1}$$ is the weighted return time series (vector) for portfolios $$p=1,2,\dots,P$$.
The information ratio, $$\frac{\mu_p-\mu_b}{\sigma(r_p-r_b)}$$, compares portfolio $$p$$ against some benchmark portfolio $$b$$ based on the active return, or difference between the expected returns of the two portfolios, and the standard deviation of the difference between the running return time series (vectors) of each, $$r_p\in\mathbb{R}^{T\times 1}$$ and $$r_b\in\mathbb{R}^{T\times 1}$$. For example, portfolio $$p=1$$ can be compared individually to all other $$P$$ portfolios by letting the others take turns being the benchmark.