Annualized Sharpe Ratio Calculation

[jakewillms17]

Wondering why the annualized sharpe ratio calculation doesn't line up with the traditional methodology of annualized return / annualized volatility?

qs.stats.cagr(returns)/qs.stats.volatility(returns)
0.6317448862990539
qs.stats.sharpe(returns)
0.8451565697277529

returns is a daily returns object. All other resources I've worked with give a number like the 0.6317 value (R, online resources).

[jakewillms17]

following up on this, most of the difference was as a result of the 365 days for a period. This should be 252. the rest, however, would have to do with using arithmetic vs. geometric return when calculating Sharpe I believe?