Risk-Adjusted returns

Hello -

I calculated the Sharpe Ratio and Treynor Ratio for a list of individual stocks the following way. Am I doing it right? Does calcuting these ratios on individual stocks work or it only works for portfolios?

PRICE TODAY: 100
PRICE 3 YEARS AGO: 20

CAGR (100/20) ^ (1/(3)] - 1

Standard deviation: stdv( 5 year daily return) * sqrt(252).

(3 year CAGR - 10yr treasury) ÷ annual S.D = Sharpe

Treynor: using the CAGR (3 yr) above, I divided by Beta using 5 year daily returns

Am I doing it right or not?

Thank you,