No, what Python suggests is just returning the value you sort on, or a tuple of the values to sort on.

cmp() is deprecated because there is seldom reason to use it anymore.

E.G:

Sorting words according to their number of letter is just:

    sorted(words, key=len)

You don't return 1, -1 or 0.

If you want to rank participants of a game in a dictionary of scores using names as keys and points as values, you would to:

    sorted(scores.items(), key=lambda score: score[1])

Again you don't return 1, -1 or 0, just the value that is significant. It makes it very, very simple to reason about.