Sortino ratio is not yet available for ^CPIAUCSL. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar indices
The table compares ^CPIAUCSL's Sortino Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.
Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ^NWX | ARCA Networking | 4.70 | |||
| ^N225 | Nikkei 225 | 3.61 | |||
| ^PUT | CBOE S&P 500 PutWrite Index | 3.46 | |||
| ^SOX | PHLX Semiconductor Index | 3.26 | |||
| ^NBI | NASDAQ Biotechnology Index | 3.24 | |||
| ^IBEX | IBEX 35 Index | 3.07 | |||
| ^GSPTSE | S&P/TSX Composite Index | 3.02 | |||
| ^IMXL | Dow Jones Islamic Market Titans 100 Index | 2.77 | |||
| ^DJAT | Dow Jones Asian Titans 50 Index | 2.75 | |||
| ^W1DOW | Dow Jones Global Index | 2.68 | |||
| ^CPIAUCSL | Consumer Price Index for All Urban Consumers: All Items in U.S. City Average | — |
Historical Sortino Ratio
The chart shows ^CPIAUCSL's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ^CPIAUCSL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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