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Sortino ratio is not yet available for ^OOI. 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 ^OOI'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 14, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
^NWXARCA Networking4.61
^PUTCBOE S&P 500 PutWrite Index3.41
^NBINASDAQ Biotechnology Index3.25
^SOXPHLX Semiconductor Index3.05
^IMXLDow Jones Islamic Market Titans 100 Index2.66
^W1DOWDow Jones Global Index2.61
^DJATDow Jones Asian Titans 50 Index2.54
^DJADow Jones Composite Average Index2.45
^DRGARCA Pharmaceutical Index2.40
^SP600S&P 6002.40
^OOIS&P Global 100 Index

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows ^OOI'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 ^OOI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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