AAPI.L's Sortino Ratio of 1.39 indicates that for each unit of downside volatility, it generates 1.39 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
AAPI.L Sortino Ratio Rank
AAPI.L ranks above 26.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
AAPI.L Sortino Ratio Market Positioning
The chart shows AAPI.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 3.32
- Green zone (top 25%): 3.32 or higher
- Top 1%: 12.61+
- Median: 2.41 — half of all investments score higher
How it compares to other similar ETFs
The table compares IncomeShares Apple (AAPL) Options ETP GBP's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how AAPI.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GOOO.L | IncomeShares Alphabet (GOOG) Options ETP GBP | 4.20 | |||
| GOOI.L | IncomeShares Alphabet (GOOG) Options ETP | 3.89 | |||
| JEQP.L | JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 3.53 | |||
| JEPQ.L | JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 3.46 | |||
| QQQO.L | IncomeShares Nasdaq 100 Options (0DTE) ETP GBP | 3.00 | |||
| QQQY.L | IncomeShares Nasdaq 100 Options (0DTE) ETP | 2.86 | |||
| TSLI.L | IncomeShares Tesla TSLA Options ETP | 1.80 | |||
| NVDD.L | IncomeShares NVIDIA (NVDA) Options ETP GBP | 1.69 | |||
| GLDI.L | IncomeShares Gold+ Yield ETP | 1.60 | |||
| JEIP.L | JPM US Equity Premium Income Active UCITS ETF USD Dist | 1.59 | |||
| AAPI.L | IncomeShares Apple (AAPL) Options ETP GBP | 1.39 |
Historical Sortino Ratio
The chart shows AAPI.L'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 AAPI.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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