ABNY's Sortino Ratio of 0.29 indicates that for each unit of downside volatility, it generates 0.29 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 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.
ABNY Sortino Ratio Market Positioning
The chart shows ABNY'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%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.73
- Green zone (top 25%): 2.73 or higher
- Top 1%: 13.55+
- Median: 2.03 — half of all investments score higher
How it compares to other similar ETFs
The table compares YieldMax ABNB Option Income Strategy ETF's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how ABNY'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 Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BUCK | Simplify Treasury Option Income ETF | 4.29 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 4.10 | |||
| THTA | SoFi Enhanced Yield ETF | 3.92 | |||
| XYLD | Global X S&P 500 Covered Call ETF | 3.57 | |||
| PBP | Invesco S&P 500 BuyWrite ETF | 3.55 | |||
| GOOP | Kurv Yield Premium Strategy Google ETF | 3.39 | |||
| EIPI | FT Energy Income Partners Enhanced Income ETF | 3.38 | |||
| FTQI | First Trust Nasdaq BuyWrite Income ETF | 3.37 | |||
| GQI | Natixis Gateway Quality Income ETF | 3.22 | |||
| AMDY | YieldMax AMD Option Income Strategy ETF | 3.20 | |||
| ABNY | YieldMax ABNB Option Income Strategy ETF | — |
Historical Sortino Ratio
The chart shows ABNY'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 ABNY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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