Burney U.S. Factor Rotation ETF (BRNY) Sharpe Ratio: 2.44

BRNY's Sharpe Ratio of 2.44 indicates that for each unit of volatility, it generates 2.44 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BRNY Sharpe Ratio Rank

Above Average

BRNY ranks above 74.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

BRNY Sharpe Ratio Market Positioning

The chart shows BRNY's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.88 or lower
Yellow zone (middle 50%): 0.88 to 2.44
Green zone (top 25%): 2.44 or higher
Top 1%: 7.88+
Median: 1.71 — half of all investments score higher

How it compares to other similar ETFs

The table compares BRNY's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 4, 2026.

Symbol	Name	1Y Sharpe Ratio
MUU	Direxion Daily MU Bull 2X Shares	50.40
MULL	GraniteShares 2x Long MU Daily ETF	46.71
TBLL	Invesco Short Term Treasury ETF	20.94
SGOV	iShares 0-3 Month Treasury Bond ETF	20.28
PMMF	iShares Prime Money Market ETF	19.72
BIL	SPDR Bloomberg 1-3 Month T-Bill ETF	19.71
SHV	iShares 0-1 Year Treasury Bond ETF	19.49
BILZ	PIMCO Ultra Short Government Active Exchange-Traded Fund	19.09
BWET	Breakwave Tanker Shipping ETF	18.57
KORU	Direxion Daily South Korea Bull 3X Shares	17.63
BRNY	Burney U.S. Factor Rotation ETF	2.44

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows BRNY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRNY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does BRNY fit in your portfolio?

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