Sortino ratio is not yet available for EZMO. 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 ETFs
The table compares AlphaDroid Broad Markets Momentum ETF's Sortino Ratio with other ETFs in the Momentum category across multiple time periods, showing how EZMO'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 |
|---|---|---|---|---|---|
| ULVM | VictoryShares US Value Momentum ETF | 3.96 | |||
| QQQA | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 3.94 | |||
| PIE | Invesco DWA Emerging Markets Momentum ETF | 3.81 | |||
| SPVM | Invesco S&P 500 Value with Momentum ETF | 3.74 | |||
| JMOM | JPMorgan U.S. Momentum Factor ETF | 3.51 | |||
| FMTM | MarketDesk Focused U.S. Momentum ETF | 3.43 | |||
| SPMO | Invesco S&P 500 Momentum ETF | 3.38 | |||
| UIVM | VictoryShares International Value Momentum ETF | 3.25 | |||
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 3.22 | |||
| VMOT | Alpha Architect Value Momentum Trend ETF | 3.15 | |||
| EZMO | AlphaDroid Broad Markets Momentum ETF | — |
Historical Sortino Ratio
The chart shows EZMO'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 EZMO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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