GPTY's Sortino Ratio of 1.44 indicates that for each unit of downside volatility, it generates 1.44 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.
GPTY Sortino Ratio Rank
GPTY ranks above 38.6% 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
GPTY Sortino Ratio Market Positioning
The chart shows GPTY'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 13.90+
- Median: 1.83 — half of all investments score higher
How it compares to other similar ETFs
The table compares YieldMax AI & Tech Portfolio Option Income ETF's Sortino Ratio with other ETFs in the Artificial Intelligence, Derivative Income category across multiple time periods, showing how GPTY'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| THTA | SoFi Enhanced Yield ETF | 4.14 | |||
| XYLD | Global X S&P 500 Covered Call ETF | 3.60 | |||
| BUCK | Simplify Treasury Option Income ETF | 3.58 | |||
| PBP | Invesco S&P 500 BuyWrite ETF | 3.49 | |||
| GOOW | Roundhill GOOGL WeeklyPay™ ETF | 3.43 | |||
| XLVI | State Street Health Care Select Sector SPDR Premium Income ETF | 3.37 | |||
| DIVN | Horizon Dividend Income ETF | 3.36 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 3.35 | |||
| EIPI | FT Energy Income Partners Enhanced Income ETF | 3.09 | |||
| RYLD | Global X Russell 2000 Covered Call ETF | 3.05 | |||
| GPTY | YieldMax AI & Tech Portfolio Option Income ETF | 1.44 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows GPTY'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 GPTY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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