HCLN.TO's Sortino Ratio of 1.06 indicates that for each unit of downside volatility, it generates 1.06 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 21, 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.
HCLN.TO Sortino Ratio Rank
HCLN.TO ranks above 25.0% 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
HCLN.TO Sortino Ratio Market Positioning
The chart shows HCLN.TO'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%): 1.04 or lower
- Yellow zone (middle 50%): 1.04 to 2.53
- Green zone (top 25%): 2.53 or higher
- Top 1%: 13.82+
- Median: 1.87 — half of all investments score higher
How it compares to other similar ETFs
The table compares Harvest Clean Energy ETF's Sortino Ratio with other ETFs in the Alternative Energy Equities, Sustainable category across multiple time periods, showing how HCLN.TO'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 21, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DRFG.TO | Desjardins RI Global Multifactor Fossil Fuel Reserves Free ETF | 3.13 | |||
| DRFU.TO | Desjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF | 3.00 | |||
| DRMC.TO | Desjardins RI Canada - Net-Zero Emissions Pathway ETF | 2.87 | |||
| DRFC.TO | Desjardins RI Canada Multifactor - Net-Zero Emissions Pathway ETF | 2.63 | |||
| DRFD.TO | Desjardins RI Developed ex-USA ex-Canada Multifactor - Net-Zero Emissions Pathway ETF | 2.50 | |||
| DRMU.TO | Desjardins RI USA Net-Zero Emissions Pathway ETF | 2.40 | |||
| DRMD.TO | Desjardins RI Developed ex-USA ex-Canada - Net-Zero Emissions Pathway ETF | 2.28 | |||
| WSRI.TO | Wealthsimple North America Socially Responsible Index ETF | 1.93 | |||
| XCLN.TO | iShares Global Clean Energy Index ETF | 1.69 | |||
| ZCLN.TO | BMO Clean Energy Index ETF | 1.64 | |||
| HCLN.TO | Harvest Clean Energy ETF | 1.06 |
Historical Sortino Ratio
The chart shows HCLN.TO'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 HCLN.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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