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Sortino ratio is not yet available for HG=F. 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 futures

The table compares HG=F's Sortino Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 23, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
SI=FSilver Futures
CL=FCrude Oil WTI
NQ=FE-Mini Nasdaq 100 Futures
ES=FE-mini S&P 500 Futures
BZ=FBrent Crude Oil Last Day Financial Futures
HG=FCopper
PL=FPlatinum
PA=FPalladium
GC=FGold Futures

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows HG=F'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 HG=F consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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