Sortino ratio is not yet available for HJEN. 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 Direxion Hydrogen ETF's Sortino Ratio with other ETFs in the Alternative Energy Equities, Energy Equities category across multiple time periods, showing how HJEN'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 |
|---|---|---|---|---|---|
| CRAK | VanEck Oil Refiners ETF | 4.31 | |||
| EIPX | FT Energy Income Partners Strategy ETF | 3.59 | |||
| PXJ | Invesco Dynamic Oil & Gas Services ETF | 3.52 | |||
| HAP | VanEck Natural Resources ETF | 3.21 | |||
| XLEI | State Street Energy Select Sector SPDR Premium Income ETF | 3.00 | |||
| BESF | Bastion Energy ETF | 3.00 | |||
| IGE | iShares North American Natural Resources ETF | 2.91 | |||
| PIPE | Invesco SteelPath MLP & Energy Infrastructure ETF | 2.88 | |||
| XES | SPDR S&P Oil & Gas Equipment & Services ETF | 2.86 | |||
| IXC | iShares Global Energy ETF | 2.83 | |||
| HJEN | Direxion Hydrogen ETF | — |
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Historical Sortino Ratio
The chart shows HJEN'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 HJEN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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