HOOY's Sortino Ratio of 0.89 indicates that for each unit of downside volatility, it generates 0.89 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
HOOY Sortino Ratio Rank
HOOY ranks above 16.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
HOOY Sortino Ratio Market Positioning
The chart shows HOOY'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%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 14.93+
- Median: 2.38 — half of all investments score higher
How it compares to other similar ETFs
The table compares YieldMax HOOD Option Income Strategy ETF's Sortino Ratio with other ETFs in the Derivative Income, Options Trading category across multiple time periods, showing how HOOY'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LAPR | Innovator Premium Income 15 Buffer ETF - April | 12.09 | |||
| APRJ | Innovator Premium Income 30 Barrier ETF - April | 8.53 | |||
| APRW | AllianzIM U.S. Large Cap Buffer20 Apr ETF | 8.31 | |||
| XIMR | FT Vest U.S. Equity Buffer & Premium Income ETF - March | 7.61 | |||
| XMAR | FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March | 7.02 | |||
| PBAP | PGIM US Large-Cap Buffer 20 ETF - April | 6.94 | |||
| APRP | PGIM US Large-Cap Buffer 12 ETF - April | 6.63 | |||
| DMAR | FT Cboe Vest U.S. Equity Deep Buffer ETF - March | 6.52 | |||
| APRT | AllianzIM U.S. Large Cap Buffer10 Apr ETF | 6.37 | |||
| GMAR | FT Cboe Vest U.S. Equity Moderate Buffer ETF - March | 6.35 | |||
| HOOY | YieldMax HOOD Option Income Strategy ETF | 0.89 |
Historical Sortino Ratio
The chart shows HOOY'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 HOOY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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