AllianzIM U.S. Equity Buffer15 Uncapped Nov ETF (NVBU) Sortino Ratio: 3.20
NVBU's Sortino Ratio of 3.20 indicates that for each unit of downside volatility, it generates 3.20 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 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.
NVBU Sortino Ratio Rank
NVBU ranks above 62.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
NVBU Sortino Ratio Market Positioning
The chart shows NVBU'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%): 1.76 or lower
- Yellow zone (middle 50%): 1.76 to 3.62
- Green zone (top 25%): 3.62 or higher
- Top 1%: 12.76+
- Median: 2.80 — half of all investments score higher
How it compares to other similar ETFs
The table compares AllianzIM U.S. Equity Buffer15 Uncapped Nov ETF's Sortino Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how NVBU'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 Apr 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MMAX | iShares Large Cap Max Buffer Mar ETF | 9.19 | |||
| EAPR | Innovator Emerging Markets Power Buffer ETF - April | 7.58 | |||
| NAPR | Innovator Nasdaq-100 Power Buffer ETF - April | 6.98 | |||
| UAPR | Innovator U.S. Equity Ultra Buffer ETF - April | 6.52 | |||
| ZAPR | Innovator Equity Defined Protection ETF - 1 Yr April | 6.50 | |||
| PAPR | Innovator U.S. Equity Power Buffer ETF - April | 6.44 | |||
| KAPR | Innovator Russell 2000 Power Buffer ETF - April | 6.23 | |||
| PSFM | Pacer Swan SOS Flex (April) ETF | 6.08 | |||
| ZFEB | Innovator Equity Defined Protection ETF - 1 Yr February | 6.01 | |||
| CPST | Calamos S&P 500 Structured Alt Protection ETF - September | 6.00 | |||
| NVBU | AllianzIM U.S. Equity Buffer15 Uncapped Nov ETF | 3.20 |
Historical Sortino Ratio
The chart shows NVBU'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 NVBU consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore NVBU risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.