TrueShares S&P Autocallable Defensive Income ETF (PAYM) Sortino Ratio

Sortino ratio is not yet available for PAYM. 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 TrueShares S&P Autocallable Defensive Income ETF's Sortino Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how PAYM'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 5, 2026.

Symbol	Name	1Y Sortino Ratio
THTA	SoFi Enhanced Yield ETF	4.07
XYLD	Global X S&P 500 Covered Call ETF	3.79
PBP	Invesco S&P 500 BuyWrite ETF	3.72
GOOW	Roundhill GOOGL WeeklyPay™ ETF	3.65
GOOY	YieldMax GOOGL Option Income Strategy ETF	3.59
DIVN	Horizon Dividend Income ETF	3.43
FTKI	First Trust Small Cap BuyWrite Income ETF	3.34
RYLD	Global X Russell 2000 Covered Call ETF	3.34
DJIA	Global X Dow 30 Covered Call ETF	3.33
BALI	Blackrock Advantage Large Cap Income ETF	3.23
PAYM	TrueShares S&P Autocallable Defensive Income ETF	—

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Historical Sortino Ratio

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

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