Sortino ratio is not yet available for SCEP. 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 Sterling Capital Hedged Equity Premium Income ETF's Sortino Ratio with other ETFs in the Equity Hedged, Derivative Income category across multiple time periods, showing how SCEP'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CHPY | YieldMax Semiconductor Portfolio Option Income ETF | 5.59 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 5.27 | |||
| MAXJ | iShares Large Cap Max Buffer Jun ETF | 5.22 | |||
| GOOP | Kurv Yield Premium Strategy Google ETF | 4.55 | |||
| PHDG | Invesco S&P 500 Downside Hedged ETF | 4.47 | |||
| THTA | SoFi Enhanced Yield ETF | 4.24 | |||
| WEEL | Peerless Option Income Wheel ETF | 4.01 | |||
| HECO | State Street Galaxy Hedged Digital Asset Ecosystem ETF | 3.97 | |||
| QQHG | Invesco QQQ Hedged Advantage ETF | 3.93 | |||
| TYLG | Global X Information Technology Covered Call & Growth ETF | 3.90 | |||
| SCEP | Sterling Capital Hedged Equity Premium Income ETF | — |
Historical Sortino Ratio
The chart shows SCEP'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 SCEP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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