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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MAXJ | iShares Large Cap Max Buffer Jun ETF | 5.24 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 4.58 | |||
| THTA | SoFi Enhanced Yield ETF | 4.22 | |||
| CHPY | YieldMax Semiconductor Portfolio Option Income ETF | 4.14 | |||
| GOOP | Kurv Yield Premium Strategy Google ETF | 4.02 | |||
| HECO | State Street Galaxy Hedged Digital Asset Ecosystem ETF | 3.74 | |||
| AMDY | YieldMax AMD Option Income Strategy ETF | 3.68 | |||
| FTQI | First Trust Nasdaq BuyWrite Income ETF | 3.41 | |||
| BUCK | Simplify Treasury Option Income ETF | 3.33 | |||
| RFLR | Innovator U.S. Small Cap Managed Floor ETF | 3.25 | |||
| 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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