UGA's Sortino Ratio of 2.91 indicates that for each unit of downside volatility, it generates 2.91 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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.
UGA Sortino Ratio Rank
UGA ranks above 81.7% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
UGA Sortino Ratio Market Positioning
The chart shows UGA'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%): 1.18 or lower
- Yellow zone (middle 50%): 1.18 to 2.70
- Green zone (top 25%): 2.70 or higher
- Top 1%: 14.23+
- Median: 2.05 — half of all investments score higher
How it compares to other similar ETFs
The table compares United States Gasoline Fund LP's Sortino Ratio with other ETFs in the Oil & Gas category across multiple time periods, showing how UGA'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 Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| UGA | United States Gasoline Fund LP | 2.91 | |||
| DBE | Invesco DB Energy Fund | 2.25 | |||
| DBO | Invesco DB Oil Fund | 2.11 | |||
| USO | United States Oil Fund LP | 2.04 | |||
| BNO | United States Brent Oil Fund LP | 1.95 | |||
| OILK | ProShares K-1 Free Crude Oil Strategy ETF | 1.86 | |||
| USL | United States 12 Month Oil Fund LP | 1.83 | |||
| UCO | ProShares Ultra Bloomberg Crude Oil | 1.75 | |||
| USOI | Credit Suisse X-Links Crude Oil Shares Covered Call ETN | 1.51 | |||
| KOLD | ProShares UltraShort Bloomberg Natural Gas | 0.98 |
Historical Sortino Ratio
The chart shows UGA'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 UGA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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