VXZ's Sortino Ratio of -0.73 indicates that for each unit of downside volatility, it generates -0.73 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
VXZ Sortino Ratio Rank
VXZ ranks above 16.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
VXZ Sortino Ratio Market Positioning
The chart shows VXZ's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.33 or lower
- Yellow zone (middle 50%): -0.33 to 1.89
- Green zone (top 25%): 1.89 or higher
- Top 1%: 6.25+
- Median: 0.72 — half of all investments score higher
How it compares to other similar stocks
The table compares VXZ's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CFNB | California First Leasing Corporation | 454.40 | |||
| LGMK | LogicMark Inc | 289.70 | |||
| WW | WW International, Inc. | 261.61 | |||
| USDP | USD Partners LP | 128.81 | |||
| VCHYF | V Technology Co. Ltd | 128.51 | |||
| BIMI | BIMI International Medical Inc. | 82.06 | |||
| CARM | Carisma Therapeutics Inc. | 77.35 | |||
| MCAG | Mountain Crest Acquisition Corp. V | 73.26 | |||
| TGL | Treasure Global Inc. | 72.31 | |||
| KGBLY | Kingboard Laminates Holdings Limited | 69.69 | |||
| VXZ | iPath Series B S&P 500® VIX Mid-Term Futures ETN | -0.73 |
Historical Sortino Ratio
The chart shows VXZ'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 VXZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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