SQL Server 2022

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Create Table Data (ColA CHAR, ColB CHAR, ColC CHAR)
INSERT Data
Values
    (null, null, null),
    ('A',  null, null),
    ('A',  null, 'X' ),
    ('A',  null, 'X' ),
    ('A',  'J',  null),
    ('A',  'J',  'X' ),
    ('A',  'J',  'Y' ),
    ('A',  'J',  'Y' ),
    ('A',  'J',  'Z' ),
    ('A',  'K',  'X' ),
    ('A',  'K',  'Y' ),
    ('B',  'J',  null),
    ('B',  'J',  'X' ),
    ('B',  'J',  'Y' ),
    ('B',  'K',  'Z' )

SELECT ColA, COlB, COlC,
    CASE WHEN ColA IS NOT NULL THEN
        DENSE_RANK()
            OVER(ORDER BY ColA)
        - MAX(CASE WHEN ColA IS NULL THEN 1 ELSE 0 END)
            OVER(ORDER BY ColA)
        END AS RankA,
    CASE WHEN ColB IS NOT NULL THEN
        DENSE_RANK()
            OVER(PARTITION BY ColA ORDER BY ColB)
        - MAX(CASE WHEN ColB IS NULL THEN 1 ELSE 0 END)
            OVER(PARTITION BY ColA ORDER BY ColB)
        END AS RankB,
    CASE WHEN ColC IS NOT NULL THEN
        DENSE_RANK()
            OVER(PARTITION BY ColA, ColB ORDER BY ColC)
        - MAX(CASE WHEN ColC IS NULL THEN 1 ELSE 0 END)
            OVER(PARTITION BY ColA, ColB ORDER BY ColC)
        END AS RankC,
    CASE WHEN ColA IS NOT NULL THEN
        DENSE_RANK()
            OVER(ORDER BY ISNULL(ColA, 'ZZZMaxValue'))
         END AS RankA,
    CASE WHEN ColB IS NOT NULL THEN
        DENSE_RANK()
            OVER(PARTITION BY ColA ORDER BY ISNULL(ColB, 'ZZZMaxValue'))
         END AS RankB,
    CASE WHEN ColC IS NOT NULL THEN
        DENSE_RANK()
            OVER(PARTITION BY ColA, ColB ORDER BY ISNULL(ColC, 'ZZZMaxValue'))
         END AS RankC
FROM Data
ORDER BY ColA, COlB, COlC

ColA	COlB	COlC	RankA	RankB	RankC	RankA	RankB	RankC
null	null	null	null	null	null	null	null	null
A	null	null	1	null	null	1	null	null
A	null	X	1	null	1	1	null	1
A	null	X	1	null	1	1	null	1
A	J	null	1	1	null	1	1	null
A	J	X	1	1	1	1	1	1
A	J	Y	1	1	2	1	1	2
A	J	Y	1	1	2	1	1	2
A	J	Z	1	1	3	1	1	3
A	K	X	1	2	1	1	2	1
A	K	Y	1	2	2	1	2	2
B	J	null	2	1	null	2	1	null
B	J	X	2	1	1	2	1	1
B	J	Y	2	1	2	2	1	2
B	K	Z	2	2	1	2	2	1