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ISIN
US45782C7719
CUSIP
45782C771
Issuer
Innovator
Inception Date
Sep 28, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Price Return Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$300M

Share Price Chart


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Performance

BOCT Performance Chart

Innovator U.S. Equity Buffer ETF October (BOCT) is up 7.3% since the beginning of the year. BOCT is currently trading at $53 per share. Investors who bought $1,000 worth of BOCT shares 5 years ago would now be looking at an investment worth $1,660.


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S&P 500 Index

Returns By Period

Innovator U.S. Equity Buffer ETF October (BOCT) has returned 7.34% so far this year and 20.96% over the past 12 months.


Innovator U.S. Equity Buffer ETF October

1D
0.04%
1M
2.79%
YTD
7.34%
6M
8.06%
1Y
20.96%
3Y*
14.64%
5Y*
10.67%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOCT Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2018, BOCT's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +9.5%, while the worst month was Mar 2020 at -8.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BOCT closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.93%-0.39%-3.43%7.37%2.81%0.15%7.34%
20251.88%-0.67%-3.90%-0.45%4.57%3.86%1.72%1.78%2.91%1.03%0.44%0.59%14.34%
20241.28%2.49%1.35%-0.95%2.56%1.12%0.62%0.89%0.58%-0.57%3.72%-1.27%12.36%
20235.10%-1.58%2.91%1.37%0.72%5.42%2.00%0.02%-4.37%-1.48%6.80%3.00%21.13%
2022-2.43%-1.55%2.52%-6.26%0.58%-5.17%5.73%-1.40%-5.77%5.23%4.15%-3.08%-8.14%
2021-1.19%1.91%3.10%1.65%0.84%0.84%0.42%0.48%0.34%3.98%-0.86%2.67%14.97%

Benchmark Metrics

Innovator U.S. Equity Buffer ETF October has an annualized alpha of 1.43%, beta of 0.67, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 02, 2018.

  • This ETF participated in 63.96% of S&P 500 Index downside but only 61.54% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.43%
Beta
0.67
0.91
Upside Capture
61.54%
Downside Capture
63.96%

Expense Ratio

BOCT has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BOCT ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BOCT Risk / Return Rank: 7777
Overall Rank
BOCT Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BOCT Sortino Ratio Rank: 7979
Sortino Ratio Rank
BOCT Omega Ratio Rank: 8181
Omega Ratio Rank
BOCT Calmar Ratio Rank: 6868
Calmar Ratio Rank
BOCT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF October (BOCT) and compare them to S&P 500 Index.


BOCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.57

2.39

+0.19

Sortino ratio

Return per unit of downside risk

3.61

3.25

+0.35

Omega ratio

Gain probability vs. loss probability

1.50

1.43

+0.07

Calmar ratio

Return relative to maximum drawdown

3.46

3.11

+0.34

Martin ratio

Return relative to average drawdown

16.62

14.38

+2.24

Dividends

Dividend History

Innovator U.S. Equity Buffer ETF October provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%0.20%$0.00$0.01$0.02$0.03$0.04$0.052019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Buffer ETF October. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF October. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator U.S. Equity Buffer ETF October was 24.54%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-24.54%Mar 2020
1mo 2d4mo 13d
5mo 15dFeb 2020 - Aug 2020
Bear market2022
-14.29%Jun 2022
5mo 12d11mo 14d
1y 4moJan 2022 - May 2023
2025 selloff2025
-13.61%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-13.60%Dec 2018
2mo 22d3mo 19d
6mo 11dOct 2018 - Apr 2019
2023 pullback2023
-7.44%Oct 2023
1mo 12d26d
2mo 8dSep 2023 - Nov 2023

Drawdown Indicators


BOCTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-56.78%

+32.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-9.10%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

-18.90%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-25.43%

+11.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.60%

-10.72%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.97%

-0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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