PortfoliosLab logoPortfoliosLab logo
Issuer
Innovator
Inception Date
Sep 13, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
IBD Breakout Stocks Total Return Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth
Assets Under Management
$16M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

BOUT Performance Chart

Innovator IBD Breakout Opportunities ETF (BOUT) is up 34.4% since the beginning of the year. BOUT is currently trading at $49 per share. Investors who bought $1,000 worth of BOUT shares 5 years ago would now be looking at an investment worth $1,533.


Loading charts...

S&P 500 Index

Returns By Period

Innovator IBD Breakout Opportunities ETF (BOUT) has returned 34.44% so far this year and 38.59% over the past 12 months.


Innovator IBD Breakout Opportunities ETF

1D
1.34%
1M
5.57%
YTD
34.44%
6M
31.27%
1Y
38.59%
3Y*
17.65%
5Y*
8.92%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOUT Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2018, BOUT's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +19.5%, while the worst month was Oct 2018 at -17.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BOUT closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -9.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.41%5.71%-3.79%15.31%2.74%4.86%34.44%
20253.77%-5.91%-4.91%-7.35%4.37%4.26%2.35%0.96%3.14%-3.05%-0.86%-2.75%-6.77%
2024-0.23%7.26%2.63%-7.35%4.44%-0.99%3.77%1.47%-0.16%0.06%11.60%-3.81%18.82%
20234.08%-1.59%2.83%-1.11%-4.85%10.04%3.40%-5.76%-3.42%-4.37%6.50%8.39%13.27%
2022-10.75%5.88%3.57%-8.13%-1.10%-12.46%5.65%-2.83%-9.38%10.28%1.34%-4.37%-22.60%
20214.27%3.13%-2.53%4.17%-4.90%1.48%2.52%4.09%-3.51%6.67%-0.60%6.65%22.69%

Benchmark Metrics

Innovator IBD Breakout Opportunities ETF has an annualized alpha of -0.77%, beta of 0.88, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since September 13, 2018.

  • This ETF participated in 96.67% of S&P 500 Index downside but only 84.33% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.57, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.77%
Beta
0.88
0.57
Upside Capture
84.33%
Downside Capture
96.67%

Expense Ratio

BOUT has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BOUT ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BOUT Risk / Return Rank: 5656
Overall Rank
BOUT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BOUT Sortino Ratio Rank: 5050
Sortino Ratio Rank
BOUT Omega Ratio Rank: 4949
Omega Ratio Rank
BOUT Calmar Ratio Rank: 6868
Calmar Ratio Rank
BOUT Martin Ratio Rank: 5757
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 IBD Breakout Opportunities ETF (BOUT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BOUTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.30

2.78

+0.51

Martin ratioReturn relative to average drawdown

9.76

12.44

-2.68

Dividends

Dividend History

Innovator IBD Breakout Opportunities ETF provided a 0.26% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.12$0.12$0.23$0.44$0.40$0.00$0.00$0.00$0.04

Dividend yield

0.26%0.34%0.60%1.32%1.35%0.00%0.00%0.00%0.22%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator IBD Breakout Opportunities ETF. 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$0.12$0.12
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.23$0.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator IBD Breakout Opportunities ETF. 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 IBD Breakout Opportunities ETF was 36.98%, occurring on Mar 20, 2020. Recovery took 142 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.98%Mar 2020
1y 6mo6mo 26d
2y 1moSep 2018 - Oct 2020
Bear market2022
-28.28%Sep 2022
9mo 1d2y 1mo
2y 10moDec 2021 - Nov 2024
2025 selloff2025
-25.31%Apr 2025
4mo1y 1d
1y 4moDec 2024 - Apr 2026
2021 correction2021
-14.69%May 2021
3mo 7d5mo 10d
8mo 17dFeb 2021 - Nov 2021
2021 pullback2021
-8.18%Jan 2021
7d9d
16dJan 2021 - Feb 2021

Drawdown Indicators


BOUTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.98%

-56.78%

+19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-9.10%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-25.31%

-18.90%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

-25.43%

-2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-12.30%

-10.71%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.03%

+1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BOUT

Add Innovator IBD Breakout Opportunities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BOUT