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Issuer
Innovator
Inception Date
Feb 8, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MerQube U.S. Large Cap Equity Buffer Laddered Index - Benchmark TR Gross
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$314M

Share Price Chart


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Performance

BUFB Performance Chart

Innovator Laddered Allocation Buffer ETF (BUFB) is up 6.8% since the beginning of the year. BUFB is currently trading at $39 per share.


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S&P 500 Index

Returns By Period

Innovator Laddered Allocation Buffer ETF (BUFB) has returned 6.82% so far this year and 18.84% over the past 12 months.


Innovator Laddered Allocation Buffer ETF

1D
-0.22%
1M
0.37%
YTD
6.82%
6M
7.04%
1Y
18.84%
3Y*
15.14%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFB Monthly Returns History

Based on dividend-adjusted daily data since Feb 9, 2022, BUFB'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, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +7.1%, while the worst month was Sep 2022 at -6.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BUFB closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -4.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.81%-0.03%-2.74%6.59%2.73%-0.47%6.82%
20251.92%-0.65%-3.93%-0.58%4.68%3.61%1.68%1.35%2.36%0.84%0.78%0.87%13.42%
20241.67%2.45%1.63%-1.36%3.16%2.09%0.68%1.72%1.03%0.09%3.09%-0.87%16.37%
20234.86%-1.37%2.60%1.03%0.38%5.42%2.09%-0.79%-3.70%-1.77%7.11%3.50%20.50%
2022-2.88%3.03%-6.39%0.30%-5.41%6.64%-2.39%-6.81%6.20%4.14%-3.74%-8.23%

Benchmark Metrics

Innovator Laddered Allocation Buffer ETF has an annualized alpha of 2.22%, beta of 0.67, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since February 09, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.33%) than losses (65.33%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • 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
2.22%
Beta
0.67
0.94
Upside Capture
66.33%
Downside Capture
65.33%

Expense Ratio

BUFB has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BUFB ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BUFB Risk / Return Rank: 8383
Overall Rank
BUFB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BUFB Sortino Ratio Rank: 8484
Sortino Ratio Rank
BUFB Omega Ratio Rank: 8585
Omega Ratio Rank
BUFB Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUFB Martin Ratio Rank: 8989
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 Laddered Allocation Buffer ETF (BUFB) 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.


BUFBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

3.70

2.78

+0.92

Martin ratioReturn relative to average drawdown

19.19

12.44

+6.75

Dividends

Dividend History


Innovator Laddered Allocation Buffer ETF doesn't pay dividends

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 Laddered Allocation Buffer 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 Laddered Allocation Buffer ETF was 14.88%, occurring on Oct 14, 2022. Recovery took 163 trading sessions.

The current Innovator Laddered Allocation Buffer ETF drawdown is 0.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.88%Oct 2022
6mo 18d7mo 28d
1y 2moMar 2022 - Jun 2023
2025 selloff2025
-13.75%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2023 pullback2023
-7.41%Oct 2023
2mo 28d24d
3mo 22dJul 2023 - Nov 2023
Bear market2022
-6.11%Mar 2022
1mo 2d14d
1mo 16dFeb 2022 - Mar 2022
2026 pullback2026
-5.12%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026

Drawdown Indicators


BUFBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.88%

-56.78%

+41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-9.10%

+3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-18.90%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.52%

-1.80%

+1.28%

Average Drawdown

Average peak-to-trough decline

-2.85%

-10.71%

+7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.03%

-1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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