PortfoliosLab logoPortfoliosLab logo
Innovator Premium Income 20 Barrier ETF - January ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Dec 29, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Premium Income 20 Barrier ETF - January, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Innovator Premium Income 20 Barrier ETF - January (JANH) has returned -1.07% so far this year and 5.14% over the past 12 months.


Innovator Premium Income 20 Barrier ETF - January

1D
1.41%
1M
-1.37%
YTD
-1.07%
6M
-0.03%
1Y
5.14%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2024, JANH's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.

Historically, 81% of months were positive and 19% were negative. The best month was May 2025 with a return of +2.5%, while the worst month was Mar 2026 at -1.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JANH closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.32%-0.02%-1.37%-1.07%
20250.71%-0.10%-0.54%-0.73%2.46%1.39%0.70%0.71%0.55%0.46%0.36%0.23%6.34%
20241.01%0.85%0.69%0.16%0.90%0.48%0.52%0.56%0.54%0.30%0.52%0.31%7.08%

Benchmark Metrics

Innovator Premium Income 20 Barrier ETF - January has an annualized alpha of 0.32%, beta of 0.34, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 03, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (22.04%) than losses (9.17%) — typical of diversified or defensive assets.
  • Beta of 0.34 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
0.32%
Beta
0.34
0.66
Upside Capture
22.04%
Downside Capture
9.17%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JANH ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JANH Risk / Return Rank: 3838
Overall Rank
JANH Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JANH Sortino Ratio Rank: 2929
Sortino Ratio Rank
JANH Omega Ratio Rank: 5656
Omega Ratio Rank
JANH Calmar Ratio Rank: 2929
Calmar Ratio Rank
JANH Martin Ratio Rank: 4848
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 Premium Income 20 Barrier ETF - January (JANH) and compare them to a chosen benchmark (S&P 500 Index).


JANHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.90

-0.34

Sortino ratio

Return per unit of downside risk

0.89

1.39

-0.49

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

0.74

1.40

-0.66

Martin ratio

Return relative to average drawdown

4.74

6.61

-1.87

Explore JANH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Innovator Premium Income 20 Barrier ETF - January provided a 6.40% dividend yield over the last twelve months, with an annual payout of $1.53 per share.


6.20%6.30%6.40%6.50%6.60%6.70%$0.00$0.50$1.00$1.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.53$1.53$1.65

Dividend yield

6.40%6.20%6.71%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Premium Income 20 Barrier ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.39$0.39
2025$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$1.53
2024$0.41$0.00$0.00$0.41$0.00$0.00$0.41$0.00$0.00$0.41$1.65

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 graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Premium Income 20 Barrier ETF - January. 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 Premium Income 20 Barrier ETF - January was 8.00%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current Innovator Premium Income 20 Barrier ETF - January drawdown is 1.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8%Feb 20, 202534Apr 8, 202523May 12, 202557
-3.04%Feb 26, 202623Mar 30, 2026
-1.42%Aug 1, 20243Aug 5, 20246Aug 13, 20249
-0.9%May 19, 20255May 23, 20255Jun 2, 202510
-0.79%Feb 3, 20263Feb 5, 20262Feb 9, 20265

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...