- ISIN
- US45783Y3760
- Issuer
- Innovator
- Inception Date
- Dec 29, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
JANJ Performance Chart
Innovator Premium Income 30 Barrier ETF - January (JANJ) is up 2.5% since the beginning of the year. JANJ is currently trading at $25 per share.
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Returns By Period
Innovator Premium Income 30 Barrier ETF - January (JANJ) has returned 2.53% so far this year and 5.85% over the past 12 months.
Innovator Premium Income 30 Barrier ETF - January
- 1D
- -0.02%
- 1M
- 0.26%
- YTD
- 2.53%
- 6M
- 2.58%
- 1Y
- 5.85%
- 3Y*
- —
- 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%
JANJ Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2024, JANJ's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.
Historically, 90% of months were positive and 10% were negative. The best month was Apr 2026 with a return of +2.1%, while the worst month was Mar 2026 at -0.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.
On a daily basis, JANJ closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.3%, while the worst single day was Apr 4, 2025 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.06% | 0.08% | -0.61% | 2.14% | 0.77% | 0.08% | 2.53% | ||||||
| 2025 | 0.36% | 0.13% | -0.07% | -0.42% | 1.61% | 0.87% | 0.55% | 0.52% | 0.53% | 0.40% | 0.32% | 0.29% | 5.22% |
| 2024 | 0.53% | 0.81% | 0.44% | 0.24% | 0.67% | 0.41% | 0.55% | 0.50% | 0.44% | 0.30% | 0.52% | 0.34% | 5.92% |
Benchmark Metrics
Innovator Premium Income 30 Barrier ETF - January has an annualized alpha of 1.15%, beta of 0.22, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 02, 2024.
- This ETF captured 15.94% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.82%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.22 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
- 1.15%
- Beta
- 0.22
- R²
- 0.61
- Upside Capture
- 15.94%
- Downside Capture
- -1.82%
Expense Ratio
JANJ has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JANJ ranks 82 for risk / return — in the top 82% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Premium Income 30 Barrier ETF - January (JANJ) 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.
| JANJ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.37 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.78 | +0.34 |
| Martin ratioReturn relative to average drawdown | 19.77 | 12.44 | +7.33 |
Dividends
Dividend History
Innovator Premium Income 30 Barrier ETF - January provided a 5.00% dividend yield over the last twelve months, with an annual payout of $1.25 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.25 | $1.25 | $1.38 |
Dividend yield | 5.00% | 5.07% | 5.59% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Premium Income 30 Barrier ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.31 | ||||||
| 2025 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $1.25 |
| 2024 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $1.38 |
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 Premium Income 30 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 30 Barrier ETF - January was 5.75%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current Innovator Premium Income 30 Barrier ETF - January drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -5.75%Apr 2025 | 13d | 1mo 4d | 1mo 17dMar 2025 - May 2025 |
2026 pullback2026 | -1.88%Mar 2026 | 1mo 18d | 9d | 1mo 27dFeb 2026 - Apr 2026 |
2025 selloff2025 | -1.17%Mar 2025 | 19d | 13d | 1mo 2dFeb 2025 - Mar 2025 |
2024 pullback2024 | -0.83%Aug 2024 | 4d | 7d | 11dAug 2024 - Aug 2024 |
2025 selloff2025 | -0.56%May 2025 | 4d | 10d | 14dMay 2025 - Jun 2025 |
Drawdown Indicators
| JANJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.75% | -56.78% | +51.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.88% | -9.10% | +7.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.80% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -10.71% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 2.03% | -1.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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