PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Innovator U.S. Small Cap Power Buffer ETF - Januar...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Jan 1, 2020

Region

Global (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

KJAN features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for KJAN: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
KJAN vs. IJH KJAN vs. IJS KJAN vs. VOO
Popular comparisons:
KJAN vs. IJH KJAN vs. IJS KJAN vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Small Cap Power Buffer 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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.07%
9.82%
KJAN (Innovator U.S. Small Cap Power Buffer ETF - January)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Small Cap Power Buffer ETF - January had a return of 1.55% year-to-date (YTD) and 11.26% in the last 12 months.


KJAN

YTD

1.55%

1M

-0.84%

6M

5.07%

1Y

11.26%

5Y*

7.15%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of KJAN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.93%1.55%
2024-1.98%2.85%2.25%-3.48%2.90%-0.63%5.41%-0.03%0.76%-0.49%7.14%-5.49%8.86%
20236.03%-0.55%-2.57%-0.52%-0.75%5.41%3.70%-3.04%-4.47%-3.78%4.23%11.36%14.71%
2022-5.22%0.42%1.31%-5.74%0.69%-4.73%6.39%-0.64%-5.65%7.49%2.64%-3.78%-7.69%
20210.55%2.48%1.87%1.03%0.81%0.69%-0.98%1.27%-0.54%1.84%-1.46%3.69%11.72%
2020-1.05%-4.93%-13.83%9.40%3.64%1.82%1.79%3.51%-1.43%0.72%7.77%3.06%8.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KJAN is 40, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KJAN is 4040
Overall Rank
The Sharpe Ratio Rank of KJAN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of KJAN is 3333
Sortino Ratio Rank
The Omega Ratio Rank of KJAN is 3535
Omega Ratio Rank
The Calmar Ratio Rank of KJAN is 5656
Calmar Ratio Rank
The Martin Ratio Rank of KJAN is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - January (KJAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for KJAN, currently valued at 0.90, compared to the broader market0.002.004.000.901.74
The chart of Sortino ratio for KJAN, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.001.332.36
The chart of Omega ratio for KJAN, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.32
The chart of Calmar ratio for KJAN, currently valued at 1.61, compared to the broader market0.005.0010.0015.001.612.62
The chart of Martin ratio for KJAN, currently valued at 4.10, compared to the broader market0.0020.0040.0060.0080.00100.004.1010.69
KJAN
^GSPC

The current Innovator U.S. Small Cap Power Buffer ETF - January Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator U.S. Small Cap Power Buffer ETF - January with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.90
1.74
KJAN (Innovator U.S. Small Cap Power Buffer ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator U.S. Small Cap Power Buffer ETF - January 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.24%
-0.43%
KJAN (Innovator U.S. Small Cap Power Buffer ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Small Cap Power Buffer 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 U.S. Small Cap Power Buffer ETF - January was 28.94%, occurring on Mar 18, 2020. Recovery took 143 trading sessions.

The current Innovator U.S. Small Cap Power Buffer ETF - January drawdown is 4.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.94%Feb 20, 202020Mar 18, 2020143Oct 9, 2020163
-15.23%Jan 4, 2022114Jun 16, 2022268Jul 13, 2023382
-11.38%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-6.31%Dec 5, 202424Jan 10, 2025
-5.29%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The current Innovator U.S. Small Cap Power Buffer ETF - January volatility is 1.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.74%
3.01%
KJAN (Innovator U.S. Small Cap Power Buffer ETF - January)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab