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Innovator Premium Income 15 Buffer ETF - January (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Dec 29, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Expense Ratio

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


Expense ratio chart for LJAN: 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


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Compare to other instruments

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 15 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.64%
9.32%
LJAN (Innovator Premium Income 15 Buffer ETF - January)
Benchmark (^GSPC)

Returns By Period

Innovator Premium Income 15 Buffer ETF - January had a return of 0.85% year-to-date (YTD) and 5.76% in the last 12 months.


LJAN

YTD

0.85%

1M

0.15%

6M

2.65%

1Y

5.76%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.77%0.85%
20240.70%0.63%0.55%0.17%0.68%0.46%0.50%0.46%0.46%0.38%0.44%0.30%5.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, LJAN is among the top 2% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LJAN is 9898
Overall Rank
The Sharpe Ratio Rank of LJAN is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of LJAN is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LJAN is 9898
Omega Ratio Rank
The Calmar Ratio Rank of LJAN is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LJAN is 9898
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 Premium Income 15 Buffer ETF - January (LJAN) 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 LJAN, currently valued at 3.45, compared to the broader market0.002.004.003.451.74
The chart of Sortino ratio for LJAN, currently valued at 5.06, compared to the broader market-2.000.002.004.006.008.0010.0012.005.062.35
The chart of Omega ratio for LJAN, currently valued at 2.06, compared to the broader market0.501.001.502.002.503.002.061.32
The chart of Calmar ratio for LJAN, currently valued at 5.66, compared to the broader market0.005.0010.0015.005.662.61
The chart of Martin ratio for LJAN, currently valued at 51.15, compared to the broader market0.0020.0040.0060.0080.00100.0051.1510.66
LJAN
^GSPC

The current Innovator Premium Income 15 Buffer ETF - January Sharpe ratio is 3.45. 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 Premium Income 15 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 Ratio1.502.002.503.003.504.00Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
3.45
1.74
LJAN (Innovator Premium Income 15 Buffer ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator Premium Income 15 Buffer ETF - January provided a 5.51% dividend yield over the last twelve months, with an annual payout of $1.36 per share.


5.57%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402024
Dividends
Dividend Yield
PeriodTTM2024
Dividend$1.36$1.37

Dividend yield

5.51%5.57%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Premium Income 15 Buffer ETF - January. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.10$0.00$0.10
2024$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$1.37

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.16%
0
LJAN (Innovator Premium Income 15 Buffer ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Premium Income 15 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 Premium Income 15 Buffer ETF - January was 1.01%, occurring on Aug 5, 2024. Recovery took 6 trading sessions.

The current Innovator Premium Income 15 Buffer ETF - January drawdown is 0.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.01%Aug 1, 20243Aug 5, 20246Aug 13, 20249
-0.41%Jan 7, 20253Jan 10, 20253Jan 15, 20256
-0.34%Feb 9, 20243Feb 13, 20246Feb 22, 20249
-0.32%Apr 1, 202411Apr 15, 20245Apr 22, 202416
-0.28%Jan 27, 20251Jan 27, 202513Feb 13, 202514

Volatility

Volatility Chart

The current Innovator Premium Income 15 Buffer ETF - January volatility is 0.55%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.55%
3.07%
LJAN (Innovator Premium Income 15 Buffer ETF - January)
Benchmark (^GSPC)
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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.

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