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ISIN
US45782C8626
CUSIP
45782C862
Issuer
Innovator
Inception Date
Jul 24, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Deepwater Frontier Tech Index
Domicile
U.S.
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth
Assets Under Management
$214M

Share Price Chart


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Performance

LOUP Performance Chart

Innovator Deepwater Frontier Tech ETF (LOUP) is up 26.5% since the beginning of the year. LOUP is currently trading at $97 per share. Investors who bought $1,000 worth of LOUP shares 5 years ago would now be looking at an investment worth $1,803.


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S&P 500 Index

Returns By Period

Innovator Deepwater Frontier Tech ETF (LOUP) has returned 26.49% so far this year and 68.03% over the past 12 months.


Innovator Deepwater Frontier Tech ETF

1D
1.21%
1M
8.58%
YTD
26.49%
6M
23.77%
1Y
68.03%
3Y*
36.47%
5Y*
12.51%
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)

LOUP Monthly Returns History

Based on dividend-adjusted daily data since Jul 25, 2018, LOUP's average daily return is +0.09%, while the average monthly return is +1.81%. At this rate, an investment would double in approximately 3.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +22.2%, while the worst month was Apr 2022 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LOUP closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +15.8%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.36%-3.37%-8.01%16.77%21.60%-1.14%26.49%
202510.99%-9.80%-14.96%5.79%12.71%15.63%2.62%2.61%12.06%10.62%-5.78%-0.76%43.24%
2024-2.47%10.60%1.08%-8.03%3.62%4.59%-6.15%3.41%3.06%4.01%11.35%-3.23%21.80%
202317.86%0.33%3.58%-6.29%11.86%6.37%3.40%-7.40%-6.19%-5.41%19.97%8.70%51.31%
2022-12.71%1.23%-3.01%-18.80%-6.21%-15.20%10.34%-5.46%-13.25%8.89%9.38%-9.48%-46.00%
20219.68%6.61%-7.21%-0.76%-1.98%5.40%-7.65%2.95%-2.88%9.59%-2.85%-1.67%7.54%

Benchmark Metrics

Innovator Deepwater Frontier Tech ETF has an annualized alpha of 3.03%, beta of 1.35, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 25, 2018.

  • This ETF captured 152.45% of S&P 500 Index gains and 126.58% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 3.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.03%
Beta
1.35
0.68
Upside Capture
152.45%
Downside Capture
126.58%

Expense Ratio

LOUP has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LOUP ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


LOUP Risk / Return Rank: 6666
Overall Rank
LOUP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LOUP Sortino Ratio Rank: 6363
Sortino Ratio Rank
LOUP Omega Ratio Rank: 6161
Omega Ratio Rank
LOUP Calmar Ratio Rank: 6767
Calmar Ratio Rank
LOUP Martin Ratio Rank: 6262
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 Deepwater Frontier Tech ETF (LOUP) 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.


LOUPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.26

2.78

+0.47

Martin ratioReturn relative to average drawdown

10.75

12.44

-1.69

Dividends

Dividend History


Innovator Deepwater Frontier Tech 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 Deepwater Frontier Tech 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 Deepwater Frontier Tech ETF was 58.68%, occurring on Oct 14, 2022. Recovery took 691 trading sessions.

The current Innovator Deepwater Frontier Tech ETF drawdown is 3.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-58.68%Oct 2022
1y 8mo2y 9mo
4y 5moFeb 2021 - Jul 2025
COVID crash2020
-41.54%Mar 2020
27d2mo 19d
3mo 16dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-28.70%Dec 2018
3mo 21d12mo 4d
1y 3moSep 2018 - Dec 2019
2026 bear market2026
-21.00%Mar 2026
4mo 26d23d
5mo 19dNov 2025 - Apr 2026
2026 correction2026
-10.16%Jun 2026
7d
20d 19hJun 2026 - now

Drawdown Indicators


LOUPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-56.78%

-1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-9.10%

-11.90%

Max Drawdown (3Y)

Largest decline over 3 years

-35.23%

-18.90%

-16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

-25.43%

-30.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.19%

-1.80%

-1.39%

Average Drawdown

Average peak-to-trough decline

-19.95%

-10.71%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.35%

2.03%

+4.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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