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Innovator Growth-100 Power Buffer ETF - October (N...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Sep 30, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Growth-100 Power Buffer ETF - October, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Innovator Growth-100 Power Buffer ETF - October (NOCT) has returned -2.68% so far this year and 13.38% over the past 12 months.


Innovator Growth-100 Power Buffer ETF - October

1D
1.91%
1M
-2.43%
YTD
-2.68%
6M
-0.78%
1Y
13.38%
3Y*
12.93%
5Y*
8.72%
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 Oct 1, 2019, NOCT's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 73% of months were positive and 27% were negative. The best month was Jul 2022 with a return of +7.1%, while the worst month was Apr 2022 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NOCT closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Mar 12, 2020 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.79%-1.04%-2.43%-2.68%
20251.42%-0.87%-3.69%0.88%5.08%3.42%1.51%1.07%1.60%1.60%-0.20%0.55%12.81%
20241.18%2.01%0.64%-0.71%2.50%1.27%0.30%0.92%0.56%-0.39%3.02%0.26%12.10%
20236.74%-0.11%4.74%1.15%2.80%2.26%0.89%0.55%0.69%-0.71%5.72%2.63%30.67%
2022-2.58%-1.98%2.23%-7.12%-0.11%-4.12%7.08%-1.30%-6.65%1.99%3.40%-4.19%-13.42%
2021-0.47%0.70%1.97%2.06%0.33%1.71%0.59%0.59%0.28%2.77%0.15%0.83%12.10%

Benchmark Metrics

Innovator Growth-100 Power Buffer ETF - October has an annualized alpha of 3.30%, beta of 0.47, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 02, 2019.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (46.71%) than losses (42.16%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 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
3.30%
Beta
0.47
0.73
Upside Capture
46.71%
Downside Capture
42.16%

Expense Ratio

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


Return for Risk

Risk / Return Rank

NOCT 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.


NOCT Risk / Return Rank: 6666
Overall Rank
NOCT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NOCT Sortino Ratio Rank: 6464
Sortino Ratio Rank
NOCT Omega Ratio Rank: 7171
Omega Ratio Rank
NOCT Calmar Ratio Rank: 6363
Calmar Ratio Rank
NOCT Martin Ratio Rank: 7676
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 Growth-100 Power Buffer ETF - October (NOCT) and compare them to a chosen benchmark (S&P 500 Index).


NOCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.18

Sortino ratio

Return per unit of downside risk

1.68

1.39

+0.29

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.64

1.40

+0.24

Martin ratio

Return relative to average drawdown

8.30

6.61

+1.69

Explore NOCT 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 Growth-100 Power Buffer ETF - October provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.07%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Growth-100 Power Buffer ETF - October. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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 Growth-100 Power Buffer ETF - October. 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 Growth-100 Power Buffer ETF - October was 16.21%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Innovator Growth-100 Power Buffer ETF - October drawdown is 4.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.21%Jan 4, 2022197Oct 14, 2022154May 26, 2023351
-13.59%Feb 21, 202019Mar 18, 202044May 20, 202063
-12.7%Feb 20, 202534Apr 8, 202537Jun 2, 202571
-5.84%Jan 28, 202643Mar 30, 2026
-4.22%Oct 14, 202013Oct 30, 20204Nov 5, 202017

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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