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Innovator Premium Income 30 Barrier ETF - October ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Sep 29, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
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 Premium Income 30 Barrier 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 Premium Income 30 Barrier ETF - October (OCTJ) has returned 0.14% so far this year and 4.99% over the past 12 months.


Innovator Premium Income 30 Barrier ETF - October

1D
0.77%
1M
-0.31%
YTD
0.14%
6M
1.81%
1Y
4.99%
3Y*
5Y*
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 2, 2023, OCTJ's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 93% of months were positive and 7% were negative. The best month was Nov 2023 with a return of +1.7%, while the worst month was Mar 2026 at -0.3%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 1 months.

On a daily basis, OCTJ closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%0.18%-0.31%0.14%
20250.69%0.12%0.00%0.02%1.07%0.81%0.32%0.55%0.31%0.31%0.57%0.77%5.70%
20240.41%0.52%0.41%0.33%0.54%0.43%0.42%0.37%0.44%-0.15%1.28%0.19%5.32%
20230.50%1.67%0.81%3.01%

Benchmark Metrics

Innovator Premium Income 30 Barrier ETF - October has an annualized alpha of 1.88%, beta of 0.21, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since October 03, 2023.

  • This ETF captured 15.51% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.97%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.21 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
1.88%
Beta
0.21
0.56
Upside Capture
15.51%
Downside Capture
-7.97%

Expense Ratio

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


Return for Risk

Risk / Return Rank

OCTJ ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


OCTJ Risk / Return Rank: 5252
Overall Rank
OCTJ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OCTJ Sortino Ratio Rank: 4343
Sortino Ratio Rank
OCTJ Omega Ratio Rank: 6969
Omega Ratio Rank
OCTJ Calmar Ratio Rank: 3636
Calmar Ratio Rank
OCTJ Martin Ratio Rank: 7272
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 Premium Income 30 Barrier ETF - October (OCTJ) and compare them to a chosen benchmark (S&P 500 Index).


OCTJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.90

-0.10

Sortino ratio

Return per unit of downside risk

1.26

1.39

-0.13

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

0.96

1.40

-0.44

Martin ratio

Return relative to average drawdown

7.73

6.61

+1.12

Explore OCTJ 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 Premium Income 30 Barrier ETF - October provided a 5.32% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.26$1.25$1.50$0.40

Dividend yield

5.32%5.23%6.27%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Premium Income 30 Barrier 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$0.32$0.32
2025$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.31$0.00$0.00$0.32$1.25
2024$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.31$1.50
2023$0.40$0.40

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 - 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 Premium Income 30 Barrier ETF - October was 5.35%, occurring on Apr 8, 2025. Recovery took 21 trading sessions.

The current Innovator Premium Income 30 Barrier ETF - October drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.35%Mar 25, 202511Apr 8, 202521May 8, 202532
-1.25%Feb 27, 202621Mar 27, 2026
-1.04%Oct 29, 202517Nov 20, 20253Nov 25, 202520
-0.86%Feb 20, 202513Mar 10, 20259Mar 21, 202522
-0.81%Oct 17, 20239Oct 27, 20233Nov 1, 202312

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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