- Issuer
- Innovator
- Inception Date
- Sep 29, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $19M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
OCTJ Performance Chart
Innovator Premium Income 30 Barrier ETF - October (OCTJ) is up 2.3% since the beginning of the year. OCTJ is currently trading at $24 per share.
Loading charts...
Returns By Period
Innovator Premium Income 30 Barrier ETF - October (OCTJ) has returned 2.31% so far this year and 5.85% over the past 12 months.
Innovator Premium Income 30 Barrier ETF - October
- 1D
- 0.17%
- 1M
- 0.52%
- YTD
- 2.31%
- 6M
- 3.04%
- 1Y
- 5.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
OCTJ Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2023, OCTJ's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 94% of months were positive and 6% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.27% | 0.18% | -0.31% | 1.59% | 0.54% | 0.02% | 2.31% | ||||||
| 2025 | 0.69% | 0.12% | 0.00% | 0.02% | 1.07% | 0.81% | 0.32% | 0.55% | 0.31% | 0.31% | 0.57% | 0.77% | 5.70% |
| 2024 | 0.41% | 0.52% | 0.41% | 0.33% | 0.54% | 0.43% | 0.42% | 0.37% | 0.44% | -0.15% | 1.28% | 0.19% | 5.32% |
| 2023 | 0.50% | 1.67% | 0.81% | 3.01% |
Benchmark Metrics
Innovator Premium Income 30 Barrier ETF - October has an annualized alpha of 1.44%, beta of 0.21, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 03, 2023.
- This ETF captured 14.60% 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
- 1.44%
- Beta
- 0.21
- R²
- 0.55
- Upside Capture
- 14.60%
- 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 80 for risk / return — better than 80% 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.
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 S&P 500 Index.
| OCTJ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 2.39 | -0.15 |
Sortino ratioReturn per unit of downside risk | 3.50 | 3.25 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 4.71 | 3.11 | +1.60 |
Martin ratioReturn relative to average drawdown | 23.97 | 14.38 | +9.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Innovator Premium Income 30 Barrier ETF - October provided a 5.20% dividend yield over the last twelve months, with an annual payout of $1.26 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.26 | $1.25 | $1.50 | $0.40 |
Dividend yield | 5.20% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.00 | $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.
Loading charts...
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -5.35%Apr 2025 | 14d | 1mo | 1mo 14dMar 2025 - May 2025 |
2026 pullback2026 | -1.25%Mar 2026 | 28d | 10d | 1mo 8dFeb 2026 - Apr 2026 |
2025 pullback2025 | -1.04%Nov 2025 | 22d | 5d | 27dOct 2025 - Nov 2025 |
2025 selloff2025 | -0.86%Mar 2025 | 18d | 11d | 29dFeb 2025 - Mar 2025 |
2023 pullback2023 | -0.81%Oct 2023 | 10d | 5d | 15dOct 2023 - Nov 2023 |
Drawdown Indicators
| OCTJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.35% | -56.78% | +51.43% |
Max Drawdown (1Y)Largest decline over 1 year | -1.25% | -9.10% | +7.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -10.72% | +10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 1.97% | -1.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with OCTJ
Add Innovator Premium Income 30 Barrier ETF - October to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with OCTJ