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AOCT vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOCT vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 2 Yr to October 2026 (AOCT) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOCT achieves a 2.49% return, which is significantly lower than UGA's 75.49% return.


AOCT

1D
-0.07%
1M
0.72%
YTD
2.49%
6M
2.99%
1Y
7.29%
3Y*
5Y*
10Y*

UGA

1D
-0.19%
1M
-12.35%
YTD
75.49%
6M
64.35%
1Y
80.94%
3Y*
22.21%
5Y*
25.10%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOCT vs. UGA - Yearly Performance Comparison


Correlation

The correlation between AOCT and UGA is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

-0.07

The correlation between AOCT and UGA shifts across timeframes, from -0.22 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AOCT vs. UGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AOCT
AOCT Risk / Return Rank: 8989
Overall Rank
AOCT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AOCT Sortino Ratio Rank: 9292
Sortino Ratio Rank
AOCT Omega Ratio Rank: 9191
Omega Ratio Rank
AOCT Calmar Ratio Rank: 8383
Calmar Ratio Rank
AOCT Martin Ratio Rank: 9393
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6969
Overall Rank
UGA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5757
Sortino Ratio Rank
UGA Omega Ratio Rank: 6060
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7171
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.

AOCT vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 2 Yr to October 2026 (AOCT) and United States Gasoline Fund LP (UGA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AOCTUGADifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.60

1.37

+0.23

Calmar ratioReturn relative to maximum drawdown

4.42

5.47

-1.04

Martin ratioReturn relative to average drawdown

24.23

13.25

+10.98

AOCT vs. UGA - Sharpe Ratio Comparison

The current AOCT Sharpe Ratio is 2.84, which is comparable to the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of AOCT and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AOCTUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

2.32

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.12

+1.32

Drawdowns

AOCT vs. UGA - Drawdown Comparison

The maximum AOCT drawdown since its inception was -3.71%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for AOCT and UGA.


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Drawdown Indicators


AOCTUGADifference

Max Drawdown

Largest peak-to-trough decline

-3.71%

-86.59%

+82.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.65%

-14.88%

+13.23%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.07%

-12.35%

+12.28%

Average Drawdown

Average peak-to-trough decline

-0.37%

-36.76%

+36.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

6.13%

-5.83%

Volatility

AOCT vs. UGA - Volatility Comparison

The current volatility for Innovator Equity Defined Protection ETF - 2 Yr to October 2026 (AOCT) is 0.38%, while United States Gasoline Fund LP (UGA) has a volatility of 11.66%. This indicates that AOCT experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOCTUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

11.66%

-11.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

30.41%

-28.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

35.14%

-32.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.89%

34.38%

-30.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.89%

37.27%

-33.38%

AOCT vs. UGA - Expense Ratio Comparison

AOCT has a 0.79% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

AOCT vs. UGA - Dividend Comparison

Neither AOCT nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AOCT and UGA have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.66%) compared to AOCT (0.38%). In terms of maximum drawdown, AOCT dropped -3.71% vs UGA's -86.59%.

On 1-year performance, UGA leads with 80.94% vs 7.29% for AOCT. On fees, UGA is cheaper at 0.75% per year. On volatility, AOCT has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UGA has performed better with a 80.94% return vs 7.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.79% for AOCT.

AOCT and UGA have nearly identical dividend yields, around 0.00%.

AOCT is categorized as Defined Outcome, while UGA is Oil & Gas. They also come from different issuers: Innovator and Concierge Technologies. Their fees differ too: 0.79% for AOCT and 0.75% for UGA.

AOCT currently has the higher Sharpe Ratio (2.84 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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