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APRD vs. BUFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APRD vs. BUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 10 Barrier ETF - April (APRD) and FT Cboe Vest Buffered Allocation Growth ETF (BUFG). The values are adjusted to include any dividend payments, if applicable.

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APRD vs. BUFG - Yearly Performance Comparison


Returns By Period


APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BUFG

1D
2.17%
1M
-3.00%
YTD
-2.40%
6M
-0.30%
1Y
12.91%
3Y*
12.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APRD vs. BUFG - Expense Ratio Comparison

APRD has a 0.79% expense ratio, which is lower than BUFG's 1.05% expense ratio.


Return for Risk

APRD vs. BUFG — Risk / Return Rank

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

APRD

BUFG
BUFG Risk / Return Rank: 6464
Overall Rank
BUFG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BUFG Sortino Ratio Rank: 6161
Sortino Ratio Rank
BUFG Omega Ratio Rank: 6666
Omega Ratio Rank
BUFG Calmar Ratio Rank: 6262
Calmar Ratio Rank
BUFG Martin Ratio Rank: 7777
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.

APRD vs. BUFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 10 Barrier ETF - April (APRD) and FT Cboe Vest Buffered Allocation Growth ETF (BUFG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

APRD vs. BUFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


APRDBUFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Dividends

APRD vs. BUFG - Dividend Comparison

Neither APRD nor BUFG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

APRD vs. BUFG - Drawdown Comparison

The maximum APRD drawdown since its inception was 0.00%, smaller than the maximum BUFG drawdown of -17.62%. Use the drawdown chart below to compare losses from any high point for APRD and BUFG.


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Drawdown Indicators


APRDBUFGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-17.62%

+17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.49%

Current Drawdown

Current decline from peak

0.00%

-3.69%

+3.69%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.74%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

APRD vs. BUFG - Volatility Comparison


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Volatility by Period


APRDBUFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.54%

-12.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.00%

-12.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

12.00%

-12.00%