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APRD vs. JULT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APRD vs. JULT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 10 Barrier ETF - April (APRD) and AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT). The values are adjusted to include any dividend payments, if applicable.

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APRD vs. JULT - Yearly Performance Comparison


Returns By Period


APRD

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

JULT

1D
2.00%
1M
-2.85%
YTD
-2.04%
6M
0.19%
1Y
14.92%
3Y*
14.55%
5Y*
9.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APRD vs. JULT - Expense Ratio Comparison

APRD has a 0.79% expense ratio, which is higher than JULT's 0.74% expense ratio.


Return for Risk

APRD vs. JULT — Risk / Return Rank

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

APRD

JULT
JULT Risk / Return Rank: 7373
Overall Rank
JULT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JULT Sortino Ratio Rank: 7171
Sortino Ratio Rank
JULT Omega Ratio Rank: 7676
Omega Ratio Rank
JULT Calmar Ratio Rank: 6767
Calmar Ratio Rank
JULT Martin Ratio Rank: 8383
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. JULT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 10 Barrier ETF - April (APRD) and AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT). 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. JULT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


APRDJULTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

Dividends

APRD vs. JULT - Dividend Comparison

Neither APRD nor JULT has paid dividends to shareholders.


TTM202520242023202220212020
APRD
Innovator Premium Income 10 Barrier ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JULT
AllianzIM U.S. Large Cap Buffer10 Jul ETF
0.00%0.00%0.00%0.00%0.00%0.00%3.86%

Drawdowns

APRD vs. JULT - Drawdown Comparison

The maximum APRD drawdown since its inception was 0.00%, smaller than the maximum JULT drawdown of -13.57%. Use the drawdown chart below to compare losses from any high point for APRD and JULT.


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Drawdown Indicators


APRDJULTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-13.57%

+13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

Current Drawdown

Current decline from peak

0.00%

-3.33%

+3.33%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.82%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

Volatility

APRD vs. JULT - Volatility Comparison


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Volatility by Period


APRDJULTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.35%

-12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

10.96%

-10.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

10.60%

-10.60%