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BALT vs. BUFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BALT and BUFD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BALT vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Defined Wealth Shield ETF (BALT) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

14.00%16.00%18.00%20.00%22.00%24.00%JulyAugustSeptemberOctoberNovemberDecember
21.50%
21.94%
BALT
BUFD

Key characteristics

Sharpe Ratio

BALT:

3.15

BUFD:

2.22

Sortino Ratio

BALT:

4.61

BUFD:

2.99

Omega Ratio

BALT:

1.72

BUFD:

1.44

Calmar Ratio

BALT:

5.22

BUFD:

3.64

Martin Ratio

BALT:

27.94

BUFD:

21.07

Ulcer Index

BALT:

0.35%

BUFD:

0.58%

Daily Std Dev

BALT:

3.06%

BUFD:

5.45%

Max Drawdown

BALT:

-2.16%

BUFD:

-10.75%

Current Drawdown

BALT:

-0.76%

BUFD:

-1.52%

Returns By Period

In the year-to-date period, BALT achieves a 9.38% return, which is significantly lower than BUFD's 11.63% return.


BALT

YTD

9.38%

1M

0.32%

6M

4.31%

1Y

9.76%

5Y*

N/A

10Y*

N/A

BUFD

YTD

11.63%

1M

-0.12%

6M

4.32%

1Y

11.88%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BALT vs. BUFD - Expense Ratio Comparison

BALT has a 0.69% expense ratio, which is lower than BUFD's 1.05% expense ratio.


BUFD
FT Cboe Vest Fund of Deep Buffer ETF
Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for BALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

BALT vs. BUFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Defined Wealth Shield ETF (BALT) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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.


Sharpe ratio
The chart of Sharpe ratio for BALT, currently valued at 3.15, compared to the broader market0.002.004.003.152.22
The chart of Sortino ratio for BALT, currently valued at 4.61, compared to the broader market-2.000.002.004.006.008.0010.004.612.99
The chart of Omega ratio for BALT, currently valued at 1.72, compared to the broader market0.501.001.502.002.503.001.721.44
The chart of Calmar ratio for BALT, currently valued at 5.22, compared to the broader market0.005.0010.0015.005.223.64
The chart of Martin ratio for BALT, currently valued at 27.94, compared to the broader market0.0020.0040.0060.0080.00100.0027.9421.07
BALT
BUFD

The current BALT Sharpe Ratio is 3.15, which is higher than the BUFD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of BALT and BUFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
3.15
2.22
BALT
BUFD

Dividends

BALT vs. BUFD - Dividend Comparison

Neither BALT nor BUFD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BALT vs. BUFD - Drawdown Comparison

The maximum BALT drawdown since its inception was -2.16%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BALT and BUFD. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.76%
-1.52%
BALT
BUFD

Volatility

BALT vs. BUFD - Volatility Comparison

The current volatility for Innovator Defined Wealth Shield ETF (BALT) is 0.84%, while FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a volatility of 1.86%. This indicates that BALT experiences smaller price fluctuations and is considered to be less risky than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
0.84%
1.86%
BALT
BUFD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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