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BAPR vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAPR and BUFR is 0.94, 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.


Performance

BAPR vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - April (BAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%December2025FebruaryMarchAprilMay
49.04%
48.00%
BAPR
BUFR

Key characteristics

Sharpe Ratio

BAPR:

0.50

BUFR:

0.55

Sortino Ratio

BAPR:

0.82

BUFR:

0.84

Omega Ratio

BAPR:

1.12

BUFR:

1.14

Calmar Ratio

BAPR:

0.48

BUFR:

0.49

Martin Ratio

BAPR:

1.85

BUFR:

2.13

Ulcer Index

BAPR:

4.02%

BUFR:

2.97%

Daily Std Dev

BAPR:

14.53%

BUFR:

11.33%

Max Drawdown

BAPR:

-23.91%

BUFR:

-13.73%

Current Drawdown

BAPR:

-7.29%

BUFR:

-4.73%

Returns By Period

In the year-to-date period, BAPR achieves a -3.69% return, which is significantly lower than BUFR's -2.10% return.


BAPR

YTD

-3.69%

1M

9.82%

6M

-3.90%

1Y

7.20%

5Y*

9.83%

10Y*

N/A

BUFR

YTD

-2.10%

1M

9.27%

6M

-2.00%

1Y

6.19%

5Y*

N/A

10Y*

N/A

*Annualized

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BAPR vs. BUFR - Expense Ratio Comparison

BAPR has a 0.79% expense ratio, which is lower than BUFR's 1.05% expense ratio.


Risk-Adjusted Performance

BAPR vs. BUFR — Risk-Adjusted Performance Rank

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

BAPR
The Risk-Adjusted Performance Rank of BAPR is 5858
Overall Rank
The Sharpe Ratio Rank of BAPR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BAPR is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BAPR is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BAPR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BAPR is 5858
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 6262
Overall Rank
The Sharpe Ratio Rank of BUFR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BAPR vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - April (BAPR) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.


The current BAPR Sharpe Ratio is 0.50, which is comparable to the BUFR Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BAPR and BUFR, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.50
0.55
BAPR
BUFR

Dividends

BAPR vs. BUFR - Dividend Comparison

Neither BAPR nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BAPR vs. BUFR - Drawdown Comparison

The maximum BAPR drawdown since its inception was -23.91%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BAPR and BUFR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.29%
-4.73%
BAPR
BUFR

Volatility

BAPR vs. BUFR - Volatility Comparison

Innovator U.S. Equity Buffer ETF - April (BAPR) has a higher volatility of 8.36% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 6.56%. This indicates that BAPR's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
8.36%
6.56%
BAPR
BUFR