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

Correlation

The correlation between BFEB 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

BFEB vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator S&P 500 Buffer ETF - February (BFEB) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
63.97%
47.75%
BFEB
BUFR

Key characteristics

Sharpe Ratio

BFEB:

0.68

BUFR:

0.72

Sortino Ratio

BFEB:

1.05

BUFR:

1.05

Omega Ratio

BFEB:

1.19

BUFR:

1.17

Calmar Ratio

BFEB:

0.61

BUFR:

0.64

Martin Ratio

BFEB:

2.71

BUFR:

2.79

Ulcer Index

BFEB:

3.12%

BUFR:

2.91%

Daily Std Dev

BFEB:

12.53%

BUFR:

11.33%

Max Drawdown

BFEB:

-26.37%

BUFR:

-13.73%

Current Drawdown

BFEB:

-5.23%

BUFR:

-4.89%

Returns By Period

In the year-to-date period, BFEB achieves a -3.18% return, which is significantly lower than BUFR's -2.26% return.


BFEB

YTD

-3.18%

1M

7.89%

6M

-0.91%

1Y

6.97%

5Y*

13.26%

10Y*

N/A

BUFR

YTD

-2.26%

1M

7.47%

6M

-0.17%

1Y

6.70%

5Y*

N/A

10Y*

N/A

*Annualized

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BFEB vs. BUFR - Expense Ratio Comparison

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


Risk-Adjusted Performance

BFEB vs. BUFR — Risk-Adjusted Performance Rank

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

BFEB
The Risk-Adjusted Performance Rank of BFEB is 6464
Overall Rank
The Sharpe Ratio Rank of BFEB is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BFEB is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BFEB is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BFEB is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BFEB is 6464
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 6464
Overall Rank
The Sharpe Ratio Rank of BUFR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6565
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.

BFEB vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator S&P 500 Buffer ETF - February (BFEB) 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 BFEB Sharpe Ratio is 0.68, which is comparable to the BUFR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BFEB 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
0.68
0.72
BFEB
BUFR

Dividends

BFEB vs. BUFR - Dividend Comparison

Neither BFEB nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BFEB vs. BUFR - Drawdown Comparison

The maximum BFEB drawdown since its inception was -26.37%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BFEB and BUFR. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.23%
-4.89%
BFEB
BUFR

Volatility

BFEB vs. BUFR - Volatility Comparison

Innovator S&P 500 Buffer ETF - February (BFEB) has a higher volatility of 9.79% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 8.12%. This indicates that BFEB'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
9.79%
8.12%
BFEB
BUFR