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BJAN vs. BAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BJAN vs. BAPR - Performance Comparison

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

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BJAN vs. BAPR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BJAN
Innovator U.S. Equity Buffer ETF - January
-3.13%14.81%17.36%23.66%-11.40%13.86%12.54%8.93%
BAPR
Innovator U.S. Equity Buffer ETF - April
2.08%8.28%15.95%23.16%-7.04%12.58%6.19%10.49%

Returns By Period

In the year-to-date period, BJAN achieves a -3.13% return, which is significantly lower than BAPR's 2.08% return.


BJAN

1D
1.89%
1M
-3.75%
YTD
-3.13%
6M
0.59%
1Y
14.36%
3Y*
14.90%
5Y*
9.11%
10Y*

BAPR

1D
2.58%
1M
0.99%
YTD
2.08%
6M
4.42%
1Y
15.33%
3Y*
13.43%
5Y*
10.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BJAN vs. BAPR - Expense Ratio Comparison

Both BJAN and BAPR have an expense ratio of 0.79%.


Return for Risk

BJAN vs. BAPR — Risk / Return Rank

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

BJAN
BJAN Risk / Return Rank: 6969
Overall Rank
BJAN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BJAN Sortino Ratio Rank: 6767
Sortino Ratio Rank
BJAN Omega Ratio Rank: 7474
Omega Ratio Rank
BJAN Calmar Ratio Rank: 6363
Calmar Ratio Rank
BJAN Martin Ratio Rank: 7878
Martin Ratio Rank

BAPR
BAPR Risk / Return Rank: 8181
Overall Rank
BAPR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BAPR Sortino Ratio Rank: 7979
Sortino Ratio Rank
BAPR Omega Ratio Rank: 9292
Omega Ratio Rank
BAPR Calmar Ratio Rank: 6969
Calmar Ratio Rank
BAPR Martin Ratio Rank: 9090
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.

BJAN vs. BAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - January (BJAN) and Innovator U.S. Equity Buffer ETF - April (BAPR). 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.


BJANBAPRDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.29

-0.18

Sortino ratio

Return per unit of downside risk

1.68

1.99

-0.31

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratio

Return relative to maximum drawdown

1.58

1.74

-0.16

Martin ratio

Return relative to average drawdown

8.27

11.59

-3.32

BJAN vs. BAPR - Sharpe Ratio Comparison

The current BJAN Sharpe Ratio is 1.11, which is comparable to the BAPR Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BJAN and BAPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BJANBAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.29

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.88

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.75

+0.07

Correlation

The correlation between BJAN and BAPR is 0.91, 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.


Dividends

BJAN vs. BAPR - Dividend Comparison

Neither BJAN nor BAPR has paid dividends to shareholders.


TTM2025202420232022202120202019
BJAN
Innovator U.S. Equity Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.66%
BAPR
Innovator U.S. Equity Buffer ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BJAN vs. BAPR - Drawdown Comparison

The maximum BJAN drawdown since its inception was -26.86%, which is greater than BAPR's maximum drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for BJAN and BAPR.


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Drawdown Indicators


BJANBAPRDifference

Max Drawdown

Largest peak-to-trough decline

-26.86%

-23.91%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-9.19%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

-15.58%

-1.80%

Current Drawdown

Current decline from peak

-4.49%

0.00%

-4.49%

Average Drawdown

Average peak-to-trough decline

-2.97%

-2.66%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.38%

+0.41%

Volatility

BJAN vs. BAPR - Volatility Comparison

Innovator U.S. Equity Buffer ETF - January (BJAN) has a higher volatility of 3.90% compared to Innovator U.S. Equity Buffer ETF - April (BAPR) at 3.45%. This indicates that BJAN's price experiences larger fluctuations and is considered to be riskier than BAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJANBAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.45%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

4.26%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

11.90%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.00%

11.54%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

13.25%

+0.94%