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

Correlation

The correlation between BJAN and BUFR 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.


-0.50.00.51.00.9

Performance

BJAN vs. BUFR - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
7.52%
6.40%
BJAN
BUFR

Key characteristics

Sharpe Ratio

BJAN:

2.51

BUFR:

2.37

Sortino Ratio

BJAN:

3.51

BUFR:

3.29

Omega Ratio

BJAN:

1.54

BUFR:

1.49

Calmar Ratio

BJAN:

3.56

BUFR:

3.54

Martin Ratio

BJAN:

18.93

BUFR:

19.40

Ulcer Index

BJAN:

0.88%

BUFR:

0.75%

Daily Std Dev

BJAN:

6.65%

BUFR:

6.13%

Max Drawdown

BJAN:

-26.86%

BUFR:

-13.73%

Current Drawdown

BJAN:

0.00%

BUFR:

0.00%

Returns By Period

In the year-to-date period, BJAN achieves a 2.82% return, which is significantly higher than BUFR's 2.63% return.


BJAN

YTD

2.82%

1M

1.38%

6M

7.52%

1Y

16.50%

5Y*

10.44%

10Y*

N/A

BUFR

YTD

2.63%

1M

1.46%

6M

6.40%

1Y

14.50%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BJAN vs. BUFR - Expense Ratio Comparison

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


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: 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 BJAN: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

BJAN vs. BUFR — Risk-Adjusted Performance Rank

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

BJAN
The Risk-Adjusted Performance Rank of BJAN is 9191
Overall Rank
The Sharpe Ratio Rank of BJAN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BJAN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BJAN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BJAN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BJAN is 9393
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 9090
Overall Rank
The Sharpe Ratio Rank of BUFR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 9494
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.

BJAN vs. BUFR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for BJAN, currently valued at 2.51, compared to the broader market0.002.004.006.002.512.37
The chart of Sortino ratio for BJAN, currently valued at 3.51, compared to the broader market0.005.0010.003.513.29
The chart of Omega ratio for BJAN, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.541.49
The chart of Calmar ratio for BJAN, currently valued at 3.56, compared to the broader market0.005.0010.0015.0020.003.563.54
The chart of Martin ratio for BJAN, currently valued at 18.93, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.9319.40
BJAN
BUFR

The current BJAN Sharpe Ratio is 2.51, which is comparable to the BUFR Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of BJAN 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 Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.51
2.37
BJAN
BUFR

Dividends

BJAN vs. BUFR - Dividend Comparison

Neither BJAN nor BUFR has paid dividends to shareholders.


TTM202420232022202120202019
BJAN
Innovator U.S. Equity Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%4.66%
BUFR
FT Cboe Vest Fund of Buffer ETFs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BJAN vs. BUFR - Drawdown Comparison

The maximum BJAN drawdown since its inception was -26.86%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BJAN and BUFR. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
BJAN
BUFR

Volatility

BJAN vs. BUFR - Volatility Comparison

Innovator U.S. Equity Buffer ETF - January (BJAN) has a higher volatility of 2.05% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.51%. This indicates that BJAN'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%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
2.05%
1.51%
BJAN
BUFR
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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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