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

Correlation

The correlation between BJUL and BALT is 0.78, 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.


-0.50.00.51.00.8

Performance

BJUL vs. BALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - July (BJUL) and Innovator Defined Wealth Shield ETF (BALT). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025
10.24%
5.59%
BJUL
BALT

Key characteristics

Sharpe Ratio

BJUL:

2.09

BALT:

3.22

Sortino Ratio

BJUL:

2.82

BALT:

4.70

Omega Ratio

BJUL:

1.41

BALT:

1.72

Calmar Ratio

BJUL:

2.98

BALT:

5.40

Martin Ratio

BJUL:

14.47

BALT:

28.28

Ulcer Index

BJUL:

1.25%

BALT:

0.35%

Daily Std Dev

BJUL:

8.60%

BALT:

3.09%

Max Drawdown

BJUL:

-24.03%

BALT:

-2.16%

Current Drawdown

BJUL:

-0.68%

BALT:

-0.11%

Returns By Period

In the year-to-date period, BJUL achieves a 2.02% return, which is significantly higher than BALT's 0.91% return.


BJUL

YTD

2.02%

1M

2.02%

6M

10.23%

1Y

18.42%

5Y*

10.47%

10Y*

N/A

BALT

YTD

0.91%

1M

0.91%

6M

5.60%

1Y

10.05%

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.


BJUL vs. BALT - Expense Ratio Comparison

BJUL has a 0.79% expense ratio, which is higher than BALT's 0.69% expense ratio.


BJUL
Innovator U.S. Equity Buffer ETF - July
Expense ratio chart for BJUL: 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%
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

BJUL vs. BALT — Risk-Adjusted Performance Rank

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

BJUL
The Risk-Adjusted Performance Rank of BJUL is 8484
Overall Rank
The Sharpe Ratio Rank of BJUL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BJUL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BJUL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BJUL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BJUL is 8888
Martin Ratio Rank

BALT
The Risk-Adjusted Performance Rank of BALT is 9797
Overall Rank
The Sharpe Ratio Rank of BALT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BALT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BALT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BALT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BALT is 9797
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.

BJUL vs. BALT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - July (BJUL) and Innovator Defined Wealth Shield ETF (BALT). 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 BJUL, currently valued at 2.09, compared to the broader market0.002.004.002.093.22
The chart of Sortino ratio for BJUL, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.824.70
The chart of Omega ratio for BJUL, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.72
The chart of Calmar ratio for BJUL, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.985.40
The chart of Martin ratio for BJUL, currently valued at 14.47, compared to the broader market0.0020.0040.0060.0080.00100.0014.4728.28
BJUL
BALT

The current BJUL Sharpe Ratio is 2.09, which is lower than the BALT Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of BJUL and BALT, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025
2.09
3.22
BJUL
BALT

Dividends

BJUL vs. BALT - Dividend Comparison

Neither BJUL nor BALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BJUL vs. BALT - Drawdown Comparison

The maximum BJUL drawdown since its inception was -24.03%, which is greater than BALT's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for BJUL and BALT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025
-0.68%
-0.11%
BJUL
BALT

Volatility

BJUL vs. BALT - Volatility Comparison

Innovator U.S. Equity Buffer ETF - July (BJUL) has a higher volatility of 2.70% compared to Innovator Defined Wealth Shield ETF (BALT) at 0.71%. This indicates that BJUL's price experiences larger fluctuations and is considered to be riskier than BALT 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%5.00%SeptemberOctoberNovemberDecember2025
2.70%
0.71%
BJUL
BALT
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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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