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

Correlation

The correlation between BJUL and EALT is 0.92, 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

BJUL vs. EALT - 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 U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.42%
6.79%
BJUL
EALT

Key characteristics

Sharpe Ratio

BJUL:

2.15

EALT:

2.02

Sortino Ratio

BJUL:

2.89

EALT:

2.75

Omega Ratio

BJUL:

1.43

EALT:

1.40

Calmar Ratio

BJUL:

3.01

EALT:

3.12

Martin Ratio

BJUL:

15.27

EALT:

13.47

Ulcer Index

BJUL:

1.20%

EALT:

1.35%

Daily Std Dev

BJUL:

8.51%

EALT:

8.96%

Max Drawdown

BJUL:

-24.03%

EALT:

-5.81%

Current Drawdown

BJUL:

-2.31%

EALT:

-3.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with BJUL having a 17.91% return and EALT slightly lower at 17.87%.


BJUL

YTD

17.91%

1M

-0.40%

6M

6.43%

1Y

19.76%

5Y*

9.97%

10Y*

N/A

EALT

YTD

17.87%

1M

-0.52%

6M

6.79%

1Y

18.19%

5Y*

N/A

10Y*

N/A

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. EALT - Expense Ratio Comparison

BJUL has a 0.79% expense ratio, which is higher than EALT'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 EALT: 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. EALT - 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 U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT). 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 2.15, compared to the broader market0.002.004.002.152.02
The chart of Sortino ratio for BJUL, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.892.75
The chart of Omega ratio for BJUL, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.40
The chart of Calmar ratio for BJUL, currently valued at 3.01, compared to the broader market0.005.0010.0015.003.013.12
The chart of Martin ratio for BJUL, currently valued at 15.27, compared to the broader market0.0020.0040.0060.0080.00100.0015.2713.47
BJUL
EALT

The current BJUL Sharpe Ratio is 2.15, which is comparable to the EALT Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BJUL and EALT, 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 Ratio2.002.503.003.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
2.15
2.02
BJUL
EALT

Dividends

BJUL vs. EALT - Dividend Comparison

Neither BJUL nor EALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BJUL vs. EALT - Drawdown Comparison

The maximum BJUL drawdown since its inception was -24.03%, which is greater than EALT's maximum drawdown of -5.81%. Use the drawdown chart below to compare losses from any high point for BJUL and EALT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.31%
-3.09%
BJUL
EALT

Volatility

BJUL vs. EALT - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - July (BJUL) is 2.08%, while Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) has a volatility of 2.75%. This indicates that BJUL experiences smaller price fluctuations and is considered to be less risky than EALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.08%
2.75%
BJUL
EALT
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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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