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BMAR vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BMAR and IVW 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

BMAR vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - March (BMAR) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.28%
14.02%
BMAR
IVW

Key characteristics

Sharpe Ratio

BMAR:

2.40

IVW:

2.34

Sortino Ratio

BMAR:

3.26

IVW:

3.00

Omega Ratio

BMAR:

1.49

IVW:

1.42

Calmar Ratio

BMAR:

3.34

IVW:

3.21

Martin Ratio

BMAR:

15.68

IVW:

12.60

Ulcer Index

BMAR:

1.17%

IVW:

3.24%

Daily Std Dev

BMAR:

7.63%

IVW:

17.46%

Max Drawdown

BMAR:

-21.43%

IVW:

-57.33%

Current Drawdown

BMAR:

-0.03%

IVW:

-0.13%

Returns By Period

In the year-to-date period, BMAR achieves a 17.85% return, which is significantly lower than IVW's 40.73% return.


BMAR

YTD

17.85%

1M

1.00%

6M

8.28%

1Y

18.29%

5Y*

N/A

10Y*

N/A

IVW

YTD

40.73%

1M

5.73%

6M

14.02%

1Y

40.82%

5Y*

17.66%

10Y*

15.35%

Compare stocks, funds, or ETFs

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


BMAR vs. IVW - Expense Ratio Comparison

BMAR has a 0.79% expense ratio, which is higher than IVW's 0.18% expense ratio.


BMAR
Innovator U.S. Equity Buffer ETF - March
Expense ratio chart for BMAR: 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 IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

BMAR vs. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - March (BMAR) and iShares S&P 500 Growth ETF (IVW). 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 BMAR, currently valued at 2.40, compared to the broader market0.002.004.002.402.34
The chart of Sortino ratio for BMAR, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.003.263.00
The chart of Omega ratio for BMAR, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.42
The chart of Calmar ratio for BMAR, currently valued at 3.34, compared to the broader market0.005.0010.0015.003.343.21
The chart of Martin ratio for BMAR, currently valued at 15.68, compared to the broader market0.0020.0040.0060.0080.00100.0015.6812.60
BMAR
IVW

The current BMAR Sharpe Ratio is 2.40, which is comparable to the IVW Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of BMAR and IVW, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.40
2.34
BMAR
IVW

Dividends

BMAR vs. IVW - Dividend Comparison

BMAR has not paid dividends to shareholders, while IVW's dividend yield for the trailing twelve months is around 0.41%.


TTM20232022202120202019201820172016201520142013
BMAR
Innovator U.S. Equity Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVW
iShares S&P 500 Growth ETF
0.41%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%1.45%

Drawdowns

BMAR vs. IVW - Drawdown Comparison

The maximum BMAR drawdown since its inception was -21.43%, smaller than the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for BMAR and IVW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.03%
-0.13%
BMAR
IVW

Volatility

BMAR vs. IVW - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - March (BMAR) is 2.00%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 4.94%. This indicates that BMAR experiences smaller price fluctuations and is considered to be less risky than IVW 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%JulyAugustSeptemberOctoberNovemberDecember
2.00%
4.94%
BMAR
IVW
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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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