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BMAY vs. FAPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BMAY and FAPR is 0.96, 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.


-0.50.00.51.01.0

Performance

BMAY vs. FAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - May (BMAY) and FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
32.66%
37.28%
BMAY
FAPR

Key characteristics

Sharpe Ratio

BMAY:

3.09

FAPR:

3.15

Sortino Ratio

BMAY:

4.25

FAPR:

4.30

Omega Ratio

BMAY:

1.69

FAPR:

1.71

Calmar Ratio

BMAY:

3.94

FAPR:

4.08

Martin Ratio

BMAY:

24.22

FAPR:

25.39

Ulcer Index

BMAY:

0.84%

FAPR:

0.75%

Daily Std Dev

BMAY:

6.58%

FAPR:

6.04%

Max Drawdown

BMAY:

-17.66%

FAPR:

-15.96%

Current Drawdown

BMAY:

-0.89%

FAPR:

-0.76%

Returns By Period

In the year-to-date period, BMAY achieves a 18.97% return, which is significantly higher than FAPR's 17.91% return.


BMAY

YTD

18.97%

1M

0.40%

6M

6.28%

1Y

19.73%

5Y*

N/A

10Y*

N/A

FAPR

YTD

17.91%

1M

0.38%

6M

5.83%

1Y

18.56%

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.


BMAY vs. FAPR - Expense Ratio Comparison

BMAY has a 0.79% expense ratio, which is lower than FAPR's 0.85% expense ratio.


FAPR
FT Cboe Vest U.S. Equity Buffer ETF – April
Expense ratio chart for FAPR: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BMAY: 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

BMAY vs. FAPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - May (BMAY) and FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR). 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 BMAY, currently valued at 3.09, compared to the broader market0.002.004.003.093.15
The chart of Sortino ratio for BMAY, currently valued at 4.25, compared to the broader market-2.000.002.004.006.008.0010.004.254.30
The chart of Omega ratio for BMAY, currently valued at 1.69, compared to the broader market0.501.001.502.002.503.001.691.71
The chart of Calmar ratio for BMAY, currently valued at 3.94, compared to the broader market0.005.0010.0015.003.944.08
The chart of Martin ratio for BMAY, currently valued at 24.22, compared to the broader market0.0020.0040.0060.0080.00100.0024.2225.39
BMAY
FAPR

The current BMAY Sharpe Ratio is 3.09, which is comparable to the FAPR Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of BMAY and FAPR, 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 Ratio2.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
3.09
3.15
BMAY
FAPR

Dividends

BMAY vs. FAPR - Dividend Comparison

Neither BMAY nor FAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMAY vs. FAPR - Drawdown Comparison

The maximum BMAY drawdown since its inception was -17.66%, which is greater than FAPR's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for BMAY and FAPR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.89%
-0.76%
BMAY
FAPR

Volatility

BMAY vs. FAPR - Volatility Comparison

Innovator U.S. Equity Buffer ETF - May (BMAY) has a higher volatility of 1.52% compared to FT Cboe Vest U.S. Equity Buffer ETF – April (FAPR) at 1.33%. This indicates that BMAY's price experiences larger fluctuations and is considered to be riskier than FAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.52%
1.33%
BMAY
FAPR
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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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