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BOUT vs. FFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOUT and FFTY is 0.80, 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

BOUT vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD Breakout Opportunities ETF (BOUT) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
13.81%
29.48%
BOUT
FFTY

Key characteristics

Sharpe Ratio

BOUT:

1.01

FFTY:

0.88

Sortino Ratio

BOUT:

1.45

FFTY:

1.31

Omega Ratio

BOUT:

1.18

FFTY:

1.17

Calmar Ratio

BOUT:

1.34

FFTY:

0.47

Martin Ratio

BOUT:

4.80

FFTY:

3.77

Ulcer Index

BOUT:

3.79%

FFTY:

6.57%

Daily Std Dev

BOUT:

18.05%

FFTY:

28.19%

Max Drawdown

BOUT:

-36.76%

FFTY:

-59.46%

Current Drawdown

BOUT:

-3.28%

FFTY:

-32.87%

Returns By Period

In the year-to-date period, BOUT achieves a 4.38% return, which is significantly lower than FFTY's 17.52% return.


BOUT

YTD

4.38%

1M

0.59%

6M

13.81%

1Y

19.62%

5Y*

14.05%

10Y*

N/A

FFTY

YTD

17.52%

1M

11.81%

6M

30.68%

1Y

25.60%

5Y*

-0.86%

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.


BOUT vs. FFTY - Expense Ratio Comparison

BOUT has a 0.84% expense ratio, which is higher than FFTY's 0.80% expense ratio.


BOUT
Innovator IBD Breakout Opportunities ETF
Expense ratio chart for BOUT: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for FFTY: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

BOUT vs. FFTY — Risk-Adjusted Performance Rank

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

BOUT
The Risk-Adjusted Performance Rank of BOUT is 4141
Overall Rank
The Sharpe Ratio Rank of BOUT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of BOUT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of BOUT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of BOUT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BOUT is 4646
Martin Ratio Rank

FFTY
The Risk-Adjusted Performance Rank of FFTY is 3030
Overall Rank
The Sharpe Ratio Rank of FFTY is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FFTY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FFTY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FFTY is 3737
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.

BOUT vs. FFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD Breakout Opportunities ETF (BOUT) and Innovator IBD 50 ETF (FFTY). 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 BOUT, currently valued at 1.01, compared to the broader market0.002.004.001.010.84
The chart of Sortino ratio for BOUT, currently valued at 1.45, compared to the broader market0.005.0010.001.451.26
The chart of Omega ratio for BOUT, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.16
The chart of Calmar ratio for BOUT, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.340.45
The chart of Martin ratio for BOUT, currently valued at 4.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.803.62
BOUT
FFTY

The current BOUT Sharpe Ratio is 1.01, which is comparable to the FFTY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BOUT and FFTY, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.01
0.84
BOUT
FFTY

Dividends

BOUT vs. FFTY - Dividend Comparison

BOUT's dividend yield for the trailing twelve months is around 0.57%, less than FFTY's 0.77% yield.


TTM20242023202220212020201920182017
BOUT
Innovator IBD Breakout Opportunities ETF
0.57%0.60%1.32%1.35%0.00%0.00%0.00%0.22%0.00%
FFTY
Innovator IBD 50 ETF
0.77%0.91%0.64%2.75%0.22%0.00%0.00%0.00%0.17%

Drawdowns

BOUT vs. FFTY - Drawdown Comparison

The maximum BOUT drawdown since its inception was -36.76%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for BOUT and FFTY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.28%
-32.87%
BOUT
FFTY

Volatility

BOUT vs. FFTY - Volatility Comparison

The current volatility for Innovator IBD Breakout Opportunities ETF (BOUT) is 6.52%, while Innovator IBD 50 ETF (FFTY) has a volatility of 12.74%. This indicates that BOUT experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.52%
12.74%
BOUT
FFTY
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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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