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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%AugustSeptemberOctoberNovemberDecember2025
14.42%
6.32%
BOUT
FFTY

Key characteristics

Sharpe Ratio

BOUT:

1.56

FFTY:

1.17

Sortino Ratio

BOUT:

2.17

FFTY:

1.67

Omega Ratio

BOUT:

1.27

FFTY:

1.21

Calmar Ratio

BOUT:

1.63

FFTY:

0.56

Martin Ratio

BOUT:

7.91

FFTY:

4.79

Ulcer Index

BOUT:

3.45%

FFTY:

6.29%

Daily Std Dev

BOUT:

17.44%

FFTY:

25.86%

Max Drawdown

BOUT:

-36.76%

FFTY:

-59.46%

Current Drawdown

BOUT:

-5.28%

FFTY:

-40.72%

Returns By Period

In the year-to-date period, BOUT achieves a 2.82% return, which is significantly lower than FFTY's 4.69% return.


BOUT

YTD

2.82%

1M

-5.10%

6M

14.41%

1Y

27.61%

5Y*

14.77%

10Y*

N/A

FFTY

YTD

4.69%

1M

-5.79%

6M

6.32%

1Y

29.01%

5Y*

-2.42%

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 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 1.56, compared to the broader market0.002.004.001.561.17
The chart of Sortino ratio for BOUT, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.171.67
The chart of Omega ratio for BOUT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.21
The chart of Calmar ratio for BOUT, currently valued at 1.63, compared to the broader market0.005.0010.0015.001.630.56
The chart of Martin ratio for BOUT, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.007.914.79
BOUT
FFTY

The current BOUT Sharpe Ratio is 1.56, which is higher than the FFTY Sharpe Ratio of 1.17. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.56
1.17
BOUT
FFTY

Dividends

BOUT vs. FFTY - Dividend Comparison

BOUT's dividend yield for the trailing twelve months is around 0.01%, while FFTY has not paid dividends to shareholders.


TTM20242023202220212020201920182017
BOUT
Innovator IBD Breakout Opportunities ETF
0.01%0.02%1.32%1.35%0.00%0.00%0.00%0.22%0.00%
FFTY
Innovator IBD 50 ETF
0.00%0.00%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%AugustSeptemberOctoberNovemberDecember2025
-5.28%
-40.72%
BOUT
FFTY

Volatility

BOUT vs. FFTY - Volatility Comparison

The current volatility for Innovator IBD Breakout Opportunities ETF (BOUT) is 6.49%, while Innovator IBD 50 ETF (FFTY) has a volatility of 11.03%. 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%AugustSeptemberOctoberNovemberDecember2025
6.49%
11.03%
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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