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BUFC vs. OCTQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFC vs. OCTQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Conservative Buffer ETF (BUFC) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). The values are adjusted to include any dividend payments, if applicable.

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BUFC vs. OCTQ - Yearly Performance Comparison


Returns By Period


BUFC

1D
1.03%
1M
-1.19%
YTD
-1.68%
6M
0.01%
1Y
5.07%
3Y*
5Y*
10Y*

OCTQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFC vs. OCTQ - Expense Ratio Comparison

BUFC has a 0.69% expense ratio, which is lower than OCTQ's 0.79% expense ratio.


Return for Risk

BUFC vs. OCTQ — Risk / Return Rank

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

BUFC
BUFC Risk / Return Rank: 4242
Overall Rank
BUFC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BUFC Sortino Ratio Rank: 3838
Sortino Ratio Rank
BUFC Omega Ratio Rank: 4545
Omega Ratio Rank
BUFC Calmar Ratio Rank: 3838
Calmar Ratio Rank
BUFC Martin Ratio Rank: 5353
Martin Ratio Rank

OCTQ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUFC vs. OCTQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). 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.


BUFCOCTQDifference

Sharpe ratio

Return per unit of total volatility

0.70

Sortino ratio

Return per unit of downside risk

1.11

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

0.99

Martin ratio

Return relative to average drawdown

5.24

BUFC vs. OCTQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BUFCOCTQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

Dividends

BUFC vs. OCTQ - Dividend Comparison

Neither BUFC nor OCTQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BUFC vs. OCTQ - Drawdown Comparison

The maximum BUFC drawdown since its inception was -8.29%, which is greater than OCTQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BUFC and OCTQ.


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Drawdown Indicators


BUFCOCTQDifference

Max Drawdown

Largest peak-to-trough decline

-8.29%

0.00%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

Current Drawdown

Current decline from peak

-2.63%

0.00%

-2.63%

Average Drawdown

Average peak-to-trough decline

-0.78%

0.00%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

Volatility

BUFC vs. OCTQ - Volatility Comparison


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Volatility by Period


BUFCOCTQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

7.30%

0.00%

+7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

0.00%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

0.00%

+5.77%