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BUFF vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFF and BUFR is 0.90, 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

BUFF vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
6.21%
BUFF
BUFR

Key characteristics

Sharpe Ratio

BUFF:

2.68

BUFR:

2.63

Sortino Ratio

BUFF:

3.88

BUFR:

3.63

Omega Ratio

BUFF:

1.54

BUFR:

1.56

Calmar Ratio

BUFF:

4.06

BUFR:

3.87

Martin Ratio

BUFF:

23.68

BUFR:

22.00

Ulcer Index

BUFF:

0.56%

BUFR:

0.72%

Daily Std Dev

BUFF:

4.95%

BUFR:

6.05%

Max Drawdown

BUFF:

-46.23%

BUFR:

-13.73%

Current Drawdown

BUFF:

-0.38%

BUFR:

-0.52%

Returns By Period

In the year-to-date period, BUFF achieves a 12.62% return, which is significantly lower than BUFR's 15.28% return.


BUFF

YTD

12.62%

1M

0.40%

6M

5.42%

1Y

12.96%

5Y*

3.02%

10Y*

N/A

BUFR

YTD

15.28%

1M

0.43%

6M

6.21%

1Y

15.67%

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.


BUFF vs. BUFR - Expense Ratio Comparison

BUFF has a 0.99% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for BUFF: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

BUFF vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 BUFF, currently valued at 2.68, compared to the broader market0.002.004.002.682.63
The chart of Sortino ratio for BUFF, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.003.883.63
The chart of Omega ratio for BUFF, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.56
The chart of Calmar ratio for BUFF, currently valued at 4.06, compared to the broader market0.005.0010.0015.004.063.87
The chart of Martin ratio for BUFF, currently valued at 23.68, compared to the broader market0.0020.0040.0060.0080.00100.0023.6822.00
BUFF
BUFR

The current BUFF Sharpe Ratio is 2.68, which is comparable to the BUFR Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BUFF and BUFR, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.68
2.63
BUFF
BUFR

Dividends

BUFF vs. BUFR - Dividend Comparison

Neither BUFF nor BUFR has paid dividends to shareholders.


TTM20232022202120202019201820172016
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%
BUFR
FT Cboe Vest Fund of Buffer ETFs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BUFF vs. BUFR - Drawdown Comparison

The maximum BUFF drawdown since its inception was -46.23%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFF and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.38%
-0.52%
BUFF
BUFR

Volatility

BUFF vs. BUFR - Volatility Comparison

The current volatility for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) is 1.40%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.67%. This indicates that BUFF experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.67%
BUFF
BUFR
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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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