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BUFQ vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BUFQ and ^IXIC 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

BUFQ vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.56%
9.21%
BUFQ
^IXIC

Key characteristics

Sharpe Ratio

BUFQ:

1.75

^IXIC:

1.35

Sortino Ratio

BUFQ:

2.34

^IXIC:

1.83

Omega Ratio

BUFQ:

1.33

^IXIC:

1.25

Calmar Ratio

BUFQ:

2.35

^IXIC:

1.89

Martin Ratio

BUFQ:

11.03

^IXIC:

6.74

Ulcer Index

BUFQ:

1.47%

^IXIC:

3.69%

Daily Std Dev

BUFQ:

9.30%

^IXIC:

18.52%

Max Drawdown

BUFQ:

-15.40%

^IXIC:

-77.93%

Current Drawdown

BUFQ:

-1.21%

^IXIC:

-3.22%

Returns By Period

In the year-to-date period, BUFQ achieves a 2.43% return, which is significantly higher than ^IXIC's 1.10% return.


BUFQ

YTD

2.43%

1M

0.02%

6M

7.57%

1Y

15.19%

5Y*

N/A

10Y*

N/A

^IXIC

YTD

1.10%

1M

-2.43%

6M

9.21%

1Y

21.71%

5Y*

15.35%

10Y*

14.70%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BUFQ vs. ^IXIC — Risk-Adjusted Performance Rank

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

BUFQ
The Risk-Adjusted Performance Rank of BUFQ is 7474
Overall Rank
The Sharpe Ratio Rank of BUFQ is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFQ is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BUFQ is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BUFQ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BUFQ is 8080
Martin Ratio Rank

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6666
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6969
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.

BUFQ vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and NASDAQ Composite (^IXIC). 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 BUFQ, currently valued at 1.75, compared to the broader market0.002.004.001.751.35
The chart of Sortino ratio for BUFQ, currently valued at 2.34, compared to the broader market0.005.0010.002.341.83
The chart of Omega ratio for BUFQ, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.25
The chart of Calmar ratio for BUFQ, currently valued at 2.35, compared to the broader market0.005.0010.0015.002.351.89
The chart of Martin ratio for BUFQ, currently valued at 11.03, compared to the broader market0.0020.0040.0060.0080.00100.0011.036.74
BUFQ
^IXIC

The current BUFQ Sharpe Ratio is 1.75, which is comparable to the ^IXIC Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BUFQ and ^IXIC, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.75
1.35
BUFQ
^IXIC

Drawdowns

BUFQ vs. ^IXIC - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.40%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for BUFQ and ^IXIC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.21%
-3.22%
BUFQ
^IXIC

Volatility

BUFQ vs. ^IXIC - Volatility Comparison

The current volatility for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) is 2.99%, while NASDAQ Composite (^IXIC) has a volatility of 5.44%. This indicates that BUFQ experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
2.99%
5.44%
BUFQ
^IXIC
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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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