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COZX vs. QTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COZX vs. QTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CORZ Daily ETF (COZX) and Innovator Growth Accelerated Plus ETF - July (QTJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COZX achieves a 205.40% return, which is significantly higher than QTJL's 7.15% return.


COZX

1D
-0.24%
1M
78.54%
YTD
205.40%
6M
125.30%
1Y
3Y*
5Y*
10Y*

QTJL

1D
-0.01%
1M
1.20%
YTD
7.15%
6M
7.91%
1Y
20.52%
3Y*
19.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COZX vs. QTJL - Yearly Performance Comparison


Correlation

The correlation between COZX and QTJL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 6, 2025

0.43

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Return for Risk

COZX vs. QTJL — Risk / Return Rank

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

COZX

QTJL
QTJL Risk / Return Rank: 6868
Overall Rank
QTJL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6363
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7070
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8181
Martin Ratio Rank
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.

COZX vs. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CORZ Daily ETF (COZX) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COZX vs. QTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COZXQTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.52

-0.29

Drawdowns

COZX vs. QTJL - Drawdown Comparison

The maximum COZX drawdown since its inception was -70.37%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for COZX and QTJL.


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Drawdown Indicators


COZXQTJLDifference

Max Drawdown

Largest peak-to-trough decline

-70.37%

-33.40%

-36.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Current Drawdown

Current decline from peak

-0.24%

-0.01%

-0.23%

Average Drawdown

Average peak-to-trough decline

-44.31%

-7.94%

-36.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

COZX vs. QTJL - Volatility Comparison


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Volatility by Period


COZXQTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

138.53%

10.01%

+128.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.53%

20.42%

+118.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.53%

20.42%

+118.11%

COZX vs. QTJL - Expense Ratio Comparison

COZX has a 1.30% expense ratio, which is higher than QTJL's 0.79% expense ratio.


Dividends

COZX vs. QTJL - Dividend Comparison

Neither COZX nor QTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COZX and QTJL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTJL is cheaper with a 0.79% expense ratio, compared with 1.30% for COZX.

COZX and QTJL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.30% for COZX and 0.79% for QTJL.

Portfolio Optimizer

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