PortfoliosLab logoPortfoliosLab logo
DMAX vs. KAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMAX vs. KAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer December ETF (DMAX) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DMAX vs. KAPR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DMAX achieves a -0.37% return, which is significantly lower than KAPR's 3.19% return.


DMAX

1D
0.40%
1M
-0.84%
YTD
-0.37%
6M
1.76%
1Y
7.76%
3Y*
5Y*
10Y*

KAPR

1D
0.62%
1M
1.14%
YTD
3.19%
6M
5.99%
1Y
17.50%
3Y*
10.87%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DMAX vs. KAPR - Expense Ratio Comparison

DMAX has a 0.50% expense ratio, which is lower than KAPR's 0.79% expense ratio.


Return for Risk

DMAX vs. KAPR — Risk / Return Rank

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

DMAX
DMAX Risk / Return Rank: 9696
Overall Rank
DMAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DMAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMAX Omega Ratio Rank: 9696
Omega Ratio Rank
DMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DMAX Martin Ratio Rank: 9797
Martin Ratio Rank

KAPR
KAPR Risk / Return Rank: 8787
Overall Rank
KAPR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
KAPR Omega Ratio Rank: 9393
Omega Ratio Rank
KAPR Calmar Ratio Rank: 7777
Calmar Ratio Rank
KAPR Martin Ratio Rank: 9292
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.

DMAX vs. KAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer December ETF (DMAX) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). 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.


DMAXKAPRDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.72

+0.53

Sortino ratio

Return per unit of downside risk

3.38

2.47

+0.91

Omega ratio

Gain probability vs. loss probability

1.51

1.42

+0.09

Calmar ratio

Return relative to maximum drawdown

3.99

2.10

+1.89

Martin ratio

Return relative to average drawdown

19.40

12.86

+6.55

DMAX vs. KAPR - Sharpe Ratio Comparison

The current DMAX Sharpe Ratio is 2.26, which is higher than the KAPR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DMAX and KAPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DMAXKAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.72

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.73

+0.95

Correlation

The correlation between DMAX and KAPR is 0.73, 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.


Dividends

DMAX vs. KAPR - Dividend Comparison

DMAX's dividend yield for the trailing twelve months is around 1.18%, while KAPR has not paid dividends to shareholders.


Drawdowns

DMAX vs. KAPR - Drawdown Comparison

The maximum DMAX drawdown since its inception was -3.37%, smaller than the maximum KAPR drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for DMAX and KAPR.


Loading graphics...

Drawdown Indicators


DMAXKAPRDifference

Max Drawdown

Largest peak-to-trough decline

-3.37%

-16.91%

+13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-8.39%

+6.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-0.42%

-4.02%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.37%

-0.96%

Volatility

DMAX vs. KAPR - Volatility Comparison

The current volatility for iShares Large Cap Max Buffer December ETF (DMAX) is 0.98%, while Innovator Russell 2000 Power Buffer ETF - April (KAPR) has a volatility of 1.70%. This indicates that DMAX experiences smaller price fluctuations and is considered to be less risky than KAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DMAXKAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.70%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

3.93%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

10.19%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

11.77%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

11.72%

-8.15%