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EALT vs. BJUL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EALT and BJUL is 0.92, 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

EALT vs. BJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Innovator U.S. Equity Buffer ETF - July (BJUL). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.92%
30.61%
EALT
BJUL

Key characteristics

Sharpe Ratio

EALT:

2.16

BJUL:

2.32

Sortino Ratio

EALT:

2.93

BJUL:

3.13

Omega Ratio

EALT:

1.42

BJUL:

1.46

Calmar Ratio

EALT:

3.41

BJUL:

3.24

Martin Ratio

EALT:

14.59

BJUL:

16.34

Ulcer Index

EALT:

1.36%

BJUL:

1.20%

Daily Std Dev

EALT:

9.16%

BJUL:

8.47%

Max Drawdown

EALT:

-5.81%

BJUL:

-24.03%

Current Drawdown

EALT:

-1.53%

BJUL:

-0.88%

Returns By Period

The year-to-date returns for both stocks are quite close, with EALT having a 19.77% return and BJUL slightly lower at 19.64%.


EALT

YTD

19.77%

1M

-0.20%

6M

8.89%

1Y

19.90%

5Y*

N/A

10Y*

N/A

BJUL

YTD

19.64%

1M

-0.04%

6M

7.75%

1Y

19.67%

5Y*

10.24%

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.


EALT vs. BJUL - Expense Ratio Comparison

EALT has a 0.69% expense ratio, which is lower than BJUL's 0.79% expense ratio.


BJUL
Innovator U.S. Equity Buffer ETF - July
Expense ratio chart for BJUL: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for EALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

EALT vs. BJUL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Innovator U.S. Equity Buffer ETF - July (BJUL). 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 EALT, currently valued at 2.16, compared to the broader market0.002.004.002.162.32
The chart of Sortino ratio for EALT, currently valued at 2.93, compared to the broader market-2.000.002.004.006.008.0010.002.933.13
The chart of Omega ratio for EALT, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.46
The chart of Calmar ratio for EALT, currently valued at 3.41, compared to the broader market0.005.0010.0015.003.413.24
The chart of Martin ratio for EALT, currently valued at 14.59, compared to the broader market0.0020.0040.0060.0080.00100.0014.5916.34
EALT
BJUL

The current EALT Sharpe Ratio is 2.16, which is comparable to the BJUL Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of EALT and BJUL, 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 Ratio2.002.503.003.50Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.16
2.32
EALT
BJUL

Dividends

EALT vs. BJUL - Dividend Comparison

Neither EALT nor BJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EALT vs. BJUL - Drawdown Comparison

The maximum EALT drawdown since its inception was -5.81%, smaller than the maximum BJUL drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for EALT and BJUL. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.53%
-0.88%
EALT
BJUL

Volatility

EALT vs. BJUL - Volatility Comparison

Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) has a higher volatility of 3.32% compared to Innovator U.S. Equity Buffer ETF - July (BJUL) at 2.47%. This indicates that EALT's price experiences larger fluctuations and is considered to be riskier than BJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
2.47%
EALT
BJUL
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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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