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

Correlation

The correlation between EALT and TJUL is 0.76, 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.


-0.50.00.51.00.8

Performance

EALT vs. TJUL - 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 Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.59%
3.88%
EALT
TJUL

Key characteristics

Sharpe Ratio

EALT:

2.34

TJUL:

2.81

Sortino Ratio

EALT:

3.17

TJUL:

3.99

Omega Ratio

EALT:

1.46

TJUL:

1.57

Calmar Ratio

EALT:

3.65

TJUL:

5.40

Martin Ratio

EALT:

15.67

TJUL:

23.91

Ulcer Index

EALT:

1.36%

TJUL:

0.36%

Daily Std Dev

EALT:

9.07%

TJUL:

3.06%

Max Drawdown

EALT:

-5.81%

TJUL:

-3.09%

Current Drawdown

EALT:

-0.48%

TJUL:

0.00%

Returns By Period

In the year-to-date period, EALT achieves a 21.05% return, which is significantly higher than TJUL's 8.42% return.


EALT

YTD

21.05%

1M

1.40%

6M

9.88%

1Y

21.25%

5Y*

N/A

10Y*

N/A

TJUL

YTD

8.42%

1M

0.50%

6M

3.98%

1Y

8.59%

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.


EALT vs. TJUL - Expense Ratio Comparison

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


TJUL
Innovator Equity Defined Protection ETF – 2 Yr to July 2025
Expense ratio chart for TJUL: 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. TJUL - 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 Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). 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 2.34, compared to the broader market0.002.004.002.342.81
The chart of Sortino ratio for EALT, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.003.173.99
The chart of Omega ratio for EALT, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.57
The chart of Calmar ratio for EALT, currently valued at 3.65, compared to the broader market0.005.0010.0015.003.655.40
The chart of Martin ratio for EALT, currently valued at 15.67, compared to the broader market0.0020.0040.0060.0080.00100.0015.6723.91
EALT
TJUL

The current EALT Sharpe Ratio is 2.34, which is comparable to the TJUL Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EALT and TJUL, 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 Ratio2.002.503.003.504.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.34
2.81
EALT
TJUL

Dividends

EALT vs. TJUL - Dividend Comparison

Neither EALT nor TJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EALT vs. TJUL - Drawdown Comparison

The maximum EALT drawdown since its inception was -5.81%, which is greater than TJUL's maximum drawdown of -3.09%. Use the drawdown chart below to compare losses from any high point for EALT and TJUL. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.48%
0
EALT
TJUL

Volatility

EALT vs. TJUL - Volatility Comparison

Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) has a higher volatility of 3.11% compared to Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) at 0.60%. This indicates that EALT's price experiences larger fluctuations and is considered to be riskier than TJUL 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%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.11%
0.60%
EALT
TJUL
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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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