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EAPR vs. KJAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAPR vs. KJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - April (EAPR) and Innovator U.S. Small Cap Power Buffer ETF - January (KJAN). The values are adjusted to include any dividend payments, if applicable.

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EAPR vs. KJAN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EAPR
Innovator Emerging Markets Power Buffer ETF - April
0.61%14.80%2.86%8.19%-5.01%-2.80%
KJAN
Innovator U.S. Small Cap Power Buffer ETF - January
0.73%10.90%8.86%14.71%-7.69%5.95%

Returns By Period

In the year-to-date period, EAPR achieves a 0.61% return, which is significantly lower than KJAN's 0.73% return.


EAPR

1D
-0.97%
1M
-0.66%
YTD
0.61%
6M
2.49%
1Y
12.59%
3Y*
6.93%
5Y*
10Y*

KJAN

1D
2.09%
1M
-2.15%
YTD
0.73%
6M
3.39%
1Y
16.74%
3Y*
10.73%
5Y*
6.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAPR vs. KJAN - Expense Ratio Comparison

EAPR has a 0.89% expense ratio, which is higher than KJAN's 0.79% expense ratio.


Return for Risk

EAPR vs. KJAN — Risk / Return Rank

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

EAPR
EAPR Risk / Return Rank: 8585
Overall Rank
EAPR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EAPR Sortino Ratio Rank: 8787
Sortino Ratio Rank
EAPR Omega Ratio Rank: 9595
Omega Ratio Rank
EAPR Calmar Ratio Rank: 6969
Calmar Ratio Rank
EAPR Martin Ratio Rank: 9292
Martin Ratio Rank

KJAN
KJAN Risk / Return Rank: 6969
Overall Rank
KJAN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KJAN Sortino Ratio Rank: 7070
Sortino Ratio Rank
KJAN Omega Ratio Rank: 6363
Omega Ratio Rank
KJAN Calmar Ratio Rank: 7171
Calmar Ratio Rank
KJAN Martin Ratio Rank: 7474
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.

EAPR vs. KJAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - April (EAPR) and Innovator U.S. Small Cap Power Buffer ETF - January (KJAN). 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.


EAPRKJANDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.20

+0.44

Sortino ratio

Return per unit of downside risk

2.39

1.77

+0.62

Omega ratio

Gain probability vs. loss probability

1.46

1.23

+0.23

Calmar ratio

Return relative to maximum drawdown

1.77

1.86

-0.09

Martin ratio

Return relative to average drawdown

13.21

7.91

+5.30

EAPR vs. KJAN - Sharpe Ratio Comparison

The current EAPR Sharpe Ratio is 1.64, which is higher than the KJAN Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EAPR and KJAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EAPRKJANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.20

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.48

-0.12

Correlation

The correlation between EAPR and KJAN is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EAPR vs. KJAN - Dividend Comparison

Neither EAPR nor KJAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EAPR vs. KJAN - Drawdown Comparison

The maximum EAPR drawdown since its inception was -17.65%, smaller than the maximum KJAN drawdown of -28.94%. Use the drawdown chart below to compare losses from any high point for EAPR and KJAN.


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Drawdown Indicators


EAPRKJANDifference

Max Drawdown

Largest peak-to-trough decline

-17.65%

-28.94%

+11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-8.74%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.83%

Current Drawdown

Current decline from peak

-0.97%

-3.40%

+2.43%

Average Drawdown

Average peak-to-trough decline

-4.18%

-4.21%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.05%

-1.11%

Volatility

EAPR vs. KJAN - Volatility Comparison

The current volatility for Innovator Emerging Markets Power Buffer ETF - April (EAPR) is 1.23%, while Innovator U.S. Small Cap Power Buffer ETF - January (KJAN) has a volatility of 4.21%. This indicates that EAPR experiences smaller price fluctuations and is considered to be less risky than KJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAPRKJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

4.21%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

8.65%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

7.73%

14.04%

-6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

13.04%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

15.59%

-5.77%