PortfoliosLab logoPortfoliosLab logo
EJUL vs. BUFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EJUL vs. BUFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - July (EJUL) and Innovator Laddered Allocation Power Buffer ETF (BUFF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EJUL vs. BUFF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EJUL
Innovator Emerging Markets Power Buffer ETF - July
1.38%20.20%4.38%3.50%-10.92%-2.43%1.06%3.10%
BUFF
Innovator Laddered Allocation Power Buffer ETF
-0.54%11.02%12.05%16.51%-4.44%8.37%-12.08%10.37%

Returns By Period

In the year-to-date period, EJUL achieves a 1.38% return, which is significantly higher than BUFF's -0.54% return.


EJUL

1D
0.57%
1M
-1.09%
YTD
1.38%
6M
3.61%
1Y
18.83%
3Y*
8.78%
5Y*
2.47%
10Y*

BUFF

1D
0.36%
1M
-1.47%
YTD
-0.54%
6M
1.29%
1Y
12.22%
3Y*
11.35%
5Y*
7.76%
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.


EJUL vs. BUFF - Expense Ratio Comparison

Both EJUL and BUFF have an expense ratio of 0.89%.


Return for Risk

EJUL vs. BUFF — Risk / Return Rank

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

EJUL
EJUL Risk / Return Rank: 9191
Overall Rank
EJUL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EJUL Sortino Ratio Rank: 9393
Sortino Ratio Rank
EJUL Omega Ratio Rank: 9393
Omega Ratio Rank
EJUL Calmar Ratio Rank: 8787
Calmar Ratio Rank
EJUL Martin Ratio Rank: 9595
Martin Ratio Rank

BUFF
BUFF Risk / Return Rank: 7474
Overall Rank
BUFF Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BUFF Sortino Ratio Rank: 7171
Sortino Ratio Rank
BUFF Omega Ratio Rank: 8181
Omega Ratio Rank
BUFF Calmar Ratio Rank: 6565
Calmar Ratio Rank
BUFF Martin Ratio Rank: 8383
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.

EJUL vs. BUFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - July (EJUL) and Innovator Laddered Allocation Power Buffer ETF (BUFF). 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.


EJULBUFFDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.25

+0.73

Sortino ratio

Return per unit of downside risk

2.95

1.86

+1.09

Omega ratio

Gain probability vs. loss probability

1.44

1.32

+0.11

Calmar ratio

Return relative to maximum drawdown

2.99

1.74

+1.25

Martin ratio

Return relative to average drawdown

16.21

9.81

+6.40

EJUL vs. BUFF - Sharpe Ratio Comparison

The current EJUL Sharpe Ratio is 1.98, which is higher than the BUFF Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EJUL and BUFF, 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


EJULBUFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.25

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.93

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.46

-0.23

Correlation

The correlation between EJUL and BUFF is 0.56, 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

EJUL vs. BUFF - Dividend Comparison

Neither EJUL nor BUFF has paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
EJUL
Innovator Emerging Markets Power Buffer ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.64%0.00%0.00%0.00%
BUFF
Innovator Laddered Allocation Power Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%1.78%1.26%1.74%1.55%0.18%

Drawdowns

EJUL vs. BUFF - Drawdown Comparison

The maximum EJUL drawdown since its inception was -21.61%, smaller than the maximum BUFF drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for EJUL and BUFF.


Loading graphics...

Drawdown Indicators


EJULBUFFDifference

Max Drawdown

Largest peak-to-trough decline

-21.61%

-46.23%

+24.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-7.15%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.61%

-10.24%

-11.37%

Current Drawdown

Current decline from peak

-1.63%

-1.82%

+0.19%

Average Drawdown

Average peak-to-trough decline

-6.77%

-6.29%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.27%

-0.10%

Volatility

EJUL vs. BUFF - Volatility Comparison

Innovator Emerging Markets Power Buffer ETF - July (EJUL) has a higher volatility of 3.42% compared to Innovator Laddered Allocation Power Buffer ETF (BUFF) at 2.63%. This indicates that EJUL's price experiences larger fluctuations and is considered to be riskier than BUFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EJULBUFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

2.63%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.19%

4.06%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

9.82%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.61%

8.40%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

17.82%

-6.26%