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EOCT vs. HOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EOCT vs. HOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - October (EOCT) and Innovator Premium Income 9 Buffer ETF - October (HOCT). The values are adjusted to include any dividend payments, if applicable.

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EOCT vs. HOCT - Yearly Performance Comparison


Returns By Period


EOCT

1D
1.81%
1M
-4.00%
YTD
0.91%
6M
2.77%
1Y
19.93%
3Y*
11.33%
5Y*
10Y*

HOCT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EOCT vs. HOCT - Expense Ratio Comparison

EOCT has a 0.89% expense ratio, which is higher than HOCT's 0.79% expense ratio.


Return for Risk

EOCT vs. HOCT — Risk / Return Rank

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

EOCT
EOCT Risk / Return Rank: 9090
Overall Rank
EOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
EOCT Omega Ratio Rank: 9090
Omega Ratio Rank
EOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOCT Martin Ratio Rank: 9292
Martin Ratio Rank

HOCT
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.

EOCT vs. HOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - October (EOCT) and Innovator Premium Income 9 Buffer ETF - October (HOCT). 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.


EOCTHOCTDifference

Sharpe ratio

Return per unit of total volatility

1.91

Sortino ratio

Return per unit of downside risk

2.67

Omega ratio

Gain probability vs. loss probability

1.39

Calmar ratio

Return relative to maximum drawdown

3.04

Martin ratio

Return relative to average drawdown

12.67

EOCT vs. HOCT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EOCTHOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Dividends

EOCT vs. HOCT - Dividend Comparison

Neither EOCT nor HOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EOCT vs. HOCT - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, which is greater than HOCT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EOCT and HOCT.


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Drawdown Indicators


EOCTHOCTDifference

Max Drawdown

Largest peak-to-trough decline

-20.35%

0.00%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Current Drawdown

Current decline from peak

-4.23%

0.00%

-4.23%

Average Drawdown

Average peak-to-trough decline

-5.88%

0.00%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

Volatility

EOCT vs. HOCT - Volatility Comparison


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Volatility by Period


EOCTHOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

0.00%

+10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

0.00%

+11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

0.00%

+11.41%