EOCT vs. MART

Last updated Jun 24, 2026

EOCT (Innovator Emerging Markets Power Buffer ETF - October) and MART (Allianzim U.S. Large Cap Buffer10 Mar ETF) are both Options Trading funds. Both are actively managed. Over the past 3 years, EOCT returned 13.31%/yr vs 15.49%/yr for MART. A 0.61 correlation means they provide meaningful diversification when combined. EOCT charges 0.89%/yr vs 0.74%/yr for MART.

Performance

EOCT vs. MART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - October (EOCT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EOCT having a 6.94% return and MART slightly higher at 7.12%.

EOCT

• 1D: -1.28%
• 1M: 0.17%
• YTD: 6.94%
• 6M: 7.59%
• 1Y: 22.61%
• 3Y*: 13.31%
• 5Y*: —
• 10Y*: —

MART

• 1D: -0.75%
• 1M: -0.26%
• YTD: 7.12%
• 6M: 7.01%
• 1Y: 17.70%
• 3Y*: 15.49%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EOCT vs. MART - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EOCT Innovator Emerging Markets Power Buffer ETF - October	6.94%	22.03%	9.66%	4.55%
MART Allianzim U.S. Large Cap Buffer10 Mar ETF	7.12%	14.93%	15.60%	16.61%

Correlation

The correlation between EOCT and MART is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 1, 2023	0.61

The correlation between EOCT and MART has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

Return for Risk

EOCT vs. MART — Risk / Return Rank

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

EOCT

EOCT Risk / Return Rank: 83
EOCT Sharpe Ratio Rank: 83
EOCT Sortino Ratio Rank: 83
EOCT Omega Ratio Rank: 86
EOCT Calmar Ratio Rank: 80
EOCT Martin Ratio Rank: 82

MART

MART Risk / Return Rank: 84
MART Sharpe Ratio Rank: 84
MART Sortino Ratio Rank: 87
MART Omega Ratio Rank: 88
MART Calmar Ratio Rank: 72
MART Martin Ratio Rank: 89

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. MART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - October (EOCT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EOCT	MART	Difference
Sharpe ratio: Return per unit of total volatility	2.46	2.47	0.00
Sortino ratio: Return per unit of downside risk	3.42	3.59	-0.16
Omega ratio: Gain probability vs. loss probability	1.48	1.50	-0.02
Calmar ratio: Return relative to maximum drawdown	3.83	3.35	+0.48
Martin ratio: Return relative to average drawdown	15.25	18.30	-3.05

EOCT vs. MART - Sharpe Ratio Comparison

The current EOCT Sharpe Ratio is 2.46, which is comparable to the MART Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of EOCT and MART, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EOCT vs. MART - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, which is greater than MART's maximum drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for EOCT and MART.

Drawdown Indicators

	EOCT	MART	Difference
Max Drawdown Largest peak-to-trough decline	-20.35%	-11.61%	-8.74%
Max Drawdown (1Y) Largest decline over 1 year	-5.93%	-5.30%	-0.63%
Max Drawdown (3Y) Largest decline over 3 years	-10.76%	-11.61%	+0.85%
Current Drawdown Current decline from peak	-1.28%	-1.31%	+0.03%
Average Drawdown Average peak-to-trough decline	-5.63%	-0.90%	-4.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	0.97%	+0.52%

Volatility

EOCT vs. MART - Volatility Comparison

Innovator Emerging Markets Power Buffer ETF - October (EOCT) has a higher volatility of 2.87% compared to Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) at 2.35%. This indicates that EOCT's price experiences larger fluctuations and is considered to be riskier than MART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOCT	MART	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.35%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	7.09%	5.97%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	9.22%	7.24%	+1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.31%	9.69%	+1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.31%	9.69%	+1.62%

EOCT vs. MART - Expense Ratio Comparison

EOCT has a 0.89% expense ratio, which is higher than MART's 0.74% expense ratio.

Dividends

EOCT vs. MART - Dividend Comparison

Neither EOCT nor MART has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EOCT and MART in my portfolio?

EOCT and MART have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EOCT or MART?

EOCT has higher volatility (2.87%) compared to MART (2.35%). In terms of maximum drawdown, EOCT dropped -20.35% vs MART's -11.61%.

Which ETF is better, EOCT or MART?

On 3-year performance, MART leads with 15.49% vs 13.31% for EOCT. On fees, MART is cheaper at 0.74% per year. On volatility, MART has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EOCT or MART?

Over the 3-year period, MART has performed better with a 15.49% return vs 13.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EOCT or MART?

MART is cheaper with a 0.74% expense ratio, compared with 0.89% for EOCT.

Which ETF pays a higher dividend yield, EOCT or MART?

EOCT and MART have nearly identical dividend yields, around 0.00%.

What is the main difference between EOCT and MART?

They also come from different issuers: Innovator and Allianz. Their fees differ too: 0.89% for EOCT and 0.74% for MART.

Which has better risk-adjusted returns?

MART currently has the higher Sharpe Ratio (2.47 vs 2.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.