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EOCT vs. QTOC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EOCT vs. QTOC - 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 Growth Accelerated Plus ETF - October (QTOC). The values are adjusted to include any dividend payments, if applicable.

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EOCT vs. QTOC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EOCT
Innovator Emerging Markets Power Buffer ETF - October
0.91%22.03%9.66%6.26%-10.75%-0.50%
QTOC
Innovator Growth Accelerated Plus ETF - October
-3.06%16.79%14.90%38.43%-29.84%6.99%

Returns By Period

In the year-to-date period, EOCT achieves a 0.91% return, which is significantly higher than QTOC's -3.06% return.


EOCT

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

QTOC

1D
4.95%
1M
-2.72%
YTD
-3.06%
6M
-0.26%
1Y
20.08%
3Y*
15.82%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EOCT vs. QTOC - Expense Ratio Comparison

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


Return for Risk

EOCT vs. QTOC — 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

QTOC
QTOC Risk / Return Rank: 5959
Overall Rank
QTOC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QTOC Sortino Ratio Rank: 5656
Sortino Ratio Rank
QTOC Omega Ratio Rank: 6767
Omega Ratio Rank
QTOC Calmar Ratio Rank: 5353
Calmar Ratio Rank
QTOC Martin Ratio Rank: 7070
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.

EOCT vs. QTOC - 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 Growth Accelerated Plus ETF - October (QTOC). 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.


EOCTQTOCDifference

Sharpe ratio

Return per unit of total volatility

1.91

0.89

+1.02

Sortino ratio

Return per unit of downside risk

2.67

1.49

+1.18

Omega ratio

Gain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratio

Return relative to maximum drawdown

3.04

1.40

+1.65

Martin ratio

Return relative to average drawdown

12.67

7.38

+5.28

EOCT vs. QTOC - Sharpe Ratio Comparison

The current EOCT Sharpe Ratio is 1.91, which is higher than the QTOC Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of EOCT and QTOC, 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


EOCTQTOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.89

+1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.35

+0.14

Correlation

The correlation between EOCT and QTOC 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

EOCT vs. QTOC - Dividend Comparison

Neither EOCT nor QTOC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EOCT vs. QTOC - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, smaller than the maximum QTOC drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for EOCT and QTOC.


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Drawdown Indicators


EOCTQTOCDifference

Max Drawdown

Largest peak-to-trough decline

-20.35%

-33.43%

+13.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-14.38%

+7.81%

Current Drawdown

Current decline from peak

-4.23%

-5.15%

+0.92%

Average Drawdown

Average peak-to-trough decline

-5.88%

-8.80%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.72%

-1.14%

Volatility

EOCT vs. QTOC - Volatility Comparison

The current volatility for Innovator Emerging Markets Power Buffer ETF - October (EOCT) is 4.79%, while Innovator Growth Accelerated Plus ETF - October (QTOC) has a volatility of 7.44%. This indicates that EOCT experiences smaller price fluctuations and is considered to be less risky than QTOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOCTQTOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

7.44%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

11.34%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

22.67%

-12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

20.06%

-8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

20.06%

-8.65%