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EOCT vs. XIMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EOCT vs. XIMR - Performance Comparison

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

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EOCT vs. XIMR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EOCT achieves a 0.91% return, which is significantly lower than XIMR's 1.22% return.


EOCT

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

XIMR

1D
1.01%
1M
0.59%
YTD
1.22%
6M
2.70%
1Y
7.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EOCT vs. XIMR - Expense Ratio Comparison

EOCT has a 0.89% expense ratio, which is higher than XIMR's 0.85% expense ratio.


Return for Risk

EOCT vs. XIMR — 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

XIMR
XIMR Risk / Return Rank: 7676
Overall Rank
XIMR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XIMR Sortino Ratio Rank: 7272
Sortino Ratio Rank
XIMR Omega Ratio Rank: 9595
Omega Ratio Rank
XIMR Calmar Ratio Rank: 5757
Calmar Ratio Rank
XIMR Martin Ratio Rank: 8888
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. XIMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - October (EOCT) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). 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.


EOCTXIMRDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.21

+0.70

Sortino ratio

Return per unit of downside risk

2.67

1.86

+0.82

Omega ratio

Gain probability vs. loss probability

1.39

1.48

-0.09

Calmar ratio

Return relative to maximum drawdown

3.04

1.51

+1.54

Martin ratio

Return relative to average drawdown

12.67

11.09

+1.58

EOCT vs. XIMR - Sharpe Ratio Comparison

The current EOCT Sharpe Ratio is 1.91, which is higher than the XIMR Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of EOCT and XIMR, 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


EOCTXIMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.21

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.49

-1.00

Correlation

The correlation between EOCT and XIMR is 0.46, 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. XIMR - Dividend Comparison

EOCT has not paid dividends to shareholders, while XIMR's dividend yield for the trailing twelve months is around 6.35%.


Drawdowns

EOCT vs. XIMR - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, which is greater than XIMR's maximum drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for EOCT and XIMR.


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Drawdown Indicators


EOCTXIMRDifference

Max Drawdown

Largest peak-to-trough decline

-20.35%

-5.12%

-15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-4.79%

-1.78%

Current Drawdown

Current decline from peak

-4.23%

-0.08%

-4.15%

Average Drawdown

Average peak-to-trough decline

-5.88%

-0.19%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.65%

+0.93%

Volatility

EOCT vs. XIMR - Volatility Comparison

Innovator Emerging Markets Power Buffer ETF - October (EOCT) has a higher volatility of 4.79% compared to FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) at 1.31%. This indicates that EOCT's price experiences larger fluctuations and is considered to be riskier than XIMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EOCTXIMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

1.31%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

1.51%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

5.81%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

4.50%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

4.50%

+6.91%