PortfoliosLab logoPortfoliosLab logo
FAPR vs. KAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAPR vs. KAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer ETF - April (FAPR) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAPR vs. KAPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FAPR
FT Vest U.S. Equity Buffer ETF - April
1.09%7.58%18.14%19.50%-10.33%8.65%
KAPR
Innovator Russell 2000 Power Buffer ETF - April
3.19%7.42%12.10%15.36%-8.14%1.79%

Returns By Period

In the year-to-date period, FAPR achieves a 1.09% return, which is significantly lower than KAPR's 3.19% return.


FAPR

1D
1.12%
1M
0.30%
YTD
1.09%
6M
3.22%
1Y
9.82%
3Y*
13.28%
5Y*
10Y*

KAPR

1D
0.62%
1M
1.14%
YTD
3.19%
6M
5.99%
1Y
17.50%
3Y*
10.87%
5Y*
6.01%
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.


FAPR vs. KAPR - Expense Ratio Comparison

FAPR has a 0.85% expense ratio, which is higher than KAPR's 0.79% expense ratio.


Return for Risk

FAPR vs. KAPR — Risk / Return Rank

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

FAPR
FAPR Risk / Return Rank: 5454
Overall Rank
FAPR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FAPR Sortino Ratio Rank: 4646
Sortino Ratio Rank
FAPR Omega Ratio Rank: 8080
Omega Ratio Rank
FAPR Calmar Ratio Rank: 4040
Calmar Ratio Rank
FAPR Martin Ratio Rank: 5959
Martin Ratio Rank

KAPR
KAPR Risk / Return Rank: 8787
Overall Rank
KAPR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
KAPR Omega Ratio Rank: 9393
Omega Ratio Rank
KAPR Calmar Ratio Rank: 7777
Calmar Ratio Rank
KAPR Martin Ratio Rank: 9292
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.

FAPR vs. KAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer ETF - April (FAPR) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). 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.


FAPRKAPRDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.72

-0.88

Sortino ratio

Return per unit of downside risk

1.26

2.47

-1.21

Omega ratio

Gain probability vs. loss probability

1.31

1.42

-0.12

Calmar ratio

Return relative to maximum drawdown

1.04

2.10

-1.05

Martin ratio

Return relative to average drawdown

5.83

12.86

-7.03

FAPR vs. KAPR - Sharpe Ratio Comparison

The current FAPR Sharpe Ratio is 0.85, which is lower than the KAPR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FAPR and KAPR, 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


FAPRKAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.72

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.73

+0.07

Correlation

The correlation between FAPR and KAPR is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FAPR vs. KAPR - Dividend Comparison

Neither FAPR nor KAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FAPR vs. KAPR - Drawdown Comparison

The maximum FAPR drawdown since its inception was -15.96%, smaller than the maximum KAPR drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for FAPR and KAPR.


Loading graphics...

Drawdown Indicators


FAPRKAPRDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-16.91%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-8.39%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.02%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.37%

+0.37%

Volatility

FAPR vs. KAPR - Volatility Comparison

FT Vest U.S. Equity Buffer ETF - April (FAPR) and Innovator Russell 2000 Power Buffer ETF - April (KAPR) have volatilities of 1.77% and 1.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FAPRKAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.70%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.93%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

10.19%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

11.77%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

11.72%

-1.14%