PortfoliosLab logoPortfoliosLab logo
FFTY vs. BUFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. BUFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and Innovator Laddered Allocation Power Buffer ETF (BUFF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FFTY vs. BUFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
BUFF
Innovator Laddered Allocation Power Buffer ETF
-0.90%11.02%12.05%16.51%-4.44%8.37%-12.08%32.32%-7.04%15.63%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than BUFF's -0.90% return.


FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%

BUFF

1D
1.46%
1M
-1.89%
YTD
-0.90%
6M
1.13%
1Y
12.07%
3Y*
11.21%
5Y*
7.68%
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.


FFTY vs. BUFF - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is lower than BUFF's 0.89% expense ratio.


Return for Risk

FFTY vs. BUFF — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
Martin Ratio Rank

BUFF
BUFF Risk / Return Rank: 7777
Overall Rank
BUFF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BUFF Sortino Ratio Rank: 7575
Sortino Ratio Rank
BUFF Omega Ratio Rank: 8383
Omega Ratio Rank
BUFF Calmar Ratio Rank: 7070
Calmar Ratio Rank
BUFF Martin Ratio Rank: 8686
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.

FFTY vs. BUFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Innovator Laddered Allocation Power Buffer ETF (BUFF). 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.


FFTYBUFFDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.23

-0.49

Sortino ratio

Return per unit of downside risk

1.14

1.84

-0.71

Omega ratio

Gain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

1.04

1.72

-0.68

Martin ratio

Return relative to average drawdown

3.05

9.71

-6.66

FFTY vs. BUFF - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is lower than the BUFF Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FFTY and BUFF, 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


FFTYBUFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.23

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.92

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.46

-0.33

Correlation

The correlation between FFTY and BUFF is 0.61, 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

FFTY vs. BUFF - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, while BUFF has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%0.00%
BUFF
Innovator Laddered Allocation Power Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%1.78%1.26%1.74%1.55%0.18%

Drawdowns

FFTY vs. BUFF - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than BUFF's maximum drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for FFTY and BUFF.


Loading graphics...

Drawdown Indicators


FFTYBUFFDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-46.23%

-13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-7.15%

-16.14%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-10.24%

-49.22%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-32.35%

-2.18%

-30.17%

Average Drawdown

Average peak-to-trough decline

-22.38%

-6.29%

-16.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

1.27%

+6.70%

Volatility

FFTY vs. BUFF - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to Innovator Laddered Allocation Power Buffer ETF (BUFF) at 2.61%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than BUFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FFTYBUFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

2.61%

+11.85%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

4.05%

+24.67%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

9.82%

+24.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

8.40%

+20.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

17.83%

+9.34%