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FFTY vs. LOUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTY and LOUP is 0.80, 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.


Performance

FFTY vs. LOUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and Innovator Loup Frontier Tech ETF (LOUP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FFTY:

15.61%

LOUP:

30.38%

Max Drawdown

FFTY:

-1.16%

LOUP:

-1.36%

Current Drawdown

FFTY:

-0.10%

LOUP:

-1.36%

Returns By Period


FFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LOUP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FFTY vs. LOUP - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than LOUP's 0.70% expense ratio.


Risk-Adjusted Performance

FFTY vs. LOUP — Risk-Adjusted Performance Rank

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

FFTY
The Risk-Adjusted Performance Rank of FFTY is 2626
Overall Rank
The Sharpe Ratio Rank of FFTY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FFTY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FFTY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FFTY is 2525
Martin Ratio Rank

LOUP
The Risk-Adjusted Performance Rank of LOUP is 4242
Overall Rank
The Sharpe Ratio Rank of LOUP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFTY vs. LOUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Innovator Loup Frontier Tech ETF (LOUP). 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.



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Dividends

FFTY vs. LOUP - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 0.93%, while LOUP has not paid dividends to shareholders.


TTM20242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LOUP
Innovator Loup Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFTY vs. LOUP - Drawdown Comparison

The maximum FFTY drawdown since its inception was -1.16%, smaller than the maximum LOUP drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FFTY and LOUP. For additional features, visit the drawdowns tool.


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Volatility

FFTY vs. LOUP - Volatility Comparison


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