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

Correlation

The correlation between FFTY and LOUP is 0.78, 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.


-0.50.00.51.00.8

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.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-19.64%
113.93%
FFTY
LOUP

Key characteristics

Sharpe Ratio

FFTY:

0.87

LOUP:

1.06

Sortino Ratio

FFTY:

1.31

LOUP:

1.55

Omega Ratio

FFTY:

1.16

LOUP:

1.19

Calmar Ratio

FFTY:

0.41

LOUP:

0.75

Martin Ratio

FFTY:

3.58

LOUP:

4.85

Ulcer Index

FFTY:

6.28%

LOUP:

5.72%

Daily Std Dev

FFTY:

25.85%

LOUP:

26.08%

Max Drawdown

FFTY:

-59.46%

LOUP:

-58.68%

Current Drawdown

FFTY:

-42.57%

LOUP:

-14.37%

Returns By Period

The year-to-date returns for both investments are quite close, with FFTY having a 1.43% return and LOUP slightly higher at 1.47%.


FFTY

YTD

1.43%

1M

-7.67%

6M

3.61%

1Y

26.09%

5Y*

-3.04%

10Y*

N/A

LOUP

YTD

1.47%

1M

-3.50%

6M

11.27%

1Y

31.31%

5Y*

14.79%

10Y*

N/A

*Annualized

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. LOUP - Expense Ratio Comparison

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


FFTY
Innovator IBD 50 ETF
Expense ratio chart for FFTY: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for LOUP: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FFTY, currently valued at 0.87, compared to the broader market-1.000.001.002.003.004.005.000.871.06
The chart of Sortino ratio for FFTY, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.001.311.55
The chart of Omega ratio for FFTY, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.19
The chart of Calmar ratio for FFTY, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.410.75
The chart of Martin ratio for FFTY, currently valued at 3.58, compared to the broader market0.0020.0040.0060.0080.00100.003.584.85
FFTY
LOUP

The current FFTY Sharpe Ratio is 0.87, which is comparable to the LOUP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FFTY and LOUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.87
1.06
FFTY
LOUP

Dividends

FFTY vs. LOUP - Dividend Comparison

Neither FFTY nor LOUP has paid dividends to shareholders.


TTM20242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
0.00%0.00%0.64%2.75%0.22%0.00%0.00%0.00%0.17%
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 -59.46%, roughly equal to the maximum LOUP drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for FFTY and LOUP. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-42.57%
-14.37%
FFTY
LOUP

Volatility

FFTY vs. LOUP - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 10.52% compared to Innovator Loup Frontier Tech ETF (LOUP) at 9.49%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than LOUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.52%
9.49%
FFTY
LOUP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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