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FFTY vs. NUTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTY vs. NUTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FFTY achieves a 20.94% return, which is significantly higher than NUTX's -10.56% return.


FFTY

1D
-4.21%
1M
5.39%
YTD
20.94%
6M
18.21%
1Y
36.43%
3Y*
21.26%
5Y*
-0.44%
10Y*
7.91%

NUTX

1D
-1.96%
1M
23.82%
YTD
-10.56%
6M
-12.02%
1Y
26.00%
3Y*
29.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTY vs. NUTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FFTY
Innovator IBD 50 ETF
20.94%23.38%18.36%12.40%-42.50%
NUTX
Nutex Health Inc
-10.56%419.47%17.37%-90.53%-81.82%

Correlation

The correlation between FFTY and NUTX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.21

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Return for Risk

FFTY vs. NUTX — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 3030
Overall Rank
FFTY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2727
Sortino Ratio Rank
FFTY Omega Ratio Rank: 2929
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
Martin Ratio Rank

NUTX
NUTX Risk / Return Rank: 5454
Overall Rank
NUTX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
NUTX Sortino Ratio Rank: 5757
Sortino Ratio Rank
NUTX Omega Ratio Rank: 5656
Omega Ratio Rank
NUTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
NUTX Martin Ratio Rank: 5252
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. NUTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Nutex Health Inc (NUTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFTYNUTXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratioReturn relative to maximum drawdown

1.57

0.48

+1.09

Martin ratioReturn relative to average drawdown

4.14

0.84

+3.30

FFTY vs. NUTX - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 1.02, which is higher than the NUTX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of FFTY and NUTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFTY vs. NUTX - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, smaller than the maximum NUTX drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for FFTY and NUTX.


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Drawdown Indicators


FFTYNUTXDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-99.93%

+40.47%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-54.32%

+31.03%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

-93.95%

+64.35%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-14.76%

-97.55%

+82.79%

Average Drawdown

Average peak-to-trough decline

-22.34%

-97.19%

+74.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.82%

31.05%

-22.23%

Volatility

FFTY vs. NUTX - Volatility Comparison

The current volatility for Innovator IBD 50 ETF (FFTY) is 13.44%, while Nutex Health Inc (NUTX) has a volatility of 16.24%. This indicates that FFTY experiences smaller price fluctuations and is considered to be less risky than NUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYNUTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

16.24%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

62.35%

-33.85%

Volatility (1Y)

Calculated over the trailing 1-year period

35.99%

93.22%

-57.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

191.37%

-161.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

191.37%

-163.70%

Dividends

FFTY vs. NUTX - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.11%, while NUTX has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.11%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
NUTX
Nutex Health Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFTY and NUTX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUTX has higher volatility (16.24%) compared to FFTY (13.44%). In terms of maximum drawdown, FFTY dropped -59.46% vs NUTX's -99.93%.

FFTY currently has the higher Sharpe Ratio (1.02 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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