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FNOV vs. BALT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNOV and BALT 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.


-0.50.00.51.00.7

Performance

FNOV vs. BALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - November (FNOV) and Innovator Defined Wealth Shield ETF (BALT). The values are adjusted to include any dividend payments, if applicable.

18.00%20.00%22.00%24.00%26.00%28.00%30.00%SeptemberOctoberNovemberDecember2025February
30.15%
23.81%
FNOV
BALT

Key characteristics

Sharpe Ratio

FNOV:

2.23

BALT:

3.33

Sortino Ratio

FNOV:

3.08

BALT:

4.86

Omega Ratio

FNOV:

1.49

BALT:

1.75

Calmar Ratio

FNOV:

3.86

BALT:

5.56

Martin Ratio

FNOV:

17.96

BALT:

29.06

Ulcer Index

FNOV:

0.74%

BALT:

0.35%

Daily Std Dev

FNOV:

5.95%

BALT:

3.09%

Max Drawdown

FNOV:

-24.41%

BALT:

-2.16%

Current Drawdown

FNOV:

0.00%

BALT:

0.00%

Returns By Period

In the year-to-date period, FNOV achieves a 2.91% return, which is significantly higher than BALT's 1.35% return.


FNOV

YTD

2.91%

1M

1.55%

6M

5.62%

1Y

12.61%

5Y*

8.89%

10Y*

N/A

BALT

YTD

1.35%

1M

0.71%

6M

5.06%

1Y

9.89%

5Y*

N/A

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.


FNOV vs. BALT - Expense Ratio Comparison

FNOV has a 0.85% expense ratio, which is higher than BALT's 0.69% expense ratio.


FNOV
FT Cboe Vest U.S. Equity Buffer ETF - November
Expense ratio chart for FNOV: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

FNOV vs. BALT — Risk-Adjusted Performance Rank

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

FNOV
The Risk-Adjusted Performance Rank of FNOV is 8989
Overall Rank
The Sharpe Ratio Rank of FNOV is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FNOV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FNOV is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FNOV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FNOV is 9292
Martin Ratio Rank

BALT
The Risk-Adjusted Performance Rank of BALT is 9797
Overall Rank
The Sharpe Ratio Rank of BALT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BALT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BALT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BALT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BALT is 9797
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.

FNOV vs. BALT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - November (FNOV) and Innovator Defined Wealth Shield ETF (BALT). 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 FNOV, currently valued at 2.23, compared to the broader market0.002.004.002.233.33
The chart of Sortino ratio for FNOV, currently valued at 3.08, compared to the broader market0.005.0010.003.084.86
The chart of Omega ratio for FNOV, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.491.75
The chart of Calmar ratio for FNOV, currently valued at 3.86, compared to the broader market0.005.0010.0015.0020.003.865.56
The chart of Martin ratio for FNOV, currently valued at 17.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.9629.06
FNOV
BALT

The current FNOV Sharpe Ratio is 2.23, which is lower than the BALT Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of FNOV and BALT, 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 Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.23
3.33
FNOV
BALT

Dividends

FNOV vs. BALT - Dividend Comparison

Neither FNOV nor BALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNOV vs. BALT - Drawdown Comparison

The maximum FNOV drawdown since its inception was -24.41%, which is greater than BALT's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for FNOV and BALT. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
FNOV
BALT

Volatility

FNOV vs. BALT - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - November (FNOV) has a higher volatility of 1.97% compared to Innovator Defined Wealth Shield ETF (BALT) at 0.57%. This indicates that FNOV's price experiences larger fluctuations and is considered to be riskier than BALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%SeptemberOctoberNovemberDecember2025February
1.97%
0.57%
FNOV
BALT
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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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