PortfoliosLab logoPortfoliosLab logo
FOUR vs. BALT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOUR vs. BALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shift4 Payments, Inc. (FOUR) and Innovator Defined Wealth Shield ETF (BALT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FOUR achieves a -36.13% return, which is significantly lower than BALT's 1.91% return.


FOUR

1D
-7.09%
1M
-8.57%
YTD
-36.13%
6M
-42.62%
1Y
-57.74%
3Y*
-15.09%
5Y*
-15.79%
10Y*

BALT

1D
-0.06%
1M
0.53%
YTD
1.91%
6M
2.81%
1Y
6.95%
3Y*
7.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOUR vs. BALT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FOUR
Shift4 Payments, Inc.
-36.13%-39.32%39.60%32.92%-3.45%-39.14%
BALT
Innovator Defined Wealth Shield ETF
1.91%6.65%9.98%7.45%2.54%0.82%

Correlation

The correlation between FOUR and BALT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2021

0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FOUR vs. BALT — Risk / Return Rank

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

FOUR
FOUR Risk / Return Rank: 44
Overall Rank
FOUR Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FOUR Sortino Ratio Rank: 44
Sortino Ratio Rank
FOUR Omega Ratio Rank: 44
Omega Ratio Rank
FOUR Calmar Ratio Rank: 44
Calmar Ratio Rank
FOUR Martin Ratio Rank: 66
Martin Ratio Rank

BALT
BALT Risk / Return Rank: 9292
Overall Rank
BALT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BALT Sortino Ratio Rank: 9494
Sortino Ratio Rank
BALT Omega Ratio Rank: 9393
Omega Ratio Rank
BALT Calmar Ratio Rank: 9191
Calmar Ratio Rank
BALT Martin Ratio Rank: 9191
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.

FOUR vs. BALT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shift4 Payments, Inc. (FOUR) 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.


FOURBALTDifference
Sharpe ratioReturn per unit of total volatility

-4.27

Sortino ratioReturn per unit of downside risk

-6.64

Omega ratioGain probability vs. loss probability

0.78

1.67

-0.90

Calmar ratioReturn relative to maximum drawdown

-0.93

6.05

-6.98

Martin ratioReturn relative to average drawdown

-1.47

22.58

-24.05

FOUR vs. BALT - Sharpe Ratio Comparison

The current FOUR Sharpe Ratio is -1.08, which is lower than the BALT Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of FOUR and BALT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FOURBALTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

3.19

-4.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.80

-1.74

Drawdowns

FOUR vs. BALT - Drawdown Comparison

The maximum FOUR drawdown since its inception was -69.95%, which is greater than BALT's maximum drawdown of -4.89%. Use the drawdown chart below to compare losses from any high point for FOUR and BALT.


Loading charts...

Drawdown Indicators


FOURBALTDifference

Max Drawdown

Largest peak-to-trough decline

-69.95%

-4.89%

-65.06%

Max Drawdown (1Y)

Largest decline over 1 year

-62.34%

-1.15%

-61.19%

Max Drawdown (3Y)

Largest decline over 3 years

-67.99%

-4.89%

-63.10%

Max Drawdown (5Y)

Largest decline over 5 years

-69.68%

Current Drawdown

Current decline from peak

-67.99%

-0.06%

-67.93%

Average Drawdown

Average peak-to-trough decline

-31.53%

-0.34%

-31.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.22%

0.31%

+38.91%

Volatility

FOUR vs. BALT - Volatility Comparison

Shift4 Payments, Inc. (FOUR) has a higher volatility of 19.73% compared to Innovator Defined Wealth Shield ETF (BALT) at 0.37%. This indicates that FOUR'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.


Loading charts...

Volatility by Period


FOURBALTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.73%

0.37%

+19.36%

Volatility (6M)

Calculated over the trailing 6-month period

45.74%

1.56%

+44.18%

Volatility (1Y)

Calculated over the trailing 1-year period

53.60%

2.19%

+51.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.20%

3.32%

+52.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.44%

3.32%

+54.12%

Dividends

FOUR vs. BALT - Dividend Comparison

Neither FOUR nor BALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FOUR and BALT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FOUR has higher volatility (19.73%) compared to BALT (0.37%). In terms of maximum drawdown, FOUR dropped -69.95% vs BALT's -4.89%.

BALT currently has the higher Sharpe Ratio (3.19 vs -1.08), 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

Find the right allocation for FOUR and BALT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer