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HOCT vs. DMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOCT vs. DMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 9 Buffer ETF - October (HOCT) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). The values are adjusted to include any dividend payments, if applicable.

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HOCT vs. DMAR - Yearly Performance Comparison


Returns By Period


HOCT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

DMAR

1D
1.41%
1M
0.84%
YTD
1.79%
6M
4.00%
1Y
12.53%
3Y*
11.15%
5Y*
7.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOCT vs. DMAR - Expense Ratio Comparison

HOCT has a 0.79% expense ratio, which is lower than DMAR's 0.85% expense ratio.


Return for Risk

HOCT vs. DMAR — Risk / Return Rank

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

HOCT

DMAR
DMAR Risk / Return Rank: 8787
Overall Rank
DMAR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DMAR Sortino Ratio Rank: 8888
Sortino Ratio Rank
DMAR Omega Ratio Rank: 9696
Omega Ratio Rank
DMAR Calmar Ratio Rank: 7676
Calmar Ratio Rank
DMAR Martin Ratio Rank: 9393
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.

HOCT vs. DMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 9 Buffer ETF - October (HOCT) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HOCT vs. DMAR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOCTDMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

Dividends

HOCT vs. DMAR - Dividend Comparison

Neither HOCT nor DMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HOCT vs. DMAR - Drawdown Comparison

The maximum HOCT drawdown since its inception was 0.00%, smaller than the maximum DMAR drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for HOCT and DMAR.


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Drawdown Indicators


HOCTDMARDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-9.84%

+9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-9.84%

Current Drawdown

Current decline from peak

0.00%

-0.14%

+0.14%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.91%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

HOCT vs. DMAR - Volatility Comparison


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Volatility by Period


HOCTDMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.59%

-7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.06%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

7.05%

-7.05%