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HOCT vs. EOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HOCT vs. EOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 9 Buffer ETF - October (HOCT) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). The values are adjusted to include any dividend payments, if applicable.

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HOCT vs. EOCT - Yearly Performance Comparison


Returns By Period


HOCT

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

EOCT

1D
1.81%
1M
-4.00%
YTD
0.91%
6M
2.77%
1Y
19.93%
3Y*
11.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HOCT vs. EOCT - Expense Ratio Comparison

HOCT has a 0.79% expense ratio, which is lower than EOCT's 0.89% expense ratio.


Return for Risk

HOCT vs. EOCT — Risk / Return Rank

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

HOCT

EOCT
EOCT Risk / Return Rank: 9090
Overall Rank
EOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
EOCT Omega Ratio Rank: 9090
Omega Ratio Rank
EOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOCT Martin Ratio Rank: 9292
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. EOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 9 Buffer ETF - October (HOCT) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). 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. EOCT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOCTEOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Dividends

HOCT vs. EOCT - Dividend Comparison

Neither HOCT nor EOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HOCT vs. EOCT - Drawdown Comparison

The maximum HOCT drawdown since its inception was 0.00%, smaller than the maximum EOCT drawdown of -20.35%. Use the drawdown chart below to compare losses from any high point for HOCT and EOCT.


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Drawdown Indicators


HOCTEOCTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.35%

+20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Current Drawdown

Current decline from peak

0.00%

-4.23%

+4.23%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.88%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

Volatility

HOCT vs. EOCT - Volatility Comparison


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Volatility by Period


HOCTEOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

10.48%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

11.41%

-11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

11.41%

-11.41%