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HOCT vs. JUNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOCT vs. JUNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 9 Buffer ETF - October (HOCT) and AllianzIM U.S. Large Cap Buffer10 Jun ETF (JUNT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HOCT

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

JUNT

1D
-0.39%
1M
0.54%
YTD
4.25%
6M
5.06%
1Y
13.99%
3Y*
14.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOCT vs. JUNT - Yearly Performance Comparison


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Return for Risk

HOCT vs. JUNT — Risk / Return Rank

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

HOCT

JUNT
JUNT Risk / Return Rank: 8080
Overall Rank
JUNT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JUNT Sortino Ratio Rank: 8181
Sortino Ratio Rank
JUNT Omega Ratio Rank: 8686
Omega Ratio Rank
JUNT Calmar Ratio Rank: 7070
Calmar Ratio Rank
JUNT Martin Ratio Rank: 8989
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. JUNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 9 Buffer ETF - October (HOCT) and AllianzIM U.S. Large Cap Buffer10 Jun ETF (JUNT). 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. JUNT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOCTJUNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

Drawdowns

HOCT vs. JUNT - Drawdown Comparison

The maximum HOCT drawdown since its inception was 0.00%, smaller than the maximum JUNT drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for HOCT and JUNT.


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Drawdown Indicators


HOCTJUNTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.78%

+12.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.78%

Current Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.98%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

Volatility

HOCT vs. JUNT - Volatility Comparison


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Volatility by Period


HOCTJUNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.82%

-5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

9.24%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

9.24%

-9.24%

HOCT vs. JUNT - Expense Ratio Comparison

HOCT has a 0.79% expense ratio, which is higher than JUNT's 0.74% expense ratio.


Dividends

HOCT vs. JUNT - Dividend Comparison

Neither HOCT nor JUNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, JUNT is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JUNT is cheaper with a 0.74% expense ratio, compared with 0.79% for HOCT.

HOCT and JUNT have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Innovator and Allianz. Their fees differ too: 0.79% for HOCT and 0.74% for JUNT.

Portfolio Optimizer

Find the right allocation for HOCT and JUNT

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