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IJAN vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJAN vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Power Buffer ETF - January (IJAN) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJAN achieves a 4.67% return, which is significantly lower than YCS's 7.17% return.


IJAN

1D
0.22%
1M
1.35%
YTD
4.67%
6M
5.64%
1Y
11.91%
3Y*
9.66%
5Y*
7.18%
10Y*

YCS

1D
0.00%
1M
3.39%
YTD
7.17%
6M
10.02%
1Y
34.99%
3Y*
20.03%
5Y*
23.54%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJAN vs. YCS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IJAN
Innovator International Developed Power Buffer ETF - January
4.67%19.62%-0.57%13.82%-2.52%7.28%3.49%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%22.38%-11.01%

Correlation

The correlation between IJAN and YCS is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.40

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

-0.26

Correlation (5Y)
Calculated over the trailing 5-year period

-0.22

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2020

-0.17

Over the past year, the inverse relationship between IJAN and YCS has strengthened: their correlation has moved from -0.17 to -0.40, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

IJAN vs. YCS — Risk / Return Rank

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

IJAN
IJAN Risk / Return Rank: 4848
Overall Rank
IJAN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJAN Sortino Ratio Rank: 4747
Sortino Ratio Rank
IJAN Omega Ratio Rank: 5555
Omega Ratio Rank
IJAN Calmar Ratio Rank: 4040
Calmar Ratio Rank
IJAN Martin Ratio Rank: 5050
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6767
Overall Rank
YCS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5555
Sortino Ratio Rank
YCS Omega Ratio Rank: 6363
Omega Ratio Rank
YCS Calmar Ratio Rank: 8282
Calmar Ratio Rank
YCS Martin Ratio Rank: 7272
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.

IJAN vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - January (IJAN) and ProShares UltraShort Yen (YCS). 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.


IJANYCSDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.33

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

1.95

4.23

-2.28

Martin ratioReturn relative to average drawdown

8.25

13.22

-4.97

IJAN vs. YCS - Sharpe Ratio Comparison

The current IJAN Sharpe Ratio is 1.64, which is comparable to the YCS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IJAN and YCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IJANYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.06

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.12

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.33

+0.22

Drawdowns

IJAN vs. YCS - Drawdown Comparison

The maximum IJAN drawdown since its inception was -22.68%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for IJAN and YCS.


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Drawdown Indicators


IJANYCSDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-49.56%

+26.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.14%

-8.30%

+2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-10.30%

-23.05%

+12.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-27.32%

+10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.07%

0.00%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.95%

-19.93%

+16.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.65%

-1.20%

Volatility

IJAN vs. YCS - Volatility Comparison

The current volatility for Innovator International Developed Power Buffer ETF - January (IJAN) is 2.12%, while ProShares UltraShort Yen (YCS) has a volatility of 2.62%. This indicates that IJAN experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJANYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

2.62%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.44%

12.31%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.32%

17.18%

-9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

21.09%

-10.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

19.01%

-6.51%

IJAN vs. YCS - Expense Ratio Comparison

IJAN has a 0.85% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

IJAN vs. YCS - Dividend Comparison

Neither IJAN nor YCS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IJAN and YCS have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.62%) compared to IJAN (2.12%). In terms of maximum drawdown, IJAN dropped -22.68% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.54% vs 7.18% for IJAN. On fees, IJAN is cheaper at 0.85% per year. On volatility, IJAN has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.54% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJAN is cheaper with a 0.85% expense ratio, compared with 1.00% for YCS.

IJAN and YCS have nearly identical dividend yields, around 0.00%.

IJAN is categorized as Defined Outcome, while YCS is Leveraged Currency. They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.85% for IJAN and 1.00% for YCS.

YCS currently has the higher Sharpe Ratio (2.06 vs 1.64), 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.

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