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JANH vs. WEAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANH vs. WEAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 20 Barrier ETF - January (JANH) and Teucrium Wheat Fund (WEAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JANH achieves a 3.06% return, which is significantly lower than WEAT's 11.57% return.


JANH

1D
-0.36%
1M
0.48%
YTD
3.06%
6M
3.17%
1Y
7.47%
3Y*
5Y*
10Y*

WEAT

1D
-0.85%
1M
-4.46%
YTD
11.57%
6M
7.63%
1Y
-3.55%
3Y*
-11.23%
5Y*
-8.27%
10Y*
-7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JANH vs. WEAT - Yearly Performance Comparison


2026 (YTD)20252024
JANH
Innovator Premium Income 20 Barrier ETF - January
3.06%6.34%7.08%
WEAT
Teucrium Wheat Fund
11.57%-17.14%-17.04%

Correlation

The correlation between JANH and WEAT is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2024

-0.03

The correlation between JANH and WEAT shifts across timeframes, from -0.18 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JANH vs. WEAT — Risk / Return Rank

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

JANH
JANH Risk / Return Rank: 7575
Overall Rank
JANH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JANH Sortino Ratio Rank: 7979
Sortino Ratio Rank
JANH Omega Ratio Rank: 9292
Omega Ratio Rank
JANH Calmar Ratio Rank: 5353
Calmar Ratio Rank
JANH Martin Ratio Rank: 8181
Martin Ratio Rank

WEAT
WEAT Risk / Return Rank: 77
Overall Rank
WEAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 77
Sortino Ratio Rank
WEAT Omega Ratio Rank: 77
Omega Ratio Rank
WEAT Calmar Ratio Rank: 77
Calmar Ratio Rank
WEAT Martin Ratio Rank: 88
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.

JANH vs. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 20 Barrier ETF - January (JANH) and Teucrium Wheat Fund (WEAT). 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.


JANHWEATDifference
Sharpe ratioReturn per unit of total volatility

+2.31

Sortino ratioReturn per unit of downside risk

+3.36

Omega ratioGain probability vs. loss probability

1.58

0.99

+0.59

Calmar ratioReturn relative to maximum drawdown

2.47

-0.20

+2.67

Martin ratioReturn relative to average drawdown

15.10

-0.31

+15.42

JANH vs. WEAT - Sharpe Ratio Comparison

The current JANH Sharpe Ratio is 2.15, which is higher than the WEAT Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of JANH and WEAT, 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


JANHWEATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.16

+2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

-0.42

+1.49

Drawdowns

JANH vs. WEAT - Drawdown Comparison

The maximum JANH drawdown since its inception was -8.00%, smaller than the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for JANH and WEAT.


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Drawdown Indicators


JANHWEATDifference

Max Drawdown

Largest peak-to-trough decline

-8.00%

-84.32%

+76.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-17.85%

+14.81%

Max Drawdown (3Y)

Largest decline over 3 years

-46.27%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

Current Drawdown

Current decline from peak

-0.36%

-82.42%

+82.06%

Average Drawdown

Average peak-to-trough decline

-0.31%

-63.13%

+62.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

11.35%

-10.85%

Volatility

JANH vs. WEAT - Volatility Comparison

The current volatility for Innovator Premium Income 20 Barrier ETF - January (JANH) is 0.56%, while Teucrium Wheat Fund (WEAT) has a volatility of 9.77%. This indicates that JANH experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JANHWEATDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

9.77%

-9.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

18.08%

-14.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

22.61%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

30.49%

-24.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.38%

26.79%

-20.41%

JANH vs. WEAT - Expense Ratio Comparison

JANH has a 0.79% expense ratio, which is lower than WEAT's 1.91% expense ratio.


Dividends

JANH vs. WEAT - Dividend Comparison

JANH's dividend yield for the trailing twelve months is around 6.14%, while WEAT has not paid dividends to shareholders.


PositionTTM20252024
JANH
Innovator Premium Income 20 Barrier ETF - January
6.14%6.20%6.71%
WEAT
Teucrium Wheat Fund
0.00%0.00%0.00%

Frequently Asked Questions


JANH and WEAT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEAT has higher volatility (9.77%) compared to JANH (0.56%). In terms of maximum drawdown, JANH dropped -8.00% vs WEAT's -84.32%.

On 1-year performance, JANH leads with 7.47% vs -3.55% for WEAT. On fees, JANH is cheaper at 0.79% per year. On volatility, JANH has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JANH has performed better with a 7.47% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JANH is cheaper with a 0.79% expense ratio, compared with 1.91% for WEAT.

JANH has the higher dividend yield at 6.14%, compared with 0.00% for WEAT.

JANH is categorized as Options Trading, while WEAT is Agricultural Commodities. They also come from different issuers: Innovator and Teucrium. Their fees differ too: 0.79% for JANH and 1.91% for WEAT.

JANH currently has the higher Sharpe Ratio (2.15 vs -0.16), 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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