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JANT vs. APRD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JANT vs. APRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and Innovator Premium Income 10 Barrier ETF - April (APRD). The values are adjusted to include any dividend payments, if applicable.

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JANT vs. APRD - Yearly Performance Comparison


Returns By Period


JANT

1D
2.10%
1M
-3.21%
YTD
-2.71%
6M
0.85%
1Y
14.14%
3Y*
14.15%
5Y*
8.94%
10Y*

APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JANT vs. APRD - Expense Ratio Comparison

JANT has a 0.74% expense ratio, which is lower than APRD's 0.79% expense ratio.


Return for Risk

JANT vs. APRD — Risk / Return Rank

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

JANT
JANT Risk / Return Rank: 6969
Overall Rank
JANT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JANT Sortino Ratio Rank: 6767
Sortino Ratio Rank
JANT Omega Ratio Rank: 7474
Omega Ratio Rank
JANT Calmar Ratio Rank: 6262
Calmar Ratio Rank
JANT Martin Ratio Rank: 7979
Martin Ratio Rank

APRD
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.

JANT vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.


JANTAPRDDifference

Sharpe ratio

Return per unit of total volatility

1.14

Sortino ratio

Return per unit of downside risk

1.72

Omega ratio

Gain probability vs. loss probability

1.29

Calmar ratio

Return relative to maximum drawdown

1.63

Martin ratio

Return relative to average drawdown

8.75

JANT vs. APRD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JANTAPRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

Dividends

JANT vs. APRD - Dividend Comparison

Neither JANT nor APRD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JANT vs. APRD - Drawdown Comparison

The maximum JANT drawdown since its inception was -16.18%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JANT and APRD.


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Drawdown Indicators


JANTAPRDDifference

Max Drawdown

Largest peak-to-trough decline

-16.18%

0.00%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Current Drawdown

Current decline from peak

-3.96%

0.00%

-3.96%

Average Drawdown

Average peak-to-trough decline

-2.75%

0.00%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

JANT vs. APRD - Volatility Comparison


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Volatility by Period


JANTAPRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

0.00%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

0.00%

+11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.21%

0.00%

+11.21%