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KAPR vs. KMAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KAPR vs. KMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Russell 2000 Power Buffer ETF - April (KAPR) and Innovator U.S. Small Cap Power Buffer ETF - March (KMAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KAPR achieves a 12.34% return, which is significantly higher than KMAR's 11.04% return.


KAPR

1D
-0.37%
1M
1.73%
YTD
12.34%
6M
12.09%
1Y
23.29%
3Y*
13.56%
5Y*
7.23%
10Y*

KMAR

1D
-0.53%
1M
1.75%
YTD
11.04%
6M
10.16%
1Y
23.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KAPR vs. KMAR - Yearly Performance Comparison


Correlation

The correlation between KAPR and KMAR is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2025

0.93

The correlation between KAPR and KMAR has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

KAPR vs. KMAR — Risk / Return Rank

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

KAPR
KAPR Risk / Return Rank: 9696
Overall Rank
KAPR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KAPR Sortino Ratio Rank: 9696
Sortino Ratio Rank
KAPR Omega Ratio Rank: 9696
Omega Ratio Rank
KAPR Calmar Ratio Rank: 9797
Calmar Ratio Rank
KAPR Martin Ratio Rank: 9797
Martin Ratio Rank

KMAR
KMAR Risk / Return Rank: 8989
Overall Rank
KMAR Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
KMAR Sortino Ratio Rank: 9090
Sortino Ratio Rank
KMAR Omega Ratio Rank: 8686
Omega Ratio Rank
KMAR Calmar Ratio Rank: 8989
Calmar Ratio Rank
KMAR 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.

KAPR vs. KMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Russell 2000 Power Buffer ETF - April (KAPR) and Innovator U.S. Small Cap Power Buffer ETF - March (KMAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KAPRKMARDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.73

1.47

+0.26

Calmar ratioReturn relative to maximum drawdown

9.30

4.91

+4.39

Martin ratioReturn relative to average drawdown

43.60

20.10

+23.50

KAPR vs. KMAR - Sharpe Ratio Comparison

The current KAPR Sharpe Ratio is 3.50, which is higher than the KMAR Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of KAPR and KMAR, 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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Drawdowns

KAPR vs. KMAR - Drawdown Comparison

The maximum KAPR drawdown since its inception was -16.91%, which is greater than KMAR's maximum drawdown of -11.32%. Use the drawdown chart below to compare losses from any high point for KAPR and KMAR.


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Drawdown Indicators


KAPRKMARDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-11.32%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-4.89%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.84%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

Current Drawdown

Current decline from peak

-0.37%

-0.53%

+0.16%

Average Drawdown

Average peak-to-trough decline

-3.89%

-1.34%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.19%

-0.65%

Volatility

KAPR vs. KMAR - Volatility Comparison

The current volatility for Innovator Russell 2000 Power Buffer ETF - April (KAPR) is 2.53%, while Innovator U.S. Small Cap Power Buffer ETF - March (KMAR) has a volatility of 3.00%. This indicates that KAPR experiences smaller price fluctuations and is considered to be less risky than KMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KAPRKMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

3.00%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

6.73%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.70%

9.45%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

12.16%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.65%

12.16%

-0.51%

KAPR vs. KMAR - Expense Ratio Comparison

Both KAPR and KMAR have an expense ratio of 0.79%.


Dividends

KAPR vs. KMAR - Dividend Comparison

Neither KAPR nor KMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, KAPR and KMAR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KMAR has higher volatility (3.00%) compared to KAPR (2.53%). In terms of maximum drawdown, KAPR dropped -16.91% vs KMAR's -11.32%.

On 1-year performance, KMAR leads with 23.93% vs 23.29% for KAPR. Both ETFs have the same 0.79% expense ratio. On volatility, KAPR has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KMAR has performed better with a 23.93% return vs 23.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KAPR and KMAR have the same expense ratio: 0.79% per year.

KAPR and KMAR have nearly identical dividend yields, around 0.00%.

KAPR tracks Russell 2000 Index, while KMAR tracks iShares Russell 2000 ETF (IWM) Price Return.

KAPR currently has the higher Sharpe Ratio (3.50 vs 2.55), 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.

Portfolio Optimizer

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