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KJAN vs. FFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KJAN vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Small Cap Power Buffer ETF - January (KJAN) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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KJAN vs. FFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KJAN
Innovator U.S. Small Cap Power Buffer ETF - January
0.73%10.90%8.86%14.71%-7.69%11.72%8.73%
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%16.35%

Returns By Period

In the year-to-date period, KJAN achieves a 0.73% return, which is significantly higher than FFTY's -4.02% return.


KJAN

1D
2.09%
1M
-2.15%
YTD
0.73%
6M
3.39%
1Y
16.74%
3Y*
10.73%
5Y*
6.41%
10Y*

FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KJAN vs. FFTY - Expense Ratio Comparison

KJAN has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Return for Risk

KJAN vs. FFTY — Risk / Return Rank

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

KJAN
KJAN Risk / Return Rank: 6969
Overall Rank
KJAN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KJAN Sortino Ratio Rank: 7070
Sortino Ratio Rank
KJAN Omega Ratio Rank: 6363
Omega Ratio Rank
KJAN Calmar Ratio Rank: 7171
Calmar Ratio Rank
KJAN Martin Ratio Rank: 7474
Martin Ratio Rank

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
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.

KJAN vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - January (KJAN) and Innovator IBD 50 ETF (FFTY). 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.


KJANFFTYDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.74

+0.45

Sortino ratio

Return per unit of downside risk

1.77

1.14

+0.64

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.86

1.04

+0.82

Martin ratio

Return relative to average drawdown

7.91

3.05

+4.86

KJAN vs. FFTY - Sharpe Ratio Comparison

The current KJAN Sharpe Ratio is 1.20, which is higher than the FFTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of KJAN and FFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KJANFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.74

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.16

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.12

+0.36

Correlation

The correlation between KJAN and FFTY is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KJAN vs. FFTY - Dividend Comparison

KJAN has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.


TTM202520242023202220212020201920182017
KJAN
Innovator U.S. Small Cap Power Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Drawdowns

KJAN vs. FFTY - Drawdown Comparison

The maximum KJAN drawdown since its inception was -28.94%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for KJAN and FFTY.


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Drawdown Indicators


KJANFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-28.94%

-59.46%

+30.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-23.29%

+14.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.83%

-59.46%

+42.63%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-3.40%

-32.35%

+28.95%

Average Drawdown

Average peak-to-trough decline

-4.21%

-22.38%

+18.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

7.97%

-5.92%

Volatility

KJAN vs. FFTY - Volatility Comparison

The current volatility for Innovator U.S. Small Cap Power Buffer ETF - January (KJAN) is 4.21%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. This indicates that KJAN experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KJANFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

14.46%

-10.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

28.72%

-20.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

34.49%

-20.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

29.00%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

27.17%

-11.58%