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KJUL vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KJUL vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Russell 2000 Power Buffer ETF - July (KJUL) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KJUL achieves a 6.22% return, which is significantly higher than BOIL's -51.07% return.


KJUL

1D
-0.29%
1M
-0.59%
6M
3.70%
YTD
6.22%
1Y
13.52%
3Y*
8.65%
5Y*
5.50%
10Y*

BOIL

1D
1.86%
1M
-18.66%
6M
-31.76%
YTD
-51.07%
1Y
-76.83%
3Y*
-66.75%
5Y*
-68.46%
10Y*
-58.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KJUL vs. BOIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KJUL
Innovator Russell 2000 Power Buffer ETF - July
6.22%7.70%8.69%11.78%-8.44%2.51%10.84%
BOIL
ProShares Ultra Bloomberg Natural Gas
-51.07%-58.98%-60.75%-92.00%-31.85%23.84%-25.71%

Correlation

The correlation between KJUL and BOIL is -0.30, 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

-0.30

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

-0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

0.02

The correlation between KJUL and BOIL shifts across timeframes, from -0.30 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

KJUL vs. BOIL — Risk / Return Rank

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

KJUL
KJUL Risk / Return Rank: 8484
Overall Rank
KJUL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
KJUL Sortino Ratio Rank: 8181
Sortino Ratio Rank
KJUL Omega Ratio Rank: 8282
Omega Ratio Rank
KJUL Calmar Ratio Rank: 8888
Calmar Ratio Rank
KJUL Martin Ratio Rank: 9090
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 22
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.

KJUL vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Russell 2000 Power Buffer ETF - July (KJUL) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


KJULBOILDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.37

0.88

+0.49

Calmar ratioReturn relative to maximum drawdown

3.96

-0.99

+4.95

Martin ratioReturn relative to average drawdown

15.36

-1.38

+16.74

KJUL vs. BOIL - Sharpe Ratio Comparison

The current KJUL Sharpe Ratio is 1.87, which is higher than the BOIL Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of KJUL and BOIL, 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

KJUL vs. BOIL - Drawdown Comparison

The maximum KJUL drawdown since its inception was -16.69%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KJUL and BOIL.


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Drawdown Indicators


KJULBOILDifference

Max Drawdown

Largest peak-to-trough decline

-16.69%

-100.00%

+83.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-77.83%

+74.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.45%

-97.17%

+82.72%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-99.92%

+83.23%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-0.88%

-100.00%

+99.12%

Average Drawdown

Average peak-to-trough decline

-3.93%

-93.61%

+89.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

55.76%

-54.88%

Volatility

KJUL vs. BOIL - Volatility Comparison

The current volatility for Innovator Russell 2000 Power Buffer ETF - July (KJUL) is 1.31%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 18.73%. This indicates that KJUL experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KJULBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

18.73%

-17.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

99.59%

-94.96%

Volatility (1Y)

Calculated over the trailing 1-year period

7.28%

111.78%

-104.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

118.98%

-106.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

101.73%

-90.16%

KJUL vs. BOIL - Expense Ratio Comparison

KJUL has a 0.79% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

KJUL vs. BOIL - Dividend Comparison

Neither KJUL nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KJUL and BOIL have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (18.73%) compared to KJUL (1.31%). In terms of maximum drawdown, KJUL dropped -16.69% vs BOIL's -100.00%.

On 5-year performance, KJUL leads with 5.50% vs -68.46% for BOIL. On fees, KJUL is cheaper at 0.79% per year. On volatility, KJUL has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KJUL has performed better with a 5.50% return vs -68.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KJUL is cheaper with a 0.79% expense ratio, compared with 1.31% for BOIL.

KJUL and BOIL have nearly identical dividend yields, around 0.00%.

KJUL is categorized as Defined Outcome, while BOIL is Oil & Gas. KJUL tracks iShares Russell 2000 ETF, while BOIL tracks Bloomberg Natural Gas Subindex. They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for KJUL and 1.31% for BOIL.

KJUL currently has the higher Sharpe Ratio (1.87 vs -0.69), 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

Find the right allocation for KJUL and BOIL

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