KJUL vs. NJUL
Compare and contrast key facts about Innovator Russell 2000 Power Buffer ETF - July (KJUL) and Innovator Nasdaq-100 Power Buffer ETF - July (NJUL).
KJUL and NJUL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KJUL is a passively managed fund by Innovator that tracks the performance of the iShares Russell 2000 ETF. It was launched on Jun 30, 2020. NJUL is a passively managed fund by Innovator that tracks the performance of the Invesco QQQ Trust. It was launched on Jun 30, 2020. Both KJUL and NJUL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
KJUL vs. NJUL - Performance Comparison
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KJUL vs. NJUL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KJUL Innovator Russell 2000 Power Buffer ETF - July | 1.40% | 7.70% | 8.69% | 11.78% | -8.44% | 2.51% | 11.61% |
NJUL Innovator Nasdaq-100 Power Buffer ETF - July | -1.03% | 15.67% | 13.93% | 29.52% | -11.67% | 7.86% | 8.28% |
Returns By Period
In the year-to-date period, KJUL achieves a 1.40% return, which is significantly higher than NJUL's -1.03% return.
KJUL
- 1D
- 0.35%
- 1M
- -1.26%
- YTD
- 1.40%
- 6M
- 3.66%
- 1Y
- 15.01%
- 3Y*
- 9.08%
- 5Y*
- 4.00%
- 10Y*
- —
NJUL
- 1D
- 0.64%
- 1M
- -1.42%
- YTD
- -1.03%
- 6M
- 0.93%
- 1Y
- 19.11%
- 3Y*
- 14.48%
- 5Y*
- 9.50%
- 10Y*
- —
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KJUL vs. NJUL - Expense Ratio Comparison
Both KJUL and NJUL have an expense ratio of 0.79%.
Return for Risk
KJUL vs. NJUL — Risk / Return Rank
KJUL
NJUL
KJUL vs. NJUL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Russell 2000 Power Buffer ETF - July (KJUL) and Innovator Nasdaq-100 Power Buffer ETF - July (NJUL). 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.
| KJUL | NJUL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.56 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.43 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.64 | -0.75 |
Martin ratioReturn relative to average drawdown | 9.52 | 14.40 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KJUL | NJUL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.56 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.83 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.91 | -0.41 |
Correlation
The correlation between KJUL and NJUL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
KJUL vs. NJUL - Dividend Comparison
Neither KJUL nor NJUL has paid dividends to shareholders.
Drawdowns
KJUL vs. NJUL - Drawdown Comparison
The maximum KJUL drawdown since its inception was -16.69%, which is greater than NJUL's maximum drawdown of -14.37%. Use the drawdown chart below to compare losses from any high point for KJUL and NJUL.
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Drawdown Indicators
| KJUL | NJUL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.69% | -14.37% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -7.46% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -14.37% | -2.32% |
Current DrawdownCurrent decline from peak | -1.43% | -2.39% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -2.37% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.37% | +0.20% |
Volatility
KJUL vs. NJUL - Volatility Comparison
The current volatility for Innovator Russell 2000 Power Buffer ETF - July (KJUL) is 3.54%, while Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) has a volatility of 3.80%. This indicates that KJUL experiences smaller price fluctuations and is considered to be less risky than NJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KJUL | NJUL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.80% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.93% | 5.92% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 12.32% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 11.53% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.82% | 11.19% | +0.63% |