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KJUL vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KJUL vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Russell 2000 Power Buffer ETF - July (KJUL) and Defiance Oil Enhanced Options Income ETF (USOY). 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 6.53% return, which is significantly lower than USOY's 59.27% return.


KJUL

1D
0.00%
1M
0.84%
YTD
6.53%
6M
6.73%
1Y
18.90%
3Y*
11.07%
5Y*
4.93%
10Y*

USOY

1D
-1.79%
1M
-3.80%
YTD
59.27%
6M
55.41%
1Y
54.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KJUL vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
KJUL
Innovator Russell 2000 Power Buffer ETF - July
6.53%7.70%6.12%
USOY
Defiance Oil Enhanced Options Income ETF
59.27%-7.93%7.27%

Correlation

The correlation between KJUL and USOY is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.03

Over the past year, the inverse relationship between KJUL and USOY has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

KJUL vs. USOY — Risk / Return Rank

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

KJUL
KJUL Risk / Return Rank: 8383
Overall Rank
KJUL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KJUL Sortino Ratio Rank: 8181
Sortino Ratio Rank
KJUL Omega Ratio Rank: 7979
Omega Ratio Rank
KJUL Calmar Ratio Rank: 9090
Calmar Ratio Rank
KJUL Martin Ratio Rank: 9090
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5555
Overall Rank
USOY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4545
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7777
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Russell 2000 Power Buffer ETF - July (KJUL) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


KJULUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.47

1.33

+0.13

Calmar ratioReturn relative to maximum drawdown

5.54

3.84

+1.70

Martin ratioReturn relative to average drawdown

20.49

7.37

+13.12

KJUL vs. USOY - Sharpe Ratio Comparison

The current KJUL Sharpe Ratio is 2.38, which is higher than the USOY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of KJUL and USOY, 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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Sharpe Ratios by Period


KJULUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.80

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.95

-0.38

Drawdowns

KJUL vs. USOY - Drawdown Comparison

The maximum KJUL drawdown since its inception was -16.69%, roughly equal to the maximum USOY drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for KJUL and USOY.


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Drawdown Indicators


KJULUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-16.69%

-17.46%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-14.29%

+10.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

Current Drawdown

Current decline from peak

-0.10%

-6.81%

+6.71%

Average Drawdown

Average peak-to-trough decline

-4.00%

-6.47%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

7.43%

-6.51%

Volatility

KJUL vs. USOY - Volatility Comparison

The current volatility for Innovator Russell 2000 Power Buffer ETF - July (KJUL) is 0.55%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.67%. This indicates that KJUL experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KJULUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

11.67%

-11.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.77%

27.26%

-22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

30.50%

-22.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

26.14%

-13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.67%

26.14%

-14.47%

KJUL vs. USOY - Expense Ratio Comparison

KJUL has a 0.79% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

KJUL vs. USOY - Dividend Comparison

KJUL has not paid dividends to shareholders, while USOY's dividend yield for the trailing twelve months is around 56.65%.


PositionTTM20252024
KJUL
Innovator Russell 2000 Power Buffer ETF - July
0.00%0.00%0.00%
USOY
Defiance Oil Enhanced Options Income ETF
56.65%104.32%48.60%

Frequently Asked Questions


KJUL and USOY have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.67%) compared to KJUL (0.55%). In terms of maximum drawdown, KJUL dropped -16.69% vs USOY's -17.46%.

On 1-year performance, USOY leads with 54.64% vs 18.90% for KJUL. On fees, KJUL is cheaper at 0.79% per year. On volatility, KJUL has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 54.64% return vs 18.90%. 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 1.22% for USOY.

USOY has the higher dividend yield at 56.65%, compared with 0.00% for KJUL.

KJUL is categorized as Defined Outcome, while USOY is Derivative Income. They also come from different issuers: Innovator and Defiance. Their fees differ too: 0.79% for KJUL and 1.22% for USOY.

KJUL currently has the higher Sharpe Ratio (2.38 vs 1.80), 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.

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