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KMAY vs. STEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KMAY vs. STEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Small Cap Power Buffer ETF - May (KMAY) and iShares Large Cap 10% Target Buffer Sep ETF (STEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KMAY achieves a 4.86% return, which is significantly lower than STEN's 7.79% return.


KMAY

1D
-0.66%
1M
1.80%
YTD
4.86%
6M
5.68%
1Y
15.29%
3Y*
5Y*
10Y*

STEN

1D
-0.30%
1M
3.31%
YTD
7.79%
6M
8.22%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KMAY vs. STEN - Yearly Performance Comparison


Correlation

The correlation between KMAY and STEN is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.78

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Return for Risk

KMAY vs. STEN — Risk / Return Rank

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

KMAY
KMAY Risk / Return Rank: 8787
Overall Rank
KMAY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
KMAY Sortino Ratio Rank: 8686
Sortino Ratio Rank
KMAY Omega Ratio Rank: 8585
Omega Ratio Rank
KMAY Calmar Ratio Rank: 9393
Calmar Ratio Rank
KMAY Martin Ratio Rank: 9494
Martin Ratio Rank

STEN
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.

KMAY vs. STEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - May (KMAY) and iShares Large Cap 10% Target Buffer Sep ETF (STEN). 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.


KMAYSTENDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

6.46

Martin ratioReturn relative to average drawdown

27.25

KMAY vs. STEN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KMAYSTENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

Sharpe Ratio (All Time)

Calculated using the full available price history

2.68

1.67

+1.01

Drawdowns

KMAY vs. STEN - Drawdown Comparison

The maximum KMAY drawdown since its inception was -2.38%, smaller than the maximum STEN drawdown of -6.21%. Use the drawdown chart below to compare losses from any high point for KMAY and STEN.


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Drawdown Indicators


KMAYSTENDifference

Max Drawdown

Largest peak-to-trough decline

-2.38%

-6.21%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

Current Drawdown

Current decline from peak

-0.69%

-0.30%

-0.39%

Average Drawdown

Average peak-to-trough decline

-0.35%

-0.92%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

KMAY vs. STEN - Volatility Comparison


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Volatility by Period


KMAYSTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

9.24%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

9.24%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

9.24%

-2.59%

KMAY vs. STEN - Expense Ratio Comparison

KMAY has a 0.79% expense ratio, which is higher than STEN's 0.50% expense ratio.


Dividends

KMAY vs. STEN - Dividend Comparison

KMAY has not paid dividends to shareholders, while STEN's dividend yield for the trailing twelve months is around 0.29%.


Frequently Asked Questions


KMAY and STEN have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STEN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STEN is cheaper with a 0.50% expense ratio, compared with 0.79% for KMAY.

STEN has the higher dividend yield at 0.29%, compared with 0.00% for KMAY.

They also come from different issuers: Innovator and BlackRock. Their fees differ too: 0.79% for KMAY and 0.50% for STEN.

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