PortfoliosLab logoPortfoliosLab logo
LGH vs. UJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGH vs. UJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 500 Index ETF (LGH) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LGH achieves a 4.82% return, which is significantly higher than UJUN's 3.32% return.


LGH

1D
-0.92%
1M
7.14%
YTD
4.82%
6M
4.52%
1Y
26.30%
3Y*
20.78%
5Y*
11.27%
10Y*

UJUN

1D
-0.30%
1M
0.45%
YTD
3.32%
6M
4.16%
1Y
10.04%
3Y*
11.26%
5Y*
6.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGH vs. UJUN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGH
HCM Defender 500 Index ETF
4.82%19.47%27.00%24.19%-27.37%39.92%18.51%11.06%
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
3.32%10.63%12.49%12.17%-8.86%5.09%7.15%3.03%

Correlation

The correlation between LGH and UJUN is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.88

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.83

The correlation between LGH and UJUN has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LGH vs. UJUN — Risk / Return Rank

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

LGH
LGH Risk / Return Rank: 4747
Overall Rank
LGH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LGH Sortino Ratio Rank: 4646
Sortino Ratio Rank
LGH Omega Ratio Rank: 4848
Omega Ratio Rank
LGH Calmar Ratio Rank: 4848
Calmar Ratio Rank
LGH Martin Ratio Rank: 4646
Martin Ratio Rank

UJUN
UJUN Risk / Return Rank: 8181
Overall Rank
UJUN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UJUN Sortino Ratio Rank: 8181
Sortino Ratio Rank
UJUN Omega Ratio Rank: 8888
Omega Ratio Rank
UJUN Calmar Ratio Rank: 7272
Calmar Ratio Rank
UJUN Martin Ratio Rank: 9191
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.

LGH vs. UJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). 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.


LGHUJUNDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.30

1.55

-0.25

Calmar ratioReturn relative to maximum drawdown

2.34

3.55

-1.21

Martin ratioReturn relative to average drawdown

7.55

21.84

-14.28

LGH vs. UJUN - Sharpe Ratio Comparison

The current LGH Sharpe Ratio is 1.72, which is comparable to the UJUN Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LGH and UJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LGHUJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.40

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.77

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.77

+0.03

Drawdowns

LGH vs. UJUN - Drawdown Comparison

The maximum LGH drawdown since its inception was -29.60%, which is greater than UJUN's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for LGH and UJUN.


Loading charts...

Drawdown Indicators


LGHUJUNDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-13.73%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-2.84%

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

-11.24%

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.38%

-11.96%

-17.42%

Current Drawdown

Current decline from peak

-0.92%

-0.30%

-0.62%

Average Drawdown

Average peak-to-trough decline

-9.42%

-2.07%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.46%

+3.03%

Volatility

LGH vs. UJUN - Volatility Comparison

HCM Defender 500 Index ETF (LGH) has a higher volatility of 4.07% compared to Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) at 0.41%. This indicates that LGH's price experiences larger fluctuations and is considered to be riskier than UJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LGHUJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

0.41%

+3.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

3.25%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

4.25%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

8.32%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

8.77%

+11.01%

LGH vs. UJUN - Expense Ratio Comparison

LGH has a 1.23% expense ratio, which is higher than UJUN's 0.79% expense ratio.


Dividends

LGH vs. UJUN - Dividend Comparison

LGH's dividend yield for the trailing twelve months is around 0.37%, while UJUN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
LGH
HCM Defender 500 Index ETF
0.37%0.38%0.40%0.63%0.61%0.14%0.23%0.01%
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.89%

Frequently Asked Questions


LGH and UJUN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LGH has higher volatility (4.07%) compared to UJUN (0.41%). In terms of maximum drawdown, LGH dropped -29.60% vs UJUN's -13.73%.

On 5-year performance, LGH leads with 11.27% vs 6.38% for UJUN. On fees, UJUN is cheaper at 0.79% per year. On volatility, UJUN has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LGH has performed better with a 11.27% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UJUN is cheaper with a 0.79% expense ratio, compared with 1.23% for LGH.

LGH has the higher dividend yield at 0.37%, compared with 0.00% for UJUN.

LGH tracks HCM Defender 500 Index, while UJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Howard Capital Management and Innovator. Their fees differ too: 1.23% for LGH and 0.79% for UJUN.

UJUN currently has the higher Sharpe Ratio (2.40 vs 1.72), 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 LGH and UJUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer