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LOUP vs. BOUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOUP vs. BOUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Deepwater Frontier Tech ETF (LOUP) and Innovator IBD Breakout Opportunities ETF (BOUT). The values are adjusted to include any dividend payments, if applicable.

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LOUP vs. BOUT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LOUP
Innovator Deepwater Frontier Tech ETF
-9.90%43.24%21.80%51.31%-46.00%7.54%86.25%31.76%-21.40%
BOUT
Innovator IBD Breakout Opportunities ETF
8.23%-6.77%18.82%13.27%-22.60%22.69%50.56%20.59%-29.80%

Returns By Period

In the year-to-date period, LOUP achieves a -9.90% return, which is significantly lower than BOUT's 8.23% return.


LOUP

1D
5.39%
1M
-8.01%
YTD
-9.90%
6M
-6.82%
1Y
51.60%
3Y*
24.76%
5Y*
4.49%
10Y*

BOUT

1D
2.67%
1M
-3.79%
YTD
8.23%
6M
1.15%
1Y
8.69%
3Y*
8.84%
5Y*
4.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LOUP vs. BOUT - Expense Ratio Comparison

LOUP has a 0.70% expense ratio, which is lower than BOUT's 0.80% expense ratio.


Return for Risk

LOUP vs. BOUT — Risk / Return Rank

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

LOUP
LOUP Risk / Return Rank: 8080
Overall Rank
LOUP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LOUP Sortino Ratio Rank: 8181
Sortino Ratio Rank
LOUP Omega Ratio Rank: 7777
Omega Ratio Rank
LOUP Calmar Ratio Rank: 8383
Calmar Ratio Rank
LOUP Martin Ratio Rank: 7777
Martin Ratio Rank

BOUT
BOUT Risk / Return Rank: 2525
Overall Rank
BOUT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BOUT Sortino Ratio Rank: 2424
Sortino Ratio Rank
BOUT Omega Ratio Rank: 2424
Omega Ratio Rank
BOUT Calmar Ratio Rank: 2828
Calmar Ratio Rank
BOUT Martin Ratio Rank: 2525
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.

LOUP vs. BOUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Deepwater Frontier Tech ETF (LOUP) and Innovator IBD Breakout Opportunities ETF (BOUT). 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.


LOUPBOUTDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.40

+1.08

Sortino ratio

Return per unit of downside risk

2.08

0.66

+1.42

Omega ratio

Gain probability vs. loss probability

1.29

1.09

+0.20

Calmar ratio

Return relative to maximum drawdown

2.34

0.65

+1.68

Martin ratio

Return relative to average drawdown

8.09

1.81

+6.28

LOUP vs. BOUT - Sharpe Ratio Comparison

The current LOUP Sharpe Ratio is 1.48, which is higher than the BOUT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of LOUP and BOUT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LOUPBOUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.40

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.21

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.30

+0.14

Correlation

The correlation between LOUP and BOUT is 0.69, 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

LOUP vs. BOUT - Dividend Comparison

LOUP has not paid dividends to shareholders, while BOUT's dividend yield for the trailing twelve months is around 0.32%.


TTM20252024202320222021202020192018
LOUP
Innovator Deepwater Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOUT
Innovator IBD Breakout Opportunities ETF
0.32%0.34%0.60%1.32%1.35%0.00%0.00%0.00%0.22%

Drawdowns

LOUP vs. BOUT - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, which is greater than BOUT's maximum drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for LOUP and BOUT.


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Drawdown Indicators


LOUPBOUTDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-36.75%

-21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-13.73%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

-28.28%

-27.35%

Current Drawdown

Current decline from peak

-16.74%

-6.50%

-10.24%

Average Drawdown

Average peak-to-trough decline

-20.42%

-12.55%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

4.95%

+1.12%

Volatility

LOUP vs. BOUT - Volatility Comparison

Innovator Deepwater Frontier Tech ETF (LOUP) has a higher volatility of 10.91% compared to Innovator IBD Breakout Opportunities ETF (BOUT) at 8.61%. This indicates that LOUP's price experiences larger fluctuations and is considered to be riskier than BOUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOUPBOUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

8.61%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.85%

17.18%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

35.07%

21.74%

+13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.19%

19.54%

+12.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.98%

22.96%

+9.02%