PortfoliosLab logo
LOUP vs. DINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOUP and DINT is 0.66, 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.


Performance

LOUP vs. DINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Loup Frontier Tech ETF (LOUP) and Davis Select International ETF (DINT). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

LOUP:

0.30

DINT:

0.68

Sortino Ratio

LOUP:

0.62

DINT:

1.09

Omega Ratio

LOUP:

1.08

DINT:

1.14

Calmar Ratio

LOUP:

0.27

DINT:

0.72

Martin Ratio

LOUP:

0.87

DINT:

1.97

Ulcer Index

LOUP:

11.53%

DINT:

8.58%

Daily Std Dev

LOUP:

38.10%

DINT:

24.67%

Max Drawdown

LOUP:

-58.68%

DINT:

-45.12%

Current Drawdown

LOUP:

-20.27%

DINT:

-5.19%

Returns By Period

In the year-to-date period, LOUP achieves a -5.52% return, which is significantly lower than DINT's 9.04% return.


LOUP

YTD

-5.52%

1M

16.38%

6M

-7.77%

1Y

10.23%

5Y*

13.16%

10Y*

N/A

DINT

YTD

9.04%

1M

14.28%

6M

2.74%

1Y

15.96%

5Y*

9.51%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


LOUP vs. DINT - Expense Ratio Comparison

LOUP has a 0.70% expense ratio, which is higher than DINT's 0.65% expense ratio.


Risk-Adjusted Performance

LOUP vs. DINT — Risk-Adjusted Performance Rank

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

LOUP
The Risk-Adjusted Performance Rank of LOUP is 4242
Overall Rank
The Sharpe Ratio Rank of LOUP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 4545
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 3939
Martin Ratio Rank

DINT
The Risk-Adjusted Performance Rank of DINT is 6969
Overall Rank
The Sharpe Ratio Rank of DINT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DINT is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DINT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DINT is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DINT is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LOUP vs. DINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and Davis Select International ETF (DINT). 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.


The current LOUP Sharpe Ratio is 0.30, which is lower than the DINT Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of LOUP and DINT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

LOUP vs. DINT - Dividend Comparison

LOUP has not paid dividends to shareholders, while DINT's dividend yield for the trailing twelve months is around 2.14%.


TTM2024202320222021202020192018
LOUP
Innovator Loup Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DINT
Davis Select International ETF
2.14%2.34%1.75%0.37%2.15%0.27%2.58%0.41%

Drawdowns

LOUP vs. DINT - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, which is greater than DINT's maximum drawdown of -45.12%. Use the drawdown chart below to compare losses from any high point for LOUP and DINT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

LOUP vs. DINT - Volatility Comparison

Innovator Loup Frontier Tech ETF (LOUP) has a higher volatility of 11.47% compared to Davis Select International ETF (DINT) at 5.29%. This indicates that LOUP's price experiences larger fluctuations and is considered to be riskier than DINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...