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LOUP vs. FFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOUP and FFTY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

LOUP vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Loup Frontier Tech ETF (LOUP) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
121.29%
-17.07%
LOUP
FFTY

Key characteristics

Sharpe Ratio

LOUP:

1.37

FFTY:

1.17

Sortino Ratio

LOUP:

1.91

FFTY:

1.67

Omega Ratio

LOUP:

1.24

FFTY:

1.21

Calmar Ratio

LOUP:

0.96

FFTY:

0.56

Martin Ratio

LOUP:

6.26

FFTY:

4.79

Ulcer Index

LOUP:

5.73%

FFTY:

6.29%

Daily Std Dev

LOUP:

26.14%

FFTY:

25.86%

Max Drawdown

LOUP:

-58.68%

FFTY:

-59.46%

Current Drawdown

LOUP:

-11.43%

FFTY:

-40.72%

Returns By Period

In the year-to-date period, LOUP achieves a 4.95% return, which is significantly higher than FFTY's 4.69% return.


LOUP

YTD

4.95%

1M

-2.89%

6M

14.16%

1Y

36.26%

5Y*

15.56%

10Y*

N/A

FFTY

YTD

4.69%

1M

-5.79%

6M

6.32%

1Y

29.01%

5Y*

-2.42%

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. FFTY - Expense Ratio Comparison

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


FFTY
Innovator IBD 50 ETF
Expense ratio chart for FFTY: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for LOUP: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

LOUP vs. FFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and Innovator IBD 50 ETF (FFTY). 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.


Sharpe ratio
The chart of Sharpe ratio for LOUP, currently valued at 1.37, compared to the broader market0.002.004.001.371.17
The chart of Sortino ratio for LOUP, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.911.67
The chart of Omega ratio for LOUP, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.21
The chart of Calmar ratio for LOUP, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.960.56
The chart of Martin ratio for LOUP, currently valued at 6.26, compared to the broader market0.0020.0040.0060.0080.00100.006.264.79
LOUP
FFTY

The current LOUP Sharpe Ratio is 1.37, which is comparable to the FFTY Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of LOUP and FFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.37
1.17
LOUP
FFTY

Dividends

LOUP vs. FFTY - Dividend Comparison

Neither LOUP nor FFTY has paid dividends to shareholders.


TTM20242023202220212020201920182017
LOUP
Innovator Loup Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTY
Innovator IBD 50 ETF
0.00%0.00%0.64%2.75%0.22%0.00%0.00%0.00%0.17%

Drawdowns

LOUP vs. FFTY - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, roughly equal to the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for LOUP and FFTY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-11.43%
-40.72%
LOUP
FFTY

Volatility

LOUP vs. FFTY - Volatility Comparison

The current volatility for Innovator Loup Frontier Tech ETF (LOUP) is 10.07%, while Innovator IBD 50 ETF (FFTY) has a volatility of 11.03%. This indicates that LOUP experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.07%
11.03%
LOUP
FFTY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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