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

Correlation

The correlation between LOUP and ICLN is 0.64, 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.


-0.50.00.51.00.6

Performance

LOUP vs. ICLN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.21%
-19.40%
LOUP
ICLN

Key characteristics

Sharpe Ratio

LOUP:

1.00

ICLN:

-0.96

Sortino Ratio

LOUP:

1.44

ICLN:

-1.26

Omega Ratio

LOUP:

1.18

ICLN:

0.85

Calmar Ratio

LOUP:

0.75

ICLN:

-0.30

Martin Ratio

LOUP:

4.79

ICLN:

-1.69

Ulcer Index

LOUP:

5.81%

ICLN:

12.70%

Daily Std Dev

LOUP:

27.79%

ICLN:

22.36%

Max Drawdown

LOUP:

-58.68%

ICLN:

-87.15%

Current Drawdown

LOUP:

-5.98%

ICLN:

-69.55%

Returns By Period

In the year-to-date period, LOUP achieves a 11.41% return, which is significantly higher than ICLN's 0.09% return.


LOUP

YTD

11.41%

1M

1.49%

6M

27.22%

1Y

31.51%

5Y*

14.55%

10Y*

N/A

ICLN

YTD

0.09%

1M

-0.44%

6M

-19.40%

1Y

-19.10%

5Y*

-3.11%

10Y*

2.57%

*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. ICLN - Expense Ratio Comparison

LOUP has a 0.70% expense ratio, which is higher than ICLN's 0.46% expense ratio.


LOUP
Innovator Loup Frontier Tech ETF
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%
Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

LOUP vs. ICLN — 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 3939
Overall Rank
The Sharpe Ratio Rank of LOUP is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 3838
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 3333
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 4747
Martin Ratio Rank

ICLN
The Risk-Adjusted Performance Rank of ICLN is 11
Overall Rank
The Sharpe Ratio Rank of ICLN is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of ICLN is 11
Sortino Ratio Rank
The Omega Ratio Rank of ICLN is 11
Omega Ratio Rank
The Calmar Ratio Rank of ICLN is 22
Calmar Ratio Rank
The Martin Ratio Rank of ICLN is 00
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. ICLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and iShares Global Clean Energy ETF (ICLN). 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 1.00, compared to the broader market0.002.004.001.00-0.96
The chart of Sortino ratio for LOUP, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.001.44-1.26
The chart of Omega ratio for LOUP, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.180.85
The chart of Calmar ratio for LOUP, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.75-0.33
The chart of Martin ratio for LOUP, currently valued at 4.79, compared to the broader market0.0020.0040.0060.0080.00100.004.79-1.69
LOUP
ICLN

The current LOUP Sharpe Ratio is 1.00, which is higher than the ICLN Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of LOUP and ICLN, 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 Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
1.00
-0.96
LOUP
ICLN

Dividends

LOUP vs. ICLN - Dividend Comparison

LOUP has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 1.84%.


TTM20242023202220212020201920182017201620152014
LOUP
Innovator Loup Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.84%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.83%

Drawdowns

LOUP vs. ICLN - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, smaller than the maximum ICLN drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for LOUP and ICLN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.98%
-64.13%
LOUP
ICLN

Volatility

LOUP vs. ICLN - Volatility Comparison

Innovator Loup Frontier Tech ETF (LOUP) has a higher volatility of 11.29% compared to iShares Global Clean Energy ETF (ICLN) at 4.96%. This indicates that LOUP's price experiences larger fluctuations and is considered to be riskier than ICLN 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%SeptemberOctoberNovemberDecember2025February
11.29%
4.96%
LOUP
ICLN
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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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