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

Correlation

The correlation between LOUP and QQQ is 0.81, 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.


Performance

LOUP vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LOUP:

0.30

QQQ:

0.45

Sortino Ratio

LOUP:

0.62

QQQ:

0.81

Omega Ratio

LOUP:

1.08

QQQ:

1.11

Calmar Ratio

LOUP:

0.27

QQQ:

0.51

Martin Ratio

LOUP:

0.87

QQQ:

1.65

Ulcer Index

LOUP:

11.53%

QQQ:

6.96%

Daily Std Dev

LOUP:

38.10%

QQQ:

25.14%

Max Drawdown

LOUP:

-58.68%

QQQ:

-82.98%

Current Drawdown

LOUP:

-20.27%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, LOUP achieves a -5.53% return, which is significantly lower than QQQ's -4.41% return.


LOUP

YTD

-5.53%

1M

9.01%

6M

-7.77%

1Y

11.17%

5Y*

13.13%

10Y*

N/A

QQQ

YTD

-4.41%

1M

4.71%

6M

-4.80%

1Y

11.32%

5Y*

17.54%

10Y*

17.26%

*Annualized

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LOUP vs. QQQ - Expense Ratio Comparison

LOUP has a 0.70% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

LOUP vs. QQQ — 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 4141
Overall Rank
The Sharpe Ratio Rank of LOUP is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 4444
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 4343
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 3838
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and Invesco QQQ (QQQ). 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 QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LOUP and QQQ, 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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Dividends

LOUP vs. QQQ - Dividend Comparison

LOUP has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


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%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

LOUP vs. QQQ - Drawdown Comparison

The maximum LOUP drawdown since its inception was -58.68%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for LOUP and QQQ. For additional features, visit the drawdowns tool.


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Volatility

LOUP vs. QQQ - Volatility Comparison


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