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MNA vs. BUFF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNA vs. BUFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Merger Arbitrage ETF (MNA) and Innovator Laddered Allocation Power Buffer ETF (BUFF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNA achieves a 1.60% return, which is significantly lower than BUFF's 5.17% return.


MNA

1D
-0.60%
1M
-0.38%
6M
0.65%
YTD
1.60%
1Y
2.32%
3Y*
5.57%
5Y*
2.06%
10Y*
2.84%
ALL TIME*
2.67%

BUFF

1D
-0.53%
1M
-0.20%
6M
4.09%
YTD
5.17%
1Y
10.14%
3Y*
10.79%
5Y*
8.43%
10Y*
ALL TIME*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.57M$5.21M$4.30M
$554.22K$1.54M$1.03M

MNA vs. BUFF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNA
IQ Merger Arbitrage ETF
1.60%8.59%4.93%0.18%-1.61%-3.24%2.72%4.70%2.13%5.97%
BUFF
Innovator Laddered Allocation Power Buffer ETF
5.17%11.02%12.05%16.51%-4.44%8.37%-12.08%32.32%-7.04%15.63%

Correlation

The correlation between MNA and BUFF is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2016

0.32

The correlation between MNA and BUFF shifts across timeframes, from 0.29 (3 years) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MNA vs. BUFF — Risk / Return Rank

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

MNA
MNA Risk / Return Rank: 2929
Overall Rank
MNA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MNA Sortino Ratio Rank: 2020
Sortino Ratio Rank
MNA Omega Ratio Rank: 1919
Omega Ratio Rank
MNA Calmar Ratio Rank: 4747
Calmar Ratio Rank
MNA Martin Ratio Rank: 3838
Martin Ratio Rank

BUFF
BUFF Risk / Return Rank: 8585
Overall Rank
BUFF Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BUFF Sortino Ratio Rank: 8787
Sortino Ratio Rank
BUFF Omega Ratio Rank: 8787
Omega Ratio Rank
BUFF Calmar Ratio Rank: 7979
Calmar Ratio Rank
BUFF Martin Ratio Rank: 9191
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.

MNA vs. BUFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Merger Arbitrage ETF (MNA) and Innovator Laddered Allocation Power Buffer ETF (BUFF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MNABUFFDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.09

1.38

-0.29

Calmar ratioReturn relative to maximum drawdown

1.67

2.84

-1.18

Martin ratioReturn relative to average drawdown

3.99

14.49

-10.50

MNA vs. BUFF - Sharpe Ratio Comparison

The current MNA Sharpe Ratio is 0.49, which is lower than the BUFF Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MNA and BUFF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MNA vs. BUFF - Drawdown Comparison

The maximum MNA drawdown since its inception was -16.68%, smaller than the maximum BUFF drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for MNA and BUFF.


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Drawdown Indicators


MNABUFFDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-46.23%

+29.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-3.58%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

-10.24%

+7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-9.54%

-10.24%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-16.68%

Current Drawdown

Current decline from peak

-0.78%

-1.17%

+0.39%

Average Drawdown

Average peak-to-trough decline

-2.81%

-6.09%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.70%

-0.12%

Volatility

MNA vs. BUFF - Volatility Comparison

IQ Merger Arbitrage ETF (MNA) has a higher volatility of 1.53% compared to Innovator Laddered Allocation Power Buffer ETF (BUFF) at 1.26%. This indicates that MNA's price experiences larger fluctuations and is considered to be riskier than BUFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNABUFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.26%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

4.16%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

5.26%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

8.45%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

17.55%

-11.03%

MNA vs. BUFF - Expense Ratio Comparison

MNA has a 0.77% expense ratio, which is lower than BUFF's 0.89% expense ratio.


Dividends

MNA vs. BUFF - Dividend Comparison

Neither MNA nor BUFF has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFF
Innovator Laddered Allocation Power Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%1.78%1.26%1.74%1.55%0.18%0.00%
MNA
IQ Merger Arbitrage ETF
0.00%0.00%0.00%1.20%0.00%0.00%2.30%0.00%0.00%0.00%0.21%0.87%

Frequently Asked Questions


MNA and BUFF have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNA has higher volatility (1.53%) compared to BUFF (1.26%). In terms of maximum drawdown, MNA dropped -16.68% vs BUFF's -46.23%.

On 5-year performance, BUFF leads with 8.43% vs 2.06% for MNA. On fees, MNA is cheaper at 0.77% per year. On volatility, BUFF has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFF has performed better with a 8.43% return vs 2.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MNA is cheaper with a 0.77% expense ratio, compared with 0.89% for BUFF.

MNA and BUFF have nearly identical dividend yields, around 0.00%.

MNA is categorized as Event Driven, while BUFF is Defined Outcome. MNA tracks IQ Merger Arbitrage Index, while BUFF tracks Refinitiv Laddered Power Buffer Strategy Index. They also come from different issuers: New York Life and Innovator. Their fees differ too: 0.77% for MNA and 0.89% for BUFF.

BUFF currently has the higher Sharpe Ratio (1.94 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MNA and BUFF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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