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NJAN vs. BFEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NJAN and BFEB is 1.00, 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

NJAN vs. BFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - January (NJAN) and Innovator S&P 500 Buffer ETF - February (BFEB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

NJAN:

8.53%

BFEB:

6.41%

Max Drawdown

NJAN:

-0.68%

BFEB:

-0.48%

Current Drawdown

NJAN:

0.00%

BFEB:

-0.06%

Returns By Period


NJAN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BFEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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NJAN vs. BFEB - Expense Ratio Comparison

Both NJAN and BFEB have an expense ratio of 0.79%.


Risk-Adjusted Performance

NJAN vs. BFEB — Risk-Adjusted Performance Rank

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

NJAN
The Risk-Adjusted Performance Rank of NJAN is 7373
Overall Rank
The Sharpe Ratio Rank of NJAN is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of NJAN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NJAN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NJAN is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NJAN is 7474
Martin Ratio Rank

BFEB
The Risk-Adjusted Performance Rank of BFEB is 6161
Overall Rank
The Sharpe Ratio Rank of BFEB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BFEB is 5858
Sortino Ratio Rank
The Omega Ratio Rank of BFEB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BFEB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of BFEB 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.

NJAN vs. BFEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - January (NJAN) and Innovator S&P 500 Buffer ETF - February (BFEB). 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.



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Dividends

NJAN vs. BFEB - Dividend Comparison

Neither NJAN nor BFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJAN vs. BFEB - Drawdown Comparison

The maximum NJAN drawdown since its inception was -0.68%, which is greater than BFEB's maximum drawdown of -0.48%. Use the drawdown chart below to compare losses from any high point for NJAN and BFEB. For additional features, visit the drawdowns tool.


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Volatility

NJAN vs. BFEB - Volatility Comparison


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