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

Correlation

The correlation between NJAN and DJAN 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.


-0.50.00.51.00.8

Performance

NJAN vs. DJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - January (NJAN) and FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
8.43%
5.43%
NJAN
DJAN

Key characteristics

Sharpe Ratio

NJAN:

2.16

DJAN:

2.57

Sortino Ratio

NJAN:

3.03

DJAN:

3.63

Omega Ratio

NJAN:

1.45

DJAN:

1.54

Calmar Ratio

NJAN:

2.98

DJAN:

3.78

Martin Ratio

NJAN:

14.71

DJAN:

19.00

Ulcer Index

NJAN:

1.06%

DJAN:

0.66%

Daily Std Dev

NJAN:

7.20%

DJAN:

4.85%

Max Drawdown

NJAN:

-20.70%

DJAN:

-9.57%

Current Drawdown

NJAN:

-0.10%

DJAN:

-0.28%

Returns By Period

In the year-to-date period, NJAN achieves a 2.79% return, which is significantly higher than DJAN's 1.46% return.


NJAN

YTD

2.79%

1M

1.31%

6M

8.43%

1Y

16.09%

5Y*

6.65%

10Y*

N/A

DJAN

YTD

1.46%

1M

0.61%

6M

5.42%

1Y

12.63%

5Y*

N/A

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.


NJAN vs. DJAN - Expense Ratio Comparison

NJAN has a 0.79% expense ratio, which is lower than DJAN's 0.85% expense ratio.


DJAN
FT Cboe Vest U.S. Equity Deep Buffer ETF - January
Expense ratio chart for DJAN: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for NJAN: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

NJAN vs. DJAN — 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 8787
Overall Rank
The Sharpe Ratio Rank of NJAN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of NJAN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NJAN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of NJAN is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NJAN is 8989
Martin Ratio Rank

DJAN
The Risk-Adjusted Performance Rank of DJAN is 9393
Overall Rank
The Sharpe Ratio Rank of DJAN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of DJAN is 9393
Sortino Ratio Rank
The Omega Ratio Rank of DJAN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of DJAN is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DJAN is 9494
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. DJAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - January (NJAN) and FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN). 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 NJAN, currently valued at 2.16, compared to the broader market0.002.004.002.162.57
The chart of Sortino ratio for NJAN, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.0012.003.033.63
The chart of Omega ratio for NJAN, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.54
The chart of Calmar ratio for NJAN, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.983.78
The chart of Martin ratio for NJAN, currently valued at 14.71, compared to the broader market0.0020.0040.0060.0080.00100.0014.7119.00
NJAN
DJAN

The current NJAN Sharpe Ratio is 2.16, which is comparable to the DJAN Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of NJAN and DJAN, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.16
2.57
NJAN
DJAN

Dividends

NJAN vs. DJAN - Dividend Comparison

Neither NJAN nor DJAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJAN vs. DJAN - Drawdown Comparison

The maximum NJAN drawdown since its inception was -20.70%, which is greater than DJAN's maximum drawdown of -9.57%. Use the drawdown chart below to compare losses from any high point for NJAN and DJAN. For additional features, visit the drawdowns tool.


-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.10%
-0.28%
NJAN
DJAN

Volatility

NJAN vs. DJAN - Volatility Comparison

Innovator Growth-100 Power Buffer ETF - January (NJAN) has a higher volatility of 2.30% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) at 1.42%. This indicates that NJAN's price experiences larger fluctuations and is considered to be riskier than DJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
2.30%
1.42%
NJAN
DJAN
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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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