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NJAN vs. EAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NJAN vs. EAPR - 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 Emerging Markets Power Buffer ETF - April (EAPR). The values are adjusted to include any dividend payments, if applicable.

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NJAN vs. EAPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NJAN
Innovator Growth-100 Power Buffer ETF - January
-1.86%14.20%15.35%20.95%-18.92%8.53%
EAPR
Innovator Emerging Markets Power Buffer ETF - April
1.70%14.80%2.86%8.19%-5.01%-2.80%

Returns By Period

In the year-to-date period, NJAN achieves a -1.86% return, which is significantly lower than EAPR's 1.70% return.


NJAN

1D
0.11%
1M
-1.16%
YTD
-1.86%
6M
1.14%
1Y
15.05%
3Y*
12.44%
5Y*
6.59%
10Y*

EAPR

1D
-0.84%
1M
0.71%
YTD
1.70%
6M
3.32%
1Y
13.70%
3Y*
7.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NJAN vs. EAPR - Expense Ratio Comparison

NJAN has a 0.79% expense ratio, which is lower than EAPR's 0.89% expense ratio.


Return for Risk

NJAN vs. EAPR — Risk / Return Rank

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

NJAN
NJAN Risk / Return Rank: 7070
Overall Rank
NJAN Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NJAN Sortino Ratio Rank: 7070
Sortino Ratio Rank
NJAN Omega Ratio Rank: 7777
Omega Ratio Rank
NJAN Calmar Ratio Rank: 6363
Calmar Ratio Rank
NJAN Martin Ratio Rank: 7676
Martin Ratio Rank

EAPR
EAPR Risk / Return Rank: 8585
Overall Rank
EAPR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
EAPR Omega Ratio Rank: 9595
Omega Ratio Rank
EAPR Calmar Ratio Rank: 6565
Calmar Ratio Rank
EAPR Martin Ratio Rank: 9292
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.

NJAN vs. EAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - January (NJAN) and Innovator Emerging Markets Power Buffer ETF - April (EAPR). 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.


NJANEAPRDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.72

-0.51

Sortino ratio

Return per unit of downside risk

1.86

2.55

-0.69

Omega ratio

Gain probability vs. loss probability

1.31

1.49

-0.18

Calmar ratio

Return relative to maximum drawdown

1.91

1.98

-0.07

Martin ratio

Return relative to average drawdown

9.66

14.72

-5.06

NJAN vs. EAPR - Sharpe Ratio Comparison

The current NJAN Sharpe Ratio is 1.21, which is comparable to the EAPR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of NJAN and EAPR, 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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Sharpe Ratios by Period


NJANEAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.72

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.38

+0.16

Correlation

The correlation between NJAN and EAPR is 0.54, 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.


Dividends

NJAN vs. EAPR - Dividend Comparison

Neither NJAN nor EAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJAN vs. EAPR - Drawdown Comparison

The maximum NJAN drawdown since its inception was -20.70%, which is greater than EAPR's maximum drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for NJAN and EAPR.


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Drawdown Indicators


NJANEAPRDifference

Max Drawdown

Largest peak-to-trough decline

-20.70%

-17.65%

-3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-6.09%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.70%

Current Drawdown

Current decline from peak

-3.34%

-0.84%

-2.50%

Average Drawdown

Average peak-to-trough decline

-3.91%

-4.18%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.94%

+0.69%

Volatility

NJAN vs. EAPR - Volatility Comparison

Innovator Growth-100 Power Buffer ETF - January (NJAN) has a higher volatility of 3.73% compared to Innovator Emerging Markets Power Buffer ETF - April (EAPR) at 2.45%. This indicates that NJAN's price experiences larger fluctuations and is considered to be riskier than EAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NJANEAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.45%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

3.19%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

8.00%

+4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.34%

9.85%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

9.85%

+3.21%