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NJUL vs. KAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NJUL vs. KAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). The values are adjusted to include any dividend payments, if applicable.

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NJUL vs. KAPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NJUL
Innovator Nasdaq-100 Power Buffer ETF - July
-1.66%15.67%13.93%29.52%-11.67%7.86%8.28%
KAPR
Innovator Russell 2000 Power Buffer ETF - April
3.19%7.42%12.10%15.36%-8.14%2.48%6.62%

Returns By Period

In the year-to-date period, NJUL achieves a -1.66% return, which is significantly lower than KAPR's 3.19% return.


NJUL

1D
2.01%
1M
-2.16%
YTD
-1.66%
6M
0.43%
1Y
18.97%
3Y*
14.23%
5Y*
9.36%
10Y*

KAPR

1D
0.62%
1M
1.14%
YTD
3.19%
6M
5.99%
1Y
17.50%
3Y*
10.87%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NJUL vs. KAPR - Expense Ratio Comparison

Both NJUL and KAPR have an expense ratio of 0.79%.


Return for Risk

NJUL vs. KAPR — Risk / Return Rank

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

NJUL
NJUL Risk / Return Rank: 8787
Overall Rank
NJUL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NJUL Sortino Ratio Rank: 8888
Sortino Ratio Rank
NJUL Omega Ratio Rank: 8787
Omega Ratio Rank
NJUL Calmar Ratio Rank: 8585
Calmar Ratio Rank
NJUL Martin Ratio Rank: 9393
Martin Ratio Rank

KAPR
KAPR Risk / Return Rank: 8787
Overall Rank
KAPR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
KAPR Omega Ratio Rank: 9393
Omega Ratio Rank
KAPR Calmar Ratio Rank: 7777
Calmar Ratio Rank
KAPR 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.

NJUL vs. KAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). 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.


NJULKAPRDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.72

-0.18

Sortino ratio

Return per unit of downside risk

2.41

2.47

-0.06

Omega ratio

Gain probability vs. loss probability

1.36

1.42

-0.07

Calmar ratio

Return relative to maximum drawdown

2.54

2.10

+0.44

Martin ratio

Return relative to average drawdown

13.92

12.86

+1.06

NJUL vs. KAPR - Sharpe Ratio Comparison

The current NJUL Sharpe Ratio is 1.55, which is comparable to the KAPR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of NJUL and KAPR, 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


NJULKAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.72

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.51

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.73

+0.17

Correlation

The correlation between NJUL and KAPR is 0.65, 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

NJUL vs. KAPR - Dividend Comparison

Neither NJUL nor KAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJUL vs. KAPR - Drawdown Comparison

The maximum NJUL drawdown since its inception was -14.37%, smaller than the maximum KAPR drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for NJUL and KAPR.


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Drawdown Indicators


NJULKAPRDifference

Max Drawdown

Largest peak-to-trough decline

-14.37%

-16.91%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-8.39%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-16.91%

+2.54%

Current Drawdown

Current decline from peak

-3.02%

0.00%

-3.02%

Average Drawdown

Average peak-to-trough decline

-2.37%

-4.02%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.37%

-0.01%

Volatility

NJUL vs. KAPR - Volatility Comparison

Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) has a higher volatility of 3.75% compared to Innovator Russell 2000 Power Buffer ETF - April (KAPR) at 1.70%. This indicates that NJUL's price experiences larger fluctuations and is considered to be riskier than KAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NJULKAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

1.70%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

3.93%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

10.19%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.53%

11.77%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

11.72%

-0.53%