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NJUN vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NJUN vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - June (NJUN) and Alerian Energy Infrastructure ETF (ENFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NJUN achieves a 4.16% return, which is significantly lower than ENFR's 23.07% return.


NJUN

1D
-0.18%
1M
-0.18%
YTD
4.16%
6M
4.26%
1Y
13.44%
3Y*
5Y*
10Y*

ENFR

1D
1.01%
1M
-5.94%
YTD
23.07%
6M
24.76%
1Y
24.84%
3Y*
28.26%
5Y*
19.69%
10Y*
11.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NJUN vs. ENFR - Yearly Performance Comparison


2026 (YTD)20252024
NJUN
Innovator Growth-100 Power Buffer ETF - June
4.16%15.75%8.06%
ENFR
Alerian Energy Infrastructure ETF
23.07%5.88%23.52%

Correlation

The correlation between NJUN and ENFR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2024

0.18

The correlation between NJUN and ENFR shifts across timeframes, from -0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NJUN vs. ENFR — Risk / Return Rank

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

NJUN
NJUN Risk / Return Rank: 7171
Overall Rank
NJUN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NJUN Sortino Ratio Rank: 6060
Sortino Ratio Rank
NJUN Omega Ratio Rank: 7474
Omega Ratio Rank
NJUN Calmar Ratio Rank: 7575
Calmar Ratio Rank
NJUN Martin Ratio Rank: 8888
Martin Ratio Rank

ENFR
ENFR Risk / Return Rank: 5050
Overall Rank
ENFR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 4949
Sortino Ratio Rank
ENFR Omega Ratio Rank: 4646
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6060
Calmar Ratio Rank
ENFR Martin Ratio Rank: 4646
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.

NJUN vs. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - June (NJUN) and Alerian Energy Infrastructure ETF (ENFR). 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.


NJUNENFRDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

3.71

2.89

+0.83

Martin ratioReturn relative to average drawdown

18.76

7.40

+11.36

NJUN vs. ENFR - Sharpe Ratio Comparison

The current NJUN Sharpe Ratio is 1.91, which is comparable to the ENFR Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of NJUN and ENFR, 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

NJUN vs. ENFR - Drawdown Comparison

The maximum NJUN drawdown since its inception was -12.59%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for NJUN and ENFR.


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Drawdown Indicators


NJUNENFRDifference

Max Drawdown

Largest peak-to-trough decline

-12.59%

-68.28%

+55.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-8.64%

+5.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-0.58%

-6.12%

+5.54%

Average Drawdown

Average peak-to-trough decline

-1.08%

-15.94%

+14.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

3.36%

-2.64%

Volatility

NJUN vs. ENFR - Volatility Comparison

The current volatility for Innovator Growth-100 Power Buffer ETF - June (NJUN) is 4.18%, while Alerian Energy Infrastructure ETF (ENFR) has a volatility of 5.42%. This indicates that NJUN experiences smaller price fluctuations and is considered to be less risky than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NJUNENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

5.42%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

11.57%

-5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

7.06%

14.82%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

19.24%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

24.68%

-13.81%

NJUN vs. ENFR - Expense Ratio Comparison

NJUN has a 0.79% expense ratio, which is higher than ENFR's 0.35% expense ratio.


Dividends

NJUN vs. ENFR - Dividend Comparison

NJUN has not paid dividends to shareholders, while ENFR's dividend yield for the trailing twelve months is around 4.08%.


PositionTTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
4.08%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
NJUN
Innovator Growth-100 Power Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NJUN and ENFR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENFR has higher volatility (5.42%) compared to NJUN (4.18%). In terms of maximum drawdown, NJUN dropped -12.59% vs ENFR's -68.28%.

On 1-year performance, ENFR leads with 24.84% vs 13.44% for NJUN. On fees, ENFR is cheaper at 0.35% per year. On volatility, NJUN has been the lower-risk option at 4.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ENFR has performed better with a 24.84% return vs 13.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.79% for NJUN.

ENFR has the higher dividend yield at 4.08%, compared with 0.00% for NJUN.

NJUN is categorized as Defined Outcome, while ENFR is Energy Equities. They also come from different issuers: Innovator and SS&C. Their fees differ too: 0.79% for NJUN and 0.35% for ENFR.

NJUN currently has the higher Sharpe Ratio (1.91 vs 1.69), 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

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