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NNOV vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NNOV vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - November (NNOV) and CapForce IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NNOV achieves a 8.05% return, which is significantly higher than FFTY's 6.26% return.


NNOV

1D
0.58%
1M
-0.41%
6M
7.21%
YTD
8.05%
1Y
12.52%
3Y*
5Y*
10Y*
ALL TIME*
12.92%

FFTY

1D
-0.91%
1M
-9.03%
6M
3.47%
YTD
6.26%
1Y
13.28%
3Y*
13.48%
5Y*
-2.78%
10Y*
5.57%
ALL TIME*
4.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$863.41K$1.19M$1.59M
$114.26K$114.70K$530.24K

NNOV vs. FFTY - Yearly Performance Comparison


2026 (YTD)20252024
NNOV
Innovator Growth-100 Power Buffer ETF - November
8.05%11.20%2.87%
FFTY
CapForce IBD 50 ETF
6.26%23.38%7.88%

Correlation

The correlation between NNOV and FFTY is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2024

0.70

The correlation between NNOV and FFTY has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

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Return for Risk

NNOV vs. FFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NNOV
NNOV Risk / Return Rank: 5555
Overall Rank
NNOV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NNOV Sortino Ratio Rank: 5555
Sortino Ratio Rank
NNOV Omega Ratio Rank: 5858
Omega Ratio Rank
NNOV Calmar Ratio Rank: 4848
Calmar Ratio Rank
NNOV Martin Ratio Rank: 6060
Martin Ratio Rank

FFTY
FFTY Risk / Return Rank: 1818
Overall Rank
FFTY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 1818
Sortino Ratio Rank
FFTY Omega Ratio Rank: 1818
Omega Ratio Rank
FFTY Calmar Ratio Rank: 1818
Calmar Ratio Rank
FFTY Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NNOV vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - November (NNOV) and CapForce IBD 50 ETF (FFTY). 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.


NNOVFFTYDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.25

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

1.75

0.41

+1.34

Martin ratioReturn relative to average drawdown

7.28

1.00

+6.28

NNOV vs. FFTY - Sharpe Ratio Comparison

The current NNOV Sharpe Ratio is 1.33, which is higher than the FFTY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NNOV and FFTY, 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

NNOV vs. FFTY - Drawdown Comparison

The maximum NNOV drawdown since its inception was -12.80%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for NNOV and FFTY.


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Drawdown Indicators


NNOVFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-12.80%

-59.46%

+46.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.70%

-23.29%

+16.59%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-1.41%

-25.10%

+23.69%

Average Drawdown

Average peak-to-trough decline

-1.38%

-22.32%

+20.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

9.51%

-7.91%

Volatility

NNOV vs. FFTY - Volatility Comparison

The current volatility for Innovator Growth-100 Power Buffer ETF - November (NNOV) is 3.15%, while CapForce IBD 50 ETF (FFTY) has a volatility of 8.45%. This indicates that NNOV experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NNOVFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

8.45%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

29.16%

-21.78%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

36.53%

-27.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

29.75%

-18.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.51%

27.79%

-16.28%

NNOV vs. FFTY - Expense Ratio Comparison

NNOV has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Dividends

NNOV vs. FFTY - Dividend Comparison

NNOV has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.27%.


PositionTTM202520242023202220212020201920182017
FFTY
CapForce IBD 50 ETF
1.27%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
NNOV
Innovator Growth-100 Power Buffer ETF - November
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NNOV and FFTY have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFTY has higher volatility (8.45%) compared to NNOV (3.15%). In terms of maximum drawdown, NNOV dropped -12.80% vs FFTY's -59.46%.

On 1-year performance, FFTY leads with 13.28% vs 12.52% for NNOV. On fees, NNOV is cheaper at 0.79% per year. On volatility, NNOV has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FFTY has performed better with a 13.28% return vs 12.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NNOV is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.27%, compared with 0.00% for NNOV.

NNOV is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.79% for NNOV and 0.80% for FFTY.

NNOV currently has the higher Sharpe Ratio (1.33 vs 0.26), 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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