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NOCT vs. FFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOCT vs. FFTY - Performance Comparison

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

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NOCT vs. FFTY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NOCT
Innovator Growth-100 Power Buffer ETF - October
-2.68%12.81%12.10%30.67%-13.42%12.10%11.64%5.54%
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%8.74%

Returns By Period

In the year-to-date period, NOCT achieves a -2.68% return, which is significantly higher than FFTY's -4.02% return.


NOCT

1D
1.91%
1M
-2.43%
YTD
-2.68%
6M
-0.78%
1Y
13.38%
3Y*
12.93%
5Y*
8.72%
10Y*

FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOCT vs. FFTY - Expense Ratio Comparison

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


Return for Risk

NOCT vs. FFTY — Risk / Return Rank

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

NOCT
NOCT Risk / Return Rank: 6868
Overall Rank
NOCT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
NOCT Sortino Ratio Rank: 6666
Sortino Ratio Rank
NOCT Omega Ratio Rank: 7272
Omega Ratio Rank
NOCT Calmar Ratio Rank: 6565
Calmar Ratio Rank
NOCT Martin Ratio Rank: 7777
Martin Ratio Rank

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
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.

NOCT vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - October (NOCT) and Innovator 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.


NOCTFFTYDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.74

+0.33

Sortino ratio

Return per unit of downside risk

1.68

1.14

+0.54

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.64

1.04

+0.60

Martin ratio

Return relative to average drawdown

8.30

3.05

+5.25

NOCT vs. FFTY - Sharpe Ratio Comparison

The current NOCT Sharpe Ratio is 1.07, which is higher than the FFTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NOCT and FFTY, 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


NOCTFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.74

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

-0.16

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.12

+0.75

Correlation

The correlation between NOCT and FFTY is 0.69, 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

NOCT vs. FFTY - Dividend Comparison

NOCT has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.


TTM202520242023202220212020201920182017
NOCT
Innovator Growth-100 Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.07%0.00%0.00%
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Drawdowns

NOCT vs. FFTY - Drawdown Comparison

The maximum NOCT drawdown since its inception was -16.21%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for NOCT and FFTY.


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Drawdown Indicators


NOCTFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-59.46%

+43.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-23.29%

+15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-59.46%

+43.25%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-4.04%

-32.35%

+28.31%

Average Drawdown

Average peak-to-trough decline

-2.39%

-22.38%

+19.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

7.97%

-6.37%

Volatility

NOCT vs. FFTY - Volatility Comparison

The current volatility for Innovator Growth-100 Power Buffer ETF - October (NOCT) is 3.69%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. This indicates that NOCT 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


NOCTFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

14.46%

-10.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

28.72%

-22.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

34.49%

-21.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

29.00%

-18.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

27.17%

-15.88%