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NOCT vs. POCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOCT vs. POCT - 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 U.S. Equity Power Buffer ETF October (POCT). The values are adjusted to include any dividend payments, if applicable.

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NOCT vs. POCT - 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%
POCT
Innovator U.S. Equity Power Buffer ETF October
-1.84%11.00%9.54%20.12%-1.26%9.46%10.40%4.06%

Returns By Period

In the year-to-date period, NOCT achieves a -2.68% return, which is significantly lower than POCT's -1.84% return.


NOCT

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

POCT

1D
1.72%
1M
-2.33%
YTD
-1.84%
6M
0.02%
1Y
10.97%
3Y*
10.87%
5Y*
8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOCT vs. POCT - Expense Ratio Comparison

Both NOCT and POCT have an expense ratio of 0.79%.


Return for Risk

NOCT vs. POCT — 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

POCT
POCT Risk / Return Rank: 6868
Overall Rank
POCT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
POCT Sortino Ratio Rank: 6464
Sortino Ratio Rank
POCT Omega Ratio Rank: 7171
Omega Ratio Rank
POCT Calmar Ratio Rank: 6363
Calmar Ratio Rank
POCT Martin Ratio Rank: 7979
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. POCT - 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 U.S. Equity Power Buffer ETF October (POCT). 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.


NOCTPOCTDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.06

+0.01

Sortino ratio

Return per unit of downside risk

1.68

1.61

+0.07

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.64

1.58

+0.07

Martin ratio

Return relative to average drawdown

8.30

8.51

-0.21

NOCT vs. POCT - Sharpe Ratio Comparison

The current NOCT Sharpe Ratio is 1.07, which is comparable to the POCT Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of NOCT and POCT, 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


NOCTPOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.06

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.09

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.79

+0.09

Correlation

The correlation between NOCT and POCT is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NOCT vs. POCT - Dividend Comparison

Neither NOCT nor POCT has paid dividends to shareholders.


TTM2025202420232022202120202019
NOCT
Innovator Growth-100 Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.07%
POCT
Innovator U.S. Equity Power Buffer ETF October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.21%

Drawdowns

NOCT vs. POCT - Drawdown Comparison

The maximum NOCT drawdown since its inception was -16.21%, smaller than the maximum POCT drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for NOCT and POCT.


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Drawdown Indicators


NOCTPOCTDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-18.80%

+2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-7.20%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-10.22%

-5.99%

Current Drawdown

Current decline from peak

-4.04%

-2.75%

-1.29%

Average Drawdown

Average peak-to-trough decline

-2.39%

-1.53%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.33%

+0.27%

Volatility

NOCT vs. POCT - Volatility Comparison

Innovator Growth-100 Power Buffer ETF - October (NOCT) has a higher volatility of 3.69% compared to Innovator U.S. Equity Power Buffer ETF October (POCT) at 3.28%. This indicates that NOCT's price experiences larger fluctuations and is considered to be riskier than POCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOCTPOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

3.28%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

5.13%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

10.35%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

7.90%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

10.31%

+0.98%