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OCTQ vs. IMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OCTQ vs. IMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - October (OCTQ) and Innovator International Developed Power Buffer ETF - March (IMAR). The values are adjusted to include any dividend payments, if applicable.

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OCTQ vs. IMAR - Yearly Performance Comparison


Returns By Period


OCTQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

IMAR

1D
2.11%
1M
-4.91%
YTD
-2.81%
6M
0.16%
1Y
9.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OCTQ vs. IMAR - Expense Ratio Comparison

OCTQ has a 0.79% expense ratio, which is lower than IMAR's 0.85% expense ratio.


Return for Risk

OCTQ vs. IMAR — Risk / Return Rank

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

OCTQ

IMAR
IMAR Risk / Return Rank: 5757
Overall Rank
IMAR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IMAR Sortino Ratio Rank: 5353
Sortino Ratio Rank
IMAR Omega Ratio Rank: 6666
Omega Ratio Rank
IMAR Calmar Ratio Rank: 5151
Calmar Ratio Rank
IMAR Martin Ratio Rank: 5454
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.

OCTQ vs. IMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - October (OCTQ) and Innovator International Developed Power Buffer ETF - March (IMAR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

OCTQ vs. IMAR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OCTQIMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

Dividends

OCTQ vs. IMAR - Dividend Comparison

Neither OCTQ nor IMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OCTQ vs. IMAR - Drawdown Comparison

The maximum OCTQ drawdown since its inception was 0.00%, smaller than the maximum IMAR drawdown of -9.05%. Use the drawdown chart below to compare losses from any high point for OCTQ and IMAR.


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Drawdown Indicators


OCTQIMARDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-9.05%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.91%

Current Drawdown

Current decline from peak

0.00%

-4.91%

+4.91%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.90%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

OCTQ vs. IMAR - Volatility Comparison


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Volatility by Period


OCTQIMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.31%

-9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

9.21%

-9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

9.21%

-9.21%