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OCTQ vs. QTJA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OCTQ vs. QTJA - 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 Growth Accelerated Plus ETF - January (QTJA). The values are adjusted to include any dividend payments, if applicable.

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OCTQ vs. QTJA - Yearly Performance Comparison


Returns By Period


OCTQ

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

QTJA

1D
1.00%
1M
-3.14%
YTD
-3.69%
6M
-0.80%
1Y
21.22%
3Y*
14.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OCTQ vs. QTJA - Expense Ratio Comparison

Both OCTQ and QTJA have an expense ratio of 0.79%.


Return for Risk

OCTQ vs. QTJA — Risk / Return Rank

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

OCTQ

QTJA
QTJA Risk / Return Rank: 6363
Overall Rank
QTJA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QTJA Sortino Ratio Rank: 6060
Sortino Ratio Rank
QTJA Omega Ratio Rank: 7575
Omega Ratio Rank
QTJA Calmar Ratio Rank: 5555
Calmar Ratio Rank
QTJA Martin Ratio Rank: 7272
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. QTJA - 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 Growth Accelerated Plus ETF - January (QTJA). 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. QTJA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OCTQQTJADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

Dividends

OCTQ vs. QTJA - Dividend Comparison

Neither OCTQ nor QTJA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OCTQ vs. QTJA - Drawdown Comparison

The maximum OCTQ drawdown since its inception was 0.00%, smaller than the maximum QTJA drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for OCTQ and QTJA.


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Drawdown Indicators


OCTQQTJADifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-36.07%

+36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

Current Drawdown

Current decline from peak

0.00%

-5.64%

+5.64%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.80%

+13.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

Volatility

OCTQ vs. QTJA - Volatility Comparison


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Volatility by Period


OCTQQTJADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

21.47%

-21.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

20.75%

-20.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

20.75%

-20.75%