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OCTW vs. BALT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OCTW and BALT is 0.67, 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.


-0.50.00.51.00.7

Performance

OCTW vs. BALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer20 Oct ETF (OCTW) and Innovator Defined Wealth Shield ETF (BALT). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
4.15%
4.87%
OCTW
BALT

Key characteristics

Sharpe Ratio

OCTW:

2.35

BALT:

3.24

Sortino Ratio

OCTW:

3.30

BALT:

4.73

Omega Ratio

OCTW:

1.54

BALT:

1.72

Calmar Ratio

OCTW:

5.80

BALT:

5.40

Martin Ratio

OCTW:

24.65

BALT:

28.25

Ulcer Index

OCTW:

0.35%

BALT:

0.35%

Daily Std Dev

OCTW:

3.69%

BALT:

3.09%

Max Drawdown

OCTW:

-6.96%

BALT:

-2.16%

Current Drawdown

OCTW:

-0.03%

BALT:

-0.09%

Returns By Period

In the year-to-date period, OCTW achieves a 2.01% return, which is significantly higher than BALT's 1.34% return.


OCTW

YTD

2.01%

1M

1.00%

6M

4.15%

1Y

8.85%

5Y*

N/A

10Y*

N/A

BALT

YTD

1.34%

1M

0.70%

6M

4.70%

1Y

10.00%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OCTW vs. BALT - Expense Ratio Comparison

OCTW has a 0.74% expense ratio, which is higher than BALT's 0.69% expense ratio.


OCTW
AllianzIM U.S. Large Cap Buffer20 Oct ETF
Expense ratio chart for OCTW: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for BALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

OCTW vs. BALT — Risk-Adjusted Performance Rank

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

OCTW
The Risk-Adjusted Performance Rank of OCTW is 9393
Overall Rank
The Sharpe Ratio Rank of OCTW is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of OCTW is 9090
Sortino Ratio Rank
The Omega Ratio Rank of OCTW is 9494
Omega Ratio Rank
The Calmar Ratio Rank of OCTW is 9696
Calmar Ratio Rank
The Martin Ratio Rank of OCTW is 9797
Martin Ratio Rank

BALT
The Risk-Adjusted Performance Rank of BALT is 9797
Overall Rank
The Sharpe Ratio Rank of BALT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BALT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BALT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BALT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BALT is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OCTW vs. BALT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer20 Oct ETF (OCTW) and Innovator Defined Wealth Shield ETF (BALT). 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.


Sharpe ratio
The chart of Sharpe ratio for OCTW, currently valued at 2.35, compared to the broader market0.002.004.002.353.24
The chart of Sortino ratio for OCTW, currently valued at 3.30, compared to the broader market-2.000.002.004.006.008.0010.0012.003.304.73
The chart of Omega ratio for OCTW, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.541.72
The chart of Calmar ratio for OCTW, currently valued at 5.80, compared to the broader market0.005.0010.0015.005.805.40
The chart of Martin ratio for OCTW, currently valued at 24.65, compared to the broader market0.0020.0040.0060.0080.00100.0024.6528.25
OCTW
BALT

The current OCTW Sharpe Ratio is 2.35, which is comparable to the BALT Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of OCTW and BALT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
2.35
3.24
OCTW
BALT

Dividends

OCTW vs. BALT - Dividend Comparison

Neither OCTW nor BALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OCTW vs. BALT - Drawdown Comparison

The maximum OCTW drawdown since its inception was -6.96%, which is greater than BALT's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for OCTW and BALT. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.03%
-0.09%
OCTW
BALT

Volatility

OCTW vs. BALT - Volatility Comparison

AllianzIM U.S. Large Cap Buffer20 Oct ETF (OCTW) has a higher volatility of 1.23% compared to Innovator Defined Wealth Shield ETF (BALT) at 0.57%. This indicates that OCTW's price experiences larger fluctuations and is considered to be riskier than BALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.23%
0.57%
OCTW
BALT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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