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PAPR vs. BDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAPR vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - April (PAPR) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAPR achieves a 7.23% return, which is significantly lower than BDRY's 34.21% return.


PAPR

1D
-0.36%
1M
-0.14%
YTD
7.23%
6M
7.25%
1Y
13.78%
3Y*
11.12%
5Y*
8.08%
10Y*

BDRY

1D
1.64%
1M
-7.14%
YTD
34.21%
6M
34.67%
1Y
103.63%
3Y*
24.09%
5Y*
-16.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAPR vs. BDRY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PAPR
Innovator U.S. Equity Power Buffer ETF - April
7.23%6.58%12.28%16.45%-4.29%7.51%4.62%6.73%
BDRY
Breakwave Dry Bulk Shipping ETF
34.21%44.24%-47.40%25.79%-68.84%282.99%-50.16%65.07%

Correlation

The correlation between PAPR and BDRY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2019

0.03

The correlation between PAPR and BDRY shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PAPR vs. BDRY — Risk / Return Rank

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

PAPR
PAPR Risk / Return Rank: 9898
Overall Rank
PAPR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PAPR Sortino Ratio Rank: 9898
Sortino Ratio Rank
PAPR Omega Ratio Rank: 9797
Omega Ratio Rank
PAPR Calmar Ratio Rank: 9898
Calmar Ratio Rank
PAPR Martin Ratio Rank: 9898
Martin Ratio Rank

BDRY
BDRY Risk / Return Rank: 7575
Overall Rank
BDRY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BDRY Omega Ratio Rank: 6363
Omega Ratio Rank
BDRY Calmar Ratio Rank: 8888
Calmar Ratio Rank
BDRY Martin Ratio Rank: 7676
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.

PAPR vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - April (PAPR) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PAPRBDRYDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.96

1.36

+0.60

Calmar ratioReturn relative to maximum drawdown

11.92

4.82

+7.10

Martin ratioReturn relative to average drawdown

61.40

13.59

+47.81

PAPR vs. BDRY - Sharpe Ratio Comparison

The current PAPR Sharpe Ratio is 4.05, which is higher than the BDRY Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of PAPR and BDRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PAPR vs. BDRY - Drawdown Comparison

The maximum PAPR drawdown since its inception was -15.31%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for PAPR and BDRY.


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Drawdown Indicators


PAPRBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-89.16%

+73.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

-21.60%

+20.44%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-69.71%

+57.84%

Max Drawdown (5Y)

Largest decline over 5 years

-11.87%

-89.16%

+77.29%

Current Drawdown

Current decline from peak

-0.66%

-71.65%

+70.99%

Average Drawdown

Average peak-to-trough decline

-1.56%

-58.43%

+56.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

7.65%

-7.43%

Volatility

PAPR vs. BDRY - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - April (PAPR) is 1.45%, while Breakwave Dry Bulk Shipping ETF (BDRY) has a volatility of 7.30%. This indicates that PAPR experiences smaller price fluctuations and is considered to be less risky than BDRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAPRBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

7.30%

-5.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

29.14%

-26.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

42.10%

-38.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.22%

60.24%

-52.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.42%

62.40%

-52.98%

PAPR vs. BDRY - Expense Ratio Comparison

PAPR has a 0.79% expense ratio, which is lower than BDRY's 3.76% expense ratio.


Dividends

PAPR vs. BDRY - Dividend Comparison

Neither PAPR nor BDRY has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BDRY
Breakwave Dry Bulk Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PAPR
Innovator U.S. Equity Power Buffer ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.07%

Frequently Asked Questions


PAPR and BDRY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDRY has higher volatility (7.30%) compared to PAPR (1.45%). In terms of maximum drawdown, PAPR dropped -15.31% vs BDRY's -89.16%.

On 5-year performance, PAPR leads with 8.08% vs -16.41% for BDRY. On fees, PAPR is cheaper at 0.79% per year. On volatility, PAPR has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PAPR has performed better with a 8.08% return vs -16.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PAPR is cheaper with a 0.79% expense ratio, compared with 3.76% for BDRY.

PAPR and BDRY have nearly identical dividend yields, around 0.00%.

PAPR is categorized as Defined Outcome, while BDRY is Commodities. PAPR tracks Cboe S&P 500 15% Buffer Protect April Series Index, while BDRY tracks Breakwave Dry Freight Futures Index. They also come from different issuers: Innovator and ETFMG. Their fees differ too: 0.79% for PAPR and 3.76% for BDRY.

PAPR currently has the higher Sharpe Ratio (4.05 vs 2.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PAPR and BDRY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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