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PAPR vs. TJUL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAPR vs. TJUL - 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 Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). The values are adjusted to include any dividend payments, if applicable.

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PAPR vs. TJUL - Yearly Performance Comparison


2026 (YTD)202520242023
PAPR
Innovator U.S. Equity Power Buffer ETF - April
1.74%6.58%12.28%4.64%
TJUL
Innovator Equity Defined Protection ETF – 2 Yr to July 2025
-0.77%6.55%8.18%3.05%

Returns By Period

In the year-to-date period, PAPR achieves a 1.74% return, which is significantly higher than TJUL's -0.77% return.


PAPR

1D
0.45%
1M
0.61%
YTD
1.74%
6M
3.75%
1Y
11.61%
3Y*
10.62%
5Y*
7.56%
10Y*

TJUL

1D
0.58%
1M
-1.27%
YTD
-0.77%
6M
0.26%
1Y
4.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAPR vs. TJUL - Expense Ratio Comparison

Both PAPR and TJUL have an expense ratio of 0.79%.


Return for Risk

PAPR vs. TJUL — Risk / Return Rank

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

PAPR
PAPR Risk / Return Rank: 8181
Overall Rank
PAPR Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PAPR Sortino Ratio Rank: 7979
Sortino Ratio Rank
PAPR Omega Ratio Rank: 9595
Omega Ratio Rank
PAPR Calmar Ratio Rank: 6666
Calmar Ratio Rank
PAPR Martin Ratio Rank: 9090
Martin Ratio Rank

TJUL
TJUL Risk / Return Rank: 5353
Overall Rank
TJUL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TJUL Sortino Ratio Rank: 4747
Sortino Ratio Rank
TJUL Omega Ratio Rank: 6060
Omega Ratio Rank
TJUL Calmar Ratio Rank: 4545
Calmar Ratio Rank
TJUL Martin Ratio Rank: 6868
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. TJUL - 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 Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). 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.


PAPRTJULDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.84

+0.52

Sortino ratio

Return per unit of downside risk

2.06

1.26

+0.79

Omega ratio

Gain probability vs. loss probability

1.46

1.22

+0.25

Calmar ratio

Return relative to maximum drawdown

1.70

1.14

+0.56

Martin ratio

Return relative to average drawdown

11.88

6.75

+5.13

PAPR vs. TJUL - Sharpe Ratio Comparison

The current PAPR Sharpe Ratio is 1.36, which is higher than the TJUL Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PAPR and TJUL, 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


PAPRTJULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.84

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.45

-0.69

Correlation

The correlation between PAPR and TJUL is 0.71, 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

PAPR vs. TJUL - Dividend Comparison

Neither PAPR nor TJUL has paid dividends to shareholders.


TTM2025202420232022202120202019
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%
TJUL
Innovator Equity Defined Protection ETF – 2 Yr to July 2025
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAPR vs. TJUL - Drawdown Comparison

The maximum PAPR drawdown since its inception was -15.31%, which is greater than TJUL's maximum drawdown of -4.61%. Use the drawdown chart below to compare losses from any high point for PAPR and TJUL.


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Drawdown Indicators


PAPRTJULDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-4.61%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-4.34%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-11.87%

Current Drawdown

Current decline from peak

0.00%

-1.44%

+1.44%

Average Drawdown

Average peak-to-trough decline

-1.61%

-0.41%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.73%

+0.31%

Volatility

PAPR vs. TJUL - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - April (PAPR) is 1.01%, while Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) has a volatility of 1.38%. This indicates that PAPR experiences smaller price fluctuations and is considered to be less risky than TJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAPRTJULDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.38%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

2.20%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.62%

5.58%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.23%

4.36%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.53%

4.36%

+5.17%