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PAUG vs. BAUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PAUG and BAUG is 0.92, 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.


Performance

PAUG vs. BAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - August (PAUG) and Innovator U.S. Equity Buffer ETF - August (BAUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PAUG:

0.68

BAUG:

0.73

Sortino Ratio

PAUG:

1.06

BAUG:

1.17

Omega Ratio

PAUG:

1.17

BAUG:

1.18

Calmar Ratio

PAUG:

0.71

BAUG:

0.75

Martin Ratio

PAUG:

3.16

BAUG:

3.19

Ulcer Index

PAUG:

2.35%

BAUG:

3.22%

Daily Std Dev

PAUG:

10.53%

BAUG:

13.47%

Max Drawdown

PAUG:

-17.88%

BAUG:

-24.19%

Current Drawdown

PAUG:

-3.41%

BAUG:

-5.14%

Returns By Period

In the year-to-date period, PAUG achieves a -1.10% return, which is significantly higher than BAUG's -2.08% return.


PAUG

YTD

-1.10%

1M

4.72%

6M

-1.21%

1Y

6.89%

5Y*

8.87%

10Y*

N/A

BAUG

YTD

-2.08%

1M

5.71%

6M

-2.55%

1Y

9.57%

5Y*

11.22%

10Y*

N/A

*Annualized

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PAUG vs. BAUG - Expense Ratio Comparison

Both PAUG and BAUG have an expense ratio of 0.79%.


Risk-Adjusted Performance

PAUG vs. BAUG — Risk-Adjusted Performance Rank

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

PAUG
The Risk-Adjusted Performance Rank of PAUG is 7474
Overall Rank
The Sharpe Ratio Rank of PAUG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PAUG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PAUG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PAUG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAUG is 7777
Martin Ratio Rank

BAUG
The Risk-Adjusted Performance Rank of BAUG is 7676
Overall Rank
The Sharpe Ratio Rank of BAUG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BAUG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BAUG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BAUG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BAUG is 7777
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.

PAUG vs. BAUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - August (PAUG) and Innovator U.S. Equity Buffer ETF - August (BAUG). 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.


The current PAUG Sharpe Ratio is 0.68, which is comparable to the BAUG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PAUG and BAUG, 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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Dividends

PAUG vs. BAUG - Dividend Comparison

Neither PAUG nor BAUG has paid dividends to shareholders.


TTM202420232022202120202019
PAUG
Innovator U.S. Equity Power Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%1.33%
BAUG
Innovator U.S. Equity Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAUG vs. BAUG - Drawdown Comparison

The maximum PAUG drawdown since its inception was -17.88%, smaller than the maximum BAUG drawdown of -24.19%. Use the drawdown chart below to compare losses from any high point for PAUG and BAUG. For additional features, visit the drawdowns tool.


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Volatility

PAUG vs. BAUG - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - August (PAUG) is 4.09%, while Innovator U.S. Equity Buffer ETF - August (BAUG) has a volatility of 4.88%. This indicates that PAUG experiences smaller price fluctuations and is considered to be less risky than BAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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