PortfoliosLab logoPortfoliosLab logo
PFEB vs. UAUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFEB vs. UAUG - Performance Comparison

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

Loading graphics...

PFEB vs. UAUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFEB
Innovator U.S. Equity Power Buffer ETF - February
-1.52%10.65%12.71%14.96%-2.84%11.52%6.24%
UAUG
Innovator U.S. Equity Ultra Buffer ETF - August
-1.44%12.42%15.51%17.71%-10.81%4.94%7.50%

Returns By Period

In the year-to-date period, PFEB achieves a -1.52% return, which is significantly lower than UAUG's -1.44% return.


PFEB

1D
1.82%
1M
-2.36%
YTD
-1.52%
6M
1.03%
1Y
11.95%
3Y*
11.11%
5Y*
7.73%
10Y*

UAUG

1D
1.51%
1M
-2.18%
YTD
-1.44%
6M
0.09%
1Y
13.65%
3Y*
13.31%
5Y*
6.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PFEB vs. UAUG - Expense Ratio Comparison

Both PFEB and UAUG have an expense ratio of 0.79%.


Return for Risk

PFEB vs. UAUG — Risk / Return Rank

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

PFEB
PFEB Risk / Return Rank: 7272
Overall Rank
PFEB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PFEB Sortino Ratio Rank: 7070
Sortino Ratio Rank
PFEB Omega Ratio Rank: 7777
Omega Ratio Rank
PFEB Calmar Ratio Rank: 6565
Calmar Ratio Rank
PFEB Martin Ratio Rank: 8080
Martin Ratio Rank

UAUG
UAUG Risk / Return Rank: 8383
Overall Rank
UAUG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
UAUG Sortino Ratio Rank: 8282
Sortino Ratio Rank
UAUG Omega Ratio Rank: 8787
Omega Ratio Rank
UAUG Calmar Ratio Rank: 8181
Calmar Ratio Rank
UAUG Martin Ratio Rank: 8989
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.

PFEB vs. UAUG - Risk-Adjusted Trends Comparison

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


PFEBUAUGDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.45

-0.25

Sortino ratio

Return per unit of downside risk

1.79

2.14

-0.35

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

1.68

2.24

-0.56

Martin ratio

Return relative to average drawdown

8.95

11.20

-2.26

PFEB vs. UAUG - Sharpe Ratio Comparison

The current PFEB Sharpe Ratio is 1.20, which is comparable to the UAUG Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PFEB and UAUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PFEBUAUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.45

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.87

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.82

-0.10

Correlation

The correlation between PFEB and UAUG is 0.84, 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

PFEB vs. UAUG - Dividend Comparison

Neither PFEB nor UAUG has paid dividends to shareholders.


TTM2025202420232022202120202019
PFEB
Innovator U.S. Equity Power Buffer ETF - February
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UAUG
Innovator U.S. Equity Ultra Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.83%

Drawdowns

PFEB vs. UAUG - Drawdown Comparison

The maximum PFEB drawdown since its inception was -19.98%, which is greater than UAUG's maximum drawdown of -13.91%. Use the drawdown chart below to compare losses from any high point for PFEB and UAUG.


Loading graphics...

Drawdown Indicators


PFEBUAUGDifference

Max Drawdown

Largest peak-to-trough decline

-19.98%

-13.91%

-6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-6.31%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-11.05%

-13.91%

+2.86%

Current Drawdown

Current decline from peak

-2.98%

-2.52%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.87%

-2.41%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.26%

+0.09%

Volatility

PFEB vs. UAUG - Volatility Comparison

Innovator U.S. Equity Power Buffer ETF - February (PFEB) has a higher volatility of 3.15% compared to Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) at 2.84%. This indicates that PFEB's price experiences larger fluctuations and is considered to be riskier than UAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PFEBUAUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

2.84%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

4.31%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

9.43%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.22%

7.85%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.44%

8.80%

+2.64%