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PJAN vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PJAN and BUFR is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PJAN vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - January (PJAN) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%NovemberDecember2025FebruaryMarchApril
40.17%
44.83%
PJAN
BUFR

Key characteristics

Sharpe Ratio

PJAN:

0.69

BUFR:

0.54

Sortino Ratio

PJAN:

1.04

BUFR:

0.81

Omega Ratio

PJAN:

1.18

BUFR:

1.13

Calmar Ratio

PJAN:

0.63

BUFR:

0.48

Martin Ratio

PJAN:

3.04

BUFR:

2.23

Ulcer Index

PJAN:

2.19%

BUFR:

2.76%

Daily Std Dev

PJAN:

9.69%

BUFR:

11.33%

Max Drawdown

PJAN:

-21.25%

BUFR:

-13.73%

Current Drawdown

PJAN:

-5.25%

BUFR:

-6.77%

Returns By Period

In the year-to-date period, PJAN achieves a -3.04% return, which is significantly higher than BUFR's -4.20% return.


PJAN

YTD

-3.04%

1M

-2.77%

6M

-1.27%

1Y

5.85%

5Y*

9.17%

10Y*

N/A

BUFR

YTD

-4.20%

1M

-3.63%

6M

-2.83%

1Y

5.34%

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.


PJAN vs. BUFR - Expense Ratio Comparison

PJAN has a 0.79% expense ratio, which is lower than BUFR's 1.05% expense ratio.


Expense ratio chart for BUFR: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUFR: 1.05%
Expense ratio chart for PJAN: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PJAN: 0.79%

Risk-Adjusted Performance

PJAN vs. BUFR — Risk-Adjusted Performance Rank

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

PJAN
The Risk-Adjusted Performance Rank of PJAN is 7272
Overall Rank
The Sharpe Ratio Rank of PJAN is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PJAN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PJAN is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PJAN is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PJAN is 7373
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 6262
Overall Rank
The Sharpe Ratio Rank of BUFR is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 6464
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.

PJAN vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - January (PJAN) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 chart of Sharpe ratio for PJAN, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
PJAN: 0.69
BUFR: 0.54
The chart of Sortino ratio for PJAN, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
PJAN: 1.04
BUFR: 0.81
The chart of Omega ratio for PJAN, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
PJAN: 1.18
BUFR: 1.13
The chart of Calmar ratio for PJAN, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
PJAN: 0.63
BUFR: 0.48
The chart of Martin ratio for PJAN, currently valued at 3.04, compared to the broader market0.0020.0040.0060.00
PJAN: 3.04
BUFR: 2.23

The current PJAN Sharpe Ratio is 0.69, which is comparable to the BUFR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PJAN and BUFR, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.69
0.54
PJAN
BUFR

Dividends

PJAN vs. BUFR - Dividend Comparison

Neither PJAN nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PJAN vs. BUFR - Drawdown Comparison

The maximum PJAN drawdown since its inception was -21.25%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for PJAN and BUFR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.25%
-6.77%
PJAN
BUFR

Volatility

PJAN vs. BUFR - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - January (PJAN) is 8.05%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 8.93%. This indicates that PJAN experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.05%
8.93%
PJAN
BUFR