PortfoliosLab logoPortfoliosLab logo
PJAN vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJAN vs. DBE - 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 Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PJAN achieves a 5.13% return, which is significantly lower than DBE's 83.68% return.


PJAN

1D
-0.26%
1M
1.94%
YTD
5.13%
6M
5.96%
1Y
14.71%
3Y*
12.96%
5Y*
8.92%
10Y*

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJAN vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PJAN
Innovator U.S. Equity Power Buffer ETF - January
5.13%11.29%13.45%18.18%-5.29%8.80%7.68%12.34%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%18.77%

Correlation

The correlation between PJAN and DBE is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.34

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

-0.08

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.15

The correlation between PJAN and DBE shifts across timeframes, from -0.34 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

PJAN vs. DBE — Risk / Return Rank

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

PJAN
PJAN Risk / Return Rank: 7979
Overall Rank
PJAN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PJAN Sortino Ratio Rank: 8383
Sortino Ratio Rank
PJAN Omega Ratio Rank: 8787
Omega Ratio Rank
PJAN Calmar Ratio Rank: 6464
Calmar Ratio Rank
PJAN Martin Ratio Rank: 8383
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

PJAN vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - January (PJAN) and Invesco DB Energy Fund (DBE). 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.


PJANDBEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.54

1.40

+0.14

Calmar ratioReturn relative to maximum drawdown

3.19

5.89

-2.70

Martin ratioReturn relative to average drawdown

17.03

11.53

+5.50

PJAN vs. DBE - Sharpe Ratio Comparison

The current PJAN Sharpe Ratio is 2.55, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PJAN and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PJANDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.43

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.67

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.09

+0.80

Drawdowns

PJAN vs. DBE - Drawdown Comparison

The maximum PJAN drawdown since its inception was -21.25%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PJAN and DBE.


Loading charts...

Drawdown Indicators


PJANDBEDifference

Max Drawdown

Largest peak-to-trough decline

-21.25%

-86.69%

+65.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-14.41%

+9.78%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-23.89%

+13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-11.93%

-38.74%

+26.81%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.26%

-30.27%

+30.01%

Average Drawdown

Average peak-to-trough decline

-1.73%

-57.31%

+55.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

7.35%

-6.48%

Volatility

PJAN vs. DBE - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - January (PJAN) is 1.07%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that PJAN experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PJANDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

12.95%

-11.88%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

30.86%

-26.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

34.97%

-29.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.93%

29.39%

-20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

28.33%

-17.73%

PJAN vs. DBE - Expense Ratio Comparison

PJAN has a 0.79% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

PJAN vs. DBE - Dividend Comparison

PJAN has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.10%.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
PJAN
Innovator U.S. Equity Power Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PJAN and DBE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (12.95%) compared to PJAN (1.07%). In terms of maximum drawdown, PJAN dropped -21.25% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 8.92% for PJAN. On fees, DBE is cheaper at 0.78% per year. On volatility, PJAN has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.66% return vs 8.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 0.79% for PJAN.

DBE has the higher dividend yield at 2.10%, compared with 0.00% for PJAN.

PJAN is categorized as Defined Outcome, while DBE is Oil & Gas. PJAN tracks Cboe S&P 500 15% Buffer Protect January Series Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Innovator and Invesco. Their fees differ too: 0.79% for PJAN and 0.78% for DBE.

PJAN currently has the higher Sharpe Ratio (2.55 vs 2.43), 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 PJAN and DBE

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

Open Portfolio Optimizer