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PJAN vs. OBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJAN vs. OBDC - 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 Blue Owl Capital Corporation (OBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PJAN achieves a 4.83% return, which is significantly higher than OBDC's -6.89% return.


PJAN

1D
0.41%
1M
0.16%
YTD
4.83%
6M
5.48%
1Y
14.36%
3Y*
12.39%
5Y*
8.76%
10Y*

OBDC

1D
0.09%
1M
-0.71%
YTD
-6.89%
6M
-8.67%
1Y
-13.64%
3Y*
5.28%
5Y*
5.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJAN vs. OBDC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PJAN
Innovator U.S. Equity Power Buffer ETF - January
4.83%11.29%13.45%18.18%-5.29%8.80%7.68%2.94%
OBDC
Blue Owl Capital Corporation
-6.89%-7.87%14.69%43.51%-9.48%21.99%-19.52%20.00%

Correlation

The correlation between PJAN and OBDC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.44

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.45

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Return for Risk

PJAN vs. OBDC — Risk / Return Rank

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

PJAN
PJAN Risk / Return Rank: 8282
Overall Rank
PJAN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PJAN Sortino Ratio Rank: 8686
Sortino Ratio Rank
PJAN Omega Ratio Rank: 8888
Omega Ratio Rank
PJAN Calmar Ratio Rank: 6767
Calmar Ratio Rank
PJAN Martin Ratio Rank: 8686
Martin Ratio Rank

OBDC
OBDC Risk / Return Rank: 1818
Overall Rank
OBDC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OBDC Sortino Ratio Rank: 1616
Sortino Ratio Rank
OBDC Omega Ratio Rank: 1717
Omega Ratio Rank
OBDC Calmar Ratio Rank: 2020
Calmar Ratio Rank
OBDC Martin Ratio Rank: 2222
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. OBDC - 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 Blue Owl Capital Corporation (OBDC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PJANOBDCDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.48

0.91

+0.58

Calmar ratioReturn relative to maximum drawdown

2.97

-0.61

+3.59

Martin ratioReturn relative to average drawdown

15.67

-1.03

+16.70

PJAN vs. OBDC - Sharpe Ratio Comparison

The current PJAN Sharpe Ratio is 2.33, which is higher than the OBDC Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of PJAN and OBDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PJAN vs. OBDC - Drawdown Comparison

The maximum PJAN drawdown since its inception was -21.25%, smaller than the maximum OBDC drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for PJAN and OBDC.


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Drawdown Indicators


PJANOBDCDifference

Max Drawdown

Largest peak-to-trough decline

-21.25%

-56.07%

+34.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-23.90%

+19.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-23.90%

+13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-11.93%

-28.26%

+16.33%

Current Drawdown

Current decline from peak

-0.54%

-18.68%

+18.14%

Average Drawdown

Average peak-to-trough decline

-1.72%

-10.67%

+8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

14.20%

-13.32%

Volatility

PJAN vs. OBDC - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - January (PJAN) is 1.64%, while Blue Owl Capital Corporation (OBDC) has a volatility of 6.58%. This indicates that PJAN experiences smaller price fluctuations and is considered to be less risky than OBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJANOBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

6.58%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

18.87%

-13.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

23.15%

-17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

20.77%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.59%

27.06%

-16.47%

Dividends

PJAN vs. OBDC - Dividend Comparison

PJAN has not paid dividends to shareholders, while OBDC's dividend yield for the trailing twelve months is around 13.42%.


PositionTTM2025202420232022202120202019
OBDC
Blue Owl Capital Corporation
13.42%12.55%11.38%10.77%11.17%8.76%12.32%3.80%
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%

Frequently Asked Questions


PJAN and OBDC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBDC has higher volatility (6.58%) compared to PJAN (1.64%). In terms of maximum drawdown, PJAN dropped -21.25% vs OBDC's -56.07%.

PJAN currently has the higher Sharpe Ratio (2.33 vs -0.63), 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.

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