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PJAN vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PJAN vs. YCS - 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 ProShares UltraShort Yen (YCS). 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 4.57% return, which is significantly lower than YCS's 9.63% return.


PJAN

1D
-0.47%
1M
-0.04%
YTD
4.57%
6M
4.91%
1Y
13.40%
3Y*
12.33%
5Y*
8.65%
10Y*

YCS

1D
-0.14%
1M
3.57%
YTD
9.63%
6M
10.44%
1Y
31.27%
3Y*
18.37%
5Y*
23.52%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PJAN vs. YCS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PJAN
Innovator U.S. Equity Power Buffer ETF - January
4.57%11.29%13.45%18.18%-5.29%8.80%7.68%12.97%
YCS
ProShares UltraShort Yen
9.63%9.04%35.41%28.70%29.09%22.38%-11.18%3.37%

Correlation

The correlation between PJAN and YCS is -0.16, 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

-0.16

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

-0.02

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2019

0.03

The correlation between PJAN and YCS shifts across timeframes, from -0.16 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PJAN vs. YCS — Risk / Return Rank

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

PJAN
PJAN Risk / Return Rank: 7777
Overall Rank
PJAN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PJAN Sortino Ratio Rank: 8181
Sortino Ratio Rank
PJAN Omega Ratio Rank: 8484
Omega Ratio Rank
PJAN Calmar Ratio Rank: 6363
Calmar Ratio Rank
PJAN Martin Ratio Rank: 8282
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6363
Overall Rank
YCS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5151
Sortino Ratio Rank
YCS Omega Ratio Rank: 5959
Omega Ratio Rank
YCS Calmar Ratio Rank: 7777
Calmar Ratio Rank
YCS Martin Ratio Rank: 6969
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. YCS - 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 ProShares UltraShort Yen (YCS). 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.


PJANYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

2.91

3.78

-0.88

Martin ratioReturn relative to average drawdown

15.29

11.93

+3.36

PJAN vs. YCS - Sharpe Ratio Comparison

The current PJAN Sharpe Ratio is 2.28, which is comparable to the YCS Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of PJAN and YCS, 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. YCS - Drawdown Comparison

The maximum PJAN drawdown since its inception was -21.25%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for PJAN and YCS.


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Drawdown Indicators


PJANYCSDifference

Max Drawdown

Largest peak-to-trough decline

-21.25%

-49.56%

+28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-8.30%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-10.49%

-23.05%

+12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-11.93%

-27.32%

+15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.87%

-0.14%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.72%

-19.87%

+18.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.65%

-1.77%

Volatility

PJAN vs. YCS - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - January (PJAN) is 1.77%, while ProShares UltraShort Yen (YCS) has a volatility of 2.25%. This indicates that PJAN experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PJANYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.25%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

4.98%

12.19%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

16.93%

-10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

21.10%

-12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

18.82%

-8.24%

PJAN vs. YCS - Expense Ratio Comparison

PJAN has a 0.79% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

PJAN vs. YCS - Dividend Comparison

Neither PJAN nor YCS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PJAN and YCS have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.25%) compared to PJAN (1.77%). In terms of maximum drawdown, PJAN dropped -21.25% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.52% vs 8.65% for PJAN. On fees, PJAN is cheaper at 0.79% per year. On volatility, PJAN has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.52% return vs 8.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJAN is cheaper with a 0.79% expense ratio, compared with 1.00% for YCS.

PJAN and YCS have nearly identical dividend yields, around 0.00%.

PJAN is categorized as Defined Outcome, while YCS is Leveraged Currency. PJAN tracks Cboe S&P 500 15% Buffer Protect January Series Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for PJAN and 1.00% for YCS.

PJAN currently has the higher Sharpe Ratio (2.28 vs 1.86), 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 YCS

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

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