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PMAR vs. BMAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PMAR and BMAR is 0.92, 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.


-0.50.00.51.00.9

Performance

PMAR vs. BMAR - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.27%
8.28%
PMAR
BMAR

Key characteristics

Sharpe Ratio

PMAR:

2.31

BMAR:

2.40

Sortino Ratio

PMAR:

3.18

BMAR:

3.26

Omega Ratio

PMAR:

1.50

BMAR:

1.49

Calmar Ratio

PMAR:

3.06

BMAR:

3.34

Martin Ratio

PMAR:

16.15

BMAR:

15.68

Ulcer Index

PMAR:

0.83%

BMAR:

1.17%

Daily Std Dev

PMAR:

5.78%

BMAR:

7.63%

Max Drawdown

PMAR:

-17.18%

BMAR:

-21.43%

Current Drawdown

PMAR:

-0.07%

BMAR:

-0.03%

Returns By Period

In the year-to-date period, PMAR achieves a 13.17% return, which is significantly lower than BMAR's 17.85% return.


PMAR

YTD

13.17%

1M

0.80%

6M

6.27%

1Y

13.39%

5Y*

N/A

10Y*

N/A

BMAR

YTD

17.85%

1M

1.00%

6M

8.28%

1Y

18.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


PMAR vs. BMAR - Expense Ratio Comparison

Both PMAR and BMAR have an expense ratio of 0.79%.


PMAR
Innovator U.S. Equity Power Buffer ETF - March
Expense ratio chart for PMAR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for BMAR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

PMAR vs. BMAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - March (PMAR) and Innovator U.S. Equity Buffer ETF - March (BMAR). 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.


Sharpe ratio
The chart of Sharpe ratio for PMAR, currently valued at 2.31, compared to the broader market0.002.004.002.312.40
The chart of Sortino ratio for PMAR, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.0010.003.183.26
The chart of Omega ratio for PMAR, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.49
The chart of Calmar ratio for PMAR, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.063.34
The chart of Martin ratio for PMAR, currently valued at 16.15, compared to the broader market0.0020.0040.0060.0080.00100.0016.1515.68
PMAR
BMAR

The current PMAR Sharpe Ratio is 2.31, which is comparable to the BMAR Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PMAR and BMAR, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.31
2.40
PMAR
BMAR

Dividends

PMAR vs. BMAR - Dividend Comparison

Neither PMAR nor BMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PMAR vs. BMAR - Drawdown Comparison

The maximum PMAR drawdown since its inception was -17.18%, smaller than the maximum BMAR drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for PMAR and BMAR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.07%
-0.03%
PMAR
BMAR

Volatility

PMAR vs. BMAR - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - March (PMAR) is 1.46%, while Innovator U.S. Equity Buffer ETF - March (BMAR) has a volatility of 2.00%. This indicates that PMAR experiences smaller price fluctuations and is considered to be less risky than BMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.46%
2.00%
PMAR
BMAR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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