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PMAR vs. EAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMAR vs. EAPR - 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 Emerging Markets Power Buffer ETF - April (EAPR). The values are adjusted to include any dividend payments, if applicable.

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PMAR vs. EAPR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PMAR
Innovator U.S. Equity Power Buffer ETF - March
-0.72%11.82%12.83%15.95%-2.65%6.39%
EAPR
Innovator Emerging Markets Power Buffer ETF - April
0.61%14.80%2.86%8.19%-5.01%-2.80%

Returns By Period

In the year-to-date period, PMAR achieves a -0.72% return, which is significantly lower than EAPR's 0.61% return.


PMAR

1D
1.78%
1M
-2.41%
YTD
-0.72%
6M
1.62%
1Y
11.73%
3Y*
11.52%
5Y*
8.51%
10Y*

EAPR

1D
-0.97%
1M
-0.66%
YTD
0.61%
6M
2.49%
1Y
12.59%
3Y*
6.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMAR vs. EAPR - Expense Ratio Comparison

PMAR has a 0.79% expense ratio, which is lower than EAPR's 0.89% expense ratio.


Return for Risk

PMAR vs. EAPR — Risk / Return Rank

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

PMAR
PMAR Risk / Return Rank: 7373
Overall Rank
PMAR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PMAR Sortino Ratio Rank: 6969
Sortino Ratio Rank
PMAR Omega Ratio Rank: 8383
Omega Ratio Rank
PMAR Calmar Ratio Rank: 6464
Calmar Ratio Rank
PMAR Martin Ratio Rank: 8383
Martin Ratio Rank

EAPR
EAPR Risk / Return Rank: 8585
Overall Rank
EAPR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EAPR Sortino Ratio Rank: 8787
Sortino Ratio Rank
EAPR Omega Ratio Rank: 9595
Omega Ratio Rank
EAPR Calmar Ratio Rank: 6969
Calmar Ratio Rank
EAPR Martin Ratio Rank: 9292
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.

PMAR vs. EAPR - Risk-Adjusted Trends Comparison

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


PMAREAPRDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.64

-0.47

Sortino ratio

Return per unit of downside risk

1.75

2.39

-0.63

Omega ratio

Gain probability vs. loss probability

1.32

1.46

-0.14

Calmar ratio

Return relative to maximum drawdown

1.62

1.77

-0.15

Martin ratio

Return relative to average drawdown

9.43

13.21

-3.78

PMAR vs. EAPR - Sharpe Ratio Comparison

The current PMAR Sharpe Ratio is 1.16, which is comparable to the EAPR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of PMAR and EAPR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PMAREAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.64

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.36

+0.46

Correlation

The correlation between PMAR and EAPR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PMAR vs. EAPR - Dividend Comparison

Neither PMAR nor EAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PMAR vs. EAPR - Drawdown Comparison

The maximum PMAR drawdown since its inception was -17.18%, roughly equal to the maximum EAPR drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for PMAR and EAPR.


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Drawdown Indicators


PMAREAPRDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-17.65%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-6.99%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-10.84%

Current Drawdown

Current decline from peak

-2.41%

-0.97%

-1.44%

Average Drawdown

Average peak-to-trough decline

-1.60%

-4.18%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

0.94%

+0.34%

Volatility

PMAR vs. EAPR - Volatility Comparison

Innovator U.S. Equity Power Buffer ETF - March (PMAR) has a higher volatility of 3.20% compared to Innovator Emerging Markets Power Buffer ETF - April (EAPR) at 1.23%. This indicates that PMAR's price experiences larger fluctuations and is considered to be riskier than EAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMAREAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

1.23%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

2.42%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.12%

7.73%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

9.82%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

9.82%

+1.02%