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

Correlation

The correlation between PMAR and IVW is 1.00, 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.


Performance

PMAR vs. IVW - 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 iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PMAR:

6.70%

IVW:

11.13%

Max Drawdown

PMAR:

-0.51%

IVW:

-0.93%

Current Drawdown

PMAR:

0.00%

IVW:

-0.12%

Returns By Period


PMAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IVW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PMAR vs. IVW - Expense Ratio Comparison

PMAR has a 0.79% expense ratio, which is higher than IVW's 0.18% expense ratio.


Risk-Adjusted Performance

PMAR vs. IVW — Risk-Adjusted Performance Rank

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

PMAR
The Risk-Adjusted Performance Rank of PMAR is 8282
Overall Rank
The Sharpe Ratio Rank of PMAR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PMAR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PMAR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PMAR is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PMAR is 8585
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 6969
Overall Rank
The Sharpe Ratio Rank of IVW is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PMAR vs. IVW - 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 iShares S&P 500 Growth ETF (IVW). 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.



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Dividends

PMAR vs. IVW - Dividend Comparison

PMAR has not paid dividends to shareholders, while IVW's dividend yield for the trailing twelve months is around 0.47%.


TTM20242023202220212020201920182017201620152014
PMAR
Innovator U.S. Equity Power Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVW
iShares S&P 500 Growth ETF
0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PMAR vs. IVW - Drawdown Comparison

The maximum PMAR drawdown since its inception was -0.51%, smaller than the maximum IVW drawdown of -0.93%. Use the drawdown chart below to compare losses from any high point for PMAR and IVW. For additional features, visit the drawdowns tool.


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Volatility

PMAR vs. IVW - Volatility Comparison


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