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PNOV vs. BUFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PNOV and BUFR is 0.87, 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

PNOV vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - November (PNOV) and FT Cboe Vest Fund of Buffer ETFs (BUFR). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.62%
6.40%
PNOV
BUFR

Key characteristics

Sharpe Ratio

PNOV:

2.61

BUFR:

2.37

Sortino Ratio

PNOV:

3.72

BUFR:

3.29

Omega Ratio

PNOV:

1.68

BUFR:

1.49

Calmar Ratio

PNOV:

5.69

BUFR:

3.54

Martin Ratio

PNOV:

27.18

BUFR:

19.40

Ulcer Index

PNOV:

0.38%

BUFR:

0.75%

Daily Std Dev

PNOV:

4.01%

BUFR:

6.13%

Max Drawdown

PNOV:

-18.51%

BUFR:

-13.73%

Current Drawdown

PNOV:

0.00%

BUFR:

0.00%

Returns By Period

In the year-to-date period, PNOV achieves a 2.18% return, which is significantly lower than BUFR's 2.63% return.


PNOV

YTD

2.18%

1M

1.20%

6M

5.62%

1Y

10.38%

5Y*

7.78%

10Y*

N/A

BUFR

YTD

2.63%

1M

1.46%

6M

6.40%

1Y

14.50%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PNOV vs. BUFR - Expense Ratio Comparison

PNOV has a 0.79% expense ratio, which is lower than BUFR's 1.05% expense ratio.


BUFR
FT Cboe Vest Fund of Buffer ETFs
Expense ratio chart for BUFR: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for PNOV: 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

PNOV vs. BUFR — Risk-Adjusted Performance Rank

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

PNOV
The Risk-Adjusted Performance Rank of PNOV is 9595
Overall Rank
The Sharpe Ratio Rank of PNOV is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PNOV is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PNOV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PNOV is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PNOV is 9797
Martin Ratio Rank

BUFR
The Risk-Adjusted Performance Rank of BUFR is 9090
Overall Rank
The Sharpe Ratio Rank of BUFR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFR is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BUFR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BUFR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BUFR is 9494
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.

PNOV vs. BUFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - November (PNOV) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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 PNOV, currently valued at 2.61, compared to the broader market0.002.004.006.002.612.37
The chart of Sortino ratio for PNOV, currently valued at 3.72, compared to the broader market0.005.0010.003.723.29
The chart of Omega ratio for PNOV, currently valued at 1.68, compared to the broader market0.501.001.502.002.503.001.681.49
The chart of Calmar ratio for PNOV, currently valued at 5.69, compared to the broader market0.005.0010.0015.0020.005.693.54
The chart of Martin ratio for PNOV, currently valued at 27.18, compared to the broader market0.0020.0040.0060.0080.00100.0027.1819.40
PNOV
BUFR

The current PNOV Sharpe Ratio is 2.61, which is comparable to the BUFR Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PNOV and BUFR, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.61
2.37
PNOV
BUFR

Dividends

PNOV vs. BUFR - Dividend Comparison

Neither PNOV nor BUFR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PNOV vs. BUFR - Drawdown Comparison

The maximum PNOV drawdown since its inception was -18.51%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for PNOV and BUFR. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
PNOV
BUFR

Volatility

PNOV vs. BUFR - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - November (PNOV) is 1.35%, while FT Cboe Vest Fund of Buffer ETFs (BUFR) has a volatility of 1.51%. This indicates that PNOV experiences smaller price fluctuations and is considered to be less risky than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%SeptemberOctoberNovemberDecember2025February
1.35%
1.51%
PNOV
BUFR
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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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