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POCT vs. BOCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


POCTBOCT
YTD Return9.19%12.53%
1Y Return14.22%19.68%
3Y Return (Ann)9.25%8.12%
5Y Return (Ann)9.79%11.21%
Sharpe Ratio3.443.50
Sortino Ratio5.215.27
Omega Ratio1.861.86
Calmar Ratio7.495.99
Martin Ratio44.5240.44
Ulcer Index0.32%0.50%
Daily Std Dev4.18%5.74%
Max Drawdown-18.80%-24.54%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between POCT and BOCT is 0.89, 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

POCT vs. BOCT - Performance Comparison

In the year-to-date period, POCT achieves a 9.19% return, which is significantly lower than BOCT's 12.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.51%
6.21%
POCT
BOCT

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POCT vs. BOCT - Expense Ratio Comparison

Both POCT and BOCT have an expense ratio of 0.79%.


POCT
Innovator U.S. Equity Power Buffer ETF - October
Expense ratio chart for POCT: 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 BOCT: 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

POCT vs. BOCT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - October (POCT) and Innovator U.S. Equity Buffer ETF - October (BOCT). 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.


POCT
Sharpe ratio
The chart of Sharpe ratio for POCT, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Sortino ratio
The chart of Sortino ratio for POCT, currently valued at 5.21, compared to the broader market-2.000.002.004.006.008.0010.0012.005.21
Omega ratio
The chart of Omega ratio for POCT, currently valued at 1.86, compared to the broader market0.501.001.502.002.503.001.86
Calmar ratio
The chart of Calmar ratio for POCT, currently valued at 7.49, compared to the broader market0.005.0010.0015.007.49
Martin ratio
The chart of Martin ratio for POCT, currently valued at 44.52, compared to the broader market0.0020.0040.0060.0080.00100.0044.52
BOCT
Sharpe ratio
The chart of Sharpe ratio for BOCT, currently valued at 3.50, compared to the broader market-2.000.002.004.006.003.50
Sortino ratio
The chart of Sortino ratio for BOCT, currently valued at 5.27, compared to the broader market-2.000.002.004.006.008.0010.0012.005.27
Omega ratio
The chart of Omega ratio for BOCT, currently valued at 1.86, compared to the broader market0.501.001.502.002.503.001.86
Calmar ratio
The chart of Calmar ratio for BOCT, currently valued at 5.99, compared to the broader market0.005.0010.0015.005.99
Martin ratio
The chart of Martin ratio for BOCT, currently valued at 40.44, compared to the broader market0.0020.0040.0060.0080.00100.0040.44

POCT vs. BOCT - Sharpe Ratio Comparison

The current POCT Sharpe Ratio is 3.44, which is comparable to the BOCT Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of POCT and BOCT, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.44
3.50
POCT
BOCT

Dividends

POCT vs. BOCT - Dividend Comparison

Neither POCT nor BOCT has paid dividends to shareholders.


TTM20232022202120202019
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%
BOCT
Innovator U.S. Equity Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%0.20%

Drawdowns

POCT vs. BOCT - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, smaller than the maximum BOCT drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for POCT and BOCT. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember00
POCT
BOCT

Volatility

POCT vs. BOCT - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 1.95%, while Innovator U.S. Equity Buffer ETF - October (BOCT) has a volatility of 2.65%. This indicates that POCT experiences smaller price fluctuations and is considered to be less risky than BOCT 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%JuneJulyAugustSeptemberOctoberNovember
1.95%
2.65%
POCT
BOCT