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

Performance

POCT vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - October (POCT) 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%8.00%JuneJulyAugustSeptemberOctoberNovember
3.97%
6.85%
POCT
BUFR

Returns By Period

In the year-to-date period, POCT achieves a 9.39% return, which is significantly lower than BUFR's 14.53% return.


POCT

YTD

9.39%

1M

0.71%

6M

4.11%

1Y

11.89%

5Y (annualized)

9.71%

10Y (annualized)

N/A

BUFR

YTD

14.53%

1M

1.03%

6M

7.26%

1Y

18.45%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


POCTBUFR
Sharpe Ratio3.013.07
Sortino Ratio4.384.29
Omega Ratio1.711.65
Calmar Ratio6.284.57
Martin Ratio36.0326.38
Ulcer Index0.34%0.71%
Daily Std Dev4.02%6.10%
Max Drawdown-18.80%-13.73%
Current Drawdown-0.43%-0.20%

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POCT vs. BUFR - Expense Ratio Comparison

POCT 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 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%

Correlation

-0.50.00.51.00.9

The correlation between POCT and BUFR is 0.85, 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.

Risk-Adjusted Performance

POCT vs. BUFR - 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 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 POCT, currently valued at 3.01, compared to the broader market0.002.004.003.013.07
The chart of Sortino ratio for POCT, currently valued at 4.38, compared to the broader market-2.000.002.004.006.008.0010.004.384.29
The chart of Omega ratio for POCT, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.65
The chart of Calmar ratio for POCT, currently valued at 6.28, compared to the broader market0.005.0010.0015.006.284.57
The chart of Martin ratio for POCT, currently valued at 36.03, compared to the broader market0.0020.0040.0060.0080.00100.0036.0326.38
POCT
BUFR

The current POCT Sharpe Ratio is 3.01, which is comparable to the BUFR Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of POCT 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.01
3.07
POCT
BUFR

Dividends

POCT vs. BUFR - Dividend Comparison

Neither POCT nor BUFR 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%
BUFR
FT Cboe Vest Fund of Buffer ETFs
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

POCT vs. BUFR - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for POCT and BUFR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.43%
-0.20%
POCT
BUFR

Volatility

POCT vs. BUFR - Volatility Comparison

Innovator U.S. Equity Power Buffer ETF - October (POCT) has a higher volatility of 1.99% compared to FT Cboe Vest Fund of Buffer ETFs (BUFR) at 1.78%. This indicates that POCT's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
1.99%
1.78%
POCT
BUFR