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

Performance

POCT vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.76%
9.13%
POCT
DIVO

Returns By Period

In the year-to-date period, POCT achieves a 9.19% return, which is significantly lower than DIVO's 18.51% return.


POCT

YTD

9.19%

1M

0.46%

6M

3.76%

1Y

12.40%

5Y (annualized)

9.73%

10Y (annualized)

N/A

DIVO

YTD

18.51%

1M

-0.10%

6M

9.12%

1Y

24.22%

5Y (annualized)

12.15%

10Y (annualized)

N/A

Key characteristics


POCTDIVO
Sharpe Ratio3.052.80
Sortino Ratio4.474.05
Omega Ratio1.721.52
Calmar Ratio6.424.48
Martin Ratio37.4418.02
Ulcer Index0.33%1.36%
Daily Std Dev4.05%8.79%
Max Drawdown-18.80%-30.04%
Current Drawdown-0.60%-0.95%

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POCT vs. DIVO - Expense Ratio Comparison

POCT has a 0.79% expense ratio, which is higher than DIVO's 0.55% expense ratio.


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 DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Correlation

-0.50.00.51.00.7

The correlation between POCT and DIVO is 0.75, 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. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 3.05, compared to the broader market0.002.004.003.052.80
The chart of Sortino ratio for POCT, currently valued at 4.47, compared to the broader market-2.000.002.004.006.008.0010.004.474.05
The chart of Omega ratio for POCT, currently valued at 1.72, compared to the broader market0.501.001.502.002.503.001.721.52
The chart of Calmar ratio for POCT, currently valued at 6.42, compared to the broader market0.005.0010.0015.006.424.48
The chart of Martin ratio for POCT, currently valued at 37.44, compared to the broader market0.0020.0040.0060.0080.00100.0037.4418.02
POCT
DIVO

The current POCT Sharpe Ratio is 3.05, which is comparable to the DIVO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of POCT and DIVO, 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.05
2.80
POCT
DIVO

Dividends

POCT vs. DIVO - Dividend Comparison

POCT has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 4.45%.


TTM2023202220212020201920182017
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.45%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

POCT vs. DIVO - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for POCT and DIVO. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.60%
-0.95%
POCT
DIVO

Volatility

POCT vs. DIVO - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 2.02%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 3.36%. This indicates that POCT experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
2.02%
3.36%
POCT
DIVO