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

Performance

POCT vs. NVDY - 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 YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
4.21%
29.78%
POCT
NVDY

Returns By Period

In the year-to-date period, POCT achieves a 9.63% return, which is significantly lower than NVDY's 124.88% return.


POCT

YTD

9.63%

1M

1.30%

6M

4.21%

1Y

12.15%

5Y (annualized)

9.75%

10Y (annualized)

N/A

NVDY

YTD

124.88%

1M

3.03%

6M

29.78%

1Y

133.91%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


POCTNVDY
Sharpe Ratio3.023.15
Sortino Ratio4.413.52
Omega Ratio1.711.50
Calmar Ratio6.336.32
Martin Ratio36.2421.02
Ulcer Index0.34%6.37%
Daily Std Dev4.02%42.47%
Max Drawdown-18.80%-21.19%
Current Drawdown-0.20%-2.73%

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POCT vs. NVDY - Expense Ratio Comparison

POCT has a 0.79% expense ratio, which is lower than NVDY's 0.99% expense ratio.


NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
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

-0.50.00.51.00.5

The correlation between POCT and NVDY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

POCT vs. NVDY - 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 YieldMax NVDA Option Income Strategy ETF (NVDY). 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 3.02, compared to the broader market0.002.004.003.023.15
The chart of Sortino ratio for POCT, currently valued at 4.41, compared to the broader market-2.000.002.004.006.008.0010.0012.004.413.52
The chart of Omega ratio for POCT, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.50
The chart of Calmar ratio for POCT, currently valued at 6.33, compared to the broader market0.005.0010.0015.006.336.32
The chart of Martin ratio for POCT, currently valued at 36.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.0036.2421.02
POCT
NVDY

The current POCT Sharpe Ratio is 3.02, which is comparable to the NVDY Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of POCT and NVDY, 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 Ratio2.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.02
3.15
POCT
NVDY

Dividends

POCT vs. NVDY - Dividend Comparison

POCT has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 73.42%.


TTM20232022202120202019
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%
NVDY
YieldMax NVDA Option Income Strategy ETF
73.42%22.32%0.00%0.00%0.00%0.00%

Drawdowns

POCT vs. NVDY - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, smaller than the maximum NVDY drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for POCT and NVDY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.20%
-2.73%
POCT
NVDY

Volatility

POCT vs. NVDY - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 2.00%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.02%. This indicates that POCT experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.00%
9.02%
POCT
NVDY