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

Performance

POCT vs. SIXH - 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 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.81%
6.19%
POCT
SIXH

Returns By Period

In the year-to-date period, POCT achieves a 9.19% return, which is significantly lower than SIXH's 14.90% return.


POCT

YTD

9.19%

1M

0.46%

6M

3.76%

1Y

12.40%

5Y (annualized)

9.73%

10Y (annualized)

N/A

SIXH

YTD

14.90%

1M

0.13%

6M

6.17%

1Y

16.67%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


POCTSIXH
Sharpe Ratio3.052.88
Sortino Ratio4.474.18
Omega Ratio1.721.59
Calmar Ratio6.427.21
Martin Ratio37.4424.29
Ulcer Index0.33%0.70%
Daily Std Dev4.05%5.91%
Max Drawdown-18.80%-11.68%
Current Drawdown-0.60%0.00%

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POCT vs. SIXH - Expense Ratio Comparison

POCT has a 0.79% expense ratio, which is lower than SIXH's 0.87% expense ratio.


SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
Expense ratio chart for SIXH: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
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 SIXH is 0.45, 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. SIXH - 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 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH). 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 market0.002.004.003.052.88
The chart of Sortino ratio for POCT, currently valued at 4.47, compared to the broader market-2.000.002.004.006.008.0010.004.474.18
The chart of Omega ratio for POCT, currently valued at 1.72, compared to the broader market0.501.001.502.002.503.001.721.59
The chart of Calmar ratio for POCT, currently valued at 6.42, compared to the broader market0.005.0010.0015.006.427.21
The chart of Martin ratio for POCT, currently valued at 37.44, compared to the broader market0.0020.0040.0060.0080.00100.0037.4424.29
POCT
SIXH

The current POCT Sharpe Ratio is 3.05, which is comparable to the SIXH Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of POCT and SIXH, 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
3.05
2.88
POCT
SIXH

Dividends

POCT vs. SIXH - Dividend Comparison

POCT has not paid dividends to shareholders, while SIXH's dividend yield for the trailing twelve months is around 1.51%.


TTM20232022202120202019
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.51%2.04%2.07%1.65%1.10%0.00%

Drawdowns

POCT vs. SIXH - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, which is greater than SIXH's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for POCT and SIXH. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.60%
0
POCT
SIXH

Volatility

POCT vs. SIXH - Volatility Comparison

Innovator U.S. Equity Power Buffer ETF - October (POCT) has a higher volatility of 2.02% compared to 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) at 1.60%. This indicates that POCT's price experiences larger fluctuations and is considered to be riskier than SIXH 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
2.02%
1.60%
POCT
SIXH