PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
POCT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POCT and VOO is 0.88, 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.


-0.50.00.51.00.9

Performance

POCT vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
64.56%
124.79%
POCT
VOO

Key characteristics

Sharpe Ratio

POCT:

2.47

VOO:

2.25

Sortino Ratio

POCT:

3.47

VOO:

2.98

Omega Ratio

POCT:

1.57

VOO:

1.42

Calmar Ratio

POCT:

5.39

VOO:

3.31

Martin Ratio

POCT:

27.92

VOO:

14.77

Ulcer Index

POCT:

0.37%

VOO:

1.90%

Daily Std Dev

POCT:

4.18%

VOO:

12.46%

Max Drawdown

POCT:

-18.80%

VOO:

-33.99%

Current Drawdown

POCT:

-1.12%

VOO:

-2.47%

Returns By Period

In the year-to-date period, POCT achieves a 9.58% return, which is significantly lower than VOO's 26.02% return.


POCT

YTD

9.58%

1M

0.41%

6M

3.50%

1Y

10.04%

5Y*

9.46%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POCT vs. VOO - Expense Ratio Comparison

POCT has a 0.79% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

POCT vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 2.47, compared to the broader market0.002.004.002.472.25
The chart of Sortino ratio for POCT, currently valued at 3.47, compared to the broader market-2.000.002.004.006.008.0010.003.472.98
The chart of Omega ratio for POCT, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.42
The chart of Calmar ratio for POCT, currently valued at 5.39, compared to the broader market0.005.0010.0015.005.393.31
The chart of Martin ratio for POCT, currently valued at 27.92, compared to the broader market0.0020.0040.0060.0080.00100.0027.9214.77
POCT
VOO

The current POCT Sharpe Ratio is 2.47, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of POCT and VOO, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.47
2.25
POCT
VOO

Dividends

POCT vs. VOO - Dividend Comparison

POCT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

POCT vs. VOO - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for POCT and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.12%
-2.47%
POCT
VOO

Volatility

POCT vs. VOO - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 1.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that POCT experiences smaller price fluctuations and is considered to be less risky than VOO 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%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.66%
3.75%
POCT
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab