PortfoliosLab logoPortfoliosLab logo
QTJA vs. EINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTJA vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - January (QTJA) and VanEck Energy Income ETF (EINC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QTJA achieves a 10.35% return, which is significantly lower than EINC's 24.27% return.


QTJA

1D
-0.11%
1M
0.59%
YTD
10.35%
6M
10.66%
1Y
25.07%
3Y*
17.52%
5Y*
10Y*

EINC

1D
1.33%
1M
-5.79%
YTD
24.27%
6M
25.77%
1Y
27.21%
3Y*
29.77%
5Y*
20.86%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTJA vs. EINC - Yearly Performance Comparison


2026 (YTD)2025202420232022
QTJA
Innovator Growth Accelerated Plus ETF - January
10.35%18.86%18.47%25.56%-34.45%
EINC
VanEck Energy Income ETF
24.27%7.11%42.79%15.55%19.18%

Correlation

The correlation between QTJA and EINC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2022

0.28

The correlation between QTJA and EINC shifts across timeframes, from -0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

QTJA vs. EINC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTJA
QTJA Risk / Return Rank: 7272
Overall Rank
QTJA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QTJA Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTJA Omega Ratio Rank: 8383
Omega Ratio Rank
QTJA Calmar Ratio Rank: 5454
Calmar Ratio Rank
QTJA Martin Ratio Rank: 7474
Martin Ratio Rank

EINC
EINC Risk / Return Rank: 5757
Overall Rank
EINC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 5252
Sortino Ratio Rank
EINC Omega Ratio Rank: 5252
Omega Ratio Rank
EINC Calmar Ratio Rank: 7171
Calmar Ratio Rank
EINC Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QTJA vs. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - January (QTJA) and VanEck Energy Income ETF (EINC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QTJAEINCDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.48

1.32

+0.16

Calmar ratioReturn relative to maximum drawdown

2.58

3.47

-0.88

Martin ratioReturn relative to average drawdown

13.41

8.82

+4.59

QTJA vs. EINC - Sharpe Ratio Comparison

The current QTJA Sharpe Ratio is 2.29, which is comparable to the EINC Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of QTJA and EINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

QTJA vs. EINC - Drawdown Comparison

The maximum QTJA drawdown since its inception was -36.07%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for QTJA and EINC.


Loading charts...

Drawdown Indicators


QTJAEINCDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-87.55%

+51.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-7.89%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-16.01%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-68.85%

Current Drawdown

Current decline from peak

-0.41%

-5.79%

+5.38%

Average Drawdown

Average peak-to-trough decline

-13.15%

-44.16%

+31.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.09%

-1.22%

Volatility

QTJA vs. EINC - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - January (QTJA) is 3.61%, while VanEck Energy Income ETF (EINC) has a volatility of 6.32%. This indicates that QTJA experiences smaller price fluctuations and is considered to be less risky than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QTJAEINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

6.32%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

11.86%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

15.07%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

19.54%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

25.43%

-5.04%

QTJA vs. EINC - Expense Ratio Comparison

QTJA has a 0.79% expense ratio, which is higher than EINC's 0.45% expense ratio.


Dividends

QTJA vs. EINC - Dividend Comparison

QTJA has not paid dividends to shareholders, while EINC's dividend yield for the trailing twelve months is around 3.56%.


PositionTTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.56%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
QTJA
Innovator Growth Accelerated Plus ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QTJA and EINC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EINC has higher volatility (6.32%) compared to QTJA (3.61%). In terms of maximum drawdown, QTJA dropped -36.07% vs EINC's -87.55%.

On 3-year performance, EINC leads with 29.77% vs 17.52% for QTJA. On fees, EINC is cheaper at 0.45% per year. On volatility, QTJA has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EINC has performed better with a 29.77% return vs 17.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EINC is cheaper with a 0.45% expense ratio, compared with 0.79% for QTJA.

EINC has the higher dividend yield at 3.56%, compared with 0.00% for QTJA.

QTJA is categorized as Options Trading, while EINC is Energy Equities. They also come from different issuers: Innovator and VanEck. Their fees differ too: 0.79% for QTJA and 0.45% for EINC.

QTJA currently has the higher Sharpe Ratio (2.29 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QTJA and EINC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer