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SIXJ vs. APRQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIXJ vs. APRQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) and Innovator Premium Income 40 Barrier ETF - April (APRQ). The values are adjusted to include any dividend payments, if applicable.

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SIXJ vs. APRQ - Yearly Performance Comparison


Returns By Period


SIXJ

1D
1.64%
1M
-2.49%
YTD
-1.87%
6M
0.90%
1Y
12.35%
3Y*
12.41%
5Y*
10Y*

APRQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIXJ vs. APRQ - Expense Ratio Comparison

SIXJ has a 0.74% expense ratio, which is lower than APRQ's 0.79% expense ratio.


Return for Risk

SIXJ vs. APRQ — Risk / Return Rank

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

SIXJ
SIXJ Risk / Return Rank: 7373
Overall Rank
SIXJ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SIXJ Sortino Ratio Rank: 7171
Sortino Ratio Rank
SIXJ Omega Ratio Rank: 7979
Omega Ratio Rank
SIXJ Calmar Ratio Rank: 6363
Calmar Ratio Rank
SIXJ Martin Ratio Rank: 8383
Martin Ratio Rank

APRQ
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.

SIXJ vs. APRQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) and Innovator Premium Income 40 Barrier ETF - April (APRQ). 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.


SIXJAPRQDifference

Sharpe ratio

Return per unit of total volatility

1.20

Sortino ratio

Return per unit of downside risk

1.82

Omega ratio

Gain probability vs. loss probability

1.31

Calmar ratio

Return relative to maximum drawdown

1.64

Martin ratio

Return relative to average drawdown

9.73

SIXJ vs. APRQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SIXJAPRQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

Dividends

SIXJ vs. APRQ - Dividend Comparison

Neither SIXJ nor APRQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SIXJ vs. APRQ - Drawdown Comparison

The maximum SIXJ drawdown since its inception was -14.07%, which is greater than APRQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SIXJ and APRQ.


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Drawdown Indicators


SIXJAPRQDifference

Max Drawdown

Largest peak-to-trough decline

-14.07%

0.00%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

Current Drawdown

Current decline from peak

-2.97%

0.00%

-2.97%

Average Drawdown

Average peak-to-trough decline

-2.98%

0.00%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

Volatility

SIXJ vs. APRQ - Volatility Comparison


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Volatility by Period


SIXJAPRQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

0.00%

+10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.17%

0.00%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.17%

0.00%

+10.17%