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TJUL vs. EALT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TJUL and EALT is 0.76, 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.


-0.50.00.51.00.8

Performance

TJUL vs. EALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.02%
29.46%
TJUL
EALT

Key characteristics

Sharpe Ratio

TJUL:

2.82

EALT:

2.36

Sortino Ratio

TJUL:

4.01

EALT:

3.19

Omega Ratio

TJUL:

1.57

EALT:

1.46

Calmar Ratio

TJUL:

5.43

EALT:

3.67

Martin Ratio

TJUL:

24.03

EALT:

15.76

Ulcer Index

TJUL:

0.36%

EALT:

1.36%

Daily Std Dev

TJUL:

3.06%

EALT:

9.07%

Max Drawdown

TJUL:

-3.09%

EALT:

-5.81%

Current Drawdown

TJUL:

0.00%

EALT:

-0.34%

Returns By Period

In the year-to-date period, TJUL achieves a 8.51% return, which is significantly lower than EALT's 21.21% return.


TJUL

YTD

8.51%

1M

0.52%

6M

3.94%

1Y

8.47%

5Y*

N/A

10Y*

N/A

EALT

YTD

21.21%

1M

0.82%

6M

9.82%

1Y

21.28%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


TJUL vs. EALT - Expense Ratio Comparison

TJUL has a 0.79% expense ratio, which is higher than EALT's 0.69% expense ratio.


TJUL
Innovator Equity Defined Protection ETF – 2 Yr to July 2025
Expense ratio chart for TJUL: 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 EALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

TJUL vs. EALT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT). 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 TJUL, currently valued at 2.82, compared to the broader market0.002.004.002.822.36
The chart of Sortino ratio for TJUL, currently valued at 4.01, compared to the broader market-2.000.002.004.006.008.0010.004.013.19
The chart of Omega ratio for TJUL, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.46
The chart of Calmar ratio for TJUL, currently valued at 5.43, compared to the broader market0.005.0010.0015.005.433.67
The chart of Martin ratio for TJUL, currently valued at 24.03, compared to the broader market0.0020.0040.0060.0080.00100.0024.0315.76
TJUL
EALT

The current TJUL Sharpe Ratio is 2.82, which is comparable to the EALT Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of TJUL and EALT, 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 Ratio2.002.503.003.504.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.82
2.36
TJUL
EALT

Dividends

TJUL vs. EALT - Dividend Comparison

Neither TJUL nor EALT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TJUL vs. EALT - Drawdown Comparison

The maximum TJUL drawdown since its inception was -3.09%, smaller than the maximum EALT drawdown of -5.81%. Use the drawdown chart below to compare losses from any high point for TJUL and EALT. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.34%
TJUL
EALT

Volatility

TJUL vs. EALT - Volatility Comparison

The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.60%, while Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) has a volatility of 3.10%. This indicates that TJUL experiences smaller price fluctuations and is considered to be less risky than EALT 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%JulyAugustSeptemberOctoberNovemberDecember
0.60%
3.10%
TJUL
EALT
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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.

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