TJUL vs. PEP

In the year-to-date period, TJUL achieves a 2.26% return, which is significantly higher than PEP's -14.19% return.

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This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and PepsiCo, Inc. (PEP). 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.

The current TJUL Sharpe Ratio is 1.32, which is higher than the PEP Sharpe Ratio of -1.30. The chart below compares the historical Sharpe Ratios of TJUL and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TJUL has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 4.19%.

The maximum TJUL drawdown since its inception was -4.61%, smaller than the maximum PEP drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for TJUL and PEP.

The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.93%, while PepsiCo, Inc. (PEP) has a volatility of 4.62%. This indicates that TJUL experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.