TJUL vs. PEP
Compare and contrast key facts about Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and PepsiCo, Inc. (PEP).
TJUL is an actively managed fund by Innovator. It was launched on Jul 17, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TJUL or PEP.
Performance
TJUL vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, TJUL achieves a 7.88% return, which is significantly higher than PEP's -2.39% return.
TJUL
7.88%
0.78%
4.46%
10.46%
N/A
N/A
PEP
-2.39%
-6.33%
-7.57%
-1.29%
6.87%
8.15%
Key characteristics
| TJUL | PEP | |
|---|---|---|
| Sharpe Ratio | 3.18 | -0.08 |
| Sortino Ratio | 4.58 | 0.00 |
| Omega Ratio | 1.67 | 1.00 |
| Calmar Ratio | 6.58 | -0.08 |
| Martin Ratio | 28.79 | -0.25 |
| Ulcer Index | 0.36% | 5.13% |
| Daily Std Dev | 3.29% | 16.40% |
| Max Drawdown | -3.09% | -40.41% |
| Current Drawdown | 0.00% | -13.63% |
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Correlation
The correlation between TJUL and PEP is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TJUL vs. PEP - 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 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.
Dividends
TJUL vs. PEP - Dividend Comparison
TJUL has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJUL Innovator Equity Defined Protection ETF – 2 Yr to July 2025 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PEP PepsiCo, Inc. | 3.25% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
TJUL vs. PEP - Drawdown Comparison
The maximum TJUL drawdown since its inception was -3.09%, 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. For additional features, visit the drawdowns tool.
Volatility
TJUL vs. PEP - Volatility Comparison
The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.75%, while PepsiCo, Inc. (PEP) has a volatility of 5.51%. 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.