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UAUG vs. PAUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UAUG and PAUG is 0.90, 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.


Performance

UAUG vs. PAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) and Innovator U.S. Equity Power Buffer ETF - August (PAUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

UAUG:

0.64

PAUG:

0.68

Sortino Ratio

UAUG:

0.99

PAUG:

1.06

Omega Ratio

UAUG:

1.16

PAUG:

1.17

Calmar Ratio

UAUG:

0.63

PAUG:

0.71

Martin Ratio

UAUG:

2.48

PAUG:

3.16

Ulcer Index

UAUG:

2.64%

PAUG:

2.35%

Daily Std Dev

UAUG:

9.74%

PAUG:

10.53%

Max Drawdown

UAUG:

-13.91%

PAUG:

-17.88%

Current Drawdown

UAUG:

-4.34%

PAUG:

-3.41%

Returns By Period

In the year-to-date period, UAUG achieves a -1.86% return, which is significantly lower than PAUG's -1.10% return.


UAUG

YTD

-1.86%

1M

4.09%

6M

-2.19%

1Y

6.03%

5Y*

6.89%

10Y*

N/A

PAUG

YTD

-1.10%

1M

4.72%

6M

-1.21%

1Y

6.89%

5Y*

8.87%

10Y*

N/A

*Annualized

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UAUG vs. PAUG - Expense Ratio Comparison

Both UAUG and PAUG have an expense ratio of 0.79%.


Risk-Adjusted Performance

UAUG vs. PAUG — Risk-Adjusted Performance Rank

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

UAUG
The Risk-Adjusted Performance Rank of UAUG is 7070
Overall Rank
The Sharpe Ratio Rank of UAUG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of UAUG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of UAUG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of UAUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of UAUG is 7070
Martin Ratio Rank

PAUG
The Risk-Adjusted Performance Rank of PAUG is 7474
Overall Rank
The Sharpe Ratio Rank of PAUG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PAUG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of PAUG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PAUG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PAUG is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UAUG vs. PAUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) and Innovator U.S. Equity Power Buffer ETF - August (PAUG). 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 UAUG Sharpe Ratio is 0.64, which is comparable to the PAUG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of UAUG and PAUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

UAUG vs. PAUG - Dividend Comparison

Neither UAUG nor PAUG has paid dividends to shareholders.


TTM202420232022202120202019
UAUG
Innovator U.S. Equity Ultra Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.83%
PAUG
Innovator U.S. Equity Power Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%1.33%

Drawdowns

UAUG vs. PAUG - Drawdown Comparison

The maximum UAUG drawdown since its inception was -13.91%, smaller than the maximum PAUG drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for UAUG and PAUG. For additional features, visit the drawdowns tool.


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Volatility

UAUG vs. PAUG - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) is 3.79%, while Innovator U.S. Equity Power Buffer ETF - August (PAUG) has a volatility of 4.09%. This indicates that UAUG experiences smaller price fluctuations and is considered to be less risky than PAUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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