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

Correlation

The correlation between UAUG and UJUL is 0.88, 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.


-0.50.00.51.00.9

Performance

UAUG vs. UJUL - 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 Ultra Buffer ETF - July (UJUL). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%SeptemberOctoberNovemberDecember2025February
44.55%
40.22%
UAUG
UJUL

Key characteristics

Sharpe Ratio

UAUG:

2.07

UJUL:

1.78

Sortino Ratio

UAUG:

2.90

UJUL:

2.50

Omega Ratio

UAUG:

1.42

UJUL:

1.36

Calmar Ratio

UAUG:

4.22

UJUL:

2.73

Martin Ratio

UAUG:

16.10

UJUL:

12.72

Ulcer Index

UAUG:

0.75%

UJUL:

0.88%

Daily Std Dev

UAUG:

5.88%

UJUL:

6.28%

Max Drawdown

UAUG:

-13.91%

UJUL:

-14.11%

Current Drawdown

UAUG:

-1.45%

UJUL:

-1.60%

Returns By Period

In the year-to-date period, UAUG achieves a 1.10% return, which is significantly lower than UJUL's 1.21% return.


UAUG

YTD

1.10%

1M

-0.64%

6M

3.99%

1Y

11.53%

5Y*

7.07%

10Y*

N/A

UJUL

YTD

1.21%

1M

-0.78%

6M

4.40%

1Y

10.76%

5Y*

6.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


UAUG vs. UJUL - Expense Ratio Comparison

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


UAUG
Innovator U.S. Equity Ultra Buffer ETF - August
Expense ratio chart for UAUG: 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 UJUL: 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%

Risk-Adjusted Performance

UAUG vs. UJUL — 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 9090
Overall Rank
The Sharpe Ratio Rank of UAUG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of UAUG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of UAUG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of UAUG is 9393
Calmar Ratio Rank
The Martin Ratio Rank of UAUG is 9393
Martin Ratio Rank

UJUL
The Risk-Adjusted Performance Rank of UJUL is 8484
Overall Rank
The Sharpe Ratio Rank of UJUL is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of UJUL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of UJUL is 8585
Omega Ratio Rank
The Calmar Ratio Rank of UJUL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of UJUL is 8888
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. UJUL - 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 Ultra Buffer ETF - July (UJUL). 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 UAUG, currently valued at 2.07, compared to the broader market0.002.004.002.071.78
The chart of Sortino ratio for UAUG, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.0012.002.902.50
The chart of Omega ratio for UAUG, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.36
The chart of Calmar ratio for UAUG, currently valued at 4.22, compared to the broader market0.005.0010.0015.004.222.73
The chart of Martin ratio for UAUG, currently valued at 16.10, compared to the broader market0.0020.0040.0060.0080.00100.0016.1012.72
UAUG
UJUL

The current UAUG Sharpe Ratio is 2.07, which is comparable to the UJUL Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of UAUG and UJUL, 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 Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.07
1.78
UAUG
UJUL

Dividends

UAUG vs. UJUL - Dividend Comparison

Neither UAUG nor UJUL 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%
UJUL
Innovator U.S. Equity Ultra Buffer ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%6.43%

Drawdowns

UAUG vs. UJUL - Drawdown Comparison

The maximum UAUG drawdown since its inception was -13.91%, roughly equal to the maximum UJUL drawdown of -14.11%. Use the drawdown chart below to compare losses from any high point for UAUG and UJUL. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-1.45%
-1.60%
UAUG
UJUL

Volatility

UAUG vs. UJUL - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) is 1.72%, while Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) has a volatility of 2.00%. This indicates that UAUG experiences smaller price fluctuations and is considered to be less risky than UJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.72%
2.00%
UAUG
UJUL
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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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