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

Correlation

The correlation between UAUG and VOO 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. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
39.52%
107.67%
UAUG
VOO

Key characteristics

Sharpe Ratio

UAUG:

0.80

VOO:

0.63

Sortino Ratio

UAUG:

1.16

VOO:

1.00

Omega Ratio

UAUG:

1.19

VOO:

1.15

Calmar Ratio

UAUG:

0.75

VOO:

0.65

Martin Ratio

UAUG:

2.99

VOO:

2.54

Ulcer Index

UAUG:

2.60%

VOO:

4.78%

Daily Std Dev

UAUG:

9.74%

VOO:

19.12%

Max Drawdown

UAUG:

-13.91%

VOO:

-33.99%

Current Drawdown

UAUG:

-4.88%

VOO:

-8.57%

Returns By Period

In the year-to-date period, UAUG achieves a -2.42% return, which is significantly higher than VOO's -4.35% return.


UAUG

YTD

-2.42%

1M

5.54%

6M

-1.11%

1Y

6.10%

5Y*

7.02%

10Y*

N/A

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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UAUG vs. VOO - Expense Ratio Comparison

UAUG has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

UAUG vs. VOO — 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 7171
Overall Rank
The Sharpe Ratio Rank of UAUG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of UAUG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of UAUG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of UAUG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of UAUG is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 0.80, which is comparable to the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of UAUG and VOO, 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.80
0.63
UAUG
VOO

Dividends

UAUG vs. VOO - Dividend Comparison

UAUG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.36%.


TTM20242023202220212020201920182017201620152014
UAUG
Innovator U.S. Equity Ultra Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.83%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

UAUG vs. VOO - Drawdown Comparison

The maximum UAUG drawdown since its inception was -13.91%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UAUG and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.88%
-8.57%
UAUG
VOO

Volatility

UAUG vs. VOO - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) is 5.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that UAUG experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.79%
11.27%
UAUG
VOO