UJUL vs. EALT

In the year-to-date period, UJUL achieves a -2.45% return, which is significantly higher than EALT's -3.83% return.

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UJUL has a 0.79% expense ratio, which is higher than EALT's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) and Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT). 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 UJUL Sharpe Ratio is 0.45, which is comparable to the EALT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of UJUL and EALT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither UJUL nor EALT has paid dividends to shareholders.

The maximum UJUL drawdown since its inception was -14.11%, roughly equal to the maximum EALT drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for UJUL and EALT. For additional features, visit the drawdowns tool.

Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) and Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) have volatilities of 3.99% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.