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UMAR vs. STIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMAR vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF - March (UMAR) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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UMAR vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UMAR
Innovator U.S. Equity Ultra Buffer ETF - March
-0.53%11.94%12.94%12.22%-5.49%7.31%5.16%
STIP
iShares 0-5 Year TIPS Bond ETF
1.02%6.03%4.77%4.63%-3.02%5.68%4.25%

Returns By Period

In the year-to-date period, UMAR achieves a -0.53% return, which is significantly lower than STIP's 1.02% return.


UMAR

1D
1.42%
1M
-2.24%
YTD
-0.53%
6M
1.87%
1Y
11.79%
3Y*
11.43%
5Y*
6.82%
10Y*

STIP

1D
0.05%
1M
0.11%
YTD
1.02%
6M
1.38%
1Y
3.99%
3Y*
4.69%
5Y*
3.49%
10Y*
3.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMAR vs. STIP - Expense Ratio Comparison

UMAR has a 0.79% expense ratio, which is higher than STIP's 0.06% expense ratio.


Return for Risk

UMAR vs. STIP — Risk / Return Rank

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

UMAR
UMAR Risk / Return Rank: 8484
Overall Rank
UMAR Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UMAR Sortino Ratio Rank: 8585
Sortino Ratio Rank
UMAR Omega Ratio Rank: 8989
Omega Ratio Rank
UMAR Calmar Ratio Rank: 7878
Calmar Ratio Rank
UMAR Martin Ratio Rank: 9090
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9696
Omega Ratio Rank
STIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UMAR vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - March (UMAR) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.


UMARSTIPDifference

Sharpe ratio

Return per unit of total volatility

1.55

2.19

-0.64

Sortino ratio

Return per unit of downside risk

2.26

3.34

-1.08

Omega ratio

Gain probability vs. loss probability

1.38

1.47

-0.09

Calmar ratio

Return relative to maximum drawdown

2.14

4.30

-2.16

Martin ratio

Return relative to average drawdown

11.57

14.63

-3.06

UMAR vs. STIP - Sharpe Ratio Comparison

The current UMAR Sharpe Ratio is 1.55, which is comparable to the STIP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of UMAR and STIP, 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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Sharpe Ratios by Period


UMARSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

2.19

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.27

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.05

-0.13

Correlation

The correlation between UMAR and STIP is 0.17, 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.


Dividends

UMAR vs. STIP - Dividend Comparison

UMAR has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 3.93%.


TTM2025202420232022202120202019201820172016
UMAR
Innovator U.S. Equity Ultra Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF
3.93%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Drawdowns

UMAR vs. STIP - Drawdown Comparison

The maximum UMAR drawdown since its inception was -11.08%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for UMAR and STIP.


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Drawdown Indicators


UMARSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-11.08%

-5.50%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-0.95%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-8.72%

-5.50%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-2.24%

-0.24%

-2.00%

Average Drawdown

Average peak-to-trough decline

-1.67%

-1.00%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.28%

+0.75%

Volatility

UMAR vs. STIP - Volatility Comparison

Innovator U.S. Equity Ultra Buffer ETF - March (UMAR) has a higher volatility of 2.74% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that UMAR's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMARSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

0.59%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

0.97%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

7.65%

1.83%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.51%

2.76%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

2.45%

+5.13%