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UOCT vs. POCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UOCT vs. POCT - Performance Comparison

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

-1.00%0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
3.51%
3.76%
UOCT
POCT

Returns By Period

In the year-to-date period, UOCT achieves a 8.68% return, which is significantly lower than POCT's 9.19% return.


UOCT

YTD

8.68%

1M

0.23%

6M

3.50%

1Y

11.86%

5Y (annualized)

7.35%

10Y (annualized)

N/A

POCT

YTD

9.19%

1M

0.46%

6M

3.76%

1Y

12.40%

5Y (annualized)

9.73%

10Y (annualized)

N/A

Key characteristics


UOCTPOCT
Sharpe Ratio3.213.05
Sortino Ratio4.804.47
Omega Ratio1.771.72
Calmar Ratio6.976.42
Martin Ratio38.7337.44
Ulcer Index0.31%0.33%
Daily Std Dev3.73%4.05%
Max Drawdown-13.68%-18.80%
Current Drawdown-0.68%-0.60%

Compare stocks, funds, or ETFs

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UOCT vs. POCT - Expense Ratio Comparison

Both UOCT and POCT have an expense ratio of 0.79%.


UOCT
Innovator U.S. Equity Ultra Buffer ETF - October
Expense ratio chart for UOCT: 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 POCT: 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%

Correlation

-0.50.00.51.00.9

The correlation between UOCT and POCT is 0.85, 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.

Risk-Adjusted Performance

UOCT vs. POCT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - October (UOCT) and Innovator U.S. Equity Power Buffer ETF - October (POCT). 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 UOCT, currently valued at 3.21, compared to the broader market0.002.004.003.213.05
The chart of Sortino ratio for UOCT, currently valued at 4.80, compared to the broader market-2.000.002.004.006.008.0010.004.804.47
The chart of Omega ratio for UOCT, currently valued at 1.77, compared to the broader market0.501.001.502.002.503.001.771.72
The chart of Calmar ratio for UOCT, currently valued at 6.97, compared to the broader market0.005.0010.0015.006.976.42
The chart of Martin ratio for UOCT, currently valued at 38.73, compared to the broader market0.0020.0040.0060.0080.00100.0038.7337.44
UOCT
POCT

The current UOCT Sharpe Ratio is 3.21, which is comparable to the POCT Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of UOCT and POCT, 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 Ratio3.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.21
3.05
UOCT
POCT

Dividends

UOCT vs. POCT - Dividend Comparison

Neither UOCT nor POCT has paid dividends to shareholders.


TTM20232022202120202019
UOCT
Innovator U.S. Equity Ultra Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.33%
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%

Drawdowns

UOCT vs. POCT - Drawdown Comparison

The maximum UOCT drawdown since its inception was -13.68%, smaller than the maximum POCT drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for UOCT and POCT. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.68%
-0.60%
UOCT
POCT

Volatility

UOCT vs. POCT - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - October (UOCT) is 1.73%, while Innovator U.S. Equity Power Buffer ETF - October (POCT) has a volatility of 2.02%. This indicates that UOCT experiences smaller price fluctuations and is considered to be less risky than POCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
1.73%
2.02%
UOCT
POCT