PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UOCT vs. PSFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UOCT vs. PSFD - 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 Pacer Swan SOS Flex (December) ETF (PSFD). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.50%
6.32%
UOCT
PSFD

Returns By Period

In the year-to-date period, UOCT achieves a 8.68% return, which is significantly lower than PSFD's 13.81% return.


UOCT

YTD

8.68%

1M

0.23%

6M

3.50%

1Y

11.86%

5Y (annualized)

7.35%

10Y (annualized)

N/A

PSFD

YTD

13.81%

1M

1.02%

6M

6.32%

1Y

18.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


UOCTPSFD
Sharpe Ratio3.213.23
Sortino Ratio4.804.48
Omega Ratio1.771.68
Calmar Ratio6.974.76
Martin Ratio38.7326.21
Ulcer Index0.31%0.72%
Daily Std Dev3.73%5.83%
Max Drawdown-13.68%-14.94%
Current Drawdown-0.68%0.00%

Compare stocks, funds, or ETFs

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


UOCT vs. PSFD - Expense Ratio Comparison

UOCT has a 0.79% expense ratio, which is higher than PSFD's 0.75% expense ratio.


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 PSFD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Correlation

-0.50.00.51.00.9

The correlation between UOCT and PSFD 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. PSFD - 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 Pacer Swan SOS Flex (December) ETF (PSFD). 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 market0.002.004.003.213.23
The chart of Sortino ratio for UOCT, currently valued at 4.80, compared to the broader market-2.000.002.004.006.008.0010.004.804.48
The chart of Omega ratio for UOCT, currently valued at 1.77, compared to the broader market0.501.001.502.002.503.001.771.68
The chart of Calmar ratio for UOCT, currently valued at 6.97, compared to the broader market0.005.0010.0015.006.974.76
The chart of Martin ratio for UOCT, currently valued at 38.73, compared to the broader market0.0020.0040.0060.0080.00100.0038.7326.21
UOCT
PSFD

The current UOCT Sharpe Ratio is 3.21, which is comparable to the PSFD Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of UOCT and PSFD, 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 Ratio2.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.21
3.23
UOCT
PSFD

Dividends

UOCT vs. PSFD - Dividend Comparison

Neither UOCT nor PSFD 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%
PSFD
Pacer Swan SOS Flex (December) ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UOCT vs. PSFD - Drawdown Comparison

The maximum UOCT drawdown since its inception was -13.68%, smaller than the maximum PSFD drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for UOCT and PSFD. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.68%
0
UOCT
PSFD

Volatility

UOCT vs. PSFD - Volatility Comparison

Innovator U.S. Equity Ultra Buffer ETF - October (UOCT) has a higher volatility of 1.73% compared to Pacer Swan SOS Flex (December) ETF (PSFD) at 0.84%. This indicates that UOCT's price experiences larger fluctuations and is considered to be riskier than PSFD 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%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember
1.73%
0.84%
UOCT
PSFD