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

Performance

UOCT vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
12.85%
UOCT
VOO

Returns By Period

In the year-to-date period, UOCT achieves a 9.08% return, which is significantly lower than VOO's 26.16% return.


UOCT

YTD

9.08%

1M

0.51%

6M

3.98%

1Y

11.71%

5Y (annualized)

7.43%

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


UOCTVOO
Sharpe Ratio3.252.70
Sortino Ratio4.863.60
Omega Ratio1.781.50
Calmar Ratio7.023.90
Martin Ratio38.5817.65
Ulcer Index0.31%1.86%
Daily Std Dev3.70%12.19%
Max Drawdown-13.68%-33.99%
Current Drawdown-0.31%-0.86%

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UOCT vs. VOO - Expense Ratio Comparison

UOCT has a 0.79% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between UOCT and VOO is 0.87, 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. VOO - 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 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.


Sharpe ratio
The chart of Sharpe ratio for UOCT, currently valued at 3.25, compared to the broader market0.002.004.003.252.70
The chart of Sortino ratio for UOCT, currently valued at 4.86, compared to the broader market-2.000.002.004.006.008.0010.004.863.60
The chart of Omega ratio for UOCT, currently valued at 1.78, compared to the broader market0.501.001.502.002.503.001.781.50
The chart of Calmar ratio for UOCT, currently valued at 7.02, compared to the broader market0.005.0010.0015.007.023.90
The chart of Martin ratio for UOCT, currently valued at 38.58, compared to the broader market0.0020.0040.0060.0080.00100.0038.5817.65
UOCT
VOO

The current UOCT Sharpe Ratio is 3.25, which is comparable to the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of UOCT 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.25
2.70
UOCT
VOO

Dividends

UOCT vs. VOO - Dividend Comparison

UOCT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
UOCT
Innovator U.S. Equity Ultra Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.33%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

UOCT vs. VOO - Drawdown Comparison

The maximum UOCT drawdown since its inception was -13.68%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UOCT and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.31%
-0.86%
UOCT
VOO

Volatility

UOCT vs. VOO - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - October (UOCT) is 1.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that UOCT 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%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.70%
3.99%
UOCT
VOO