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XDOC vs. BUFC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDOC vs. BUFC - Performance Comparison

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

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XDOC vs. BUFC - Yearly Performance Comparison


Returns By Period


XDOC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

BUFC

1D
1.03%
1M
-1.19%
YTD
-1.68%
6M
0.01%
1Y
5.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDOC vs. BUFC - Expense Ratio Comparison

XDOC has a 0.79% expense ratio, which is higher than BUFC's 0.69% expense ratio.


Return for Risk

XDOC vs. BUFC — Risk / Return Rank

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

XDOC

BUFC
BUFC Risk / Return Rank: 4242
Overall Rank
BUFC Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BUFC Sortino Ratio Rank: 3838
Sortino Ratio Rank
BUFC Omega Ratio Rank: 4545
Omega Ratio Rank
BUFC Calmar Ratio Rank: 3838
Calmar Ratio Rank
BUFC Martin Ratio Rank: 5353
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.

XDOC vs. BUFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - October (XDOC) and AB Conservative Buffer ETF (BUFC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XDOC vs. BUFC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDOCBUFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

Dividends

XDOC vs. BUFC - Dividend Comparison

Neither XDOC nor BUFC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDOC vs. BUFC - Drawdown Comparison

The maximum XDOC drawdown since its inception was 0.00%, smaller than the maximum BUFC drawdown of -8.29%. Use the drawdown chart below to compare losses from any high point for XDOC and BUFC.


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Drawdown Indicators


XDOCBUFCDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.29%

+8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

Current Drawdown

Current decline from peak

0.00%

-2.63%

+2.63%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.78%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

Volatility

XDOC vs. BUFC - Volatility Comparison


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Volatility by Period


XDOCBUFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.30%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

5.77%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

5.77%

-5.77%