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XDOC vs. LOUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDOC vs. LOUP - Performance Comparison

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

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XDOC vs. LOUP - Yearly Performance Comparison


Returns By Period


XDOC

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

LOUP

1D
5.39%
1M
-8.01%
YTD
-9.90%
6M
-6.82%
1Y
51.60%
3Y*
24.76%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDOC vs. LOUP - Expense Ratio Comparison

XDOC has a 0.79% expense ratio, which is higher than LOUP's 0.70% expense ratio.


Return for Risk

XDOC vs. LOUP — Risk / Return Rank

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

XDOC

LOUP
LOUP Risk / Return Rank: 8080
Overall Rank
LOUP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LOUP Sortino Ratio Rank: 8181
Sortino Ratio Rank
LOUP Omega Ratio Rank: 7777
Omega Ratio Rank
LOUP Calmar Ratio Rank: 8383
Calmar Ratio Rank
LOUP Martin Ratio Rank: 7777
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. LOUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - October (XDOC) and Innovator Deepwater Frontier Tech ETF (LOUP). 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. LOUP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDOCLOUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

XDOC vs. LOUP - Dividend Comparison

Neither XDOC nor LOUP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDOC vs. LOUP - Drawdown Comparison

The maximum XDOC drawdown since its inception was 0.00%, smaller than the maximum LOUP drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for XDOC and LOUP.


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Drawdown Indicators


XDOCLOUPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-58.68%

+58.68%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

Max Drawdown (5Y)

Largest decline over 5 years

-55.63%

Current Drawdown

Current decline from peak

0.00%

-16.74%

+16.74%

Average Drawdown

Average peak-to-trough decline

0.00%

-20.42%

+20.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

Volatility

XDOC vs. LOUP - Volatility Comparison


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Volatility by Period


XDOCLOUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.85%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

35.07%

-35.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

32.19%

-32.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

31.98%

-31.98%