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XDOC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XDOC and ^GSPC is 0.93, 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.


-0.50.00.51.00.9

Performance

XDOC vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated ETF - October (XDOC) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.34%
6.72%
XDOC
^GSPC

Key characteristics

Sharpe Ratio

XDOC:

1.73

^GSPC:

1.62

Sortino Ratio

XDOC:

2.40

^GSPC:

2.20

Omega Ratio

XDOC:

1.41

^GSPC:

1.30

Calmar Ratio

XDOC:

4.30

^GSPC:

2.46

Martin Ratio

XDOC:

17.90

^GSPC:

10.01

Ulcer Index

XDOC:

0.62%

^GSPC:

2.08%

Daily Std Dev

XDOC:

6.39%

^GSPC:

12.88%

Max Drawdown

XDOC:

-24.20%

^GSPC:

-56.78%

Current Drawdown

XDOC:

-1.29%

^GSPC:

-2.13%

Returns By Period

The year-to-date returns for both stocks are quite close, with XDOC having a 2.28% return and ^GSPC slightly lower at 2.24%.


XDOC

YTD

2.28%

1M

-0.48%

6M

5.33%

1Y

10.31%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

XDOC vs. ^GSPC — Risk-Adjusted Performance Rank

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

XDOC
The Risk-Adjusted Performance Rank of XDOC is 8585
Overall Rank
The Sharpe Ratio Rank of XDOC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of XDOC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of XDOC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XDOC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XDOC is 9393
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDOC vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - October (XDOC) and S&P 500 (^GSPC). 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 XDOC, currently valued at 1.73, compared to the broader market0.002.004.001.731.62
The chart of Sortino ratio for XDOC, currently valued at 2.40, compared to the broader market0.005.0010.002.402.20
The chart of Omega ratio for XDOC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.30
The chart of Calmar ratio for XDOC, currently valued at 4.30, compared to the broader market0.005.0010.0015.0020.004.302.46
The chart of Martin ratio for XDOC, currently valued at 17.90, compared to the broader market0.0020.0040.0060.0080.00100.0017.9010.01
XDOC
^GSPC

The current XDOC Sharpe Ratio is 1.73, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XDOC and ^GSPC, 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.73
1.62
XDOC
^GSPC

Drawdowns

XDOC vs. ^GSPC - Drawdown Comparison

The maximum XDOC drawdown since its inception was -24.20%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XDOC and ^GSPC. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.29%
-2.13%
XDOC
^GSPC

Volatility

XDOC vs. ^GSPC - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated ETF - October (XDOC) is 2.22%, while S&P 500 (^GSPC) has a volatility of 3.43%. This indicates that XDOC experiences smaller price fluctuations and is considered to be less risky than ^GSPC 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%SeptemberOctoberNovemberDecember2025February
2.22%
3.43%
XDOC
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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