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XTJA vs. EOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTJA vs. EOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). The values are adjusted to include any dividend payments, if applicable.

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XTJA vs. EOCT - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTJA
Innovator U.S. Equity Accelerated Plus ETF - January
-3.65%13.86%15.25%22.33%-20.72%
EOCT
Innovator Emerging Markets Power Buffer ETF - October
0.91%22.03%9.66%6.26%-11.13%

Returns By Period

In the year-to-date period, XTJA achieves a -3.65% return, which is significantly lower than EOCT's 0.91% return.


XTJA

1D
2.79%
1M
-4.20%
YTD
-3.65%
6M
-1.12%
1Y
13.40%
3Y*
12.62%
5Y*
10Y*

EOCT

1D
1.81%
1M
-4.00%
YTD
0.91%
6M
2.77%
1Y
19.93%
3Y*
11.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTJA vs. EOCT - Expense Ratio Comparison

XTJA has a 0.79% expense ratio, which is lower than EOCT's 0.89% expense ratio.


Return for Risk

XTJA vs. EOCT — Risk / Return Rank

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

XTJA
XTJA Risk / Return Rank: 4949
Overall Rank
XTJA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XTJA Sortino Ratio Rank: 4242
Sortino Ratio Rank
XTJA Omega Ratio Rank: 6363
Omega Ratio Rank
XTJA Calmar Ratio Rank: 4040
Calmar Ratio Rank
XTJA Martin Ratio Rank: 5959
Martin Ratio Rank

EOCT
EOCT Risk / Return Rank: 9090
Overall Rank
EOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
EOCT Omega Ratio Rank: 9090
Omega Ratio Rank
EOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOCT Martin Ratio Rank: 9292
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.

XTJA vs. EOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). 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.


XTJAEOCTDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.91

-1.15

Sortino ratio

Return per unit of downside risk

1.22

2.67

-1.45

Omega ratio

Gain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratio

Return relative to maximum drawdown

1.06

3.04

-1.98

Martin ratio

Return relative to average drawdown

6.01

12.67

-6.65

XTJA vs. EOCT - Sharpe Ratio Comparison

The current XTJA Sharpe Ratio is 0.76, which is lower than the EOCT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XTJA and EOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XTJAEOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.91

-1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.49

-0.18

Correlation

The correlation between XTJA and EOCT is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XTJA vs. EOCT - Dividend Comparison

Neither XTJA nor EOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XTJA vs. EOCT - Drawdown Comparison

The maximum XTJA drawdown since its inception was -26.17%, which is greater than EOCT's maximum drawdown of -20.35%. Use the drawdown chart below to compare losses from any high point for XTJA and EOCT.


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Drawdown Indicators


XTJAEOCTDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-20.35%

-5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-6.57%

-6.70%

Current Drawdown

Current decline from peak

-5.05%

-4.23%

-0.82%

Average Drawdown

Average peak-to-trough decline

-6.49%

-5.88%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

1.58%

+0.76%

Volatility

XTJA vs. EOCT - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) has a higher volatility of 5.23% compared to Innovator Emerging Markets Power Buffer ETF - October (EOCT) at 4.79%. This indicates that XTJA's price experiences larger fluctuations and is considered to be riskier than EOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTJAEOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.79%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

6.68%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

10.48%

+7.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

11.41%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

11.41%

+4.90%