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XTJA vs. HOCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTJA vs. HOCT - 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 Premium Income 9 Buffer ETF - October (HOCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XTJA

1D
-0.25%
1M
2.70%
YTD
7.16%
6M
7.78%
1Y
19.06%
3Y*
14.92%
5Y*
10Y*

HOCT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTJA vs. HOCT - Yearly Performance Comparison


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Return for Risk

XTJA vs. HOCT — Risk / Return Rank

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

XTJA
XTJA Risk / Return Rank: 7171
Overall Rank
XTJA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XTJA Sortino Ratio Rank: 7373
Sortino Ratio Rank
XTJA Omega Ratio Rank: 8484
Omega Ratio Rank
XTJA Calmar Ratio Rank: 5252
Calmar Ratio Rank
XTJA Martin Ratio Rank: 7575
Martin Ratio Rank

HOCT
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. HOCT - 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 Premium Income 9 Buffer ETF - October (HOCT). 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.


XTJAHOCTDifference

Sharpe ratio

Return per unit of total volatility

2.28

Sortino ratio

Return per unit of downside risk

3.26

Omega ratio

Gain probability vs. loss probability

1.51

Calmar ratio

Return relative to maximum drawdown

2.51

Martin ratio

Return relative to average drawdown

14.10

XTJA vs. HOCT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XTJAHOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Drawdowns

XTJA vs. HOCT - Drawdown Comparison

The maximum XTJA drawdown since its inception was -26.17%, which is greater than HOCT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XTJA and HOCT.


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Drawdown Indicators


XTJAHOCTDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

0.00%

-26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-6.26%

0.00%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

Volatility

XTJA vs. HOCT - Volatility Comparison


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Volatility by Period


XTJAHOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

8.41%

0.00%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

0.00%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

0.00%

+16.07%

XTJA vs. HOCT - Expense Ratio Comparison

Both XTJA and HOCT have an expense ratio of 0.79%.


Dividends

XTJA vs. HOCT - Dividend Comparison

Neither XTJA nor HOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XTJA and HOCT have the same expense ratio: 0.79% per year.

XTJA and HOCT have nearly identical dividend yields, around 0.00%.

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