PortfoliosLab logoPortfoliosLab logo
YJUN vs. ZAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YJUN vs. ZAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – June (YJUN) and Innovator Equity Defined Protection ETF - 1 Yr April (ZAPR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YJUN vs. ZAPR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, YJUN achieves a 0.42% return, which is significantly lower than ZAPR's 1.24% return.


YJUN

1D
1.50%
1M
-2.46%
YTD
0.42%
6M
2.71%
1Y
13.54%
3Y*
9.02%
5Y*
10Y*

ZAPR

1D
0.04%
1M
0.46%
YTD
1.24%
6M
2.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


YJUN vs. ZAPR - Expense Ratio Comparison

YJUN has a 0.90% expense ratio, which is higher than ZAPR's 0.79% expense ratio.


Return for Risk

YJUN vs. ZAPR — Risk / Return Rank

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

YJUN
YJUN Risk / Return Rank: 8080
Overall Rank
YJUN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
YJUN Sortino Ratio Rank: 8282
Sortino Ratio Rank
YJUN Omega Ratio Rank: 8181
Omega Ratio Rank
YJUN Calmar Ratio Rank: 7575
Calmar Ratio Rank
YJUN Martin Ratio Rank: 8484
Martin Ratio Rank

ZAPR
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.

YJUN vs. ZAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – June (YJUN) and Innovator Equity Defined Protection ETF - 1 Yr April (ZAPR). 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.


YJUNZAPRDifference

Sharpe ratio

Return per unit of total volatility

1.46

Sortino ratio

Return per unit of downside risk

2.17

Omega ratio

Gain probability vs. loss probability

1.31

Calmar ratio

Return relative to maximum drawdown

2.02

Martin ratio

Return relative to average drawdown

9.76

YJUN vs. ZAPR - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


YJUNZAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

2.55

-2.07

Correlation

The correlation between YJUN and ZAPR is 0.65, 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

YJUN vs. ZAPR - Dividend Comparison

Neither YJUN nor ZAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YJUN vs. ZAPR - Drawdown Comparison

The maximum YJUN drawdown since its inception was -21.53%, which is greater than ZAPR's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for YJUN and ZAPR.


Loading graphics...

Drawdown Indicators


YJUNZAPRDifference

Max Drawdown

Largest peak-to-trough decline

-21.53%

-1.72%

-19.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

Current Drawdown

Current decline from peak

-2.57%

0.00%

-2.57%

Average Drawdown

Average peak-to-trough decline

-3.92%

-0.10%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

Volatility

YJUN vs. ZAPR - Volatility Comparison


Loading graphics...

Volatility by Period


YJUNZAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

2.62%

+6.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

2.62%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

2.62%

+8.57%