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ZAPR vs. KAUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZAPR vs. KAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr April (ZAPR) and Innovator U.S. Small Cap Power Buffer ETF (KAUG). The values are adjusted to include any dividend payments, if applicable.

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ZAPR vs. KAUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZAPR achieves a 1.24% return, which is significantly higher than KAUG's 1.05% return.


ZAPR

1D
0.04%
1M
0.46%
YTD
1.24%
6M
2.59%
1Y
3Y*
5Y*
10Y*

KAUG

1D
1.78%
1M
-1.48%
YTD
1.05%
6M
3.12%
1Y
11.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZAPR vs. KAUG - Expense Ratio Comparison

Both ZAPR and KAUG have an expense ratio of 0.79%.


Return for Risk

ZAPR vs. KAUG — Risk / Return Rank

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

ZAPR

KAUG
KAUG Risk / Return Rank: 5858
Overall Rank
KAUG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KAUG Sortino Ratio Rank: 5858
Sortino Ratio Rank
KAUG Omega Ratio Rank: 5858
Omega Ratio Rank
KAUG Calmar Ratio Rank: 5353
Calmar Ratio Rank
KAUG Martin Ratio Rank: 6868
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.

ZAPR vs. KAUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr April (ZAPR) and Innovator U.S. Small Cap Power Buffer ETF (KAUG). 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.

ZAPR vs. KAUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZAPRKAUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

2.55

0.49

+2.06

Correlation

The correlation between ZAPR and KAUG is 0.62, 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

ZAPR vs. KAUG - Dividend Comparison

Neither ZAPR nor KAUG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZAPR vs. KAUG - Drawdown Comparison

The maximum ZAPR drawdown since its inception was -1.72%, smaller than the maximum KAUG drawdown of -15.66%. Use the drawdown chart below to compare losses from any high point for ZAPR and KAUG.


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Drawdown Indicators


ZAPRKAUGDifference

Max Drawdown

Largest peak-to-trough decline

-1.72%

-15.66%

+13.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

Current Drawdown

Current decline from peak

0.00%

-2.23%

+2.23%

Average Drawdown

Average peak-to-trough decline

-0.10%

-3.12%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

Volatility

ZAPR vs. KAUG - Volatility Comparison


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Volatility by Period


ZAPRKAUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

11.73%

-9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

11.69%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

11.69%

-9.07%