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ZJUN vs. PSCW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. PSCW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and Pacer Swan SOS Conservative (April) ETF (PSCW). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. PSCW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly lower than PSCW's 1.91% return.


ZJUN

1D
0.65%
1M
-0.37%
YTD
0.28%
6M
1.62%
1Y
3Y*
5Y*
10Y*

PSCW

1D
0.60%
1M
0.85%
YTD
1.91%
6M
3.81%
1Y
12.27%
3Y*
10.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. PSCW - Expense Ratio Comparison

ZJUN has a 0.79% expense ratio, which is higher than PSCW's 0.61% expense ratio.


Return for Risk

ZJUN vs. PSCW — Risk / Return Rank

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

ZJUN

PSCW
PSCW Risk / Return Rank: 8686
Overall Rank
PSCW Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PSCW Sortino Ratio Rank: 8585
Sortino Ratio Rank
PSCW Omega Ratio Rank: 9494
Omega Ratio Rank
PSCW Calmar Ratio Rank: 7777
Calmar Ratio Rank
PSCW Martin Ratio Rank: 9393
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.

ZJUN vs. PSCW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and Pacer Swan SOS Conservative (April) ETF (PSCW). 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.

ZJUN vs. PSCW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNPSCWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

0.86

+1.85

Correlation

The correlation between ZJUN and PSCW is 0.66, 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

ZJUN vs. PSCW - Dividend Comparison

Neither ZJUN nor PSCW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. PSCW - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum PSCW drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for ZJUN and PSCW.


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Drawdown Indicators


ZJUNPSCWDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-11.89%

+10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-0.09%

-2.26%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

ZJUN vs. PSCW - Volatility Comparison


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Volatility by Period


ZJUNPSCWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

8.03%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

7.69%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

7.69%

-5.78%