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ZJUN vs. UJAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. UJAN - 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 Innovator U.S. Equity Ultra Buffer ETF - January (UJAN). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. UJAN - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.45% return, which is significantly higher than UJAN's -1.32% return.


ZJUN

1D
0.17%
1M
-0.20%
YTD
0.45%
6M
1.60%
1Y
3Y*
5Y*
10Y*

UJAN

1D
0.42%
1M
-1.88%
YTD
-1.32%
6M
1.25%
1Y
11.70%
3Y*
11.15%
5Y*
6.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. UJAN - Expense Ratio Comparison

Both ZJUN and UJAN have an expense ratio of 0.79%.


Return for Risk

ZJUN vs. UJAN — Risk / Return Rank

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

ZJUN

UJAN
UJAN Risk / Return Rank: 8181
Overall Rank
UJAN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UJAN Sortino Ratio Rank: 8181
Sortino Ratio Rank
UJAN Omega Ratio Rank: 8585
Omega Ratio Rank
UJAN Calmar Ratio Rank: 7676
Calmar Ratio Rank
UJAN Martin Ratio Rank: 8787
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. UJAN - 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 Innovator U.S. Equity Ultra Buffer ETF - January (UJAN). 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. UJAN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNUJANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

2.80

1.06

+1.75

Correlation

The correlation between ZJUN and UJAN is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZJUN vs. UJAN - Dividend Comparison

Neither ZJUN nor UJAN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. UJAN - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum UJAN drawdown of -13.69%. Use the drawdown chart below to compare losses from any high point for ZJUN and UJAN.


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Drawdown Indicators


ZJUNUJANDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-13.69%

+12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

Current Drawdown

Current decline from peak

-0.26%

-2.27%

+2.01%

Average Drawdown

Average peak-to-trough decline

-0.09%

-1.59%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

ZJUN vs. UJAN - Volatility Comparison


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Volatility by Period


ZJUNUJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

8.06%

-6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

6.30%

-4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

7.13%

-5.22%