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ZMAY vs. BUFD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZMAY vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr May (ZMAY) and FT Vest Laddered Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

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ZMAY vs. BUFD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZMAY achieves a 0.70% return, which is significantly higher than BUFD's -0.85% return.


ZMAY

1D
0.38%
1M
0.17%
YTD
0.70%
6M
2.00%
1Y
3Y*
5Y*
10Y*

BUFD

1D
1.52%
1M
-1.65%
YTD
-0.85%
6M
1.30%
1Y
12.22%
3Y*
11.08%
5Y*
6.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZMAY vs. BUFD - Expense Ratio Comparison

ZMAY has a 0.79% expense ratio, which is lower than BUFD's 0.95% expense ratio.


Return for Risk

ZMAY vs. BUFD — Risk / Return Rank

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

ZMAY

BUFD
BUFD Risk / Return Rank: 8181
Overall Rank
BUFD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BUFD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BUFD Omega Ratio Rank: 8585
Omega Ratio Rank
BUFD Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUFD Martin Ratio Rank: 8888
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.

ZMAY vs. BUFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr May (ZMAY) and FT Vest Laddered Deep Buffer ETF (BUFD). 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.

ZMAY vs. BUFD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZMAYBUFDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

3.96

0.87

+3.10

Correlation

The correlation between ZMAY and BUFD is 0.74, 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

ZMAY vs. BUFD - Dividend Comparison

Neither ZMAY nor BUFD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZMAY vs. BUFD - Drawdown Comparison

The maximum ZMAY drawdown since its inception was -0.39%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for ZMAY and BUFD.


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Drawdown Indicators


ZMAYBUFDDifference

Max Drawdown

Largest peak-to-trough decline

-0.39%

-10.75%

+10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

Current Drawdown

Current decline from peak

0.00%

-1.96%

+1.96%

Average Drawdown

Average peak-to-trough decline

-0.05%

-2.03%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

Volatility

ZMAY vs. BUFD - Volatility Comparison


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Volatility by Period


ZMAYBUFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

9.04%

-7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

7.71%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.51%

7.63%

-6.12%