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ZMAY vs. UDEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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ZMAY vs. UDEC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZMAY achieves a 0.70% return, which is significantly higher than UDEC's -2.02% return.


ZMAY

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

UDEC

1D
1.38%
1M
-2.49%
YTD
-2.02%
6M
1.22%
1Y
13.24%
3Y*
10.86%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZMAY vs. UDEC - Expense Ratio Comparison

Both ZMAY and UDEC have an expense ratio of 0.79%.


Return for Risk

ZMAY vs. UDEC — Risk / Return Rank

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

ZMAY

UDEC
UDEC Risk / Return Rank: 8484
Overall Rank
UDEC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UDEC Sortino Ratio Rank: 8383
Sortino Ratio Rank
UDEC Omega Ratio Rank: 8181
Omega Ratio Rank
UDEC Calmar Ratio Rank: 8686
Calmar Ratio Rank
UDEC Martin Ratio Rank: 9090
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. UDEC - 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 Innovator U.S. Equity Ultra Buffer ETF - December (UDEC). 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. UDEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZMAYUDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

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

0.78

+3.18

Correlation

The correlation between ZMAY and UDEC is 0.72, 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. UDEC - Dividend Comparison

Neither ZMAY nor UDEC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZMAY vs. UDEC - Drawdown Comparison

The maximum ZMAY drawdown since its inception was -0.39%, smaller than the maximum UDEC drawdown of -13.37%. Use the drawdown chart below to compare losses from any high point for ZMAY and UDEC.


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Drawdown Indicators


ZMAYUDECDifference

Max Drawdown

Largest peak-to-trough decline

-0.39%

-13.37%

+12.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-10.26%

Current Drawdown

Current decline from peak

0.00%

-3.12%

+3.12%

Average Drawdown

Average peak-to-trough decline

-0.05%

-2.21%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

Volatility

ZMAY vs. UDEC - Volatility Comparison


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Volatility by Period


ZMAYUDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

8.75%

-7.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

7.14%

-5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.51%

8.08%

-6.57%