BMAY vs PEJ

Comparison between Innovator U.S. Equity Buffer ETF - May (BMAY, ETF) and INVESCO LEISURE AND ENTERTAINMENT ETF (PEJ, ETF).

5-Year PerformanceBMAY has outperformed PEJ, delivering a return of +8.8% compared to +4.4%

BMAY vs PEJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BMAY(ETF)	PEJ(ETF)
Net Assets	$235M	$235M
Expense Ratio	0.79%	0.57%
Max Drawdown	17.66%	67.34%
Sharpe Ratio	1.60	0.93
5Y Beta	0.60	1.09
P/E Ratio	N/A	22.47
Forward P/E	N/A	15.75
PEG Ratio	N/A	0.51
5Y Dividends CAGR	N/A	-7.15%
Debt to Equity	N/A	176.31%
P/S Ratio	N/A	1.31
P/B Ratio	N/A	3.85

Net Assets

Winner

BMAY

$235M

PEJ

$235M

Expense Ratio

BMAY

0.79%

Winner

PEJ

0.57%

Max Drawdown

Winner

BMAY

17.66%

PEJ

67.34%

Sharpe Ratio

Winner

BMAY

1.60

PEJ

0.93

5Y Beta

Winner

BMAY

0.60

PEJ

1.09

P/E Ratio

BMAY

N/A

PEJ

22.47

Forward P/E

BMAY

N/A

PEJ

15.75

PEG Ratio

BMAY

N/A

PEJ

0.51

5Y Dividends CAGR

BMAY

N/A

PEJ

-7.15%

Debt to Equity

BMAY

N/A

PEJ

176.31%

P/S Ratio

BMAY

N/A

PEJ

1.31

P/B Ratio

BMAY

N/A

PEJ

3.85

BMAY vs PEJ - Historical Returns

Returns include dividend reinvestment.

Period	BMAY	PEJ
1 month	+0.55%	+10.81%
3 months	+4.90%	+13.84%
6 months	+5.68%	+6.53%
1 year	+13.25%	+21.37%
5 years(CAGR)	+8.84%	+4.45%
10 years(CAGR)	N/A	+7.20%
Max(CAGR)	+10.76%	+8.08%

BMAY

+0.55%

Winner

PEJ

+10.81%

BMAY

+4.90%

Winner

PEJ

+13.84%

BMAY

+5.68%

Winner

PEJ

+6.53%

BMAY

+13.25%

Winner

PEJ

+21.37%

5Y(CAGR)

Winner

BMAY

+8.84%

PEJ

+4.45%

10Y(CAGR)

BMAY

N/A

PEJ

+7.20%

Max(CAGR)

Winner

BMAY

+10.76%

PEJ

+8.08%

BMAY vs PEJ - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	BMAY	PEJ
2026	+4.93%	+6.39%
2025	+11.18%	+17.31%
2024	+19.63%	+27.17%
2023	+17.04%	+16.11%
2022	-12.80%	-26.05%
2021	+12.40%	+26.38%
2020	+17.82%	-10.76%
2019	N/A	+13.06%
2018	N/A	-9.28%
2017	N/A	+10.47%
2016	N/A	+13.00%
2015	N/A	+4.10%
2014	N/A	+5.80%
2013	N/A	+44.90%
2012	N/A	+23.82%
2011	N/A	+0.75%
2010	N/A	+38.24%
2009	N/A	+37.52%
2008	N/A	-38.39%
2007	N/A	-8.61%
2006	N/A	+17.89%
2005	N/A	+2.54%

BMAY vs PEJ Drawdown Comparison

The maximum drawdown for BMAY was -17.66%, occurring on Oct 14, 2022. Recovery took 488 trading sessions.

The maximum drawdown for PEJ was -66.05%, occurring on Nov 20, 2008. Recovery took 860 trading sessions.

The current BMAY drawdown is -1.20%.

Rank	BMAY	PEJ
#1	-17.66% Jan 4, 2022 - Dec 13, 2023	-66.05% Jul 6, 2007 - Dec 2, 2010
#2	-12.75% Feb 19, 2025 - Jun 6, 2025	-58.96% Jul 19, 2018 - Feb 22, 2021
#3	-5.16% Jul 16, 2024 - Aug 19, 2024	-36.42% Mar 15, 2021 - Nov 25, 2024
#4	-4.87% Jun 8, 2020 - Jul 17, 2020	-25.75% Feb 18, 2025 - Jul 3, 2025
#5	-3.70% Oct 12, 2020 - Nov 5, 2020	-23.90% Jul 7, 2011 - Feb 8, 2012
#6	-3.51% Aug 28, 2020 - Oct 9, 2020	-21.70% Mar 20, 2015 - Nov 17, 2016
#7	-3.01% Sep 3, 2021 - Oct 19, 2021	-14.36% May 8, 2006 - Oct 4, 2006
#8	-2.95% Feb 26, 2026 - Apr 8, 2026	-13.44% Mar 7, 2014 - Dec 26, 2014
#9	-2.78% May 11, 2020 - May 18, 2020	-10.67% Jul 20, 2005 - Nov 21, 2005
#10	-2.77% May 7, 2021 - May 28, 2021	-10.29% Sep 15, 2025 - Dec 22, 2025
#11	-2.71% Jun 4, 2026 - Jun 10, 2026	-9.88% Dec 22, 2025 - Apr 14, 2026
#12	-2.55% Aug 30, 2024 - Sep 19, 2024	-8.95% May 2, 2012 - Sep 13, 2012
#13	-2.38% Jul 12, 2021 - Jul 26, 2021	-8.52% Apr 17, 2026 - Jun 11, 2026
#14	-2.30% Nov 16, 2021 - Dec 10, 2021	-8.21% Dec 26, 2013 - Feb 24, 2014
#15	-1.65% Oct 27, 2025 - Nov 26, 2025	-8.07% May 19, 2011 - Jul 1, 2011