EJAN vs STOX

Comparison between Innovator Emerging Markets Power Buffer ETF January (EJAN, ETF) and HORIZON CORE EQUITY ETF (STOX, ETF).

EJAN vs STOX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EJAN(ETF)	STOX(ETF)
Net Assets	$156M	$156M
Expense Ratio	0.89%	0.70%
Max Drawdown	22.23%	9.33%
Sharpe Ratio	0.81	1.26
5Y Beta	0.41	0.99
P/E Ratio	N/A	27.23
Forward P/E	N/A	20.34
PEG Ratio	N/A	0.35
5Y EPS CAGR	N/A	25.54%
Debt to Equity	N/A	5.19%
P/S Ratio	N/A	3.67
P/B Ratio	N/A	5.83

Net Assets

Winner

EJAN

$156M

STOX

$156M

Expense Ratio

EJAN

0.89%

Winner

STOX

0.70%

Max Drawdown

EJAN

22.23%

Winner

STOX

9.33%

Sharpe Ratio

EJAN

0.81

Winner

STOX

1.26

5Y Beta

Winner

EJAN

0.41

STOX

0.99

P/E Ratio

EJAN

N/A

STOX

27.23

Forward P/E

EJAN

N/A

STOX

20.34

PEG Ratio

EJAN

N/A

STOX

0.35

5Y EPS CAGR

EJAN

N/A

STOX

25.54%

Debt to Equity

EJAN

N/A

STOX

5.19%

P/S Ratio

EJAN

N/A

STOX

3.67

P/B Ratio

EJAN

N/A

STOX

5.83

EJAN vs STOX - Historical Returns

Returns include dividend reinvestment.

Period	EJAN	STOX
1 month	-0.99%	+0.96%
3 months	+1.30%	+6.78%
6 months	+3.49%	+9.44%
1 year	+10.43%	+20.75%
5 years(CAGR)	+3.14%	N/A
Max(CAGR)	+4.29%	+22.00%

EJAN

-0.99%

Winner

STOX

+0.96%

EJAN

+1.30%

Winner

STOX

+6.78%

EJAN

+3.49%

Winner

STOX

+9.44%

EJAN

+10.43%

Winner

STOX

+20.75%

5Y(CAGR)

EJAN

+3.14%

STOX

N/A

Max(CAGR)

EJAN

+4.29%

Winner

STOX

+22.00%

EJAN vs STOX - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	EJAN	STOX
2026	+4.73%	+9.84%
2025	+14.93%	+12.56%
2024	+4.14%	N/A
2023	+4.86%	N/A
2022	-8.11%	N/A
2021	-0.40%	N/A
2020	+10.46%	N/A

EJAN vs STOX Drawdown Comparison

The maximum drawdown for EJAN was -22.23%, occurring on Mar 18, 2020. Recovery took 156 trading sessions.

The maximum drawdown for STOX was -9.33%, occurring on Mar 30, 2026. Recovery took 50 trading sessions.

The current EJAN drawdown is -0.99%. The current STOX drawdown is -0.78%.

Rank	EJAN	STOX
#1	-22.23% Jan 13, 2020 - Aug 25, 2020	-9.33% Feb 2, 2026 - Apr 15, 2026
#2	-22.00% Jun 28, 2021 - Sep 24, 2024	-5.03% Oct 29, 2025 - Dec 10, 2025
#3	-11.75% Oct 7, 2024 - Jun 24, 2025	-3.95% Jun 2, 2026 - Jul 10, 2026
#4	-6.63% Feb 25, 2026 - Apr 17, 2026	-3.06% Dec 11, 2025 - Dec 23, 2025
#5	-3.34% Feb 16, 2021 - May 28, 2021	-2.71% Oct 8, 2025 - Oct 20, 2025
#6	-2.99% Aug 28, 2020 - Oct 9, 2020	-2.63% Jan 12, 2026 - Jan 27, 2026
#7	-2.52% May 8, 2026 - Jun 15, 2026	-1.93% Jul 30, 2025 - Aug 6, 2025
#8	-2.19% Jun 22, 2026 - Jul 17, 2026	-1.85% May 14, 2026 - May 26, 2026
#9	-2.18% Jun 4, 2021 - Jun 25, 2021	-1.71% Jul 10, 2026 - Jul 20, 2026
#10	-1.99% Oct 23, 2020 - Nov 4, 2020	-1.52% Aug 14, 2025 - Aug 28, 2025
#11	-1.97% Jan 20, 2021 - Feb 4, 2021	-1.35% Aug 28, 2025 - Sep 4, 2025
#12	-1.86% Nov 27, 2020 - Dec 3, 2020	-1.30% Sep 22, 2025 - Oct 1, 2025
#13	-1.31% Dec 30, 2020 - Jan 6, 2021	-1.18% Jun 30, 2025 - Jul 17, 2025
#14	-1.05% Jul 23, 2025 - Aug 7, 2025	-1.15% Apr 17, 2026 - Apr 22, 2026
#15	-1.04% Jan 27, 2026 - Feb 9, 2026	-1.11% Dec 24, 2025 - Jan 6, 2026