KAUG vs THLV
Comparison between Innovator U.S. Small Cap Power Buffer ETF - August (KAUG, ETF) and THOR EQUAL WEIGHT LOW VOLATILITY ETF (THLV, ETF).
KAUG vs THLV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
KAUG
$60M
Winner
THLV
$60M
Expense Ratio
KAUG
0.79%
Winner
THLV
0.64%
Max Drawdown
KAUG
15.66%
Winner
THLV
14.18%
Sharpe Ratio
Winner
KAUG
1.35
THLV
0.99
5Y Beta
KAUG
0.55
Winner
THLV
0.46
KAUG vs THLV - Historical Returns
Returns include dividend reinvestment.
1M
Winner
KAUG
+0.56%
THLV
-0.14%
3M
Winner
KAUG
+3.01%
THLV
+2.91%
6M
Winner
KAUG
+5.65%
THLV
+4.70%
1Y
Winner
KAUG
+13.76%
THLV
+13.66%
Max(CAGR)
KAUG
+8.53%
Winner
THLV
+10.04%
KAUG vs THLV - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | KAUG | THLV |
|---|---|---|
| 2026 | +7.87% | +9.27% |
| 2025 | +5.57% | +11.11% |
| 2024 | +2.80% | +9.61% |
| 2023 | N/A | +5.80% |
| 2022 | N/A | +2.56% |
KAUG vs THLV Drawdown Comparison
The maximum drawdown for KAUG was -15.66%, occurring on Apr 8, 2025. Recovery took 224 trading sessions.
The maximum drawdown for THLV was -13.14%, occurring on Apr 21, 2025. Recovery took 159 trading sessions.
The current KAUG drawdown is -0.05%. The current THLV drawdown is -1.78%.
| Rank | KAUG | THLV |
|---|---|---|
| #1 | -15.66% Nov 25, 2024 - Oct 20, 2025 | -13.14% Nov 29, 2024 - Jul 23, 2025 |
| #2 | -3.94% Feb 26, 2026 - Apr 9, 2026 | -11.61% Jan 13, 2023 - Feb 22, 2024 |
| #3 | -3.75% Aug 1, 2024 - Aug 19, 2024 | -6.87% Sep 14, 2022 - Oct 28, 2022 |
| #4 | -3.66% Oct 27, 2025 - Nov 28, 2025 | -6.66% Feb 27, 2026 - Jul 2, 2026 |
| #5 | -3.26% Aug 30, 2024 - Sep 19, 2024 | -5.57% Dec 1, 2022 - Jan 13, 2023 |
| #6 | -2.59% Nov 11, 2024 - Nov 25, 2024 | -4.78% Mar 28, 2024 - May 17, 2024 |
| #7 | -2.40% Oct 16, 2024 - Nov 6, 2024 | -3.99% Oct 27, 2025 - Dec 26, 2025 |
| #8 | -1.74% Sep 19, 2024 - Oct 15, 2024 | -3.50% Jul 16, 2024 - Aug 15, 2024 |
| #9 | -1.54% Jan 22, 2026 - Feb 25, 2026 | -3.07% Oct 18, 2024 - Nov 7, 2024 |
| #10 | -1.29% Dec 11, 2025 - Jan 5, 2026 | -2.98% May 17, 2024 - Jul 12, 2024 |
| #11 | -0.91% Oct 20, 2025 - Oct 24, 2025 | -2.72% Jul 25, 2025 - Aug 22, 2025 |
| #12 | -0.79% Aug 23, 2024 - Aug 30, 2024 | -2.55% Oct 28, 2022 - Nov 8, 2022 |
| #13 | -0.70% Aug 21, 2024 - Aug 23, 2024 | -2.53% Oct 6, 2025 - Oct 23, 2025 |
| #14 | -0.64% Jun 4, 2026 - Jun 12, 2026 | -2.22% Aug 30, 2024 - Sep 13, 2024 |
| #15 | -0.58% May 14, 2026 - May 22, 2026 | -2.01% Sep 30, 2024 - Oct 16, 2024 |
Correlation
Correlation between KAUG and THLV is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.
0.93
-101
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