NJAN vs SFTY

Comparison between Innovator Growth-100 Power Buffer ETF - January (NJAN, ETF) and HORIZON MANAGED RISK ETF (SFTY, ETF).

NJAN vs SFTY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NJAN(ETF)	SFTY(ETF)
Net Assets	$371M	$370M
Expense Ratio	0.79%	0.77%
Max Drawdown	20.70%	8.64%
Sharpe Ratio	1.76	1.40
5Y Beta	0.60	0.95
P/E Ratio	N/A	27.13
Forward P/E	N/A	21.92
PEG Ratio	N/A	0.51
5Y EPS CAGR	N/A	27.13%
Debt to Equity	N/A	2.81%
P/S Ratio	N/A	3.58
P/B Ratio	N/A	5.70

Net Assets

Winner

NJAN

$371M

SFTY

$370M

Expense Ratio

NJAN

0.79%

Winner

SFTY

0.77%

Max Drawdown

NJAN

20.70%

Winner

SFTY

8.64%

Sharpe Ratio

Winner

NJAN

1.76

SFTY

1.40

5Y Beta

Winner

NJAN

0.60

SFTY

0.95

P/E Ratio

NJAN

N/A

SFTY

27.13

Forward P/E

NJAN

N/A

SFTY

21.92

PEG Ratio

NJAN

N/A

SFTY

0.51

5Y EPS CAGR

NJAN

N/A

SFTY

27.13%

Debt to Equity

NJAN

N/A

SFTY

2.81%

P/S Ratio

NJAN

N/A

SFTY

3.58

P/B Ratio

NJAN

N/A

SFTY

5.70

NJAN vs SFTY - Historical Returns

Returns include dividend reinvestment.

Period	NJAN	SFTY
1 month	+0.91%	+1.67%
3 months	+6.13%	+7.30%
6 months	+6.87%	+7.11%
1 year	+17.78%	+20.15%
5 years(CAGR)	+7.88%	N/A
Max(CAGR)	+8.15%	+21.52%

NJAN

+0.91%

Winner

SFTY

+1.67%

NJAN

+6.13%

Winner

SFTY

+7.30%

NJAN

+6.87%

Winner

SFTY

+7.11%

NJAN

+17.78%

Winner

SFTY

+20.15%

5Y(CAGR)

NJAN

+7.88%

SFTY

N/A

Max(CAGR)

NJAN

+8.15%

Winner

SFTY

+21.52%

NJAN vs SFTY - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	NJAN	SFTY
2026	+6.07%	+7.23%
2025	+14.49%	+11.73%
2024	+16.44%	N/A
2023	+21.55%	N/A
2022	-18.98%	N/A
2021	+12.25%	N/A
2020	+8.29%	N/A

NJAN vs SFTY Drawdown Comparison

The maximum drawdown for NJAN was -20.70%, occurring on Oct 14, 2022. Recovery took 516 trading sessions.

The maximum drawdown for SFTY was -8.64%, occurring on Mar 30, 2026. Recovery took 54 trading sessions.

The current NJAN drawdown is -1.44%. The current SFTY drawdown is -2.42%.

Rank	NJAN	SFTY
#1	-20.70% Jan 3, 2022 - Jan 24, 2024	-8.64% Jan 27, 2026 - Apr 15, 2026
#2	-15.96% Feb 19, 2020 - Jun 5, 2020	-4.59% Oct 28, 2025 - Dec 10, 2025
#3	-13.14% Feb 18, 2025 - Jun 3, 2025	-2.75% Dec 11, 2025 - Dec 23, 2025
#4	-5.90% Jan 28, 2026 - Apr 14, 2026	-2.56% Oct 8, 2025 - Oct 20, 2025
#5	-5.22% Jul 10, 2024 - Sep 19, 2024	-2.42% Jan 12, 2026 - Jan 27, 2026
#6	-4.12% Feb 12, 2021 - Apr 1, 2021	-2.42% Jun 2, 2026 - Jun 5, 2026
#7	-3.39% Apr 15, 2021 - Jun 7, 2021	-1.88% May 14, 2026 - May 26, 2026
#8	-3.27% Mar 22, 2024 - May 10, 2024	-1.57% Jul 25, 2025 - Aug 6, 2025
#9	-2.07% Jan 26, 2021 - Feb 2, 2021	-1.45% Aug 12, 2025 - Aug 28, 2025
#10	-2.02% Jun 10, 2020 - Jul 1, 2020	-1.34% Sep 22, 2025 - Oct 6, 2025
#11	-1.88% Oct 29, 2025 - Nov 26, 2025	-1.26% Dec 24, 2025 - Jan 9, 2026
#12	-1.83% Aug 30, 2021 - Oct 15, 2021	-1.10% Apr 17, 2026 - Apr 24, 2026
#13	-1.76% Jan 6, 2025 - Jan 17, 2025	-1.04% Aug 28, 2025 - Sep 4, 2025
#14	-1.67% Jan 23, 2025 - Feb 13, 2025	-0.79% Jul 3, 2025 - Jul 17, 2025
#15	-1.59% Jan 12, 2026 - Jan 26, 2026	-0.61% Oct 20, 2025 - Oct 23, 2025