PJAN vs CTA
Comparison between Innovator U.S. Equity Power Buffer ETF - January (PJAN, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
PJAN vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
PJAN
$1.50B
CTA
$1.50B
Expense Ratio
PJAN
0.79%
Winner
CTA
0.75%
Max Drawdown
Winner
PJAN
21.25%
CTA
22.46%
Sharpe Ratio
Winner
PJAN
1.35
CTA
-0.02
5Y Beta
PJAN
0.46
Winner
CTA
-0.07
PJAN vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
PJAN
+0.73%
CTA
-5.45%
3M
Winner
PJAN
+4.39%
CTA
-9.38%
6M
Winner
PJAN
+4.72%
CTA
-2.23%
1Y
Winner
PJAN
+12.29%
CTA
+1.16%
5Y(CAGR)
Winner
PJAN
+8.82%
CTA
+7.06%
Max(CAGR)
Winner
PJAN
+9.38%
CTA
+7.06%
PJAN vs CTA - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | PJAN | CTA |
|---|---|---|
| 2026 | +5.66% | +0.69% |
| 2025 | +11.40% | +0.56% |
| 2024 | +13.70% | +22.54% |
| 2023 | +18.18% | -2.92% |
| 2022 | -5.52% | +9.54% |
| 2021 | +9.55% | N/A |
| 2020 | +7.34% | N/A |
| 2019 | +12.34% | N/A |
PJAN vs CTA Drawdown Comparison
The maximum drawdown for PJAN was -21.25%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.
The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.
The current PJAN drawdown is -0.36%. The current CTA drawdown is -17.68%.
| Rank | PJAN | CTA |
|---|---|---|
| #1 | -21.25% Feb 19, 2020 - Aug 5, 2020 | -20.43% May 4, 2026 - Jul 2, 2026 |
| #2 | -11.93% Jan 3, 2022 - Apr 13, 2023 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -10.49% Feb 19, 2025 - Jun 10, 2025 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -5.51% Sep 14, 2023 - Nov 13, 2023 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -4.63% Jan 28, 2026 - Apr 13, 2026 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -3.34% Jul 16, 2024 - Aug 16, 2024 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -3.25% Oct 12, 2020 - Nov 6, 2020 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -2.37% Aug 26, 2020 - Oct 8, 2020 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -2.33% Mar 28, 2024 - May 7, 2024 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -2.28% Apr 30, 2019 - Jun 18, 2019 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -2.13% Jan 20, 2021 - Feb 4, 2021 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -2.05% Jul 26, 2019 - Sep 11, 2019 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -1.69% Jul 31, 2023 - Aug 30, 2023 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -1.59% Jun 2, 2026 - Jun 15, 2026 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -1.58% May 7, 2021 - May 26, 2021 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between PJAN and CTA is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
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