PJAN vs GSWO

Comparison between Innovator U.S. Equity Power Buffer ETF - January (PJAN, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

PJAN vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PJAN(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.79%	0.25%
Max Drawdown	21.25%	18.80%
Sharpe Ratio	2.07	1.52
5Y Beta	0.46	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y EPS CAGR	N/A	26.41%
Debt to Equity	N/A	28.65%
P/S Ratio	N/A	3.00
P/B Ratio	N/A	5.04

Net Assets

PJAN

$1.50B

GSWO

$1.50B

Expense Ratio

PJAN

0.79%

Winner

GSWO

0.25%

Max Drawdown

PJAN

21.25%

Winner

GSWO

18.80%

Sharpe Ratio

Winner

PJAN

2.07

GSWO

1.52

5Y Beta

Winner

PJAN

0.46

GSWO

0.62

P/E Ratio

PJAN

N/A

GSWO

25.97

Forward P/E

PJAN

N/A

GSWO

20.29

PEG Ratio

PJAN

N/A

GSWO

0.48

5Y EPS CAGR

PJAN

N/A

GSWO

26.41%

Debt to Equity

PJAN

N/A

GSWO

28.65%

P/S Ratio

PJAN

N/A

GSWO

3.00

P/B Ratio

PJAN

N/A

GSWO

5.04

PJAN vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	PJAN	GSWO
1 month	+3.82%	+6.94%
3 months	+3.12%	+4.55%
6 months	+6.25%	+11.85%
1 year	+17.41%	+21.75%
5 years(CAGR)	+8.78%	+12.54%
Max(CAGR)	+9.42%	+12.54%

PJAN

+3.82%

Winner

GSWO

+6.94%

PJAN

+3.12%

Winner

GSWO

+4.55%

PJAN

+6.25%

Winner

GSWO

+11.85%

PJAN

+17.41%

Winner

GSWO

+21.75%

5Y(CAGR)

PJAN

+8.78%

Winner

GSWO

+12.54%

Max(CAGR)

PJAN

+9.42%

Winner

GSWO

+12.54%

PJAN vs GSWO - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

Year	PJAN	GSWO
2026	+4.19%	+9.11%
2025	+11.40%	+18.96%
2024	+13.70%	+15.96%
2023	+18.18%	+16.40%
2022	-5.52%	-6.17%
2021	+9.55%	N/A
2020	+7.34%	N/A
2019	+12.34%	N/A

PJAN vs GSWO Drawdown Comparison

The maximum drawdown for PJAN was -21.25%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.

The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

Rank	PJAN	GSWO
#1	-21.25% Feb 19, 2020 - Aug 5, 2020	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-11.93% Jan 3, 2022 - Apr 13, 2023	-9.97% Feb 13, 2025 - May 2, 2025
#3	-10.49% Feb 19, 2025 - Jun 10, 2025	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-5.51% Sep 14, 2023 - Nov 13, 2023	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-4.63% Jan 28, 2026 - Apr 13, 2026	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-3.34% Jul 16, 2024 - Aug 16, 2024	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-3.25% Oct 12, 2020 - Nov 6, 2020	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-2.37% Aug 26, 2020 - Oct 8, 2020	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-2.33% Mar 28, 2024 - May 7, 2024	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-2.28% Apr 30, 2019 - Jun 18, 2019	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-2.13% Jan 20, 2021 - Feb 4, 2021	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-2.05% Jul 26, 2019 - Sep 11, 2019	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-1.69% Jul 31, 2023 - Aug 30, 2023	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-1.58% May 7, 2021 - May 26, 2021	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-1.54% Feb 12, 2021 - Mar 11, 2021	-1.72% Jul 3, 2025 - Jul 23, 2025