PJAN vs PDP

Comparison between Innovator U.S. Equity Power Buffer ETF - January (PJAN, ETF) and INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF).

5-Year PerformancePDP has outperformed PJAN, delivering a return of +11.8% compared to +8.8%

PJAN vs PDP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PJAN(ETF)	PDP(ETF)
Net Assets	$1.50B	$1.60B
Expense Ratio	0.79%	0.62%
Max Drawdown	21.25%	59.45%
Sharpe Ratio	1.60	1.47
5Y Beta	0.46	1.16
P/E Ratio	N/A	36.92
Forward P/E	N/A	26.21
5Y Dividends CAGR	N/A	9.90%
5Y EPS CAGR	N/A	26.82%
Debt to Equity	N/A	55.90%
P/S Ratio	N/A	2.82
P/B Ratio	N/A	8.25

Net Assets

PJAN

$1.50B

Winner

PDP

$1.60B

Expense Ratio

PJAN

0.79%

Winner

PDP

0.62%

Max Drawdown

Winner

PJAN

21.25%

PDP

59.45%

Sharpe Ratio

Winner

PJAN

1.60

PDP

1.47

5Y Beta

Winner

PJAN

0.46

PDP

1.16

P/E Ratio

PJAN

N/A

PDP

36.92

Forward P/E

PJAN

N/A

PDP

26.21

5Y Dividends CAGR

PJAN

N/A

PDP

9.90%

5Y EPS CAGR

PJAN

N/A

PDP

26.82%

Debt to Equity

PJAN

N/A

PDP

55.90%

P/S Ratio

PJAN

N/A

PDP

2.82

P/B Ratio

PJAN

N/A

PDP

8.25

PJAN vs PDP - Historical Returns

Returns include dividend reinvestment.

Period	PJAN	PDP
1 month	+0.51%	+8.78%
3 months	+5.30%	+20.35%
6 months	+5.59%	+31.44%
1 year	+14.35%	+42.17%
5 years(CAGR)	+8.78%	+11.78%
10 years(CAGR)	N/A	+14.05%
Max(CAGR)	+9.36%	+10.27%

PJAN

+0.51%

Winner

PDP

+8.78%

PJAN

+5.30%

Winner

PDP

+20.35%

PJAN

+5.59%

Winner

PDP

+31.44%

PJAN

+14.35%

Winner

PDP

+42.17%

5Y(CAGR)

PJAN

+8.78%

Winner

PDP

+11.78%

10Y(CAGR)

PJAN

N/A

PDP

+14.05%

Max(CAGR)

PJAN

+9.36%

Winner

PDP

+10.27%

PJAN vs PDP - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	PJAN	PDP
2026	+4.83%	+25.58%
2025	+11.40%	+8.02%
2024	+13.70%	+28.47%
2023	+18.18%	+21.82%
2022	-5.52%	-23.37%
2021	+9.55%	+9.40%
2020	+7.34%	+35.79%
2019	+12.34%	+34.74%
2018	N/A	-6.40%
2017	N/A	+22.97%
2016	N/A	+4.62%
2015	N/A	+1.55%
2014	N/A	+13.29%
2013	N/A	+28.69%
2012	N/A	+17.82%
2011	N/A	+0.33%
2010	N/A	+24.50%
2009	N/A	+24.87%
2008	N/A	-45.65%
2007	N/A	+13.82%

PJAN vs PDP Drawdown Comparison

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

The maximum drawdown for PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 1087 trading sessions.

The current PJAN drawdown is -0.69%.

Rank	PJAN	PDP
#1	-21.25% Feb 19, 2020 - Aug 5, 2020	-59.34% Dec 10, 2007 - Apr 3, 2012
#2	-11.93% Jan 3, 2022 - Apr 13, 2023	-34.70% Feb 19, 2020 - Jul 17, 2020
#3	-10.49% Feb 19, 2025 - Jun 10, 2025	-33.92% Nov 8, 2021 - Jul 12, 2024
#4	-5.51% Sep 14, 2023 - Nov 13, 2023	-24.54% Sep 14, 2018 - Jun 10, 2019
#5	-4.63% Jan 28, 2026 - Apr 13, 2026	-23.79% Dec 4, 2024 - Sep 19, 2025
#6	-3.34% Jul 16, 2024 - Aug 16, 2024	-19.14% Mar 20, 2015 - Feb 9, 2017
#7	-3.25% Oct 12, 2020 - Nov 6, 2020	-13.91% Jul 13, 2007 - Oct 9, 2007
#8	-2.37% Aug 26, 2020 - Oct 8, 2020	-13.47% Feb 12, 2021 - Aug 5, 2021
#9	-2.33% Mar 28, 2024 - May 7, 2024	-11.87% Oct 29, 2025 - Jan 13, 2026
#10	-2.28% Apr 30, 2019 - Jun 18, 2019	-11.63% Feb 25, 2026 - Apr 10, 2026
#11	-2.13% Jan 20, 2021 - Feb 4, 2021	-9.80% May 2, 2012 - Sep 14, 2012
#12	-2.05% Jul 26, 2019 - Sep 11, 2019	-9.76% Sep 5, 2014 - Nov 3, 2014
#13	-1.69% Jul 31, 2023 - Aug 30, 2023	-9.59% Jul 16, 2024 - Sep 19, 2024
#14	-1.59% Jun 2, 2026 - Jun 15, 2026	-9.53% Jan 26, 2018 - May 30, 2018
#15	-1.58% May 7, 2021 - May 26, 2021	-8.91% Sep 2, 2020 - Oct 9, 2020