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PMAY vs TSME

Comparison between Innovator U.S. Equity Power Buffer ETF - May (PMAY, ETF) and THRIVENT SMALL-MID CAP EQUITY ETF (TSME, ETF).

PMAY vs TSME - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
PMAY
$917M
Winner
TSME
$920M
Expense Ratio
PMAY
0.79%
Winner
TSME
0.65%
Max Drawdown
Winner
PMAY
13.05%
TSME
26.86%
Sharpe Ratio
Winner
PMAY
1.65
TSME
1.58
5Y Beta
Winner
PMAY
0.46
TSME
1.18
P/E Ratio
PMAY
N/A
TSME
31.44
Forward P/E
PMAY
N/A
TSME
21.73
PEG Ratio
PMAY
N/A
TSME
0.59
5Y EPS CAGR
PMAY
N/A
TSME
19.45%
Debt to Equity
PMAY
N/A
TSME
249.26%

PMAY vs TSME - Historical Returns

Returns include dividend reinvestment.

1M
PMAY
+0.84%
Winner
TSME
+12.49%
3M
PMAY
+3.79%
Winner
TSME
+24.71%
6M
PMAY
+4.82%
Winner
TSME
+22.38%
1Y
PMAY
+11.01%
Winner
TSME
+41.95%
5Y(CAGR)
PMAY
+7.29%
TSME
N/A
Max(CAGR)
PMAY
+8.31%
Winner
TSME
+20.66%

PMAY vs TSME - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

YearPMAYTSME
2026+4.28%+20.50%
2025+10.30%+13.95%
2024+14.39%+19.68%
2023+12.37%+18.59%
2022-8.38%+2.41%
2021+7.91%N/A
2020+11.97%N/A

PMAY vs TSME Drawdown Comparison

The maximum drawdown for PMAY was -13.05%, occurring on Sep 30, 2022. Recovery took 421 trading sessions.

The maximum drawdown for TSME was -26.59%, occurring on Apr 8, 2025. Recovery took 174 trading sessions.

The current PMAY drawdown is -0.35%.

RankPMAYTSME
#1-13.05%
Mar 29, 2022 - Dec 1, 2023
-26.59%
Nov 25, 2024 - Aug 8, 2025
#2-9.43%
Feb 19, 2025 - May 12, 2025
-16.50%
Jul 31, 2023 - Dec 14, 2023
#3-4.40%
Jan 12, 2022 - Mar 28, 2022
-14.72%
Feb 20, 2026 - Apr 20, 2026
#4-3.80%
Jul 16, 2024 - Aug 16, 2024
-13.95%
Feb 15, 2023 - Jul 19, 2023
#5-3.70%
Jun 8, 2020 - Jul 17, 2020
-11.10%
Jul 16, 2024 - Sep 19, 2024
#6-2.68%
Oct 13, 2020 - Nov 6, 2020
-9.61%
Oct 27, 2025 - Dec 10, 2025
#7-2.20%
May 7, 2021 - May 27, 2021
-8.14%
Mar 28, 2024 - May 15, 2024
#8-2.18%
Aug 28, 2020 - Oct 9, 2020
-8.07%
May 6, 2026 - Jun 2, 2026
#9-2.03%
May 11, 2020 - May 18, 2020
-6.69%
Nov 30, 2022 - Jan 12, 2023
#10-1.86%
Sep 3, 2021 - Oct 19, 2021
-6.03%
Sep 11, 2025 - Oct 24, 2025
#11-1.85%
Jun 2, 2026 - Jun 10, 2026
-5.97%
May 15, 2024 - Jul 12, 2024
#12-1.78%
Aug 30, 2024 - Sep 13, 2024
-4.93%
Dec 26, 2023 - Feb 9, 2024
#13-1.65%
Jul 9, 2021 - Aug 3, 2021
-4.79%
Oct 5, 2022 - Oct 25, 2022
#14-1.60%
Nov 5, 2021 - Dec 23, 2021
-4.41%
Nov 1, 2022 - Nov 10, 2022
#15-1.58%
Feb 25, 2026 - Apr 6, 2026
-4.28%
Dec 11, 2025 - Jan 6, 2026

Correlation

Correlation between PMAY and TSME is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

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