POCT vs CHI

Comparison between Innovator U.S. Equity Power Buffer ETF - October (POCT, ETF) and Calamos Convertible Opportunities and Income Fund (CHI, ETF).

5-Year PerformancePOCT has outperformed CHI, delivering a return of +10.1% compared to +6.9%

POCT vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	POCT(ETF)	CHI(ETF)
Net Assets	$964M	$962M
Expense Ratio	0.79%	N/A
Max Drawdown	18.80%	73.29%
Sharpe Ratio	1.25	1.68
5Y Beta	0.49	0.78
5Y Dividends CAGR	N/A	3.01%

Net Assets

Winner

POCT

$964M

CHI

$962M

Expense Ratio

POCT

0.79%

CHI

N/A

Max Drawdown

Winner

POCT

18.80%

CHI

73.29%

Sharpe Ratio

POCT

1.25

Winner

CHI

1.68

5Y Beta

Winner

POCT

0.49

CHI

0.78

5Y Dividends CAGR

POCT

N/A

CHI

3.01%

POCT vs CHI - Historical Returns

Returns include dividend reinvestment.

Period	POCT	CHI
1 month	+1.39%	-0.74%
3 months	+2.87%	+7.87%
6 months	+6.93%	+17.61%
1 year	+12.19%	+40.32%
5 years(CAGR)	+10.07%	+6.86%
10 years(CAGR)	N/A	+12.39%
Max(CAGR)	+8.95%	+9.92%

Winner

POCT

+1.39%

CHI

-0.74%

POCT

+2.87%

Winner

CHI

+7.87%

POCT

+6.93%

Winner

CHI

+17.61%

POCT

+12.19%

Winner

CHI

+40.32%

5Y(CAGR)

Winner

POCT

+10.07%

CHI

+6.86%

10Y(CAGR)

POCT

N/A

CHI

+12.39%

Max(CAGR)

POCT

+8.95%

Winner

CHI

+9.92%

POCT vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	POCT	CHI
2026	+7.72%	+28.96%
2025	+11.27%	-0.88%
2024	+9.82%	+28.20%
2023	+20.32%	+8.22%
2022	-1.57%	-23.06%
2021	+10.34%	+22.30%
2020	+9.83%	+33.28%
2019	+12.44%	+31.79%
2018	-7.12%	-11.22%
2017	N/A	+20.10%
2016	N/A	+13.28%
2015	N/A	-15.64%
2014	N/A	+5.01%
2013	N/A	+19.38%
2012	N/A	+13.81%
2011	N/A	-6.66%
2010	N/A	+16.17%
2009	N/A	+54.80%
2008	N/A	-35.94%
2007	N/A	-19.79%
2006	N/A	+12.07%
2005	N/A	+5.58%
2004	N/A	+14.56%
2003	N/A	+47.19%
2002	N/A	+11.61%

POCT vs CHI Drawdown Comparison

The maximum drawdown for POCT was -18.80%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The current POCT drawdown is -0.11%. The current CHI drawdown is -2.63%.

Rank	POCT	CHI
#1	-18.80% Feb 19, 2020 - Jul 15, 2020	-64.58% Jun 11, 2007 - Mar 25, 2011
#2	-10.24% Oct 2, 2018 - Apr 5, 2019	-49.56% Feb 19, 2020 - Aug 3, 2020
#3	-10.22% Feb 19, 2025 - Jun 6, 2025	-35.99% Nov 15, 2021 - Nov 20, 2024
#4	-9.66% Jan 3, 2022 - Nov 30, 2022	-33.85% Sep 14, 2018 - Feb 6, 2020
#5	-4.40% Feb 2, 2026 - Apr 13, 2026	-32.90% May 18, 2015 - Feb 8, 2017
#6	-3.73% Jul 26, 2019 - Nov 18, 2019	-27.52% Dec 30, 2024 - Oct 27, 2025
#7	-3.62% Oct 12, 2020 - Nov 6, 2020	-21.84% Jan 20, 2004 - Sep 10, 2004
#8	-3.57% Feb 2, 2023 - Mar 31, 2023	-18.00% Jun 3, 2011 - Feb 9, 2012
#9	-3.25% Oct 11, 2023 - Nov 3, 2023	-14.88% Feb 9, 2005 - Jul 28, 2005
#10	-3.24% Apr 29, 2019 - Jun 20, 2019	-12.89% Sep 13, 2002 - Nov 13, 2002
#11	-2.90% Dec 1, 2022 - Jan 11, 2023	-10.71% Feb 13, 2026 - Apr 8, 2026
#12	-2.45% Oct 28, 2025 - Nov 28, 2025	-10.47% May 21, 2013 - Oct 17, 2013
#13	-1.95% Nov 18, 2021 - Dec 23, 2021	-10.14% Jun 30, 2026 - Aug 12, 2026
#14	-1.92% Jul 31, 2024 - Aug 13, 2024	-9.73% Sep 2, 2014 - Feb 25, 2015
#15	-1.84% Jan 20, 2021 - Feb 5, 2021	-9.31% Sep 1, 2020 - Oct 12, 2020

Correlation

Correlation between POCT and CHI is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2002 - 2026)

POCT vs CHI dividend yield comparison.

Year	POCT	CHI
2026	0.00%	5.14%
2025	0.00%	10.88%
2024	0.00%	9.55%
2023	0.00%	11.00%
2022	0.00%	10.85%
2021	0.00%	7.54%
2020	0.00%	6.75%
2019	2.21%	8.49%
2018	0.00%	12.19%
2017	0.00%	10.19%
2016	0.00%	11.30%
2015	0.00%	11.50%
2014	0.00%	8.88%
2013	0.00%	8.60%
2012	0.00%	9.55%
2011	0.00%	10.12%
2010	0.00%	8.65%
2009	0.00%	9.25%
2008	0.00%	18.64%
2007	0.00%	12.46%
2006	0.00%	9.95%
2005	0.00%	10.57%
2004	0.00%	13.83%
2003	0.00%	10.26%
2002	0.00%	4.25%