QVML vs PJAN
Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and Innovator U.S. Equity Power Buffer ETF - January (PJAN, ETF).
5-Year PerformanceQVML has outperformed PJAN, delivering a return of +13.7% compared to +9.1%
QVML vs PJAN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QVML
$1.50B
PJAN
$1.50B
Expense Ratio
Winner
QVML
0.11%
PJAN
0.79%
Max Drawdown
QVML
24.47%
Winner
PJAN
21.25%
Sharpe Ratio
Winner
QVML
1.50
PJAN
1.44
5Y Beta
QVML
0.97
Winner
PJAN
0.46
P/E Ratio
QVML
25.11
PJAN
N/A
Forward P/E
QVML
20.10
PJAN
N/A
PEG Ratio
QVML
0.23
PJAN
N/A
5Y EPS CAGR
QVML
30.73%
PJAN
N/A
Debt to Equity
QVML
55.29%
PJAN
N/A
P/S Ratio
QVML
3.76
PJAN
N/A
P/B Ratio
QVML
5.46
PJAN
N/A
QVML vs PJAN - Historical Returns
Returns include dividend reinvestment.
1M
Winner
QVML
+3.88%
PJAN
+1.61%
3M
Winner
QVML
+6.45%
PJAN
+3.24%
6M
Winner
QVML
+13.29%
PJAN
+6.35%
1Y
Winner
QVML
+24.52%
PJAN
+13.00%
5Y(CAGR)
Winner
QVML
+13.66%
PJAN
+9.05%
Max(CAGR)
Winner
QVML
+14.08%
PJAN
+9.51%
QVML vs PJAN - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | QVML | PJAN |
|---|---|---|
| 2026 | +14.87% | +7.28% |
| 2025 | +17.77% | +11.40% |
| 2024 | +26.36% | +13.70% |
| 2023 | +22.75% | +18.18% |
| 2022 | -16.67% | -5.52% |
| 2021 | +12.57% | +9.55% |
| 2020 | N/A | +7.34% |
| 2019 | N/A | +12.34% |
QVML vs PJAN Drawdown Comparison
The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.
The maximum drawdown for PJAN was -21.25%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.
| Rank | QVML | PJAN |
|---|---|---|
| #1 | -23.53% Jan 4, 2022 - Dec 13, 2023 | -21.25% Feb 19, 2020 - Aug 5, 2020 |
| #2 | -18.72% Feb 19, 2025 - Jun 27, 2025 | -11.93% Jan 3, 2022 - Apr 13, 2023 |
| #3 | -8.73% Feb 2, 2026 - Apr 14, 2026 | -10.49% Feb 19, 2025 - Jun 10, 2025 |
| #4 | -8.54% Jul 16, 2024 - Sep 19, 2024 | -5.51% Sep 14, 2023 - Nov 13, 2023 |
| #5 | -5.36% Mar 28, 2024 - May 14, 2024 | -4.63% Jan 28, 2026 - Apr 13, 2026 |
| #6 | -4.97% Sep 3, 2021 - Oct 20, 2021 | -3.34% Jul 16, 2024 - Aug 16, 2024 |
| #7 | -4.65% Oct 28, 2025 - Dec 11, 2025 | -3.25% Oct 12, 2020 - Nov 6, 2020 |
| #8 | -4.19% Dec 4, 2024 - Jan 22, 2025 | -2.37% Aug 26, 2020 - Oct 8, 2020 |
| #9 | -4.17% Jun 2, 2026 - Jul 15, 2026 | -2.33% Mar 28, 2024 - May 7, 2024 |
| #10 | -3.68% Nov 24, 2021 - Dec 8, 2021 | -2.28% Apr 30, 2019 - Jun 18, 2019 |
| #11 | -3.41% Jul 15, 2026 - Aug 3, 2026 | -2.13% Jan 20, 2021 - Feb 4, 2021 |
| #12 | -2.99% Dec 15, 2021 - Dec 23, 2021 | -2.05% Jul 26, 2019 - Sep 11, 2019 |
| #13 | -2.90% Jul 12, 2021 - Jul 23, 2021 | -1.69% Jul 31, 2023 - Aug 30, 2023 |
| #14 | -2.83% Oct 8, 2025 - Oct 24, 2025 | -1.59% Jun 2, 2026 - Jun 15, 2026 |
| #15 | -2.72% Jul 25, 2025 - Aug 12, 2025 | -1.58% May 7, 2021 - May 26, 2021 |
Correlation
Correlation between QVML and PJAN is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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