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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.

YearQVMLPJAN
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%
2020N/A+7.34%
2019N/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.

RankQVMLPJAN
#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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