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SOFX vs NAUG

Comparison between DEFIANCE DAILY TARGET 2X LONG SOFI ETF (SOFX, ETF) and Innovator Growth-100 Power Buffer ETF - August (NAUG, ETF).

SOFX vs NAUG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SOFX
$82M
Winner
NAUG
$82M
Expense Ratio
SOFX
N/A
NAUG
0.79%
Max Drawdown
SOFX
85.03%
Winner
NAUG
12.88%
Sharpe Ratio
SOFX
0.32
Winner
NAUG
1.59
5Y Beta
SOFX
4.67
Winner
NAUG
0.62

SOFX vs NAUG - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SOFX
+2.98%
NAUG
+0.74%
3M
SOFX
-24.20%
Winner
NAUG
+7.31%
6M
SOFX
-71.52%
Winner
NAUG
+7.32%
1Y
SOFX
-27.99%
Winner
NAUG
+16.70%
Max(CAGR)
SOFX
-42.85%
Winner
NAUG
+15.59%

SOFX vs NAUG - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

YearSOFXNAUG
2026-71.27%+6.73%
2025+44.74%+14.91%
2024N/A+7.13%

SOFX vs NAUG Drawdown Comparison

The maximum drawdown for SOFX was -83.19%, occurring on May 19, 2026. This drawdown has not yet recovered.

The maximum drawdown for NAUG was -12.88%, occurring on Apr 8, 2025. Recovery took 67 trading sessions.

The current SOFX drawdown is -80.84%. The current NAUG drawdown is -0.22%.

RankSOFXNAUG
#1-83.19%
Oct 28, 2025 - May 19, 2026
-12.88%
Feb 19, 2025 - May 27, 2025
#2-76.67%
Jan 23, 2025 - Jul 10, 2025
-5.10%
Jan 28, 2026 - Apr 13, 2026
#3-29.12%
Sep 22, 2025 - Oct 28, 2025
-3.50%
Aug 21, 2024 - Sep 19, 2024
#4-13.90%
Aug 18, 2025 - Aug 22, 2025
-3.15%
Oct 29, 2025 - Dec 5, 2025
#5-12.97%
Aug 25, 2025 - Sep 12, 2025
-2.91%
Aug 1, 2024 - Aug 13, 2024
#6-12.14%
Jul 31, 2025 - Aug 12, 2025
-1.95%
Dec 16, 2024 - Jan 21, 2025
#7-10.22%
Jul 17, 2025 - Jul 29, 2025
-1.68%
Oct 8, 2025 - Oct 20, 2025
#8-4.54%
Aug 13, 2025 - Aug 18, 2025
-1.57%
Dec 10, 2025 - Dec 23, 2025
#9-4.31%
Jul 29, 2025 - Jul 31, 2025
-1.57%
Oct 29, 2024 - Nov 6, 2024
#10-4.18%
Sep 15, 2025 - Sep 18, 2025
-1.38%
Jan 23, 2025 - Feb 6, 2025
#11-3.55%
Jan 21, 2025 - Jan 23, 2025
-1.35%
Nov 8, 2024 - Nov 29, 2024
#12-3.55%
Jul 14, 2025 - Jul 16, 2025
-1.34%
Aug 14, 2025 - Sep 9, 2025
#13N/A-1.24%
Jan 12, 2026 - Jan 26, 2026
#14N/A-1.03%
Jun 4, 2026 - Jun 10, 2026
#15N/A-0.91%
Jul 31, 2025 - Aug 4, 2025

Correlation

Correlation between SOFX and NAUG is 0.16 which considered as a very weak or no correlation - the stocks move independently of each other.

0.16
-101

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