STNC vs ZMAY

Comparison between HENNESSY SUSTAINABLE ETF (STNC, ETF) and Innovator Equity Defined Protection ETF 1 Yr May (ZMAY, ETF).

STNC vs ZMAY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STNC(ETF)	ZMAY(ETF)
Net Assets	$98M	$98M
Expense Ratio	0.85%	0.79%
Max Drawdown	22.33%	0.70%
Sharpe Ratio	0.94	0.54
5Y Beta	0.79	0.10
P/E Ratio	21.09	N/A
Forward P/E	14.81	N/A
PEG Ratio	0.06	N/A
5Y EPS CAGR	15.73%	N/A
Debt to Equity	-223.60%	N/A
P/S Ratio	0.87	N/A
P/B Ratio	3.89	N/A

Net Assets

Winner

STNC

$98M

ZMAY

$98M

Expense Ratio

STNC

0.85%

Winner

ZMAY

0.79%

Max Drawdown

STNC

22.33%

Winner

ZMAY

0.70%

Sharpe Ratio

Winner

STNC

0.94

ZMAY

0.54

5Y Beta

STNC

0.79

Winner

ZMAY

0.10

P/E Ratio

STNC

21.09

ZMAY

N/A

Forward P/E

STNC

14.81

ZMAY

N/A

PEG Ratio

STNC

0.06

ZMAY

N/A

5Y EPS CAGR

STNC

15.73%

ZMAY

N/A

Debt to Equity

STNC

-223.60%

ZMAY

N/A

P/S Ratio

STNC

0.87

ZMAY

N/A

P/B Ratio

STNC

3.89

ZMAY

N/A

STNC vs ZMAY - Historical Returns

Returns include dividend reinvestment.

Period	STNC	ZMAY
1 month	-1.61%	+0.40%
3 months	+1.87%	+0.85%
6 months	+7.10%	+2.02%
1 year	+17.56%	+4.59%
5 years(CAGR)	+7.09%	N/A
Max(CAGR)	+8.21%	+5.62%

STNC

-1.61%

Winner

ZMAY

+0.40%

Winner

STNC

+1.87%

ZMAY

+0.85%

Winner

STNC

+7.10%

ZMAY

+2.02%

Winner

STNC

+17.56%

ZMAY

+4.59%

5Y(CAGR)

STNC

+7.09%

ZMAY

N/A

Max(CAGR)

Winner

STNC

+8.21%

ZMAY

+5.62%

STNC vs ZMAY - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	STNC	ZMAY
2026	+10.17%	+2.14%
2025	+10.50%	+4.67%
2024	+9.85%	N/A
2023	+11.97%	N/A
2022	-12.51%	N/A
2021	+17.76%	N/A

STNC vs ZMAY Drawdown Comparison

The maximum drawdown for STNC was -22.33%, occurring on Jun 16, 2022. Recovery took 539 trading sessions.

The maximum drawdown for ZMAY was -0.70%, occurring on Jun 10, 2026. Recovery took 22 trading sessions.

The current STNC drawdown is -4.27%. The current ZMAY drawdown is -0.35%.

Rank	STNC	ZMAY
#1	-22.33% Dec 29, 2021 - Feb 22, 2024	-0.70% Jun 2, 2026 - Jul 6, 2026
#2	-17.89% Nov 29, 2024 - Aug 12, 2025	-0.39% Mar 16, 2026 - Mar 31, 2026
#3	-8.09% Feb 27, 2026 - Apr 17, 2026	-0.39% May 19, 2025 - May 30, 2025
#4	-7.12% Jul 16, 2024 - Sep 19, 2024	-0.35% Jul 9, 2026 - Jul 23, 2026
#5	-6.80% Sep 2, 2021 - Nov 3, 2021	-0.34% Nov 12, 2025 - Nov 25, 2025
#6	-6.62% Oct 27, 2025 - Jan 5, 2026	-0.29% May 14, 2026 - May 26, 2026
#7	-5.71% Mar 28, 2024 - Jul 16, 2024	-0.24% Jul 10, 2025 - Jul 18, 2025
#8	-5.64% Jun 30, 2026 - Jul 20, 2026	-0.22% Mar 9, 2026 - Mar 16, 2026
#9	-4.03% Apr 17, 2026 - May 26, 2026	-0.20% Jul 23, 2025 - Aug 4, 2025
#10	-3.93% Nov 24, 2021 - Dec 13, 2021	-0.18% Oct 6, 2025 - Oct 20, 2025
#11	-3.85% Oct 18, 2024 - Nov 22, 2024	-0.18% Jan 12, 2026 - Jan 27, 2026
#12	-3.52% Apr 26, 2021 - May 28, 2021	-0.16% May 2, 2025 - May 12, 2025
#13	-3.06% Sep 4, 2025 - Oct 20, 2025	-0.16% Jun 12, 2025 - Jun 18, 2025
#14	-2.79% Mar 22, 2021 - Apr 12, 2021	-0.15% Mar 2, 2026 - Mar 9, 2026
#15	-2.71% May 26, 2026 - Jun 11, 2026	-0.14% Oct 27, 2025 - Nov 10, 2025