STOX vs EJAN

Comparison between HORIZON CORE EQUITY ETF (STOX, ETF) and Innovator Emerging Markets Power Buffer ETF January (EJAN, ETF).

STOX vs EJAN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STOX(ETF)	EJAN(ETF)
Net Assets	$156M	$156M
Expense Ratio	0.70%	0.89%
Max Drawdown	9.33%	22.23%
Sharpe Ratio	1.26	0.81
5Y Beta	0.99	0.41
P/E Ratio	27.23	N/A
Forward P/E	20.34	N/A
PEG Ratio	0.35	N/A
5Y EPS CAGR	25.54%	N/A
Debt to Equity	5.19%	N/A
P/S Ratio	3.67	N/A
P/B Ratio	5.83	N/A

Net Assets

STOX

$156M

Winner

EJAN

$156M

Expense Ratio

Winner

STOX

0.70%

EJAN

0.89%

Max Drawdown

Winner

STOX

9.33%

EJAN

22.23%

Sharpe Ratio

Winner

STOX

1.26

EJAN

0.81

5Y Beta

STOX

0.99

Winner

EJAN

0.41

P/E Ratio

STOX

27.23

EJAN

N/A

Forward P/E

STOX

20.34

EJAN

N/A

PEG Ratio

STOX

0.35

EJAN

N/A

5Y EPS CAGR

STOX

25.54%

EJAN

N/A

Debt to Equity

STOX

5.19%

EJAN

N/A

P/S Ratio

STOX

3.67

EJAN

N/A

P/B Ratio

STOX

5.83

EJAN

N/A

STOX vs EJAN - Historical Returns

Returns include dividend reinvestment.

Period	STOX	EJAN
1 month	+0.96%	-0.99%
3 months	+6.78%	+1.30%
6 months	+9.44%	+3.49%
1 year	+20.75%	+10.43%
5 years(CAGR)	N/A	+3.14%
Max(CAGR)	+22.00%	+4.29%

Winner

STOX

+0.96%

EJAN

-0.99%

Winner

STOX

+6.78%

EJAN

+1.30%

Winner

STOX

+9.44%

EJAN

+3.49%

Winner

STOX

+20.75%

EJAN

+10.43%

5Y(CAGR)

STOX

N/A

EJAN

+3.14%

Max(CAGR)

Winner

STOX

+22.00%

EJAN

+4.29%

STOX vs EJAN - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	STOX	EJAN
2026	+9.84%	+4.73%
2025	+12.56%	+14.93%
2024	N/A	+4.14%
2023	N/A	+4.86%
2022	N/A	-8.11%
2021	N/A	-0.40%
2020	N/A	+10.46%

STOX vs EJAN Drawdown Comparison

The maximum drawdown for STOX was -9.33%, occurring on Mar 30, 2026. Recovery took 50 trading sessions.

The maximum drawdown for EJAN was -22.23%, occurring on Mar 18, 2020. Recovery took 156 trading sessions.

The current STOX drawdown is -0.78%. The current EJAN drawdown is -0.99%.

Rank	STOX	EJAN
#1	-9.33% Feb 2, 2026 - Apr 15, 2026	-22.23% Jan 13, 2020 - Aug 25, 2020
#2	-5.03% Oct 29, 2025 - Dec 10, 2025	-22.00% Jun 28, 2021 - Sep 24, 2024
#3	-3.95% Jun 2, 2026 - Jul 10, 2026	-11.75% Oct 7, 2024 - Jun 24, 2025
#4	-3.06% Dec 11, 2025 - Dec 23, 2025	-6.63% Feb 25, 2026 - Apr 17, 2026
#5	-2.71% Oct 8, 2025 - Oct 20, 2025	-3.34% Feb 16, 2021 - May 28, 2021
#6	-2.63% Jan 12, 2026 - Jan 27, 2026	-2.99% Aug 28, 2020 - Oct 9, 2020
#7	-1.93% Jul 30, 2025 - Aug 6, 2025	-2.52% May 8, 2026 - Jun 15, 2026
#8	-1.85% May 14, 2026 - May 26, 2026	-2.19% Jun 22, 2026 - Jul 17, 2026
#9	-1.71% Jul 10, 2026 - Jul 20, 2026	-2.18% Jun 4, 2021 - Jun 25, 2021
#10	-1.52% Aug 14, 2025 - Aug 28, 2025	-1.99% Oct 23, 2020 - Nov 4, 2020
#11	-1.35% Aug 28, 2025 - Sep 4, 2025	-1.97% Jan 20, 2021 - Feb 4, 2021
#12	-1.30% Sep 22, 2025 - Oct 1, 2025	-1.86% Nov 27, 2020 - Dec 3, 2020
#13	-1.18% Jun 30, 2025 - Jul 17, 2025	-1.31% Dec 30, 2020 - Jan 6, 2021
#14	-1.15% Apr 17, 2026 - Apr 22, 2026	-1.05% Jul 23, 2025 - Aug 7, 2025
#15	-1.11% Dec 24, 2025 - Jan 6, 2026	-1.04% Jan 27, 2026 - Feb 9, 2026