TAX vs KSEP

Comparison between CAMBRIA TAX AWARE ETF (TAX, ETF) and Innovator U.S. Small Cap Power Buffer ETF - September (KSEP, ETF).

TAX vs KSEP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TAX(ETF)	KSEP(ETF)
Net Assets	$25M	$25M
Expense Ratio	0.54%	0.79%
Max Drawdown	80.04%	14.92%
Sharpe Ratio	1.11	1.49
5Y Beta	0.97	0.59
P/E Ratio	27.77	N/A
Forward P/E	17.90	N/A
PEG Ratio	0.95	N/A
5Y EPS CAGR	27.00%	N/A
Debt to Equity	91.35%	N/A
P/S Ratio	1.20	N/A
P/B Ratio	3.18	N/A

Net Assets

TAX

$25M

Winner

KSEP

$25M

Expense Ratio

Winner

TAX

0.54%

KSEP

0.79%

Max Drawdown

TAX

80.04%

Winner

KSEP

14.92%

Sharpe Ratio

TAX

1.11

Winner

KSEP

1.49

5Y Beta

TAX

0.97

Winner

KSEP

0.59

P/E Ratio

TAX

27.77

KSEP

N/A

Forward P/E

TAX

17.90

KSEP

N/A

PEG Ratio

TAX

0.95

KSEP

N/A

5Y EPS CAGR

TAX

27.00%

KSEP

N/A

Debt to Equity

TAX

91.35%

KSEP

N/A

P/S Ratio

TAX

1.20

KSEP

N/A

P/B Ratio

TAX

3.18

KSEP

N/A

TAX vs KSEP - Historical Returns

Returns include dividend reinvestment.

Period	TAX	KSEP
1 month	+1.12%	+0.60%
3 months	+7.79%	+5.47%
6 months	+5.86%	+7.82%
1 year	+22.40%	+19.99%
5 years(CAGR)	+16.49%	N/A
10 years(CAGR)	+11.54%	N/A
Max(CAGR)	+6.90%	+11.48%

Winner

TAX

+1.12%

KSEP

+0.60%

Winner

TAX

+7.79%

KSEP

+5.47%

TAX

+5.86%

Winner

KSEP

+7.82%

Winner

TAX

+22.40%

KSEP

+19.99%

5Y(CAGR)

TAX

+16.49%

KSEP

N/A

10Y(CAGR)

TAX

+11.54%

KSEP

N/A

Max(CAGR)

TAX

+6.90%

Winner

KSEP

+11.48%

TAX vs KSEP - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	TAX	KSEP
2026	+5.44%	+7.44%
2025	+16.54%	+8.44%
2024	+0.26%	+3.08%
2018	-12.51%	N/A
2017	-13.07%	N/A
2016	-39.66%	N/A
2015	-32.96%	N/A
2014	+48.85%	N/A
2013	+73.94%	N/A
2012	-1.57%	N/A

TAX vs KSEP Drawdown Comparison

The maximum drawdown for TAX was -77.48%, occurring on Mar 1, 2018. This drawdown has not yet recovered.

The maximum drawdown for KSEP was -14.92%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The current TAX drawdown is -9.31%. The current KSEP drawdown is -1.07%.

Rank	TAX	KSEP
#1	-77.48% Nov 12, 2014 - Mar 1, 2018	-14.92% Nov 25, 2024 - Aug 22, 2025
#2	-35.36% Jul 2, 2012 - Oct 5, 2012	-4.75% Jan 22, 2026 - Apr 9, 2026
#3	-13.80% Jul 23, 2013 - Oct 2, 2013	-4.31% Oct 27, 2025 - Dec 3, 2025
#4	-12.74% Oct 12, 2012 - Jan 29, 2013	-2.32% Nov 11, 2024 - Nov 25, 2024
#5	-12.16% Aug 6, 2014 - Oct 28, 2014	-1.83% Oct 16, 2024 - Nov 6, 2024
#6	-9.69% Dec 24, 2013 - Jan 21, 2014	-1.77% Oct 6, 2025 - Oct 14, 2025
#7	-9.18% May 3, 2013 - Jul 10, 2013	-1.68% Dec 11, 2025 - Jan 6, 2026
#8	-7.18% Feb 4, 2013 - Apr 10, 2013	-1.49% Sep 19, 2024 - Oct 14, 2024
#9	-5.40% Apr 1, 2014 - Jun 12, 2014	-1.24% Sep 4, 2024 - Sep 13, 2024
#10	-5.31% Feb 21, 2014 - Mar 6, 2014	-1.20% Oct 15, 2025 - Oct 24, 2025
#11	-5.23% Oct 4, 2013 - Oct 18, 2013	-1.15% May 6, 2026 - May 21, 2026
#12	-5.22% Nov 29, 2013 - Dec 20, 2013	-1.13% Sep 18, 2025 - Oct 3, 2025
#13	-4.94% Oct 22, 2013 - Nov 21, 2013	-1.07% Jun 4, 2026 - Jun 5, 2026
#14	-3.86% Jan 22, 2014 - Feb 10, 2014	-0.93% Aug 22, 2025 - Aug 27, 2025
#15	-3.83% Feb 10, 2014 - Feb 21, 2014	-0.84% Aug 28, 2025 - Sep 5, 2025