TFJL vs RKNG

Comparison between Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL, ETF) and Defiance Retail Kings ETF (RKNG, ETF).

TFJL vs RKNG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TFJL(ETF)	RKNG(ETF)
Net Assets	$7.30M	$7.30M
Expense Ratio	0.79%	0.79%
Max Drawdown	25.45%	34.21%
Sharpe Ratio	-0.62	0.56
5Y Beta	0.00	3.29
P/E Ratio	N/A	-28.33
Forward P/E	N/A	37.78
P/S Ratio	N/A	8.25
P/B Ratio	N/A	7.89

Net Assets

TFJL

$7.30M

RKNG

$7.30M

Expense Ratio

TFJL

0.79%

RKNG

0.79%

Max Drawdown

Winner

TFJL

25.45%

RKNG

34.21%

Sharpe Ratio

TFJL

-0.62

Winner

RKNG

0.56

5Y Beta

Winner

TFJL

0.00

RKNG

3.29

P/E Ratio

TFJL

N/A

RKNG

-28.33

Forward P/E

TFJL

N/A

RKNG

37.78

P/S Ratio

TFJL

N/A

RKNG

8.25

P/B Ratio

TFJL

N/A

RKNG

7.89

TFJL vs RKNG - Historical Returns

Returns include dividend reinvestment.

Period	TFJL	RKNG
1 month	+0.67%	+3.45%
3 months	-1.97%	+39.44%
6 months	-1.87%	N/A
1 year	-2.90%	N/A
5 years(CAGR)	-3.67%	N/A
Max(CAGR)	-4.23%	+22.02%

TFJL

+0.67%

Winner

RKNG

+3.45%

TFJL

-1.97%

Winner

RKNG

+39.44%

TFJL

-1.87%

RKNG

N/A

TFJL

-2.90%

RKNG

N/A

5Y(CAGR)

TFJL

-3.67%

RKNG

N/A

Max(CAGR)

TFJL

-4.23%

Winner

RKNG

+22.02%

TFJL vs RKNG - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	TFJL	RKNG
2026	-1.67%	+7.99%
2025	-0.78%	N/A
2024	-6.62%	N/A
2023	+7.15%	N/A
2022	-16.32%	N/A
2021	-1.33%	N/A
2020	-1.98%	N/A

TFJL vs RKNG Drawdown Comparison

The maximum drawdown for TFJL was -25.45%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The maximum drawdown for RKNG was -34.21%, occurring on Mar 30, 2026. Recovery took 71 trading sessions.

The current TFJL drawdown is -22.48%. The current RKNG drawdown is -9.46%.

Rank	TFJL	RKNG
#1	-25.45% Sep 8, 2020 - Oct 25, 2023	-34.21% Jan 22, 2026 - May 5, 2026
#2	-1.49% Aug 24, 2020 - Sep 8, 2020	-15.86% Jun 2, 2026 - Jun 10, 2026
#3	-0.18% Aug 18, 2020 - Aug 24, 2020	-10.88% May 11, 2026 - May 22, 2026
#4	N/A	-6.60% May 6, 2026 - May 11, 2026
#5	N/A	-1.69% May 28, 2026 - Jun 2, 2026

Correlation

Correlation between TFJL and RKNG is -0.69 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.69

-101