Innovator S&P 500 Buffer ETF - June

10-Year Study

BJUN.US · · US · ETF

Executive Summary: Innovator S&P 500 Buffer ETF - June has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 16.3% and an annualized volatility of 11.5%.

1Y CAGR
+9.2%
3Y CAGR
+12.3%
5Y CAGR
+8.0%
10Y CAGR
+8.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +16.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.90.2-2.14.90.8-1.8——————2.8%
20251.9-0.5-3.8-0.95.73.21.31.41.80.80.50.812.6%
20241.42.61.3-0.31.82.40.81.91.4-0.33.3-1.016.3%
20234.2-1.41.90.6-0.75.02.0-0.8-3.3-1.67.03.316.8%
2022-1.9-1.63.0-6.4-0.6-6.66.9-2.7-6.95.94.0-3.9-11.5%
2021-0.91.71.70.30.41.31.11.6-2.33.6-0.82.510.7%
20200.0-5.2-6.97.43.41.33.12.7-1.0-1.56.01.310.1%
2019——————1.2-1.21.41.32.21.26.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.5% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110118.297210948967
2019-08-019999.51194422649
2019-09-0110142.437200361912
2019-10-0110277.92899163923
2019-11-0110501.984134433087
2019-12-0110626.550984934094
2020-01-0110629.591947830591
2020-02-0110079.515548330663
2020-03-019383.059959528913
2020-04-0110077.338068725763
2020-05-0110422.243329591573
2020-06-0110555.069585490477
2020-07-0110883.9065485822
2020-08-0111180.231488607653
2020-09-0111070.381396815625
2020-10-0110906.094314901093
2020-11-0111555.283579175788
2020-12-0111703.952876337931
2021-01-0111603.676186257102
2021-02-0111802.690313594607
2021-03-0112005.83414363106
2021-04-0112041.83764261553
2021-05-0112085.011807195442
2021-06-0112242.691364791657
2021-07-0112383.47668407399
2021-08-0112587.596625657468
2021-09-0112303.886050239711
2021-10-0112752.897361870831
2021-11-0112645.900519216259
2021-12-0112959.75792433634
2022-01-0112714.603755026035
2022-02-0112510.371185187132
2022-03-0112880.542718020144
2022-04-0112051.223330567684
2022-05-0111983.646377312165
2022-06-0111194.122306776844
2022-07-0111966.752138998285
2022-08-0111643.509045926048
2022-09-0110841.220439775794
2022-10-0111481.699785630888
2022-11-0111941.973922804595
2022-12-0111472.727067948626
2023-01-0111951.735038274835
2023-02-0111789.850692476059
2023-03-0112013.680578759062
2023-04-0112081.632959532666
2023-05-0111998.663478035614
2023-06-0112595.593231792704
2023-07-0112847.129668910473
2023-08-0112745.764239027192
2023-09-0112321.531143589764
2023-10-0112126.308834184927
2023-11-0112978.153872722563
2023-12-0113401.63611312382
2024-01-0113582.967604359466
2024-02-0113939.623746541376
2024-03-0114115.69925252381
2024-04-0114071.02337787155
2024-05-0114324.43695257975
2024-06-0114671.707406809504
2024-07-0114786.58822734389
2024-08-0115072.2885686075
2024-09-0115279.899986109185
2024-10-0115231.845263794148
2024-11-0115737.546130656283
2024-12-0115587.750550939885
2025-01-0115879.833160010963
2025-02-0115805.498511429892
2025-03-0115205.940765046198
2025-04-0115065.906300800038
2025-05-0115921.881042036619
2025-06-0116428.708191453017
2025-07-0116642.701876762163
2025-08-0116875.466937975623
2025-09-0117172.805532299906
2025-10-0117306.457728738602
2025-11-0117401.440890814414
2025-12-0117547.482195349956
2026-01-0117701.407477765304
2026-02-0117735.57138191115
2026-03-0117364.648994041967
2026-04-0118223.251727905154
2026-05-0118373.42273513964
2026-06-0118043.046519223768
Annual Return Matrix
YearAnnual Return
20200.10138773087630537
20210.10729751403368093
2022-0.11474217844727697
20230.1681299514710839
20240.16312295150853018
20250.12572254335260102
20260.028241335044929317
Total Factor Risk
0.11482639672230188
VTI.US Exposure
0.5952521157059016
VEA.US Exposure
-0.007966046168525927
VWO.US Exposure
-0.022800377772752574
QQQ.US Exposure
0.05926134453440197
VTV.US Exposure
0.12251531184347714
IJR.US Exposure
-0.07350835513597091
QUAL.US Exposure
-0.07753687756838554
SHV.US Exposure
0.2912016521211851
TLT.US Exposure
0.005456257839199291
LQD.US Exposure
-0.014453541226130238
HYG.US Exposure
0.08239143987019801
GLD.US Exposure
-0.0006501482721674999
USO.US Exposure
-0.0006084289390828776
VNQ.US Exposure
0.025050648851681765
BTC-USD.CC Exposure
-0.006248289524201083
CPER.US Exposure
0.0008309757450738602
VIX.INDX Exposure
-0.0029989631087252284
UUP.US Exposure
0.005070199000258755
TIP.US Exposure
-0.009626809521376872
Idiosyncratic Exposure
0.029367891725941335
Value Score
21.9
Growth Score
50
Profit Score
75
Health Score
20.1
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.0x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$495.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.01
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.58
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
27
OversoldNeutralOverbought
Oversold
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+3.2%
50.0% retracement+5.0%
61.8% retracement+6.8%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Innovator S&P 500 Buffer ETF - June a high-risk investment?

Innovator S&P 500 Buffer ETF - June (BJUN.US) has an annualized volatility of 11.5% and experienced a maximum drawdown of 16.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BJUN.US?

Over the past 10 years, BJUN.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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