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Communication Services Select Sector Index (^SIXC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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Returns By Period

Communication Services Select Sector Index (^SIXC) returned 0.30% year-to-date (YTD) and 18.83% over the past 12 months. Over the past 10 years, ^SIXC delivered an annualized return of 12.20%, outperforming the S&P 500 benchmark at 10.46%.


^SIXC

YTD

0.30%

1M

7.36%

6M

1.08%

1Y

18.83%

5Y*

13.39%

10Y*

12.20%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SIXC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.65%-0.38%-5.28%-1.11%1.74%0.30%
20244.30%4.62%3.04%-4.79%6.83%3.09%0.05%1.70%3.75%1.69%6.83%-1.48%33.21%
202314.56%-2.88%8.65%3.15%3.89%4.74%5.48%-1.59%-2.93%-1.56%7.75%4.39%51.39%
2022-4.96%-7.47%0.66%-14.20%1.85%-9.66%3.72%-3.55%-11.81%0.45%6.86%-6.69%-38.25%
2021-1.01%7.02%2.48%6.30%0.92%2.97%1.64%3.86%-6.24%0.04%-6.12%3.20%15.06%
20200.38%-5.83%-12.84%13.61%7.43%0.18%7.30%8.95%-6.02%-0.55%10.48%3.45%25.80%
201911.69%-0.50%1.94%6.98%-6.02%4.70%3.01%-2.43%0.07%2.06%3.82%2.35%30.09%
20189.38%-4.48%-5.12%0.10%4.86%5.92%-2.12%1.47%-0.19%-6.03%-2.29%-8.24%-7.96%
20176.65%1.66%2.22%3.30%2.03%-2.69%6.03%-1.07%-0.50%0.67%0.51%2.63%23.20%
2016-0.44%-1.66%6.96%-1.58%3.00%-2.55%4.79%-0.33%0.96%0.72%-1.08%1.39%10.21%
2015-3.36%6.94%-2.26%1.63%0.63%-0.63%5.58%-7.03%-2.79%11.74%0.90%-1.41%8.89%
2014-1.58%4.34%-3.32%-1.29%5.05%1.72%0.99%1.25%-1.01%-0.17%1.28%-1.92%5.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, ^SIXC is among the top 10% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SIXC is 9090
Overall Rank
The Sharpe Ratio Rank of ^SIXC is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXC is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXC is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Communication Services Select Sector Index (^SIXC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Communication Services Select Sector Index Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.97
  • 5-Year: 0.61
  • 10-Year: 0.58
  • All Time: 0.69

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Communication Services Select Sector Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Communication Services Select Sector Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Communication Services Select Sector Index was 47.28%, occurring on Nov 3, 2022. Recovery took 410 trading sessions.

The current Communication Services Select Sector Index drawdown is 7.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.28%Sep 2, 2021296Nov 3, 2022410Jun 25, 2024706
-30.15%Feb 20, 202022Mar 20, 202077Jul 10, 202099
-24.89%Jan 5, 200944Mar 9, 200939May 4, 200983
-24.57%Jul 26, 2018105Dec 24, 2018225Nov 15, 2019330
-18.13%Feb 18, 202536Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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