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Energy Select Sector Index (^SIXE)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^SIXE vs. ^SIXM ^SIXE vs. SPY
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Performance

Performance Chart


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Returns By Period

Energy Select Sector Index (^SIXE) returned -3.93% year-to-date (YTD) and -12.04% over the past 12 months. Over the past 10 years, ^SIXE returned 0.75% annually, underperforming the S&P 500 benchmark at 10.46%.


^SIXE

YTD

-3.93%

1M

6.77%

6M

-11.97%

1Y

-12.04%

5Y*

17.03%

10Y*

0.75%

^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 ^SIXE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.32%3.15%3.35%-13.91%2.31%-3.93%
2024-0.65%2.63%10.38%-1.00%-0.98%-1.43%2.14%-2.72%-3.05%0.82%7.12%-9.62%2.25%
20232.58%-7.33%-0.36%2.67%-10.59%6.73%7.71%1.13%2.26%-5.86%-1.38%-0.09%-4.12%
202218.98%6.42%9.04%-1.64%14.98%-17.08%9.41%2.01%-9.95%24.84%0.77%-3.24%58.40%
20213.61%21.34%2.70%0.55%4.98%4.17%-8.52%-2.76%8.80%10.12%-5.88%2.65%46.21%
2020-11.17%-15.08%-35.51%30.70%0.97%-1.23%-5.13%-1.98%-14.71%-4.55%26.86%4.35%-36.46%
201911.18%1.68%2.01%0.04%-11.68%9.09%-1.81%-8.77%3.66%-2.26%0.97%5.98%7.95%
20183.69%-11.31%1.62%9.38%2.51%0.49%1.39%-3.87%2.32%-11.39%-2.16%-12.66%-20.48%
2017-3.26%-2.50%-1.51%-3.04%-4.08%-0.27%2.62%-5.88%9.97%-0.82%1.28%4.91%-3.56%
2016-3.45%-3.37%9.92%8.92%-1.36%2.64%-1.29%1.25%3.53%-2.90%8.12%1.54%24.75%
2015-4.64%4.10%-1.57%6.82%-5.59%-3.67%-7.85%-4.63%-7.36%10.95%-0.53%-10.68%-23.80%
2014-5.72%4.67%2.05%5.29%1.31%5.43%-3.59%1.90%-7.93%-3.53%-9.15%-0.28%-10.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXE is 6, meaning it’s performing worse than 94% of other 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 ^SIXE is 66
Overall Rank
The Sharpe Ratio Rank of ^SIXE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXE is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXE is 33
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXE is 22
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 Energy Select Sector Index (^SIXE) 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.

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

  • 1-Year: -0.51
  • 5-Year: 0.54
  • 10-Year: 0.02
  • All Time: 0.12

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 Energy 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 Energy 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 Energy Select Sector Index was 75.97%, occurring on Mar 18, 2020. Recovery took 1008 trading sessions.

The current Energy Select Sector Index drawdown is 15.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.97%Jun 24, 20141443Mar 18, 20201008Apr 3, 20242451
-29.86%May 2, 2011108Oct 3, 2011399May 7, 2013507
-27.05%Jan 7, 200937Mar 2, 200948May 8, 200985
-21.94%Apr 8, 2024252Apr 8, 2025
-20.45%Apr 26, 201049Jul 2, 201088Nov 5, 2010137

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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