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

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Popular comparisons: ^SIXE vs. ^SIXM, ^SIXE vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Energy Select Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-3.42%
13.50%
^SIXE (Energy Select Sector Index)
Benchmark (^GSPC)

Returns By Period

Energy Select Sector Index had a return of 10.68% year-to-date (YTD) and 5.84% in the last 12 months. Over the past 10 years, Energy Select Sector Index had an annualized return of 2.00%, while the S&P 500 had an annualized return of 11.99%, indicating that Energy Select Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.68%21.91%
1 month10.83%4.70%
6 months-3.42%13.50%
1 year5.84%33.69%
5 years (annualized)10.88%14.40%
10 years (annualized)2.00%11.99%

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
2024-0.65%2.63%10.38%-1.00%-0.98%-1.43%2.14%-2.72%-3.05%10.68%
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%
20138.24%0.50%2.16%-1.25%2.39%-2.29%5.10%-1.31%1.97%4.10%-0.17%2.65%23.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXE is 10, indicating that it is in the bottom 10% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXE is 1010
^SIXE (Energy Select Sector Index)
The Sharpe Ratio Rank of ^SIXE is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXE is 88Sortino Ratio Rank
The Omega Ratio Rank of ^SIXE is 88Omega Ratio Rank
The Calmar Ratio Rank of ^SIXE is 1414Calmar Ratio Rank
The Martin Ratio Rank of ^SIXE is 1111Martin 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.


^SIXE
Sharpe ratio
The chart of Sharpe ratio for ^SIXE, currently valued at 0.27, compared to the broader market0.001.002.003.000.27
Sortino ratio
The chart of Sortino ratio for ^SIXE, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.48
Omega ratio
The chart of Omega ratio for ^SIXE, currently valued at 1.06, compared to the broader market1.001.201.401.601.06
Calmar ratio
The chart of Calmar ratio for ^SIXE, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.000.27
Martin ratio
The chart of Martin ratio for ^SIXE, currently valued at 0.60, compared to the broader market0.005.0010.0015.0020.000.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.001.002.003.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-1.000.001.002.003.004.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.201.401.601.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.001.002.003.004.005.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.005.0010.0015.0020.0016.07

Sharpe Ratio

The current Energy Select Sector Index Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Energy Select Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
0.27
2.63
^SIXE (Energy Select Sector Index)
Benchmark (^GSPC)

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.33%
0
^SIXE (Energy Select Sector Index)
Benchmark (^GSPC)

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 5.33%.


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
-20.45%Apr 26, 201049Jul 2, 201088Nov 5, 2010137
-17.32%Jun 12, 200918Jul 8, 200948Sep 15, 200966

Volatility

Volatility Chart

The current Energy Select Sector Index volatility is 5.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
5.88%
2.82%
^SIXE (Energy Select Sector Index)
Benchmark (^GSPC)