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Performance

^SIXY Performance Chart

Consumer Discretionary Select Sector Index (^SIXY) is down 2.4% since the beginning of the year. ^SIXY is currently trading at $2,357 per share. Investors who bought $1,000 worth of ^SIXY shares 5 years ago would now be looking at an investment worth $1,366.


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S&P 500 Index

Returns By Period

Consumer Discretionary Select Sector Index (^SIXY) has returned -2.37% so far this year and 8.40% over the past 12 months. Over the last ten years, ^SIXY has returned 11.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Consumer Discretionary Select Sector Index

1D
-0.73%
1M
-0.98%
YTD
-2.37%
6M
-2.31%
1Y
8.40%
3Y*
14.18%
5Y*
6.43%
10Y*
11.47%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXY Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2009, ^SIXY's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +19.0%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ^SIXY closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%-3.59%-6.69%8.57%2.11%-3.51%-2.37%
20253.51%-7.09%-8.44%-0.10%8.40%1.67%1.83%4.59%3.50%0.06%-1.45%1.04%6.49%
2024-4.42%7.83%-0.15%-4.67%0.13%3.81%2.82%-0.31%7.27%-1.75%12.70%1.07%25.46%
202315.08%-2.26%2.95%-1.20%2.45%12.22%2.22%-1.80%-5.61%-5.54%10.82%6.13%38.43%
2022-9.48%-4.23%4.38%-11.93%-5.24%-10.95%18.41%-4.60%-8.25%1.07%1.35%-11.49%-36.80%
20210.76%-0.52%4.21%6.46%-3.47%3.45%1.01%1.73%-2.16%12.00%1.62%0.02%27.10%

Benchmark Metrics

Consumer Discretionary Select Sector Index has an annualized alpha of 1.20%, beta of 1.07, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.

  • This index captured 112.27% of S&P 500 Index gains and 106.15% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.07 and R2 of 0.83, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.20%
Beta
1.07
0.83
Upside Capture
112.27%
Downside Capture
106.15%

Return for Risk

Risk / Return Rank

^SIXY ranks 28 for risk / return — below 28% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^SIXY Risk / Return Rank: 2828
Overall Rank
^SIXY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
^SIXY Sortino Ratio Rank: 2828
Sortino Ratio Rank
^SIXY Omega Ratio Rank: 2727
Omega Ratio Rank
^SIXY Calmar Ratio Rank: 2828
Calmar Ratio Rank
^SIXY Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and compare them to S&P 500 Index.


^SIXYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.09

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.54

2.93

-2.39

Martin ratioReturn relative to average drawdown

1.70

13.52

-11.82

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 Consumer Discretionary 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 Consumer Discretionary Select Sector Index was 40.25%, occurring on Dec 28, 2022. Recovery took 475 trading sessions.

The current Consumer Discretionary Select Sector Index drawdown is 6.40%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.25%Dec 2022
1y 1mo1y 10mo
2y 11moNov 2021 - Nov 2024
COVID crash2020
-34.15%Mar 2020
26d2mo 22d
3mo 18dFeb 2020 - Jun 2020
Financial crisis2007–2009
-30.37%Mar 2009
2mo 1d1mo 21d
3mo 22dJan 2009 - Apr 2009
2025 selloff2025
-26.21%Apr 2025
3mo 21d5mo 10d
9mo 1dDec 2024 - Sep 2025
Rate-hike selloffLate 2018
-21.67%Dec 2018
3mo 4d3mo 12d
6mo 16dSep 2018 - Apr 2019

Drawdown Indicators


^SIXYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.25%

-56.78%

+16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-9.10%

-6.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-18.90%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-25.43%

-14.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-33.92%

-6.33%

Current Drawdown

Current decline from peak

-6.40%

-0.74%

-5.66%

Average Drawdown

Average peak-to-trough decline

-6.85%

-10.72%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

1.97%

+2.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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