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Consumer Staples Select Sector Index (^SIXR)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Staples 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.


-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
-2.72%
-9.41%
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)

Returns By Period

Consumer Staples Select Sector Index had a return of 0.89% year-to-date (YTD) and 6.89% in the last 12 months. Over the past 10 years, Consumer Staples Select Sector Index had an annualized return of 4.97%, while the S&P 500 had an annualized return of 9.69%, indicating that Consumer Staples Select Sector Index did not perform as well as the benchmark.


^SIXR

YTD

0.89%

1M

-2.34%

6M

-2.22%

1Y

6.89%

5Y*

6.59%

10Y*

4.97%

^GSPC (Benchmark)

YTD

-10.43%

1M

-5.46%

6M

-8.86%

1Y

2.08%

5Y*

13.59%

10Y*

9.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.38%4.93%-1.49%-2.78%0.89%
20241.12%1.94%2.99%-1.29%2.24%-0.51%1.49%5.83%0.90%-3.64%3.58%-5.08%9.44%
2023-1.27%-2.41%3.85%3.48%-6.33%2.48%1.95%-4.19%-5.05%-1.55%3.86%2.45%-3.44%
2022-0.92%-1.41%1.15%2.33%-4.23%-2.70%3.06%-1.96%-8.51%8.82%6.02%-3.01%-2.56%
2021-5.15%-1.34%7.85%1.85%1.64%-0.82%1.96%1.02%-4.51%3.35%-1.59%9.49%13.49%
20200.15%-8.37%-5.86%6.77%1.53%-0.61%6.65%4.51%-2.00%-3.15%7.35%1.41%7.20%
20194.86%1.68%3.50%2.68%-3.79%4.95%2.16%1.98%1.39%-0.62%1.17%2.18%24.16%
20181.50%-7.69%-1.34%-4.32%-1.84%4.17%3.82%0.33%0.51%1.90%2.22%-9.46%-10.71%
20171.47%4.75%-0.76%0.87%2.53%-2.55%0.48%-1.24%-1.00%-1.83%5.31%1.98%10.10%
20160.43%0.18%4.32%-1.54%0.66%4.89%-0.98%-0.66%-1.89%-0.97%-4.46%2.80%2.41%
2015-1.22%4.18%-2.26%-1.05%0.76%-2.08%5.36%-5.99%0.10%5.47%-1.08%2.62%4.22%
2014-5.20%3.73%1.81%2.57%1.73%-0.55%-3.56%4.57%0.21%3.39%5.34%-1.14%13.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, ^SIXR is among the top 16% 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 ^SIXR is 8484
Overall Rank
The Sharpe Ratio Rank of ^SIXR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXR is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXR is 8383
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 Consumer Staples Select Sector Index (^SIXR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^SIXR, currently valued at 0.52, compared to the broader market-1.00-0.500.000.501.00
^SIXR: 0.52
^GSPC: 0.06
The chart of Sortino ratio for ^SIXR, currently valued at 0.80, compared to the broader market-1.000.001.002.00
^SIXR: 0.80
^GSPC: 0.22
The chart of Omega ratio for ^SIXR, currently valued at 1.10, compared to the broader market0.800.901.001.101.201.30
^SIXR: 1.10
^GSPC: 1.03
The chart of Calmar ratio for ^SIXR, currently valued at 0.73, compared to the broader market-0.500.000.501.00
^SIXR: 0.73
^GSPC: 0.06
The chart of Martin ratio for ^SIXR, currently valued at 1.90, compared to the broader market-2.000.002.004.006.00
^SIXR: 1.90
^GSPC: 0.29

The current Consumer Staples Select Sector Index Sharpe ratio is 0.52. 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 Consumer Staples 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
0.06
^SIXR (Consumer Staples 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.35%
-14.26%
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Consumer Staples 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 Staples Select Sector Index was 24.93%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The current Consumer Staples Select Sector Index drawdown is 5.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.93%Feb 18, 202025Mar 23, 2020105Aug 27, 2020130
-20.7%Jan 5, 200944Mar 9, 200996Jul 24, 2009140
-17.73%Apr 21, 2022371Oct 12, 2023210Aug 16, 2024581
-16.98%Jan 29, 2018229Dec 24, 2018118Jun 14, 2019347
-12.45%May 20, 201157Aug 10, 201193Dec 21, 2011150

Volatility

Volatility Chart

The current Consumer Staples Select Sector Index volatility is 7.21%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.21%
13.63%
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)