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^SIXB vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXB and VOO is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

^SIXB vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Materials Select Sector Index (^SIXB) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-3.01%
10.81%
^SIXB
VOO

Key characteristics

Sharpe Ratio

^SIXB:

-0.00

VOO:

2.30

Sortino Ratio

^SIXB:

0.09

VOO:

3.05

Omega Ratio

^SIXB:

1.01

VOO:

1.43

Calmar Ratio

^SIXB:

-0.00

VOO:

3.39

Martin Ratio

^SIXB:

-0.00

VOO:

15.10

Ulcer Index

^SIXB:

3.89%

VOO:

1.90%

Daily Std Dev

^SIXB:

13.53%

VOO:

12.48%

Max Drawdown

^SIXB:

-60.98%

VOO:

-33.99%

Current Drawdown

^SIXB:

-12.24%

VOO:

-0.76%

Returns By Period

In the year-to-date period, ^SIXB achieves a 0.14% return, which is significantly lower than VOO's 28.23% return. Over the past 10 years, ^SIXB has underperformed VOO with an annualized return of 5.72%, while VOO has yielded a comparatively higher 13.23% annualized return.


^SIXB

YTD

0.14%

1M

-8.85%

6M

-3.36%

1Y

-0.02%

5Y*

6.97%

10Y*

5.72%

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^SIXB vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector Index (^SIXB) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ^SIXB, currently valued at -0.00, compared to the broader market-0.500.000.501.001.502.002.50-0.002.30
The chart of Sortino ratio for ^SIXB, currently valued at 0.09, compared to the broader market-1.000.001.002.003.000.093.05
The chart of Omega ratio for ^SIXB, currently valued at 1.01, compared to the broader market0.901.001.101.201.301.401.011.43
The chart of Calmar ratio for ^SIXB, currently valued at -0.00, compared to the broader market0.001.002.003.00-0.003.39
The chart of Martin ratio for ^SIXB, currently valued at -0.00, compared to the broader market0.005.0010.0015.00-0.0015.10
^SIXB
VOO

The current ^SIXB Sharpe Ratio is -0.00, which is lower than the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of ^SIXB and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.00
2.30
^SIXB
VOO

Drawdowns

^SIXB vs. VOO - Drawdown Comparison

The maximum ^SIXB drawdown since its inception was -60.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^SIXB and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.24%
-0.76%
^SIXB
VOO

Volatility

^SIXB vs. VOO - Volatility Comparison

Materials Select Sector Index (^SIXB) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.06% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.06%
3.90%
^SIXB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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