^SIXM vs. JPM
Compare and contrast key facts about Financial Select Sector Index (^SIXM) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXM or JPM.
Correlation
The correlation between ^SIXM and JPM is 0.89, 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.
Performance
^SIXM vs. JPM - Performance Comparison
Key characteristics
^SIXM:
2.09
JPM:
2.64
^SIXM:
3.02
JPM:
3.41
^SIXM:
1.40
JPM:
1.52
^SIXM:
3.92
JPM:
6.19
^SIXM:
11.41
JPM:
17.68
^SIXM:
2.61%
JPM:
3.54%
^SIXM:
14.18%
JPM:
23.78%
^SIXM:
-52.30%
JPM:
-74.02%
^SIXM:
-0.03%
JPM:
0.00%
Returns By Period
In the year-to-date period, ^SIXM achieves a 7.75% return, which is significantly lower than JPM's 17.39% return. Over the past 10 years, ^SIXM has underperformed JPM with an annualized return of 10.19%, while JPM has yielded a comparatively higher 20.01% annualized return.
^SIXM
7.75%
3.78%
19.14%
32.11%
11.23%
10.19%
JPM
17.39%
8.02%
31.98%
59.95%
18.71%
20.01%
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Risk-Adjusted Performance
^SIXM vs. JPM — Risk-Adjusted Performance Rank
^SIXM
JPM
^SIXM vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and JPMorgan Chase & Co. (JPM). 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.
Drawdowns
^SIXM vs. JPM - Drawdown Comparison
The maximum ^SIXM drawdown since its inception was -52.30%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ^SIXM and JPM. For additional features, visit the drawdowns tool.
Volatility
^SIXM vs. JPM - Volatility Comparison
The current volatility for Financial Select Sector Index (^SIXM) is 2.84%, while JPMorgan Chase & Co. (JPM) has a volatility of 4.02%. This indicates that ^SIXM experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.