^SIXM vs. JPM

Last updated Jun 24, 2026

^SIXM (Financial Select Sector Index) is an index, while JPM (JPMorgan Chase & Co.) is a stock.

Performance

^SIXM vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Financial Select Sector Index (^SIXM) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXM

• 1D: 0.45%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPM

• 1D: 0.80%
• 1M: 9.06%
• YTD: 4.70%
• 6M: 3.51%
• 1Y: 22.41%
• 3Y*: 37.10%
• 5Y*: 19.98%
• 10Y*: 22.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXM vs. JPM - Yearly Performance Comparison

	2026 (YTD)
^SIXM Financial Select Sector Index	0.45%
JPM JPMorgan Chase & Co.	0.80%

Return for Risk

^SIXM vs. JPM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JPM

JPM Risk / Return Rank: 68
JPM Sharpe Ratio Rank: 73
JPM Sortino Ratio Rank: 65
JPM Omega Ratio Rank: 65
JPM Calmar Ratio Rank: 69
JPM Martin Ratio Rank: 70

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.

^SIXM vs. JPM - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SIXM	JPM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.02	—
Sortino ratio: Return per unit of downside risk	—	1.45	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.46	—
Martin ratio: Return relative to average drawdown	—	3.43	—

Drawdowns

^SIXM vs. JPM - Drawdown Comparison

The maximum ^SIXM drawdown since its inception was 0.00%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ^SIXM and JPM.

Drawdown Indicators

	^SIXM	JPM	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-76.16%	+76.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.63%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	-17.61%	+17.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.55%	—

Volatility

Volatility by Period

	^SIXM	JPM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	22.12%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	24.47%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	27.35%	—