^SIXR vs. LRLCY

Last updated Jun 4, 2026

^SIXR (Consumer Staples Select Sector Index) is an index, while LRLCY (L'Oréal S.A.) is a stock. Over the past 10 years, ^SIXR returned 4.43%/yr vs 10.36%/yr for LRLCY. At a 0.47 correlation, their price movements are largely independent.

Performance

^SIXR vs. LRLCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector Index (^SIXR) and L'Oréal S.A. (LRLCY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^SIXR achieves a 5.23% return, which is significantly higher than LRLCY's 2.10% return. Over the past 10 years, ^SIXR has underperformed LRLCY with an annualized return of 4.43%, while LRLCY has yielded a comparatively higher 10.36% annualized return.

^SIXR

• 1D: 0.35%
• 1M: -1.81%
• YTD: 5.23%
• 6M: 4.25%
• 1Y: -0.76%
• 3Y*: 3.82%
• 5Y*: 2.88%
• 10Y*: 4.43%

LRLCY

• 1D: -2.36%
• 1M: 2.36%
• YTD: 2.10%
• 6M: 1.38%
• 1Y: 2.36%
• 3Y*: 1.13%
• 5Y*: 0.22%
• 10Y*: 10.36%

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

^SIXR vs. LRLCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXR Consumer Staples Select Sector Index	5.23%	-1.16%	9.44%	-3.44%	-2.56%	13.49%	7.20%	24.16%	-10.71%	10.10%
LRLCY L'Oréal S.A.	2.10%	23.82%	-28.09%	41.40%	-24.25%	26.75%	31.11%	31.01%	5.07%	26.15%

Correlation

The correlation between ^SIXR and LRLCY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009	0.47

The correlation between ^SIXR and LRLCY shifts across timeframes, from 0.34 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^SIXR vs. LRLCY — Risk / Return Rank

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

^SIXR

^SIXR Risk / Return Rank: 10
^SIXR Sharpe Ratio Rank: 10
^SIXR Sortino Ratio Rank: 10
^SIXR Omega Ratio Rank: 10
^SIXR Calmar Ratio Rank: 11
^SIXR Martin Ratio Rank: 11

LRLCY

LRLCY Risk / Return Rank: 41
LRLCY Sharpe Ratio Rank: 44
LRLCY Sortino Ratio Rank: 38
LRLCY Omega Ratio Rank: 37
LRLCY Calmar Ratio Rank: 43
LRLCY Martin Ratio Rank: 44

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.

^SIXR vs. LRLCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and L'Oréal S.A. (LRLCY). 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.

	^SIXR	LRLCY	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	0.09	-0.15
Sortino ratio: Return per unit of downside risk	0.00	0.32	-0.32
Omega ratio: Gain probability vs. loss probability	1.00	1.04	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.08	0.14	-0.22
Martin ratio: Return relative to average drawdown	-0.15	0.29	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXR vs. LRLCY - Sharpe Ratio Comparison

The current ^SIXR Sharpe Ratio is -0.06, which is lower than the LRLCY Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ^SIXR and LRLCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^SIXR	LRLCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	0.09	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.01	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.41	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.32	+0.21

Drawdowns

^SIXR vs. LRLCY - Drawdown Comparison

The maximum ^SIXR drawdown since its inception was -24.93%, smaller than the maximum LRLCY drawdown of -59.55%. Use the drawdown chart below to compare losses from any high point for ^SIXR and LRLCY.

Drawdown Indicators

	^SIXR	LRLCY	Difference
Max Drawdown Largest peak-to-trough decline	-24.93%	-59.55%	+34.62%
Max Drawdown (1Y) Largest decline over 1 year	-9.86%	-16.83%	+6.97%
Max Drawdown (3Y) Largest decline over 3 years	-12.93%	-32.42%	+19.49%
Max Drawdown (5Y) Largest decline over 5 years	-17.73%	-39.05%	+21.32%
Max Drawdown (10Y) Largest decline over 10 years	-24.93%	-39.05%	+14.12%
Current Drawdown Current decline from peak	-8.88%	-10.37%	+1.49%
Average Drawdown Average peak-to-trough decline	-4.15%	-12.16%	+8.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.29%	8.08%	-2.79%

Volatility

^SIXR vs. LRLCY - Volatility Comparison

The current volatility for Consumer Staples Select Sector Index (^SIXR) is 3.95%, while L'Oréal S.A. (LRLCY) has a volatility of 8.81%. This indicates that ^SIXR experiences smaller price fluctuations and is considered to be less risky than LRLCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SIXR	LRLCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	8.81%	-4.86%
Volatility (6M) Calculated over the trailing 6-month period	9.79%	22.17%	-12.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	27.66%	-15.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.29%	26.99%	-13.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	25.10%	-10.30%

Frequently Asked Questions

Can I hold both ^SIXR and LRLCY in my portfolio?

^SIXR and LRLCY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^SIXR or LRLCY?

LRLCY has higher volatility (8.81%) compared to ^SIXR (3.95%). In terms of maximum drawdown, ^SIXR dropped -24.93% vs LRLCY's -59.55%.

Which has better risk-adjusted returns?

LRLCY currently has the higher Sharpe Ratio (0.09 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.