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^SIXT vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SIXT vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^SIXT

1D
-0.52%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

NVDA

1D
-4.13%
1M
-6.99%
YTD
7.39%
6M
5.85%
1Y
38.94%
3Y*
68.08%
5Y*
59.90%
10Y*
67.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXT vs. NVDA - Yearly Performance Comparison


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Return for Risk

^SIXT vs. NVDA — Risk / Return Rank

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

^SIXT

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


NVDA
NVDA Risk / Return Rank: 7272
Overall Rank
NVDA Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 6969
Sortino Ratio Rank
NVDA Omega Ratio Rank: 6666
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7575
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7474
Martin Ratio Rank
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.

^SIXT vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and NVIDIA Corporation (NVDA). 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.


^SIXTNVDADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.94

Martin ratioReturn relative to average drawdown

4.51

^SIXT vs. NVDA - Sharpe Ratio Comparison


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Drawdowns

^SIXT vs. NVDA - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -0.52%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ^SIXT and NVDA.


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Drawdown Indicators


^SIXTNVDADifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-89.72%

+89.20%

Max Drawdown (1Y)

Largest decline over 1 year

-20.21%

Max Drawdown (3Y)

Largest decline over 3 years

-36.88%

Max Drawdown (5Y)

Largest decline over 5 years

-66.34%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-0.52%

-15.04%

+14.52%

Average Drawdown

Average peak-to-trough decline

-0.52%

-36.16%

+35.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

Volatility

^SIXT vs. NVDA - Volatility Comparison


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Volatility by Period


^SIXTNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

Volatility (6M)

Calculated over the trailing 6-month period

26.92%

Volatility (1Y)

Calculated over the trailing 1-year period

35.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.87%

Portfolio Optimizer

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