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^SIXT vs. ROM
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SIXT vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and ProShares Ultra Technology (ROM). 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*

ROM

1D
-8.19%
1M
2.57%
YTD
54.49%
6M
49.89%
1Y
107.69%
3Y*
51.07%
5Y*
25.64%
10Y*
41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXT vs. ROM - Yearly Performance Comparison


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Return for Risk

^SIXT vs. ROM — 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.


ROM
ROM Risk / Return Rank: 6464
Overall Rank
ROM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ROM Sortino Ratio Rank: 5757
Sortino Ratio Rank
ROM Omega Ratio Rank: 5959
Omega Ratio Rank
ROM Calmar Ratio Rank: 7070
Calmar Ratio Rank
ROM Martin Ratio Rank: 5858
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. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and ProShares Ultra Technology (ROM). 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.


^SIXTROMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.35

Martin ratioReturn relative to average drawdown

9.82

^SIXT vs. ROM - Sharpe Ratio Comparison


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Drawdowns

^SIXT vs. ROM - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -0.52%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for ^SIXT and ROM.


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Drawdown Indicators


^SIXTROMDifference

Max Drawdown

Largest peak-to-trough decline

-0.52%

-83.36%

+82.84%

Max Drawdown (1Y)

Largest decline over 1 year

-32.33%

Max Drawdown (3Y)

Largest decline over 3 years

-48.10%

Max Drawdown (5Y)

Largest decline over 5 years

-67.55%

Max Drawdown (10Y)

Largest decline over 10 years

-67.55%

Current Drawdown

Current decline from peak

-0.52%

-14.82%

+14.30%

Average Drawdown

Average peak-to-trough decline

-0.52%

-20.85%

+20.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.01%

Volatility

^SIXT vs. ROM - Volatility Comparison


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Volatility by Period


^SIXTROMDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.39%

Volatility (6M)

Calculated over the trailing 6-month period

39.61%

Volatility (1Y)

Calculated over the trailing 1-year period

47.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.23%

Portfolio Optimizer

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