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^SIXT vs. SMH
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

^SIXT vs. SMH - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%OctoberNovemberDecember2025FebruaryMarch
1,248.81%
3,718.97%
^SIXT
SMH

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Risk-Adjusted Performance

^SIXT vs. undefined - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ^SIXT, currently valued at 0.21, compared to the broader market-1.00-0.500.000.501.001.502.000.210.07
The chart of Sortino ratio for ^SIXT, currently valued at 0.43, compared to the broader market-1.000.001.002.000.430.33
The chart of Omega ratio for ^SIXT, currently valued at 1.06, compared to the broader market0.901.001.101.201.301.401.061.04
The chart of Calmar ratio for ^SIXT, currently valued at 0.28, compared to the broader market0.001.002.003.000.280.10
The chart of Martin ratio for ^SIXT, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.0012.000.900.22
^SIXT
SMH


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.21
0.07
^SIXT
SMH

Drawdowns

^SIXT vs. SMH - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-11.13%
-19.62%
^SIXT
SMH

Volatility

^SIXT vs. SMH - Volatility Comparison

The current volatility for Technology Select Sector Index (^SIXT) is 7.27%, while undefined (SMH) has a volatility of 11.35%. This indicates that ^SIXT experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2025FebruaryMarch
7.27%
11.35%
^SIXT
SMH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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