^SIXT vs. TKC

Last updated Jul 14, 2026

^SIXT (Technology Select Sector Index) is an index, while TKC (Turkcell Iletisim Hizmetleri A.S.) is a stock.

Performance

^SIXT vs. TKC - Performance Comparison

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

Returns By Period

^SIXT

• 1D: -1.09%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TKC

• 1D: 1.05%
• 1M: -3.01%
• 6M: 2.11%
• YTD: 6.03%
• 1Y: 1.53%
• 3Y*: 16.72%
• 5Y*: 8.36%
• 10Y*: -0.30%

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

^SIXT vs. TKC - Yearly Performance Comparison

	2026 (YTD)
^SIXT Technology Select Sector Index	-1.09%
TKC Turkcell Iletisim Hizmetleri A.S.	1.05%

Return for Risk

^SIXT vs. TKC — 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.

TKC

TKC Risk / Return Rank: 45
TKC Sharpe Ratio Rank: 48
TKC Sortino Ratio Rank: 41
TKC Omega Ratio Rank: 40
TKC Calmar Ratio Rank: 47
TKC Martin Ratio Rank: 47

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. TKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and Turkcell Iletisim Hizmetleri A.S. (TKC). 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.

	^SIXT	TKC	Difference
Sharpe ratio: Return per unit of total volatility	—	0.06	—
Sortino ratio: Return per unit of downside risk	—	0.27	—
Omega ratio: Gain probability vs. loss probability	—	1.03	—
Calmar ratio: Return relative to maximum drawdown	—	0.07	—
Martin ratio: Return relative to average drawdown	—	0.15	—

Drawdowns

^SIXT vs. TKC - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -1.09%, smaller than the maximum TKC drawdown of -92.97%. Use the drawdown chart below to compare losses from any high point for ^SIXT and TKC.

Drawdown Indicators

	^SIXT	TKC	Difference
Max Drawdown Largest peak-to-trough decline	-1.09%	-92.97%	+91.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-20.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-30.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.96%	—
Current Drawdown Current decline from peak	-1.09%	-59.76%	+58.67%
Average Drawdown Average peak-to-trough decline	-1.09%	-56.71%	+55.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.98%	—

Volatility

Volatility by Period

	^SIXT	TKC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.37%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	38.20%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	37.24%	—