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^SIXT vs. TKC
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period


^SIXT

1D
-0.99%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

TKC

1D
-0.74%
1M
-7.88%
6M
-19.22%
YTD
-1.65%
1Y
-1.95%
3Y*
7.78%
5Y*
6.59%
10Y*
0.18%
ALL TIME*
-2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$20.28M$15.23M$12.15M

^SIXT vs. TKC - Yearly Performance Comparison


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Return for Risk

^SIXT vs. TKC — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 3838
Overall Rank
TKC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TKC Sortino Ratio Rank: 3535
Sortino Ratio Rank
TKC Omega Ratio Rank: 3535
Omega Ratio Rank
TKC Calmar Ratio Rank: 4141
Calmar Ratio Rank
TKC Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^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.


^SIXTTKCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.10

Martin ratioReturn relative to average drawdown

-0.22

^SIXT vs. TKC - Sharpe Ratio Comparison


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Drawdowns

^SIXT vs. TKC - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -0.99%, 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.


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Drawdown Indicators


^SIXTTKCDifference

Max Drawdown

Largest peak-to-trough decline

-0.99%

-92.97%

+91.98%

Max Drawdown (1Y)

Largest decline over 1 year

-24.76%

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

-0.99%

-62.67%

+61.68%

Average Drawdown

Average peak-to-trough decline

-0.99%

-56.72%

+55.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

Volatility

^SIXT vs. TKC - Volatility Comparison


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Volatility by Period


^SIXTTKCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.03%

Volatility (1Y)

Calculated over the trailing 1-year period

28.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.20%

Portfolio Optimizer

Find the right allocation for ^SIXT and TKC

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