^SIXU vs. AWK

Last updated Jun 24, 2026

^SIXU (Utilities Select Sector Index) is an index, while AWK (American Water Works Company, Inc.) is a stock.

Performance

^SIXU vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXU

• 1D: 0.87%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AWK

• 1D: 1.34%
• 1M: 1.12%
• YTD: -1.63%
• 6M: -1.82%
• 1Y: -9.76%
• 3Y*: -2.29%
• 5Y*: -1.91%
• 10Y*: 6.78%

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

^SIXU vs. AWK - Yearly Performance Comparison

	2026 (YTD)
^SIXU Utilities Select Sector Index	0.87%
AWK American Water Works Company, Inc.	1.34%

Return for Risk

^SIXU vs. AWK — Risk / Return Rank

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

^SIXU

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

AWK

AWK Risk / Return Rank: 20
AWK Sharpe Ratio Rank: 22
AWK Sortino Ratio Rank: 20
AWK Omega Ratio Rank: 22
AWK Calmar Ratio Rank: 19
AWK Martin Ratio Rank: 17

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.

^SIXU vs. AWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and American Water Works Company, Inc. (AWK). 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.

	^SIXU	AWK	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.45	—
Sortino ratio: Return per unit of downside risk	—	-0.52	—
Omega ratio: Gain probability vs. loss probability	—	0.94	—
Calmar ratio: Return relative to maximum drawdown	—	-0.63	—
Martin ratio: Return relative to average drawdown	—	-1.14	—

Drawdowns

^SIXU vs. AWK - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was 0.00%, smaller than the maximum AWK drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for ^SIXU and AWK.

Drawdown Indicators

	^SIXU	AWK	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-37.10%	+37.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.45%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.24%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.10%	—
Current Drawdown Current decline from peak	0.00%	-26.09%	+26.09%
Average Drawdown Average peak-to-trough decline	0.00%	-9.53%	+9.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.58%	—

Volatility

Volatility by Period

	^SIXU	AWK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.79%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.86%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.74%	—