^SIXU vs. AWR

Last updated Apr 2, 2026

Compare and contrast key facts about Utilities Select Sector Index (^SIXU) and American States Water Company (AWR).

Performance

^SIXU vs. AWR - Performance Comparison

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

^SIXU vs. AWR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXU Utilities Select Sector Index	8.00%	12.69%	19.58%	-10.20%	-1.12%	13.62%	-2.80%	22.24%	0.48%	8.32%
AWR American States Water Company	5.84%	-4.32%	-1.18%	-11.43%	-8.92%	32.25%	-6.75%	31.19%	17.91%	29.76%

Returns By Period

In the year-to-date period, ^SIXU achieves a 8.00% return, which is significantly higher than AWR's 5.84% return. Over the past 10 years, ^SIXU has underperformed AWR with an annualized return of 6.37%, while AWR has yielded a comparatively higher 8.79% annualized return.

^SIXU

• 1D: 0.45%
• 1M: -2.22%
• YTD: 8.00%
• 6M: 4.75%
• 1Y: 16.54%
• 3Y*: 10.85%
• 5Y*: 7.58%
• 10Y*: 6.37%

AWR

• 1D: 0.74%
• 1M: 1.86%
• YTD: 5.84%
• 6M: 8.85%
• 1Y: -0.70%
• 3Y*: -2.78%
• 5Y*: 2.18%
• 10Y*: 8.79%

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

Return for Risk

^SIXU vs. AWR — Risk / Return Rank

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

^SIXU

^SIXU Risk / Return Rank: 62
^SIXU Sharpe Ratio Rank: 71
^SIXU Sortino Ratio Rank: 65
^SIXU Omega Ratio Rank: 57
^SIXU Calmar Ratio Rank: 70
^SIXU Martin Ratio Rank: 46

AWR

AWR Risk / Return Rank: 36
AWR Sharpe Ratio Rank: 38
AWR Sortino Ratio Rank: 31
AWR Omega Ratio Rank: 30
AWR Calmar Ratio Rank: 39
AWR Martin Ratio Rank: 39

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. AWR - Risk-Adjusted Trends Comparison

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

	^SIXU	AWR	Difference
Sharpe ratio Return per unit of total volatility	1.05	-0.04	+1.08
Sortino ratio Return per unit of downside risk	1.45	0.09	+1.36
Omega ratio Gain probability vs. loss probability	1.20	1.01	+0.18
Calmar ratio Return relative to maximum drawdown	1.72	-0.05	+1.77
Martin ratio Return relative to average drawdown	4.11	-0.09	+4.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXU vs. AWR - Sharpe Ratio Comparison

The current ^SIXU Sharpe Ratio is 1.05, which is higher than the AWR Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of ^SIXU and AWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SIXU	AWR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	-0.04	+1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.10	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.34	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.39	-0.01

Correlation

The correlation between ^SIXU and AWR is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SIXU vs. AWR - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, roughly equal to the maximum AWR drawdown of -37.39%. Use the drawdown chart below to compare losses from any high point for ^SIXU and AWR.

Drawdown Indicators

	^SIXU	AWR	Difference
Max Drawdown Largest peak-to-trough decline	-36.56%	-37.39%	+0.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	-12.36%	+2.54%
Max Drawdown (5Y) Largest decline over 5 years	-27.79%	-32.85%	+5.06%
Max Drawdown (10Y) Largest decline over 10 years	-36.56%	-32.85%	-3.71%
Current Drawdown Current decline from peak	-2.98%	-19.28%	+16.30%
Average Drawdown Average peak-to-trough decline	-6.73%	-10.77%	+4.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	7.03%	-2.92%

Volatility

^SIXU vs. AWR - Volatility Comparison

The current volatility for Utilities Select Sector Index (^SIXU) is 5.12%, while American States Water Company (AWR) has a volatility of 6.69%. This indicates that ^SIXU experiences smaller price fluctuations and is considered to be less risky than AWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SIXU	AWR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	6.69%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	14.16%	-3.73%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	19.94%	-4.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	22.39%	-5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.36%	26.27%	-6.91%