^SIXU vs. CWT

Last updated Jun 24, 2026

^SIXU (Utilities Select Sector Index) is an index, while CWT (California Water Service Group) is a stock.

Performance

^SIXU vs. CWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and California Water Service Group (CWT). 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*: —

CWT

• 1D: 2.39%
• 1M: 5.30%
• YTD: 8.45%
• 6M: 9.16%
• 1Y: 0.26%
• 3Y*: -0.27%
• 5Y*: -1.63%
• 10Y*: 5.37%

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

^SIXU vs. CWT - Yearly Performance Comparison

	2026 (YTD)
^SIXU Utilities Select Sector Index	0.87%
CWT California Water Service Group	2.39%

Return for Risk

^SIXU vs. CWT — 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.

CWT

CWT Risk / Return Rank: 40
CWT Sharpe Ratio Rank: 43
CWT Sortino Ratio Rank: 36
CWT Omega Ratio Rank: 36
CWT Calmar Ratio Rank: 43
CWT Martin Ratio Rank: 42

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. CWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and California Water Service Group (CWT). 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	CWT	Difference
Sharpe ratio: Return per unit of total volatility	—	0.01	—
Sortino ratio: Return per unit of downside risk	—	0.18	—
Omega ratio: Gain probability vs. loss probability	—	1.02	—
Calmar ratio: Return relative to maximum drawdown	—	0.02	—
Martin ratio: Return relative to average drawdown	—	0.03	—

Drawdowns

^SIXU vs. CWT - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was 0.00%, smaller than the maximum CWT drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for ^SIXU and CWT.

Drawdown Indicators

	^SIXU	CWT	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-38.21%	+38.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.59%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.21%	—
Current Drawdown Current decline from peak	0.00%	-28.78%	+28.78%
Average Drawdown Average peak-to-trough decline	0.00%	-11.72%	+11.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.80%	—

Volatility

Volatility by Period

	^SIXU	CWT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	24.31%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	24.25%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	27.74%	—