^SIXU vs. DUK

Last updated Jul 11, 2026

^SIXU (Utilities Select Sector Index) is an index, while DUK (Duke Energy Corporation) is a stock.

Performance

^SIXU vs. DUK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and Duke Energy Corporation (DUK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXU

• 1D: 0.58%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DUK

• 1D: 0.18%
• 1M: 0.41%
• 6M: 9.59%
• YTD: 9.21%
• 1Y: 10.87%
• 3Y*: 15.83%
• 5Y*: 8.68%
• 10Y*: 8.40%

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

^SIXU vs. DUK - Yearly Performance Comparison

	2026 (YTD)
^SIXU Utilities Select Sector Index	0.58%
DUK Duke Energy Corporation	0.18%

Return for Risk

^SIXU vs. DUK — 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.

DUK

DUK Risk / Return Rank: 63
DUK Sharpe Ratio Rank: 67
DUK Sortino Ratio Rank: 60
DUK Omega Ratio Rank: 57
DUK Calmar Ratio Rank: 66
DUK Martin Ratio Rank: 66

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. DUK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and Duke Energy Corporation (DUK). 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	DUK	Difference
Sharpe ratio: Return per unit of total volatility	—	0.66	—
Sortino ratio: Return per unit of downside risk	—	1.02	—
Omega ratio: Gain probability vs. loss probability	—	1.12	—
Calmar ratio: Return relative to maximum drawdown	—	0.94	—
Martin ratio: Return relative to average drawdown	—	2.17	—

Drawdowns

^SIXU vs. DUK - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was 0.00%, smaller than the maximum DUK drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for ^SIXU and DUK.

Drawdown Indicators

	^SIXU	DUK	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-71.92%	+71.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.59%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.37%	—
Current Drawdown Current decline from peak	0.00%	-4.90%	+4.90%
Average Drawdown Average peak-to-trough decline	0.00%	-10.84%	+10.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.72%	—

Volatility

Volatility by Period

	^SIXU	DUK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.47%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.91%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.43%	—