^SIXU vs. DUK
^SIXU (Utilities Select Sector Index) is an index, while DUK (Duke Energy Corporation) is a stock.
Performance
^SIXU vs. DUK - Performance Comparison
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Returns By Period
^SIXU
- 1D
- -0.80%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DUK
- 1D
- -0.67%
- 1M
- -3.22%
- 6M
- 5.14%
- YTD
- 8.86%
- 1Y
- 5.62%
- 3Y*
- 15.17%
- 5Y*
- 7.68%
- 10Y*
- 8.22%
- ALL TIME*
- 10.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $477.93M | $469.09M | $452.15M |
^SIXU vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^SIXU Utilities Select Sector Index | -0.80% |
DUK Duke Energy Corporation | -0.67% |
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Return for Risk
^SIXU vs. DUK — Risk / Return Rank
^SIXU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DUK
^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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.62 | — |
| Martin ratioReturn relative to average drawdown | — | 1.39 | — |
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Drawdowns
^SIXU vs. DUK - Drawdown Comparison
The maximum ^SIXU drawdown since its inception was -0.80%, 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.
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Drawdown Indicators
| ^SIXU | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.80% | -71.92% | +71.12% |
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 DrawdownCurrent decline from peak | -0.80% | -5.20% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -0.80% | -10.83% | +10.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.84% | — |
Volatility
^SIXU vs. DUK - Volatility Comparison
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Volatility by Period
| ^SIXU | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.49% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 15.65% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 17.96% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 20.46% | — |
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