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^SIXU vs. LNT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXU and LNT is 0.41, 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.


Performance

^SIXU vs. LNT - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
170.91%
646.93%
^SIXU
LNT

Key characteristics

Sharpe Ratio

^SIXU:

0.95

LNT:

1.24

Sortino Ratio

^SIXU:

1.48

LNT:

1.83

Omega Ratio

^SIXU:

1.19

LNT:

1.25

Calmar Ratio

^SIXU:

1.40

LNT:

1.38

Martin Ratio

^SIXU:

4.07

LNT:

5.68

Ulcer Index

^SIXU:

4.43%

LNT:

4.43%

Daily Std Dev

^SIXU:

17.25%

LNT:

18.97%

Max Drawdown

^SIXU:

-36.56%

LNT:

-75.25%

Current Drawdown

^SIXU:

-2.15%

LNT:

-6.70%

Returns By Period

In the year-to-date period, ^SIXU achieves a 6.51% return, which is significantly higher than LNT's 5.09% return. Over the past 10 years, ^SIXU has underperformed LNT with an annualized return of 6.38%, while LNT has yielded a comparatively higher 10.87% annualized return.


^SIXU

YTD

6.51%

1M

10.42%

6M

3.95%

1Y

15.00%

5Y*

7.63%

10Y*

6.38%

LNT

YTD

5.09%

1M

4.81%

6M

10.51%

1Y

23.41%

5Y*

8.41%

10Y*

10.87%

*Annualized

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Risk-Adjusted Performance

^SIXU vs. LNT — Risk-Adjusted Performance Rank

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

^SIXU
The Risk-Adjusted Performance Rank of ^SIXU is 9292
Overall Rank
The Sharpe Ratio Rank of ^SIXU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXU is 9292
Martin Ratio Rank

LNT
The Risk-Adjusted Performance Rank of LNT is 8686
Overall Rank
The Sharpe Ratio Rank of LNT is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of LNT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of LNT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of LNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of LNT is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^SIXU vs. LNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and Alliant Energy Corporation (LNT). 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.


The current ^SIXU Sharpe Ratio is 0.95, which is comparable to the LNT Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ^SIXU and LNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2025FebruaryMarchAprilMay
0.88
1.24
^SIXU
LNT

Drawdowns

^SIXU vs. LNT - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, smaller than the maximum LNT drawdown of -75.25%. Use the drawdown chart below to compare losses from any high point for ^SIXU and LNT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-2.15%
-6.70%
^SIXU
LNT

Volatility

^SIXU vs. LNT - Volatility Comparison

Utilities Select Sector Index (^SIXU) and Alliant Energy Corporation (LNT) have volatilities of 5.96% and 6.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
5.96%
6.21%
^SIXU
LNT