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^SIXY vs. LOTBY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SIXY vs. LOTBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector Index (^SIXY) and Lotus Bakeries NV (LOTBY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SIXY achieves a -2.37% return, which is significantly lower than LOTBY's 17.22% return.


^SIXY

1D
-0.73%
1M
-0.98%
YTD
-2.37%
6M
-2.31%
1Y
8.40%
3Y*
14.18%
5Y*
6.43%
10Y*
11.47%

LOTBY

1D
0.00%
1M
-9.67%
YTD
17.22%
6M
17.22%
1Y
37.08%
3Y*
17.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXY vs. LOTBY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
^SIXY
Consumer Discretionary Select Sector Index
-2.37%6.49%25.46%38.43%-36.80%0.47%
LOTBY
Lotus Bakeries NV
17.22%-18.87%70.33%12.91%-6.53%-6.72%

Correlation

The correlation between ^SIXY and LOTBY is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

-0.04

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Return for Risk

^SIXY vs. LOTBY — Risk / Return Rank

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

^SIXY
^SIXY Risk / Return Rank: 2727
Overall Rank
^SIXY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^SIXY Sortino Ratio Rank: 2727
Sortino Ratio Rank
^SIXY Omega Ratio Rank: 2626
Omega Ratio Rank
^SIXY Calmar Ratio Rank: 2727
Calmar Ratio Rank
^SIXY Martin Ratio Rank: 3030
Martin Ratio Rank

LOTBY
LOTBY Risk / Return Rank: 7979
Overall Rank
LOTBY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LOTBY Sortino Ratio Rank: 7979
Sortino Ratio Rank
LOTBY Omega Ratio Rank: 9898
Omega Ratio Rank
LOTBY Calmar Ratio Rank: 7575
Calmar Ratio Rank
LOTBY Martin Ratio Rank: 7373
Martin Ratio Rank
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.

^SIXY vs. LOTBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Lotus Bakeries NV (LOTBY). 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.


^SIXYLOTBYDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.09

1.86

-0.77

Calmar ratioReturn relative to maximum drawdown

0.54

2.06

-1.51

Martin ratioReturn relative to average drawdown

1.70

4.63

-2.92

^SIXY vs. LOTBY - Sharpe Ratio Comparison

The current ^SIXY Sharpe Ratio is 0.46, which is lower than the LOTBY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ^SIXY and LOTBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^SIXYLOTBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.05

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.29

+0.40

Drawdowns

^SIXY vs. LOTBY - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -40.25%, smaller than the maximum LOTBY drawdown of -47.12%. Use the drawdown chart below to compare losses from any high point for ^SIXY and LOTBY.


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Drawdown Indicators


^SIXYLOTBYDifference

Max Drawdown

Largest peak-to-trough decline

-40.25%

-47.12%

+6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-18.21%

+3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

-47.12%

+20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

Current Drawdown

Current decline from peak

-6.40%

-27.22%

+20.82%

Average Drawdown

Average peak-to-trough decline

-6.85%

-14.47%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

8.06%

-3.20%

Volatility

^SIXY vs. LOTBY - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector Index (^SIXY) is 5.22%, while Lotus Bakeries NV (LOTBY) has a volatility of 11.32%. This indicates that ^SIXY experiences smaller price fluctuations and is considered to be less risky than LOTBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^SIXYLOTBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

11.32%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

25.78%

-12.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

35.79%

-17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

37.64%

-13.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

37.64%

-15.63%

Frequently Asked Questions


^SIXY and LOTBY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOTBY has higher volatility (11.32%) compared to ^SIXY (5.22%). In terms of maximum drawdown, ^SIXY dropped -40.25% vs LOTBY's -47.12%.

LOTBY currently has the higher Sharpe Ratio (1.05 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^SIXY and LOTBY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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