^SIXY vs. LOTBY

Last updated Jun 24, 2026

^SIXY (Consumer Discretionary Select Sector Index) is an index, while LOTBY (Lotus Bakeries NV) is a stock.

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.

Returns By Period

^SIXY

• 1D: -0.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LOTBY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 17.22%
• 6M: 17.22%
• 1Y: 36.09%
• 3Y*: 17.62%
• 5Y*: —
• 10Y*: —

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

^SIXY vs. LOTBY - Yearly Performance Comparison

	2026 (YTD)
^SIXY Consumer Discretionary Select Sector Index	-0.06%
LOTBY Lotus Bakeries NV	0.00%

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LOTBY

LOTBY Risk / Return Rank: 80
LOTBY Sharpe Ratio Rank: 73
LOTBY Sortino Ratio Rank: 81
LOTBY Omega Ratio Rank: 99
LOTBY Calmar Ratio Rank: 75
LOTBY Martin Ratio Rank: 73

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.

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.

	^SIXY	LOTBY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.02	—
Sortino ratio: Return per unit of downside risk	—	2.26	—
Omega ratio: Gain probability vs. loss probability	—	1.86	—
Calmar ratio: Return relative to maximum drawdown	—	2.00	—
Martin ratio: Return relative to average drawdown	—	4.05	—

Drawdowns

^SIXY vs. LOTBY - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -0.06%, 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.

Drawdown Indicators

	^SIXY	LOTBY	Difference
Max Drawdown Largest peak-to-trough decline	-0.06%	-47.12%	+47.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-47.12%	—
Current Drawdown Current decline from peak	-0.06%	-27.22%	+27.16%
Average Drawdown Average peak-to-trough decline	-0.06%	-14.60%	+14.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.97%	—

Volatility

Volatility by Period

	^SIXY	LOTBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	35.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	37.41%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	37.41%	—