^SIXY vs. LOTBY
^SIXY (Consumer Discretionary Select Sector Index) is an index, while LOTBY (Lotus Bakeries NV) is a stock. Over the past 3 years, ^SIXY returned 14.18%/yr vs 17.44%/yr for LOTBY. At a correlation of -0.04, they often move in opposite directions.
Performance
^SIXY vs. LOTBY - Performance Comparison
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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*
- —
^SIXY vs. LOTBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
^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
^SIXY
LOTBY
^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.
| ^SIXY | LOTBY | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^SIXY | LOTBY | Difference | |
|---|---|---|---|
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
| ^SIXY | LOTBY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.40% | -27.22% | +20.82% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -14.47% | +7.62% |
Ulcer IndexDepth 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
| ^SIXY | LOTBY | Difference | |
|---|---|---|---|
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.
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