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LOTBY vs. ^SIXY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LOTBY and ^SIXY is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LOTBY vs. ^SIXY - Performance Comparison

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

0.00%50.00%100.00%December2025FebruaryMarchAprilMay
16.61%
-0.53%
LOTBY
^SIXY

Key characteristics

Sharpe Ratio

LOTBY:

-0.45

^SIXY:

0.51

Sortino Ratio

LOTBY:

-0.44

^SIXY:

0.95

Omega Ratio

LOTBY:

0.78

^SIXY:

1.12

Calmar Ratio

LOTBY:

-0.45

^SIXY:

0.53

Martin Ratio

LOTBY:

-0.97

^SIXY:

1.56

Ulcer Index

LOTBY:

21.77%

^SIXY:

8.93%

Daily Std Dev

LOTBY:

47.42%

^SIXY:

24.81%

Max Drawdown

LOTBY:

-47.12%

^SIXY:

-40.25%

Current Drawdown

LOTBY:

-47.12%

^SIXY:

-15.37%

Returns By Period

In the year-to-date period, LOTBY achieves a -30.91% return, which is significantly lower than ^SIXY's -9.80% return.


LOTBY

YTD

-30.91%

1M

0.00%

6M

-47.12%

1Y

-21.14%

5Y*

N/A

10Y*

N/A

^SIXY

YTD

-9.80%

1M

3.44%

6M

-5.90%

1Y

13.06%

5Y*

11.50%

10Y*

10.33%

*Annualized

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Risk-Adjusted Performance

LOTBY vs. ^SIXY — Risk-Adjusted Performance Rank

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

LOTBY
The Risk-Adjusted Performance Rank of LOTBY is 2222
Overall Rank
The Sharpe Ratio Rank of LOTBY is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of LOTBY is 2525
Sortino Ratio Rank
The Omega Ratio Rank of LOTBY is 55
Omega Ratio Rank
The Calmar Ratio Rank of LOTBY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of LOTBY is 2929
Martin Ratio Rank

^SIXY
The Risk-Adjusted Performance Rank of ^SIXY is 7171
Overall Rank
The Sharpe Ratio Rank of ^SIXY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXY is 6161
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.

LOTBY vs. ^SIXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lotus Bakeries NV (LOTBY) and Consumer Discretionary Select Sector Index (^SIXY). 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 LOTBY Sharpe Ratio is -0.45, which is lower than the ^SIXY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of LOTBY and ^SIXY, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.44
0.51
LOTBY
^SIXY

Drawdowns

LOTBY vs. ^SIXY - Drawdown Comparison

The maximum LOTBY drawdown since its inception was -47.12%, which is greater than ^SIXY's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for LOTBY and ^SIXY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-47.12%
-15.37%
LOTBY
^SIXY

Volatility

LOTBY vs. ^SIXY - Volatility Comparison

The current volatility for Lotus Bakeries NV (LOTBY) is 0.00%, while Consumer Discretionary Select Sector Index (^SIXY) has a volatility of 7.93%. This indicates that LOTBY experiences smaller price fluctuations and is considered to be less risky than ^SIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay0
7.93%
LOTBY
^SIXY