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^SIXE vs. ^SIXM
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXE and ^SIXM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^SIXE vs. ^SIXM - Performance Comparison

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

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Key characteristics

Daily Std Dev

^SIXE:

10.43%

^SIXM:

19.44%

Max Drawdown

^SIXE:

-0.03%

^SIXM:

-3.41%

Current Drawdown

^SIXE:

0.00%

^SIXM:

0.00%

Returns By Period


^SIXE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SIXM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^SIXE vs. ^SIXM — Risk-Adjusted Performance Rank

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

^SIXE
The Risk-Adjusted Performance Rank of ^SIXE is 66
Overall Rank
The Sharpe Ratio Rank of ^SIXE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXE is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXE is 33
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXE is 22
Martin Ratio Rank

^SIXM
The Risk-Adjusted Performance Rank of ^SIXM is 9292
Overall Rank
The Sharpe Ratio Rank of ^SIXM is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXM is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXM is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXM is 9393
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.

^SIXE vs. ^SIXM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Energy Select Sector Index (^SIXE) and Financial Select Sector Index (^SIXM). 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.



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Drawdowns

^SIXE vs. ^SIXM - Drawdown Comparison

The maximum ^SIXE drawdown since its inception was -0.03%, smaller than the maximum ^SIXM drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for ^SIXE and ^SIXM. For additional features, visit the drawdowns tool.


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Volatility

^SIXE vs. ^SIXM - Volatility Comparison


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