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^SIXI vs. PPA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXI and PPA is 0.89, 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.


-0.50.00.51.00.9

Performance

^SIXI vs. PPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrials Select Sector Index (^SIXI) and Invesco Aerospace & Defense ETF (PPA). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
452.27%
842.65%
^SIXI
PPA

Key characteristics

Sharpe Ratio

^SIXI:

1.43

PPA:

2.03

Sortino Ratio

^SIXI:

2.11

PPA:

2.72

Omega Ratio

^SIXI:

1.26

PPA:

1.37

Calmar Ratio

^SIXI:

2.41

PPA:

3.50

Martin Ratio

^SIXI:

8.49

PPA:

13.06

Ulcer Index

^SIXI:

2.30%

PPA:

2.27%

Daily Std Dev

^SIXI:

13.65%

PPA:

14.62%

Max Drawdown

^SIXI:

-42.63%

PPA:

-57.37%

Current Drawdown

^SIXI:

-7.07%

PPA:

-6.66%

Returns By Period

In the year-to-date period, ^SIXI achieves a 16.94% return, which is significantly lower than PPA's 26.56% return. Over the past 10 years, ^SIXI has underperformed PPA with an annualized return of 8.92%, while PPA has yielded a comparatively higher 13.80% annualized return.


^SIXI

YTD

16.94%

1M

-3.81%

6M

8.67%

1Y

18.28%

5Y*

10.49%

10Y*

8.92%

PPA

YTD

26.56%

1M

-1.92%

6M

12.09%

1Y

28.06%

5Y*

11.95%

10Y*

13.80%

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Risk-Adjusted Performance

^SIXI vs. PPA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Industrials Select Sector Index (^SIXI) and Invesco Aerospace & Defense ETF (PPA). 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.


Sharpe ratio
The chart of Sharpe ratio for ^SIXI, currently valued at 1.43, compared to the broader market0.001.002.001.432.03
The chart of Sortino ratio for ^SIXI, currently valued at 2.11, compared to the broader market-1.000.001.002.003.002.112.72
The chart of Omega ratio for ^SIXI, currently valued at 1.26, compared to the broader market0.901.001.101.201.301.401.261.37
The chart of Calmar ratio for ^SIXI, currently valued at 2.41, compared to the broader market0.001.002.003.002.413.50
The chart of Martin ratio for ^SIXI, currently valued at 8.49, compared to the broader market0.005.0010.0015.0020.008.4913.06
^SIXI
PPA

The current ^SIXI Sharpe Ratio is 1.43, which is comparable to the PPA Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ^SIXI and PPA, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.43
2.03
^SIXI
PPA

Drawdowns

^SIXI vs. PPA - Drawdown Comparison

The maximum ^SIXI drawdown since its inception was -42.63%, smaller than the maximum PPA drawdown of -57.37%. Use the drawdown chart below to compare losses from any high point for ^SIXI and PPA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.07%
-6.66%
^SIXI
PPA

Volatility

^SIXI vs. PPA - Volatility Comparison

The current volatility for Industrials Select Sector Index (^SIXI) is 4.32%, while Invesco Aerospace & Defense ETF (PPA) has a volatility of 5.17%. This indicates that ^SIXI experiences smaller price fluctuations and is considered to be less risky than PPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
5.17%
^SIXI
PPA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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