^SIXM vs. JPM

In the year-to-date period, ^SIXM achieves a 5.16% return, which is significantly lower than JPM's 11.38% return. Over the past 10 years, ^SIXM has underperformed JPM with an annualized return of 9.81%, while JPM has yielded a comparatively higher 18.06% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and JPMorgan Chase & Co. (JPM). 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 ^SIXM Sharpe Ratio is 1.17, which is comparable to the JPM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ^SIXM and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^SIXM drawdown since its inception was -52.30%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for ^SIXM and JPM.

The current volatility for Financial Select Sector Index (^SIXM) is 4.50%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.18%. This indicates that ^SIXM experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.