^SIXM vs. JPM
Compare and contrast key facts about Financial Select Sector Index (^SIXM) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXM or JPM.
Correlation
The correlation between ^SIXM and JPM 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.
Performance
^SIXM vs. JPM - Performance Comparison
Key characteristics
^SIXM:
2.00
JPM:
1.97
^SIXM:
2.92
JPM:
2.70
^SIXM:
1.38
JPM:
1.40
^SIXM:
2.77
JPM:
4.55
^SIXM:
12.43
JPM:
13.24
^SIXM:
2.25%
JPM:
3.48%
^SIXM:
13.78%
JPM:
23.42%
^SIXM:
-52.30%
JPM:
-74.02%
^SIXM:
-5.60%
JPM:
-5.07%
Returns By Period
In the year-to-date period, ^SIXM achieves a 28.41% return, which is significantly lower than JPM's 43.02% return. Over the past 10 years, ^SIXM has underperformed JPM with an annualized return of 9.09%, while JPM has yielded a comparatively higher 17.53% annualized return.
^SIXM
28.41%
-2.28%
17.29%
29.62%
9.53%
9.09%
JPM
43.02%
-1.32%
22.46%
45.24%
14.90%
17.53%
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Risk-Adjusted Performance
^SIXM vs. JPM - Risk-Adjusted Performance Comparison
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.
Drawdowns
^SIXM vs. JPM - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
^SIXM vs. JPM - Volatility Comparison
The current volatility for Financial Select Sector Index (^SIXM) is 4.46%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.60%. 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.