^SIXM vs. ^SIXE
Compare and contrast key facts about Financial Select Sector Index (^SIXM) and Energy Select Sector Index (^SIXE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXM or ^SIXE.
Key characteristics
| ^SIXM | ^SIXE | |
|---|---|---|
| YTD Return | 26.03% | 7.63% |
| 1Y Return | 40.79% | -0.94% |
| 3Y Return (Ann) | 6.28% | 16.65% |
| 5Y Return (Ann) | 11.12% | 10.65% |
| 10Y Return (Ann) | 10.15% | 1.36% |
| Sharpe Ratio | 3.84 | 0.16 |
| Sortino Ratio | 5.00 | 0.34 |
| Omega Ratio | 1.68 | 1.04 |
| Calmar Ratio | 1.99 | 0.17 |
| Martin Ratio | 23.91 | 0.37 |
| Ulcer Index | 2.00% | 7.90% |
| Daily Std Dev | 12.66% | 17.93% |
| Max Drawdown | -52.30% | -75.97% |
| Current Drawdown | 0.00% | -7.95% |
Correlation
The correlation between ^SIXM and ^SIXE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SIXM vs. ^SIXE - Performance Comparison
In the year-to-date period, ^SIXM achieves a 26.03% return, which is significantly higher than ^SIXE's 7.63% return. Over the past 10 years, ^SIXM has outperformed ^SIXE with an annualized return of 10.15%, while ^SIXE has yielded a comparatively lower 1.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SIXM vs. ^SIXE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and Energy Select Sector Index (^SIXE). 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. ^SIXE - Drawdown Comparison
The maximum ^SIXM drawdown since its inception was -52.30%, smaller than the maximum ^SIXE drawdown of -75.97%. Use the drawdown chart below to compare losses from any high point for ^SIXM and ^SIXE. For additional features, visit the drawdowns tool.
Volatility
^SIXM vs. ^SIXE - Volatility Comparison
The current volatility for Financial Select Sector Index (^SIXM) is 3.78%, while Energy Select Sector Index (^SIXE) has a volatility of 6.72%. This indicates that ^SIXM experiences smaller price fluctuations and is considered to be less risky than ^SIXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.