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

^SIXM vs. ^SIXE

Last updated May 12, 2025

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.

Correlation

The correlation between ^SIXM and ^SIXE 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

^SIXM vs. ^SIXE - Performance Comparison

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

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Key characteristics

Daily Std Dev

^SIXM:

19.44%

^SIXE:

10.43%

Max Drawdown

^SIXM:

-3.41%

^SIXE:

-0.03%

Current Drawdown

^SIXM:

0.00%

^SIXE:

0.00%

Returns By Period

^SIXM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SIXE

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

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

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

^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.

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Drawdowns

^SIXM vs. ^SIXE - Drawdown Comparison

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

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Volatility

^SIXM vs. ^SIXE - Volatility Comparison

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