^SIXR vs. LRLCY
Compare and contrast key facts about Consumer Staples Select Sector Index (^SIXR) and L'Oréal S.A. (LRLCY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXR or LRLCY.
Correlation
The correlation between ^SIXR and LRLCY is 0.66, 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
^SIXR vs. LRLCY - Performance Comparison
Key characteristics
^SIXR:
0.48
LRLCY:
-0.38
^SIXR:
0.89
LRLCY:
-0.35
^SIXR:
1.11
LRLCY:
0.96
^SIXR:
0.83
LRLCY:
-0.30
^SIXR:
2.12
LRLCY:
-0.48
^SIXR:
3.54%
LRLCY:
20.42%
^SIXR:
13.17%
LRLCY:
27.87%
^SIXR:
-24.93%
LRLCY:
-58.79%
^SIXR:
-3.00%
LRLCY:
-13.40%
Returns By Period
In the year-to-date period, ^SIXR achieves a 3.39% return, which is significantly lower than LRLCY's 22.14% return. Over the past 10 years, ^SIXR has underperformed LRLCY with an annualized return of 5.35%, while LRLCY has yielded a comparatively higher 10.10% annualized return.
^SIXR
3.39%
6.59%
2.06%
6.57%
7.18%
5.35%
LRLCY
22.14%
17.73%
15.13%
-10.48%
10.89%
10.10%
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Risk-Adjusted Performance
^SIXR vs. LRLCY — Risk-Adjusted Performance Rank
^SIXR
LRLCY
^SIXR vs. LRLCY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and L'Oréal S.A. (LRLCY). 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
^SIXR vs. LRLCY - Drawdown Comparison
The maximum ^SIXR drawdown since its inception was -24.93%, smaller than the maximum LRLCY drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for ^SIXR and LRLCY. For additional features, visit the drawdowns tool.
Volatility
^SIXR vs. LRLCY - Volatility Comparison
The current volatility for Consumer Staples Select Sector Index (^SIXR) is 5.62%, while L'Oréal S.A. (LRLCY) has a volatility of 12.44%. This indicates that ^SIXR experiences smaller price fluctuations and is considered to be less risky than LRLCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.