^SIXRE vs. ^DJI
Compare and contrast key facts about Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXRE or ^DJI.
Key characteristics
| ^SIXRE | ^DJI | |
|---|---|---|
| YTD Return | 5.98% | 8.02% |
| 1Y Return | 16.52% | 18.10% |
| 3Y Return (Ann) | -3.06% | 4.85% |
| 5Y Return (Ann) | 2.33% | 9.72% |
| 10Y Return (Ann) | 4.33% | 9.10% |
| Sharpe Ratio | 0.93 | 1.76 |
| Daily Std Dev | 18.87% | 10.66% |
| Max Drawdown | -38.93% | -53.78% |
| Current Drawdown | -17.75% | -1.18% |
Correlation
The correlation between ^SIXRE and ^DJI is 0.58, 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
^SIXRE vs. ^DJI - Performance Comparison
In the year-to-date period, ^SIXRE achieves a 5.98% return, which is significantly lower than ^DJI's 8.02% return. Over the past 10 years, ^SIXRE has underperformed ^DJI with an annualized return of 4.33%, while ^DJI has yielded a comparatively higher 9.10% 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
^SIXRE vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI). 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
^SIXRE vs. ^DJI - Drawdown Comparison
The maximum ^SIXRE drawdown since its inception was -38.93%, smaller than the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^SIXRE and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^SIXRE vs. ^DJI - Volatility Comparison
Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI) have volatilities of 4.92% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.