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^SIXT vs. NVDA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXT and NVDA is 0.61, 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

^SIXT vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%December2025FebruaryMarchAprilMay
1,238.92%
58,517.93%
^SIXT
NVDA

Key characteristics

Sharpe Ratio

^SIXT:

0.28

NVDA:

0.54

Sortino Ratio

^SIXT:

0.60

NVDA:

1.11

Omega Ratio

^SIXT:

1.08

NVDA:

1.14

Calmar Ratio

^SIXT:

0.33

NVDA:

0.86

Martin Ratio

^SIXT:

1.03

NVDA:

2.16

Ulcer Index

^SIXT:

8.15%

NVDA:

14.75%

Daily Std Dev

^SIXT:

30.16%

NVDA:

59.46%

Max Drawdown

^SIXT:

-33.93%

NVDA:

-89.73%

Current Drawdown

^SIXT:

-11.78%

NVDA:

-21.66%

Returns By Period

In the year-to-date period, ^SIXT achieves a -8.16% return, which is significantly higher than NVDA's -12.82% return. Over the past 10 years, ^SIXT has underperformed NVDA with an annualized return of 17.54%, while NVDA has yielded a comparatively higher 72.73% annualized return.


^SIXT

YTD

-8.16%

1M

16.36%

6M

-8.46%

1Y

4.56%

5Y*

17.83%

10Y*

17.54%

NVDA

YTD

-12.82%

1M

19.89%

6M

-19.59%

1Y

29.30%

5Y*

72.34%

10Y*

72.73%

*Annualized

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Risk-Adjusted Performance

^SIXT vs. NVDA — Risk-Adjusted Performance Rank

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

^SIXT
The Risk-Adjusted Performance Rank of ^SIXT is 4242
Overall Rank
The Sharpe Ratio Rank of ^SIXT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXT is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXT is 4545
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7272
Overall Rank
The Sharpe Ratio Rank of NVDA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7474
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.

^SIXT vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and NVIDIA Corporation (NVDA). 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.


The current ^SIXT Sharpe Ratio is 0.28, which is lower than the NVDA Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ^SIXT and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.15
0.50
^SIXT
NVDA

Drawdowns

^SIXT vs. NVDA - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -33.93%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for ^SIXT and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-11.78%
-21.66%
^SIXT
NVDA

Volatility

^SIXT vs. NVDA - Volatility Comparison

The current volatility for Technology Select Sector Index (^SIXT) is 15.88%, while NVIDIA Corporation (NVDA) has a volatility of 22.57%. This indicates that ^SIXT experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
15.88%
22.57%
^SIXT
NVDA