^SIXT vs. NVDA

In the year-to-date period, ^SIXT achieves a -0.47% return, which is significantly lower than NVDA's 0.63% return. Over the past 10 years, ^SIXT has underperformed NVDA with an annualized return of 18.29%, while NVDA has yielded a comparatively higher 74.01% annualized return.

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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 0.26, which is lower than the NVDA Sharpe Ratio of 0.38. 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.

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.

The current volatility for Technology Select Sector Index (^SIXT) is 6.38%, while NVIDIA Corporation (NVDA) has a volatility of 10.81%. 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.