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

Correlation

The correlation between ^SIXT and ROM is 0.87, 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

^SIXT vs. ROM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

^SIXT:

0.26

ROM:

0.09

Sortino Ratio

^SIXT:

0.57

ROM:

0.41

Omega Ratio

^SIXT:

1.08

ROM:

1.05

Calmar Ratio

^SIXT:

0.30

ROM:

-0.02

Martin Ratio

^SIXT:

0.93

ROM:

-0.04

Ulcer Index

^SIXT:

8.29%

ROM:

18.22%

Daily Std Dev

^SIXT:

30.63%

ROM:

60.68%

Max Drawdown

^SIXT:

-33.93%

ROM:

-83.36%

Current Drawdown

^SIXT:

-4.39%

ROM:

-17.37%

Returns By Period

In the year-to-date period, ^SIXT achieves a -0.47% return, which is significantly higher than ROM's -8.69% return. Over the past 10 years, ^SIXT has underperformed ROM with an annualized return of 18.29%, while ROM has yielded a comparatively higher 28.57% annualized return.


^SIXT

YTD

-0.47%

1M

10.12%

6M

-0.85%

1Y

10.49%

3Y*

17.90%

5Y*

18.84%

10Y*

18.29%

ROM

YTD

-8.69%

1M

19.82%

6M

-9.99%

1Y

5.46%

3Y*

22.19%

5Y*

25.35%

10Y*

28.57%

*Annualized

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Technology Select Sector Index

ProShares Ultra Technology

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^SIXT vs. ROM — 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 3535
Overall Rank
The Sharpe Ratio Rank of ^SIXT is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXT is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXT is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXT is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXT is 3737
Martin Ratio Rank

ROM
The Risk-Adjusted Performance Rank of ROM is 1919
Overall Rank
The Sharpe Ratio Rank of ROM is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ROM is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ROM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ROM is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ROM is 1515
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. ROM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and ProShares Ultra Technology (ROM). 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 higher than the ROM Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ^SIXT and ROM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^SIXT vs. ROM - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -33.93%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for ^SIXT and ROM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SIXT vs. ROM - Volatility Comparison

The current volatility for Technology Select Sector Index (^SIXT) is 6.38%, while ProShares Ultra Technology (ROM) has a volatility of 12.71%. This indicates that ^SIXT experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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