PortfoliosLab logo
^SIXT vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXT and SPY is 0.89, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Technology Select Sector Index (^SIXT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

^SIXT:

0.26

SPY:

0.70

Sortino Ratio

^SIXT:

0.57

SPY:

1.02

Omega Ratio

^SIXT:

1.08

SPY:

1.15

Calmar Ratio

^SIXT:

0.30

SPY:

0.68

Martin Ratio

^SIXT:

0.93

SPY:

2.57

Ulcer Index

^SIXT:

8.29%

SPY:

4.93%

Daily Std Dev

^SIXT:

30.63%

SPY:

20.42%

Max Drawdown

^SIXT:

-33.93%

SPY:

-55.19%

Current Drawdown

^SIXT:

-4.39%

SPY:

-3.55%

Returns By Period

In the year-to-date period, ^SIXT achieves a -0.47% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, ^SIXT has outperformed SPY with an annualized return of 18.29%, while SPY has yielded a comparatively lower 12.73% annualized return.


^SIXT

YTD

-0.47%

1M

10.12%

6M

-0.85%

1Y

10.49%

3Y*

17.90%

5Y*

18.84%

10Y*

18.29%

SPY

YTD

0.87%

1M

6.28%

6M

-1.56%

1Y

14.21%

3Y*

14.25%

5Y*

15.81%

10Y*

12.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Technology Select Sector Index

SPDR S&P 500 ETF

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

Risk-Adjusted Performance

^SIXT vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Technology Select Sector Index (^SIXT) and SPDR S&P 500 ETF (SPY). 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 SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ^SIXT and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

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. SPY - Drawdown Comparison

The maximum ^SIXT drawdown since its inception was -33.93%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^SIXT and SPY.


Loading data...

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

Volatility

^SIXT vs. SPY - Volatility Comparison

Technology Select Sector Index (^SIXT) has a higher volatility of 6.38% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that ^SIXT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...