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^SIXU vs. AWK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXU and AWK is 0.70, 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.


-0.50.00.51.00.7

Performance

^SIXU vs. AWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Utilities Select Sector Index (^SIXU) and American Water Works Company, Inc. (AWK). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.88%
-7.01%
^SIXU
AWK

Key characteristics

Sharpe Ratio

^SIXU:

2.01

AWK:

0.35

Sortino Ratio

^SIXU:

2.74

AWK:

0.64

Omega Ratio

^SIXU:

1.34

AWK:

1.08

Calmar Ratio

^SIXU:

1.40

AWK:

0.19

Martin Ratio

^SIXU:

8.73

AWK:

0.87

Ulcer Index

^SIXU:

3.58%

AWK:

8.24%

Daily Std Dev

^SIXU:

15.56%

AWK:

20.61%

Max Drawdown

^SIXU:

-36.56%

AWK:

-37.10%

Current Drawdown

^SIXU:

-2.94%

AWK:

-27.25%

Returns By Period

In the year-to-date period, ^SIXU achieves a 5.65% return, which is significantly higher than AWK's 4.00% return. Over the past 10 years, ^SIXU has underperformed AWK with an annualized return of 5.78%, while AWK has yielded a comparatively higher 11.17% annualized return.


^SIXU

YTD

5.65%

1M

-0.07%

6M

6.88%

1Y

29.67%

5Y*

2.75%

10Y*

5.78%

AWK

YTD

4.00%

1M

2.48%

6M

-7.01%

1Y

8.15%

5Y*

0.47%

10Y*

11.17%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^SIXU vs. AWK — Risk-Adjusted Performance Rank

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

^SIXU
The Risk-Adjusted Performance Rank of ^SIXU is 8282
Overall Rank
The Sharpe Ratio Rank of ^SIXU is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXU is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXU is 7878
Martin Ratio Rank

AWK
The Risk-Adjusted Performance Rank of AWK is 5454
Overall Rank
The Sharpe Ratio Rank of AWK is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AWK is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AWK is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AWK is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AWK is 5757
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.

^SIXU vs. AWK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector Index (^SIXU) and American Water Works Company, Inc. (AWK). 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.


Sharpe ratio
The chart of Sharpe ratio for ^SIXU, currently valued at 2.01, compared to the broader market-0.500.000.501.001.502.002.502.010.35
The chart of Sortino ratio for ^SIXU, currently valued at 2.74, compared to the broader market0.001.002.003.002.740.64
The chart of Omega ratio for ^SIXU, currently valued at 1.34, compared to the broader market1.001.101.201.301.401.501.341.08
The chart of Calmar ratio for ^SIXU, currently valued at 1.40, compared to the broader market0.001.002.003.001.400.19
The chart of Martin ratio for ^SIXU, currently valued at 8.73, compared to the broader market0.005.0010.0015.0020.008.730.87
^SIXU
AWK

The current ^SIXU Sharpe Ratio is 2.01, which is higher than the AWK Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ^SIXU and AWK, 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.01
0.35
^SIXU
AWK

Drawdowns

^SIXU vs. AWK - Drawdown Comparison

The maximum ^SIXU drawdown since its inception was -36.56%, roughly equal to the maximum AWK drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for ^SIXU and AWK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.94%
-27.25%
^SIXU
AWK

Volatility

^SIXU vs. AWK - Volatility Comparison

The current volatility for Utilities Select Sector Index (^SIXU) is 4.96%, while American Water Works Company, Inc. (AWK) has a volatility of 9.21%. This indicates that ^SIXU experiences smaller price fluctuations and is considered to be less risky than AWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.96%
9.21%
^SIXU
AWK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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