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^SIXV vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXV and VOO is 0.76, 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

^SIXV vs. VOO - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
363.26%
574.26%
^SIXV
VOO

Key characteristics

Sharpe Ratio

^SIXV:

-0.34

VOO:

0.56

Sortino Ratio

^SIXV:

-0.25

VOO:

0.92

Omega Ratio

^SIXV:

0.97

VOO:

1.13

Calmar Ratio

^SIXV:

-0.25

VOO:

0.58

Martin Ratio

^SIXV:

-0.57

VOO:

2.25

Ulcer Index

^SIXV:

6.78%

VOO:

4.83%

Daily Std Dev

^SIXV:

14.89%

VOO:

19.11%

Max Drawdown

^SIXV:

-28.59%

VOO:

-33.99%

Current Drawdown

^SIXV:

-13.83%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ^SIXV achieves a -1.75% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ^SIXV has underperformed VOO with an annualized return of 6.42%, while VOO has yielded a comparatively higher 12.40% annualized return.


^SIXV

YTD

-1.75%

1M

1.60%

6M

-9.20%

1Y

-4.76%

5Y*

6.45%

10Y*

6.42%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

^SIXV vs. VOO — Risk-Adjusted Performance Rank

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

^SIXV
The Risk-Adjusted Performance Rank of ^SIXV is 1717
Overall Rank
The Sharpe Ratio Rank of ^SIXV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXV is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXV is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXV is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXV is 1919
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO 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.

^SIXV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Care Select Sector Index (^SIXV) and Vanguard S&P 500 ETF (VOO). 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 ^SIXV Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^SIXV and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.32
0.56
^SIXV
VOO

Drawdowns

^SIXV vs. VOO - Drawdown Comparison

The maximum ^SIXV drawdown since its inception was -28.59%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^SIXV and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.83%
-7.55%
^SIXV
VOO

Volatility

^SIXV vs. VOO - Volatility Comparison

The current volatility for Health Care Select Sector Index (^SIXV) is 7.99%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.03%. This indicates that ^SIXV experiences smaller price fluctuations and is considered to be less risky than VOO 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%12.00%14.00%December2025FebruaryMarchAprilMay
7.99%
11.03%
^SIXV
VOO