^SIXY vs. CMG
Compare and contrast key facts about Consumer Discretionary Select Sector Index (^SIXY) and Chipotle Mexican Grill, Inc. (CMG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXY or CMG.
Correlation
The correlation between ^SIXY and CMG is 0.52, 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.
Performance
^SIXY vs. CMG - Performance Comparison
Key characteristics
^SIXY:
1.57
CMG:
1.14
^SIXY:
2.14
CMG:
1.61
^SIXY:
1.28
CMG:
1.23
^SIXY:
1.47
CMG:
1.23
^SIXY:
7.75
CMG:
2.85
^SIXY:
3.73%
CMG:
11.81%
^SIXY:
18.28%
CMG:
29.60%
^SIXY:
-40.25%
CMG:
-74.61%
^SIXY:
-4.45%
CMG:
-9.75%
Returns By Period
In the year-to-date period, ^SIXY achieves a 27.77% return, which is significantly lower than CMG's 35.27% return. Over the past 10 years, ^SIXY has underperformed CMG with an annualized return of 12.29%, while CMG has yielded a comparatively higher 16.58% annualized return.
^SIXY
27.77%
6.50%
25.35%
26.38%
12.86%
12.29%
CMG
35.27%
5.08%
-3.64%
34.09%
30.01%
16.58%
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Risk-Adjusted Performance
^SIXY vs. CMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Chipotle Mexican Grill, Inc. (CMG). 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.
Drawdowns
^SIXY vs. CMG - Drawdown Comparison
The maximum ^SIXY drawdown since its inception was -40.25%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for ^SIXY and CMG. For additional features, visit the drawdowns tool.
Volatility
^SIXY vs. CMG - Volatility Comparison
The current volatility for Consumer Discretionary Select Sector Index (^SIXY) is 6.24%, while Chipotle Mexican Grill, Inc. (CMG) has a volatility of 9.11%. This indicates that ^SIXY experiences smaller price fluctuations and is considered to be less risky than CMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.