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^SIXY vs. LOTBY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SIXY and LOTBY is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

^SIXY vs. LOTBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector Index (^SIXY) and Lotus Bakeries NV (LOTBY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
12.30%
120.52%
^SIXY
LOTBY

Key characteristics

Sharpe Ratio

^SIXY:

1.57

LOTBY:

1.98

Sortino Ratio

^SIXY:

2.14

LOTBY:

279.19

Omega Ratio

^SIXY:

1.28

LOTBY:

211.11

Calmar Ratio

^SIXY:

1.47

LOTBY:

19.02

Martin Ratio

^SIXY:

7.75

LOTBY:

795.85

Ulcer Index

^SIXY:

3.73%

LOTBY:

0.15%

Daily Std Dev

^SIXY:

18.28%

LOTBY:

61.84%

Max Drawdown

^SIXY:

-40.25%

LOTBY:

-12.85%

Current Drawdown

^SIXY:

-4.45%

LOTBY:

0.00%

Returns By Period

In the year-to-date period, ^SIXY achieves a 27.77% return, which is significantly lower than LOTBY's 122.56% return.


^SIXY

YTD

27.77%

1M

6.50%

6M

25.35%

1Y

26.38%

5Y*

12.86%

10Y*

12.29%

LOTBY

YTD

122.56%

1M

0.00%

6M

35.59%

1Y

122.56%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^SIXY vs. LOTBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Lotus Bakeries NV (LOTBY). 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 ^SIXY, currently valued at 1.57, compared to the broader market0.001.002.001.571.98
The chart of Sortino ratio for ^SIXY, currently valued at 2.14, compared to the broader market-1.000.001.002.003.002.14279.19
The chart of Omega ratio for ^SIXY, currently valued at 1.28, compared to the broader market0.901.001.101.201.301.401.28211.11
The chart of Calmar ratio for ^SIXY, currently valued at 1.47, compared to the broader market0.001.002.003.001.4719.02
The chart of Martin ratio for ^SIXY, currently valued at 7.75, compared to the broader market0.005.0010.0015.0020.007.75795.85
^SIXY
LOTBY

The current ^SIXY Sharpe Ratio is 1.57, which is comparable to the LOTBY Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ^SIXY and LOTBY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.57
1.98
^SIXY
LOTBY

Drawdowns

^SIXY vs. LOTBY - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -40.25%, which is greater than LOTBY's maximum drawdown of -12.85%. Use the drawdown chart below to compare losses from any high point for ^SIXY and LOTBY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.45%
0
^SIXY
LOTBY

Volatility

^SIXY vs. LOTBY - Volatility Comparison

Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 6.24% compared to Lotus Bakeries NV (LOTBY) at 0.00%. This indicates that ^SIXY's price experiences larger fluctuations and is considered to be riskier than LOTBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
6.24%
0
^SIXY
LOTBY
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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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