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

Correlation

The correlation between ^SIXY and LOTBY is 0.00, 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.

^SIXY vs. LOTBY

Last updated Jun 3, 2025

Compare and contrast key facts about Consumer Discretionary Select Sector Index (^SIXY) and Lotus Bakeries NV (LOTBY).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXY or LOTBY.

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.

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Key characteristics

Sharpe Ratio

^SIXY:

0.84

LOTBY:

-0.59

Sortino Ratio

^SIXY:

1.30

LOTBY:

-0.74

Omega Ratio

^SIXY:

1.17

LOTBY:

0.63

Calmar Ratio

^SIXY:

0.79

LOTBY:

-0.58

Martin Ratio

^SIXY:

2.24

LOTBY:

-1.11

Ulcer Index

^SIXY:

9.27%

LOTBY:

24.76%

Daily Std Dev

^SIXY:

25.53%

LOTBY:

46.49%

Max Drawdown

^SIXY:

-40.25%

LOTBY:

-47.12%

Current Drawdown

^SIXY:

-10.46%

LOTBY:

-46.52%

Returns By Period

In the year-to-date period, ^SIXY achieves a -4.57% return, which is significantly higher than LOTBY's -30.13% return.

^SIXY

YTD

-4.57%

1M

6.24%

6M

-4.41%

1Y

21.90%

3Y*

11.92%

5Y*

10.74%

10Y*

10.91%

LOTBY

YTD

-30.13%

1M

1.13%

6M

-46.52%

1Y

-27.49%

3Y*

7.89%

5Y*

N/A

10Y*

N/A

*Annualized

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Consumer Discretionary Select Sector Index

Lotus Bakeries NV

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

Risk-Adjusted Performance

^SIXY vs. LOTBY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SIXY
The Risk-Adjusted Performance Rank of ^SIXY is 7979
Overall Rank
The Sharpe Ratio Rank of ^SIXY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXY is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXY is 6666
Martin Ratio Rank
LOTBY
The Risk-Adjusted Performance Rank of LOTBY is 1414
Overall Rank
The Sharpe Ratio Rank of LOTBY is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of LOTBY is 1717
Sortino Ratio Rank
The Omega Ratio Rank of LOTBY is 11
Omega Ratio Rank
The Calmar Ratio Rank of LOTBY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of LOTBY is 2121
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.

^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.

The current ^SIXY Sharpe Ratio is 0.84, which is higher than the LOTBY Sharpe Ratio of -0.59. 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.

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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

^SIXY vs. LOTBY - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -40.25%, smaller than the maximum LOTBY drawdown of -47.12%. Use the drawdown chart below to compare losses from any high point for ^SIXY and LOTBY.

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

Volatility

^SIXY vs. LOTBY - Volatility Comparison

Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 6.96% compared to Lotus Bakeries NV (LOTBY) at 1.13%. 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.

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