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

Correlation

The correlation between ^SIXY and LOTBY is 0.02, 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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
16.27%
-8.49%
^SIXY
LOTBY

Key characteristics

Sharpe Ratio

^SIXY:

0.98

LOTBY:

0.00

Sortino Ratio

^SIXY:

1.43

LOTBY:

0.37

Omega Ratio

^SIXY:

1.18

LOTBY:

1.27

Calmar Ratio

^SIXY:

0.94

LOTBY:

0.01

Martin Ratio

^SIXY:

4.36

LOTBY:

0.02

Ulcer Index

^SIXY:

4.23%

LOTBY:

9.53%

Daily Std Dev

^SIXY:

18.67%

LOTBY:

45.27%

Max Drawdown

^SIXY:

-40.25%

LOTBY:

-32.51%

Current Drawdown

^SIXY:

-8.70%

LOTBY:

-32.51%

Returns By Period

In the year-to-date period, ^SIXY achieves a -2.69% return, which is significantly higher than LOTBY's -11.82% return.


^SIXY

YTD

-2.69%

1M

-5.11%

6M

16.28%

1Y

19.96%

5Y*

10.87%

10Y*

11.23%

LOTBY

YTD

-11.82%

1M

-11.82%

6M

-8.49%

1Y

0.19%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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 5050
Overall Rank
The Sharpe Ratio Rank of ^SIXY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXY is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXY is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXY is 5252
Martin Ratio Rank

LOTBY
The Risk-Adjusted Performance Rank of LOTBY is 5252
Overall Rank
The Sharpe Ratio Rank of LOTBY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of LOTBY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of LOTBY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LOTBY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of LOTBY is 4545
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.


Sharpe ratio
The chart of Sharpe ratio for ^SIXY, currently valued at 0.98, compared to the broader market-0.500.000.501.001.502.002.500.980.00
The chart of Sortino ratio for ^SIXY, currently valued at 1.43, compared to the broader market0.001.002.003.001.430.37
The chart of Omega ratio for ^SIXY, currently valued at 1.18, compared to the broader market1.001.101.201.301.401.501.181.27
The chart of Calmar ratio for ^SIXY, currently valued at 0.94, compared to the broader market0.001.002.003.000.940.01
The chart of Martin ratio for ^SIXY, currently valued at 4.36, compared to the broader market0.005.0010.0015.0020.004.360.02
^SIXY
LOTBY

The current ^SIXY Sharpe Ratio is 0.98, which is higher than the LOTBY Sharpe Ratio of 0.00. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.98
0.00
^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 -32.51%. Use the drawdown chart below to compare losses from any high point for ^SIXY and LOTBY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.70%
-32.51%
^SIXY
LOTBY

Volatility

^SIXY vs. LOTBY - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector Index (^SIXY) is 4.68%, while Lotus Bakeries NV (LOTBY) has a volatility of 12.05%. This indicates that ^SIXY experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025February
4.68%
12.05%
^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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