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

Correlation

The correlation between ^SIXY and WANT is 0.86, 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

^SIXY vs. WANT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector Index (^SIXY) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^SIXY:

0.84

WANT:

0.47

Sortino Ratio

^SIXY:

1.30

WANT:

1.21

Omega Ratio

^SIXY:

1.17

WANT:

1.15

Calmar Ratio

^SIXY:

0.79

WANT:

0.51

Martin Ratio

^SIXY:

2.24

WANT:

1.46

Ulcer Index

^SIXY:

9.27%

WANT:

26.90%

Daily Std Dev

^SIXY:

25.53%

WANT:

76.41%

Max Drawdown

^SIXY:

-40.25%

WANT:

-85.89%

Current Drawdown

^SIXY:

-10.46%

WANT:

-61.59%

Returns By Period

In the year-to-date period, ^SIXY achieves a -4.57% return, which is significantly higher than WANT's -25.84% return.


^SIXY

YTD

-4.57%

1M

6.24%

6M

-4.41%

1Y

21.90%

3Y*

11.92%

5Y*

10.74%

10Y*

10.91%

WANT

YTD

-25.84%

1M

18.04%

6M

-27.04%

1Y

35.23%

3Y*

7.69%

5Y*

7.93%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^SIXY vs. WANT — 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

WANT
The Risk-Adjusted Performance Rank of WANT is 5353
Overall Rank
The Sharpe Ratio Rank of WANT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of WANT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WANT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of WANT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of WANT is 4242
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. WANT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Direxion Daily Consumer Discretionary Bull 3X Shares (WANT). 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 WANT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ^SIXY and WANT, 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. WANT - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -40.25%, smaller than the maximum WANT drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for ^SIXY and WANT.


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

Volatility

^SIXY vs. WANT - Volatility Comparison

The current volatility for Consumer Discretionary Select Sector Index (^SIXY) is 6.96%, while Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) has a volatility of 20.76%. This indicates that ^SIXY experiences smaller price fluctuations and is considered to be less risky than WANT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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