^SIXY vs. ^SIXR
Compare and contrast key facts about Consumer Discretionary Select Sector Index (^SIXY) and Consumer Staples Select Sector Index (^SIXR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXY or ^SIXR.
Key characteristics
| ^SIXY | ^SIXR | |
|---|---|---|
| YTD Return | 11.12% | 14.10% |
| 1Y Return | 25.67% | 20.91% |
| 3Y Return (Ann) | 1.26% | 5.39% |
| 5Y Return (Ann) | 10.21% | 6.39% |
| 10Y Return (Ann) | 11.90% | 6.26% |
| Sharpe Ratio | 1.97 | 2.28 |
| Sortino Ratio | 2.63 | 3.26 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.17 | 1.34 |
| Martin Ratio | 8.81 | 17.26 |
| Ulcer Index | 3.89% | 1.34% |
| Daily Std Dev | 17.84% | 10.18% |
| Max Drawdown | -40.25% | -24.93% |
| Current Drawdown | -5.96% | -2.19% |
Correlation
The correlation between ^SIXY and ^SIXR is 0.58, 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. ^SIXR - Performance Comparison
In the year-to-date period, ^SIXY achieves a 11.12% return, which is significantly lower than ^SIXR's 14.10% return. Over the past 10 years, ^SIXY has outperformed ^SIXR with an annualized return of 11.90%, while ^SIXR has yielded a comparatively lower 6.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SIXY vs. ^SIXR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Consumer Staples Select Sector Index (^SIXR). 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. ^SIXR - Drawdown Comparison
The maximum ^SIXY drawdown since its inception was -40.25%, which is greater than ^SIXR's maximum drawdown of -24.93%. Use the drawdown chart below to compare losses from any high point for ^SIXY and ^SIXR. For additional features, visit the drawdowns tool.
Volatility
^SIXY vs. ^SIXR - Volatility Comparison
Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 4.13% compared to Consumer Staples Select Sector Index (^SIXR) at 2.47%. This indicates that ^SIXY's price experiences larger fluctuations and is considered to be riskier than ^SIXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.