<p align="justify"><em>The contagious virus known as coronavirus or Covid-19 that threatens the human respiratory system (lungs) is already spread out to all over the world. The Covid-19 pandemic is not only a threat to human health, but it also threatens the economic growth of many countries, including Indonesia. Many industrial sectors in Indonesia have been affected by Covid-19. The purpose of this research is to find out which sectors are most affected by Covid-19 by comparing the stock price index in industrial sectors. The method used in this research is the VECM (Vector Error Correction Model) method. The result of this research shows that </em><em>the most affected sector when viewed from the number of Covid-19 positive cases is the consumer goods industry sector, while when viewed from the number of Covid-19 death cases, the financial sector is the most affected, whereas when viewed from the number of Covid-19 recovered cases, the most affected sector is the trade sector. The result of this research could give guideline to investors who want to invest in these three sectors to be more careful for analyzing the fundamentals and performance of the companies to invest in.</em><em></em></p>