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Performance
^DJA Performance Chart
Dow Jones Composite Average Index (^DJA) is up 10.1% since the beginning of the year. ^DJA is currently trading at $16,457 per share. Investors who bought $1,000 worth of ^DJA shares 5 years ago would now be looking at an investment worth $1,420.
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Returns By Period
Dow Jones Composite Average Index (^DJA) has returned 10.13% so far this year and 24.71% over the past 12 months. Over the last ten years, ^DJA has returned 10.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Dow Jones Composite Average Index
- 1D
- 0.40%
- 1M
- 2.78%
- YTD
- 10.13%
- 6M
- 11.67%
- 1Y
- 24.71%
- 3Y*
- 13.91%
- 5Y*
- 7.26%
- 10Y*
- 10.15%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^DJA Monthly Returns History
Based on dividend-adjusted daily data since Dec 23, 1980, ^DJA's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Aug 1982 with a return of +12.9%, while the worst month was Oct 1987 at -22.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJA closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.4%, while the worst single day was Oct 19, 1987 at -20.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.61% | 2.94% | -5.06% | 7.40% | 1.92% | 0.33% | 10.13% | ||||||
| 2025 | 3.85% | -1.41% | -4.26% | -3.59% | 4.29% | 4.03% | 0.69% | 2.58% | 1.31% | 1.82% | 1.32% | 0.81% | 11.59% |
| 2024 | -0.29% | 1.79% | 2.43% | -5.10% | 2.71% | 0.49% | 4.92% | 1.45% | 2.02% | -1.18% | 7.35% | -6.79% | 9.32% |
| 2023 | 4.17% | -3.25% | 1.05% | 0.96% | -3.54% | 6.36% | 4.30% | -3.73% | -4.22% | -2.77% | 8.15% | 4.76% | 11.74% |
| 2022 | -4.36% | -2.27% | 4.66% | -5.87% | -0.69% | -6.84% | 7.71% | -3.96% | -10.45% | 11.91% | 6.49% | -4.97% | -10.63% |
| 2021 | -2.29% | 3.59% | 8.01% | 3.55% | 1.55% | -1.94% | 0.45% | 1.50% | -4.63% | 7.72% | -2.64% | 5.56% | 21.35% |
Benchmark Metrics
Dow Jones Composite Average Index has an annualized alpha of 0.45%, beta of 0.90, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 24, 1980.
- This index participated in 92.02% of S&P 500 Index downside but only 90.22% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R2 of 0.89, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.45%
- Beta
- 0.90
- R²
- 0.89
- Upside Capture
- 90.22%
- Downside Capture
- 92.02%
Return for Risk
Risk / Return Rank
^DJA ranks 70 for risk / return — better than 70% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Composite Average Index (^DJA) and compare them to S&P 500 Index.
| ^DJA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.39 | -0.39 |
Sortino ratioReturn per unit of downside risk | 2.83 | 3.25 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.11 | -0.09 |
Martin ratioReturn relative to average drawdown | 10.49 | 14.38 | -3.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones Composite Average Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Dow Jones Composite Average Index was 53.60%, occurring on Mar 9, 2009. Recovery took 980 trading sessions.
The current Dow Jones Composite Average Index drawdown is 0.54%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.60%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 |
Dot-com crash2000–2002 | -40.06%Oct 2002 | 1y 4mo | 2y 2mo | 3y 7moMay 2001 - Dec 2004 |
COVID crash2020 | -37.18%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
Black Monday1987 | -34.11%Dec 1987 | 3mo 10d | 1y 7mo | 1y 10moAug 1987 - Jul 1989 |
1990 bear market1990 | -24.76%Oct 1990 | 1y 1d | 1y 2mo | 2y 2moOct 1989 - Dec 1991 |
Drawdown Indicators
| ^DJA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.60% | -56.78% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -9.10% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -18.90% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -25.43% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -37.18% | -33.92% | -3.26% |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -10.72% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.97% | +0.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJA
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