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Dow Jones Industrial Average

^DJI
Index · Currency in USD

^DJIPrice Chart


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^DJIPerformance

The chart shows the growth of $10,000 invested in Dow Jones Industrial Average on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,709 for a total return of roughly 237.09%. All prices are adjusted for splits and dividends.


^DJI (Dow Jones Industrial Average)
Benchmark (S&P 500)

^DJIReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M5.18%
6M5.50%
YTD16.57%
1Y26.47%
5Y14.49%
10Y11.61%

^DJIMonthly Returns Heatmap


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^DJISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones Industrial Average Sharpe ratio is 1.94. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^DJI (Dow Jones Industrial Average)
Benchmark (S&P 500)

^DJIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


^DJI (Dow Jones Industrial Average)
Benchmark (S&P 500)

^DJIWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Industrial Average. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones Industrial Average is 37.09%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.09%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-18.77%Oct 4, 201856Dec 24, 2018131Jul 3, 2019187
-16.82%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-14.48%May 20, 2015185Feb 11, 2016104Jul 12, 2016289
-13.55%Apr 27, 201048Jul 2, 201086Nov 3, 2010134
-11.58%Jan 29, 201839Mar 23, 2018125Sep 20, 2018164
-8.87%May 2, 201223Jun 4, 201266Sep 6, 201289
-7.85%Oct 8, 201227Nov 15, 201243Jan 18, 201370
-7.62%Jan 20, 201014Feb 8, 201026Mar 17, 201040
-7.26%Jan 2, 201422Feb 3, 201460Apr 30, 201482

^DJIVolatility Chart

Current Dow Jones Industrial Average volatility is 9.69%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^DJI (Dow Jones Industrial Average)
Benchmark (S&P 500)

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