Highlights
- Avg. Volume (1M)
- 491M
- Avg. Volume Value (1M)
- $25.71T
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^DJI Performance Chart
Dow Jones Industrial Average (^DJI) is up 9.2% since the beginning of the year. ^DJI is currently trading at $52,485 per share. Investors who bought $1,000 worth of ^DJI shares 5 years ago would now be looking at an investment worth $1,502.
Loading charts...
Compare this symbol against anything
Returns By Period
Dow Jones Industrial Average (^DJI) has returned 9.20% so far this year and 20.41% over the past 12 months. Over the last ten years, ^DJI has returned 11.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Dow Jones Industrial Average
- 1D
- 0.53%
- 1M
- -0.78%
- 6M
- 7.35%
- YTD
- 9.20%
- 1Y
- 20.41%
- 3Y*
- 13.78%
- 5Y*
- 8.48%
- 10Y*
- 11.10%
- ALL TIME*
- 8.47%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^DJI Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1992, ^DJI's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +14.0%, while the worst month was Aug 1998 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJI 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 Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.73% | 0.17% | -5.38% | 7.14% | 2.78% | 2.52% | 0.32% | 9.20% | |||||
| 2025 | 4.70% | -1.58% | -4.20% | -3.17% | 3.94% | 4.32% | 0.08% | 3.20% | 1.87% | 2.51% | 0.32% | 0.73% | 12.97% |
| 2024 | 1.22% | 2.22% | 2.08% | -5.00% | 2.30% | 1.12% | 4.41% | 1.76% | 1.85% | -1.34% | 7.54% | -5.27% | 12.88% |
| 2023 | 2.83% | -4.19% | 1.89% | 2.48% | -3.49% | 4.56% | 3.35% | -2.36% | -3.50% | -1.36% | 8.77% | 4.84% | 13.70% |
| 2022 | -3.32% | -3.53% | 2.32% | -4.91% | 0.04% | -6.71% | 6.73% | -4.06% | -8.84% | 13.95% | 5.67% | -4.17% | -8.78% |
| 2021 | -2.04% | 3.17% | 6.62% | 2.71% | 1.93% | -0.08% | 1.25% | 1.22% | -4.29% | 5.84% | -3.73% | 5.38% | 18.73% |
Benchmark Metrics
Dow Jones Industrial Average has an annualized alpha of 0.49%, beta of 0.92, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 02, 1992.
- This index participated in 93.57% of S&P 500 Index downside but only 92.76% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.92 and R2 of 0.92, 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
- 0.49%
- Beta
- 0.92
- R²
- 0.92
- Upside Capture
- 92.76%
- Downside Capture
- 93.57%
Return for Risk
Risk / Return Rank
^DJI ranks 63 for risk / return — above 63% of indices peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.00 | -0.10 |
| Martin ratioReturn relative to average drawdown | 7.23 | 8.49 | -1.26 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones Industrial Average. 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 Industrial Average was 53.78%, occurring on Mar 9, 2009. Recovery took 1004 trading sessions.
The current Dow Jones Industrial Average drawdown is 1.08%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-53.78%Mar 2009 | 1y 5mo | 3y 12mo | 5y 4moOct 2007 - Mar 2013 | Financial crisis2007–2009 |
-37.85%Oct 2002 | 2y 8mo | 3y 12mo | 6y 8moJan 2000 - Oct 2006 | Dot-com crash2000–2002 |
-37.09%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 | COVID crash2020 |
-21.94%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-19.26%Aug 1998 | 1mo 12d | 2mo 24d | 4mo 6dJul 1998 - Nov 1998 | — |
Drawdown Indicators
| ^DJI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -56.78% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -9.10% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -18.90% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -25.43% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -37.09% | -33.92% | -3.17% |
Current DrawdownCurrent decline from peak | -1.08% | -1.58% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -10.70% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.14% | +0.49% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^DJI
Add Dow Jones Industrial Average to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^DJI