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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Industrial Average, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dow Jones Industrial Average (^DJI) has returned -3.58% so far this year and 10.33% over the past 12 months. Over the last ten years, ^DJI has returned 10.05% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Industrial Average
- 1D
- 2.49%
- 1M
- -5.38%
- YTD
- -3.58%
- 6M
- -0.12%
- 1Y
- 10.33%
- 3Y*
- 11.67%
- 5Y*
- 6.93%
- 10Y*
- 10.05%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 1, 1970, ^DJI's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jan 1976 with a return of +14.4%, while the worst month was Oct 1987 at -23.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJI closed higher 46% 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 -22.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.73% | 0.17% | -5.38% | -3.58% | |||||||||
| 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 0.06%, beta of 0.95, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 02, 1970.
- This index participated in 95.48% of S&P 500 Index downside but only 93.69% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.95 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
- 0.06%
- Beta
- 0.95
- R²
- 0.92
- Upside Capture
- 93.69%
- Downside Capture
- 95.48%
Return for Risk
Risk / Return Rank
^DJI ranks 40 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.90 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.39 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.40 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.82 | 6.61 | -2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 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 1380 trading sessions.
The current Dow Jones Industrial Average drawdown is 7.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.78% | Oct 10, 2007 | 517 | Mar 9, 2009 | 1380 | Mar 5, 2013 | 1897 |
| -45.08% | Jan 12, 1973 | 496 | Dec 6, 1974 | 2041 | Nov 3, 1982 | 2537 |
| -37.85% | Jan 18, 2000 | 996 | Oct 9, 2002 | 1455 | Oct 3, 2006 | 2451 |
| -37.09% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -36.13% | Aug 26, 1987 | 38 | Oct 19, 1987 | 468 | Aug 24, 1989 | 506 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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