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Performance
^DJI Performance Chart
Dow Jones Industrial Average (^DJI) is up 7.5% since the beginning of the year. ^DJI is currently trading at $51,667 per share. Investors who bought $1,000 worth of ^DJI shares 5 years ago would now be looking at an investment worth $1,511.
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Returns By Period
Dow Jones Industrial Average (^DJI) has returned 7.50% so far this year and 21.34% over the past 12 months. Over the last ten years, ^DJI has returned 11.50% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Dow Jones Industrial Average
- 1D
- -0.09%
- 1M
- 2.15%
- YTD
- 7.50%
- 6M
- 6.66%
- 1Y
- 21.34%
- 3Y*
- 15.28%
- 5Y*
- 8.60%
- 10Y*
- 11.50%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^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% | 1.24% | 7.50% | ||||||
| 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 93.59% 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
- 93.59%
Return for Risk
Risk / Return Rank
^DJI ranks 55 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 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 | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.46 | -0.31 |
| Martin ratioReturn relative to average drawdown | 8.12 | 10.92 | -2.79 |
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 1004 trading sessions.
The current Dow Jones Industrial Average drawdown is 0.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.78%Mar 2009 | 1y 5mo | 3y 12mo | 5y 4moOct 2007 - Mar 2013 |
Dot-com crash2000–2002 | -37.85%Oct 2002 | 2y 8mo | 3y 12mo | 6y 8moJan 2000 - Oct 2006 |
COVID crash2020 | -37.09%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 |
Bear market2022 | -21.94%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1998 correction1998 | -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 | -0.64% | -3.21% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -10.71% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.04% | +0.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJI
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