^DJI's Sortino Ratio of 2.59 indicates that for each unit of downside volatility, it generates 2.59 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
^DJI Sortino Ratio Rank
^DJI ranks above 63.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
^DJI Sortino Ratio Market Positioning
The chart shows ^DJI's Sortino Ratio relative to all indices on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.74 or lower
- Yellow zone (middle 50%): 0.74 to 3.21
- Green zone (top 25%): 3.21 or higher
- Top 1%: 5.88+
- Median: 2.06 — half of all investments score higher
How it compares to other similar indices
The table compares ^DJI's Sortino Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.
Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ^NWX | ARCA Networking | 6.32 | |||
| ^SOX | PHLX Semiconductor Index | 5.23 | |||
| ^OOI | S&P Global 100 Index | 4.23 | |||
| ^DJUSSC | Dow Jones U.S. Semiconductors Index | 4.10 | |||
| ^SIXT | Technology Select Sector Index | 4.05 | |||
| ^PUT | CBOE S&P 500 PutWrite Index | 4.01 | |||
| ^BCOMAL | Bloomberg Aluminum Index | 3.95 | |||
| ^XAX | NYSE American Composite Index | 3.90 | |||
| ^DJUSST | Dow Jones U.S. Iron & Steel Index | 3.82 | |||
| ^XCI | ARCA Computer Technology Index | 3.78 | |||
| ^DJI | Dow Jones Industrial Average | 2.59 |
Historical Sortino Ratio
The chart shows ^DJI's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ^DJI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does ^DJI fit in your portfolio?
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