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Dow Jones Utility Average (^DJU)

Index · Currency in USD · Last updated Sep 17, 2022

^DJUShare Price Chart


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^DJUPerformance

The chart shows the growth of $10,000 invested in Dow Jones Utility Average in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,354 for a total return of roughly 153.54%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
2.34%
-14.15%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.89%-10.03%
6M2.22%-12.20%
YTD3.62%-18.73%
1Y9.50%-13.33%
5Y6.31%9.22%
10Y8.01%10.17%

^DJUMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.38%-1.22%10.55%-4.04%2.32%-5.25%5.66%-1.47%0.37%
2021-1.42%-6.66%10.65%4.42%-2.38%-2.37%3.58%2.96%-6.39%4.72%-2.44%9.39%
20206.76%-10.51%-9.98%2.93%3.68%-4.89%8.24%-3.32%1.43%5.29%0.46%0.34%
20192.01%4.00%2.96%1.45%-0.71%3.34%-0.21%4.52%3.92%-1.27%-1.82%3.22%
2018-3.33%-4.35%3.56%2.08%-1.67%2.36%1.77%0.30%-0.80%1.84%1.10%-3.91%
20171.40%5.13%-0.84%1.01%3.16%-2.71%2.77%2.31%-2.64%4.09%2.28%-6.10%
20165.80%1.53%7.71%-2.11%0.76%8.66%-0.71%-6.26%0.19%1.06%-6.30%4.26%
20153.09%-6.75%-1.19%-0.08%0.06%-6.25%6.11%-3.75%2.64%0.64%-2.99%2.61%
20143.20%2.47%2.58%4.03%-1.56%5.69%-6.37%4.65%-2.32%8.28%0.46%3.06%
20134.61%1.35%5.83%5.69%-10.27%0.78%3.72%-5.18%0.92%3.65%-2.55%0.71%
2012-3.41%0.60%1.64%2.53%-0.53%2.85%2.34%-4.96%1.61%0.77%-5.27%-0.23%
20111.08%1.53%-0.61%3.87%1.70%-0.66%-0.53%0.90%-0.39%3.87%-0.29%3.53%
2010-5.32%-2.87%3.11%2.41%-6.90%-0.96%7.77%0.89%2.38%1.66%-3.32%3.47%

^DJUSharpe 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 Utility Average Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.53
-0.62
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-5.49%
-19.25%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Utility 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 Utility Average is 36.42%, recorded on Mar 23, 2020. It took 439 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.42%Feb 19, 202024Mar 23, 2020439Dec 16, 2021463
-17.17%Apr 21, 202241Jun 17, 2022
-16.89%Jan 30, 2015152Sep 4, 2015132Mar 16, 2016284
-16.34%Nov 15, 201758Feb 8, 2018272Mar 12, 2019330
-13.55%Jul 7, 201691Nov 14, 2016135May 31, 2017226
-13.35%May 1, 201336Jun 20, 2013201Apr 8, 2014237
-12.59%Jan 20, 201092Jun 1, 201091Oct 8, 2010183
-11.78%Jul 31, 201276Nov 15, 201284Mar 20, 2013160
-11.4%Jul 22, 201112Aug 8, 201131Sep 20, 201143
-8.67%Jul 1, 201426Aug 6, 201454Oct 22, 201480

^DJUVolatility Chart

Current Dow Jones Utility Average volatility is 29.10%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
29.10%
30.01%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)