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Performance
^DJU Performance Chart
Dow Jones Utility Average (^DJU) is up 2.5% since the beginning of the year. ^DJU is currently trading at $1,095 per share. Investors who bought $1,000 worth of ^DJU shares 5 years ago would now be looking at an investment worth $1,215.
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Returns By Period
Dow Jones Utility Average (^DJU) has returned 2.50% so far this year and 4.40% over the past 12 months. Over the last ten years, ^DJU has returned 5.00% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Dow Jones Utility Average
- 1D
- -0.59%
- 1M
- -5.04%
- YTD
- 2.50%
- 6M
- 0.48%
- 1Y
- 4.40%
- 3Y*
- 6.75%
- 5Y*
- 3.98%
- 10Y*
- 5.00%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
^DJU Monthly Returns History
Based on dividend-adjusted daily data since Feb 2, 1987, ^DJU's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Aug 2000 with a return of +11.8%, while the worst month was Jul 2002 at -13.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^DJU closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Oct 19, 1987 at -15.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.17% | 9.07% | -2.63% | 0.54% | -4.77% | -1.33% | 2.50% | ||||||
| 2025 | 1.71% | 0.59% | 1.85% | 0.86% | 0.78% | 1.30% | 4.42% | -1.12% | 2.70% | -0.59% | 1.51% | -5.34% | 8.68% |
| 2024 | -3.25% | -1.42% | 4.91% | 1.22% | 5.98% | -4.20% | 8.98% | 3.32% | 3.83% | -2.18% | 4.05% | -8.92% | 11.46% |
| 2023 | 0.37% | -6.59% | 3.62% | 2.11% | -6.17% | 0.70% | 2.71% | -6.28% | -6.43% | 0.90% | 5.20% | 1.72% | -8.86% |
| 2022 | -2.71% | -1.22% | 10.55% | -4.04% | 2.32% | -5.25% | 5.66% | -1.47% | -11.95% | 2.81% | 7.43% | -1.42% | -1.36% |
| 2021 | -1.42% | -6.66% | 10.65% | 4.42% | -2.38% | -2.37% | 3.58% | 2.96% | -6.39% | 4.72% | -2.44% | 9.76% | 13.43% |
Benchmark Metrics
Dow Jones Utility Average has an annualized alpha of -0.45%, beta of 0.61, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since February 03, 1987.
- This index participated in 51.13% of S&P 500 Index downside but only 41.73% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R2 of 0.39 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.39 means the benchmark explains less than half of this index's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.45%
- Beta
- 0.61
- R²
- 0.39
- Upside Capture
- 41.73%
- Downside Capture
- 51.13%
Return for Risk
Risk / Return Rank
^DJU ranks 23 for risk / return — below 23% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Utility Average (^DJU) and compare them to S&P 500 Index.
| ^DJU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 2.24 | -1.93 |
Sortino ratioReturn per unit of downside risk | 0.52 | 3.07 | -2.55 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.93 | -2.50 |
Martin ratioReturn relative to average drawdown | 0.99 | 13.52 | -12.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 Utility 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 Utility Average was 59.73%, occurring on Oct 9, 2002. Recovery took 730 trading sessions.
The current Dow Jones Utility Average drawdown is 8.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -59.73%Oct 2002 | 1y 9mo | 2y 10mo | 4y 8moDec 2000 - Sep 2005 |
Financial crisis2007–2009 | -47.41%Mar 2009 | 1y 2mo | 5y 1mo | 6y 4moDec 2007 - Apr 2014 |
COVID crash2020 | -36.42%Mar 2020 | 1mo 3d | 1y 8mo | 1y 10moFeb 2020 - Dec 2021 |
1994 bear market1994 | -32.18%Nov 1994 | 1y 2mo | 3y | 4y 2moSep 1993 - Nov 1997 |
Black Monday1987 | -29.24%Oct 1987 | 8mo 15d | 2y 1mo | 2y 9moFeb 1987 - Dec 1989 |
Drawdown Indicators
| ^DJU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.73% | -56.78% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -9.10% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.48% | -18.90% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | -25.43% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -33.92% | -2.50% |
Current DrawdownCurrent decline from peak | -8.02% | -0.74% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -13.58% | -10.72% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 1.97% | +2.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJU
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