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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Utility 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 Utility Average (^DJU) has returned 8.51% so far this year and 13.17% over the past 12 months. Over the last ten years, ^DJU has returned 5.62% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Utility Average
- 1D
- 0.07%
- 1M
- -2.63%
- YTD
- 8.51%
- 6M
- 3.64%
- 1Y
- 13.17%
- 3Y*
- 7.24%
- 5Y*
- 5.67%
- 10Y*
- 5.62%
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 Feb 2, 1987, ^DJU's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 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% | 8.51% | |||||||||
| 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 -0.10%, 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 50.97% of S&P 500 Index downside but only 42.94% 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
- -0.10%
- Beta
- 0.61
- R²
- 0.39
- Upside Capture
- 42.94%
- Downside Capture
- 50.97%
Return for Risk
Risk / Return Rank
^DJU ranks 51 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 Utility Average (^DJU) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.90 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.39 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.40 | +0.02 |
Martin ratioReturn relative to average drawdown | 3.55 | 6.61 | -3.05 |
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 ^DJU 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 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 2.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.73% | Dec 27, 2000 | 445 | Oct 9, 2002 | 730 | Sep 1, 2005 | 1175 |
| -47.41% | Dec 11, 2007 | 312 | Mar 9, 2009 | 1295 | Apr 28, 2014 | 1607 |
| -36.42% | Feb 19, 2020 | 24 | Mar 23, 2020 | 439 | Dec 16, 2021 | 463 |
| -32.18% | Sep 14, 1993 | 303 | Nov 22, 1994 | 759 | Nov 21, 1997 | 1062 |
| -29.24% | Feb 6, 1987 | 177 | Oct 19, 1987 | 537 | Dec 1, 1989 | 714 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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