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Dow Jones Utility Average (^DJU)

Index · Currency in USD · Last updated Feb 4, 2023

^DJUShare Price Chart

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The chart shows the growth of $10,000 invested in Dow Jones Utility Average in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,870 for a total return of roughly 138.70%. All prices are adjusted for splits and dividends.

^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

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Dow Jones Utility Average

^DJUReturns in periods

Returns over 1 year are annualized


^DJUMonthly Returns Heatmap


^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 -0.01. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUDrawdowns Chart

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

^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.



To Bottom


To Recover



-36.42%Feb 19, 202024Mar 23, 2020439Dec 16, 2021463
-21.72%Apr 21, 2022121Oct 12, 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 15.13%. 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.

^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)