Dow Jones Utility Average (^DJU)
Share Price Chart
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Performance
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.
Compare to other instruments
Return
Dow Jones Utility Average had a return of -9.10% year-to-date (YTD) and -10.18% in the last 12 months. Over the past 10 years, Dow Jones Utility Average had an annualized return of 6.03%, while the S&P 500 had an annualized return of 9.70%, indicating that Dow Jones Utility Average did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -9.10% | 18.49% |
| 1 month | 2.93% | 4.20% |
| 6 months | -4.24% | 6.60% |
| 1 year | -10.18% | 15.43% |
| 5 years (annualized) | 3.15% | 11.59% |
| 10 years (annualized) | 6.03% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -6.17% | 0.70% | 2.71% | -6.28% | -6.43% | 0.90% | 5.20% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Utility Average (^DJU) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^DJU Dow Jones Utility Average | -0.54 | ||||
^GSPC S&P 500 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 Chart
The current Dow Jones Utility Average volatility is 4.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.