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Dow Jones Utility Average (^DJU)

Index · Currency in USD · Last updated Dec 7, 2023
Summary

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.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
6.60%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

S&P 500

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Dow Jones Utility Average

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.


PeriodReturnBenchmark
Year-To-Date-9.10%18.49%
1 month2.93%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


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DJU
Dow Jones Utility Average
-0.54
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Dow Jones Utility Average Sharpe ratio is -0.54. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.54
1.00
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-17.95%
-5.15%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

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, 2000445Oct 9, 2002730Sep 1, 20051175
-47.41%Dec 11, 2007312Mar 9, 20091295Apr 28, 20141607
-36.42%Feb 19, 202024Mar 23, 2020439Dec 16, 2021463
-32.18%Sep 14, 1993303Nov 22, 1994759Nov 21, 19971062
-29.24%Feb 6, 1987177Oct 19, 1987537Dec 1, 1989714

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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.99%
2.92%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)