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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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^DJUPerformance

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.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
-6.93%
4.28%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUCompare to other instruments

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Dow Jones Utility Average

^DJUReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.76%8.17%
YTD-1.43%7.73%
6M-6.66%-0.37%
1Y-0.17%-9.87%
5Y6.87%8.48%
10Y7.31%10.63%

^DJUMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.37%
2022-1.47%-11.95%2.81%7.43%-1.42%

^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.


-1.00-0.500.000.50OctoberNovemberDecember2023February
-0.01
-0.41
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)

^DJUDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2023February
-11.03%
-13.76%
^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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
15.13%
16.33%
^DJU (Dow Jones Utility Average)
Benchmark (^GSPC)