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Performance
^DJUS Performance Chart
Dow Jones U.S. Index (^DJUS) is up 7.8% since the beginning of the year. ^DJUS is currently trading at $1,791 per share. Investors who bought $1,000 worth of ^DJUS shares 5 years ago would now be looking at an investment worth $1,665.
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Returns By Period
Dow Jones U.S. Index (^DJUS) has returned 7.81% so far this year and 22.06% over the past 12 months. Over the last ten years, ^DJUS has had an annualized return of 13.43%, just under the S&P 500 Index benchmark’s 13.71%.
Dow Jones U.S. Index
- 1D
- -1.40%
- 1M
- -1.16%
- YTD
- 7.81%
- 6M
- 6.72%
- 1Y
- 22.06%
- 3Y*
- 19.14%
- 5Y*
- 10.73%
- 10Y*
- 13.43%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^DJUS Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUS's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DJUS closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.33% | -0.69% | -5.06% | 10.28% | 5.11% | -2.64% | 7.81% | ||||||
| 2025 | 3.03% | -1.82% | -5.98% | -0.70% | 6.30% | 4.99% | 2.23% | 1.98% | 3.35% | 2.17% | 0.00% | -0.11% | 15.89% |
| 2024 | 1.28% | 5.29% | 3.13% | -4.38% | 4.58% | 3.19% | 1.40% | 2.14% | 1.99% | -0.79% | 6.30% | -2.90% | 22.77% |
| 2023 | 6.67% | -2.51% | 2.94% | 1.08% | 0.31% | 6.65% | 3.38% | -1.97% | -4.82% | -2.58% | 9.17% | 4.86% | 24.51% |
| 2022 | -5.89% | -2.83% | 3.22% | -9.06% | -0.38% | -8.48% | 9.21% | -4.03% | -9.40% | 7.89% | 5.24% | -5.99% | -20.68% |
| 2021 | -0.84% | 2.85% | 3.63% | 5.29% | 0.31% | 2.40% | 2.08% | 2.76% | -4.75% | 6.80% | -1.45% | 3.83% | 24.80% |
Benchmark Metrics
Dow Jones U.S. Index has an annualized alpha of 0.04%, beta of 1.01, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since February 14, 2000.
- With beta of 1.01 and R2 of 0.99, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.04%
- Beta
- 1.01
- R²
- 0.99
- Upside Capture
- 102.85%
- Downside Capture
- 102.13%
Return for Risk
Risk / Return Rank
^DJUS ranks 63 for risk / return — better than 63% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJUS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.46 | -0.02 |
| Martin ratioReturn relative to average drawdown | 10.72 | 10.92 | -0.19 |
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 U.S. Index. 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 U.S. Index was 56.62%, occurring on Mar 9, 2009. Recovery took 988 trading sessions.
The current Dow Jones U.S. Index drawdown is 3.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.62%Mar 2009 | 1y 5mo | 3y 11mo | 5y 4moOct 2007 - Feb 2013 |
Dot-com crash2000–2002 | -50.76%Oct 2002 | 2y 6mo | 4y 6mo | 7y 1moMar 2000 - May 2007 |
COVID crash2020 | -34.85%Mar 2020 | 1mo 2d | 4mo 28d | 6moFeb 2020 - Aug 2020 |
Bear market2022 | -26.24%Oct 2022 | 9mo 20d | 1y 3mo | 2y 28dDec 2021 - Jan 2024 |
Rate-hike selloffLate 2018 | -20.25%Dec 2018 | 3mo 4d | 4mo 3d | 7mo 7dSep 2018 - Apr 2019 |
Drawdown Indicators
| ^DJUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.62% | -56.78% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -9.10% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.40% | -18.90% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -25.43% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.92% | -0.93% |
Current DrawdownCurrent decline from peak | -3.13% | -3.21% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -12.88% | -10.71% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.04% | +0.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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