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Dow Jones U.S. Index (^DJUS)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Dow Jones U.S. Index

Popular comparisons: ^DJUS vs. VEQT.TO, ^DJUS vs. VOO, ^DJUS vs. SPY, ^DJUS vs. ^GSPC, ^DJUS vs. SCHD, ^DJUS vs. SQQQ, ^DJUS vs. TQQQ, ^DJUS vs. BRK-A, ^DJUS vs. WPC, ^DJUS vs. AAPL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


240.00%260.00%280.00%300.00%320.00%FebruaryMarchAprilMayJuneJuly
302.26%
290.46%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones U.S. Index had a return of 12.97% year-to-date (YTD) and 18.21% in the last 12 months. Over the past 10 years, Dow Jones U.S. Index had an annualized return of 10.27%, which was very close to the S&P 500 benchmark's annualized return of 10.64%.


PeriodReturnBenchmark
Year-To-Date12.97%13.78%
1 month-0.22%-0.38%
6 months11.02%11.47%
1 year18.21%18.82%
5 years (annualized)11.90%12.44%
10 years (annualized)10.27%10.64%

Monthly Returns

The table below presents the monthly returns of ^DJUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.28%5.29%3.13%-4.38%4.58%3.19%12.97%
20236.67%-2.51%2.94%1.08%0.31%6.65%3.38%-1.97%-4.82%-2.58%9.17%4.86%24.51%
2022-6.16%-2.83%3.22%-9.06%-0.38%-8.48%9.21%-4.03%-9.40%7.89%5.24%-5.99%-20.91%
2021-0.84%2.85%3.63%5.29%0.31%2.40%2.08%2.76%-4.75%6.80%-1.45%4.13%25.17%
2020-0.09%-8.38%-13.53%13.05%5.04%2.06%5.61%7.11%-3.80%-2.45%11.61%4.07%18.31%
20198.33%3.19%1.47%3.92%-6.63%6.84%1.38%-2.10%1.64%1.99%3.54%2.68%28.62%
20185.37%-3.91%-2.32%0.20%2.38%0.51%3.39%3.14%0.21%-7.28%1.81%-9.36%-6.76%
20171.94%3.59%-0.11%0.92%0.97%0.61%1.82%0.02%2.07%2.14%2.81%0.94%19.16%
2016-5.58%-0.30%6.80%0.43%1.55%0.01%3.77%-0.06%-0.05%-2.13%3.84%1.74%9.91%
2015-2.83%5.55%-1.35%0.53%1.10%-2.03%1.67%-6.19%-3.00%7.88%0.15%-2.06%-1.37%
2014-3.28%4.50%0.46%0.23%2.06%2.19%-1.89%3.94%-2.08%2.49%2.34%-0.34%10.79%
20135.35%1.06%3.72%1.67%2.03%-1.49%5.20%-3.09%3.36%4.24%2.61%2.47%30.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUS is 68, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^DJUS is 6868
^DJUS (Dow Jones U.S. Index)
The Sharpe Ratio Rank of ^DJUS is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUS is 6767Sortino Ratio Rank
The Omega Ratio Rank of ^DJUS is 6767Omega Ratio Rank
The Calmar Ratio Rank of ^DJUS is 6969Calmar Ratio Rank
The Martin Ratio Rank of ^DJUS is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DJUS
Sharpe ratio
The chart of Sharpe ratio for ^DJUS, currently valued at 1.57, compared to the broader market-1.000.001.002.001.57
Sortino ratio
The chart of Sortino ratio for ^DJUS, currently valued at 2.21, compared to the broader market-1.000.001.002.003.002.21
Omega ratio
The chart of Omega ratio for ^DJUS, currently valued at 1.28, compared to the broader market0.901.001.101.201.301.401.501.28
Calmar ratio
The chart of Calmar ratio for ^DJUS, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.001.18
Martin ratio
The chart of Martin ratio for ^DJUS, currently valued at 5.76, compared to the broader market0.005.0010.0015.0020.005.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-1.000.001.002.003.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.401.501.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.001.002.003.004.005.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.005.0010.0015.0020.006.32

Sharpe Ratio

The current Dow Jones U.S. Index Sharpe ratio is 1.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones U.S. Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.57
1.66
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.26%
-4.24%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

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 991 trading sessions.

The current Dow Jones U.S. Index drawdown is 4.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.62%Oct 10, 2007355Mar 9, 2009991Feb 8, 20131346
-50.76%Mar 27, 2000635Oct 9, 20021148May 3, 20071783
-45.22%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-26.24%Dec 28, 2021201Oct 14, 2022320Jan 25, 2024521
-20.25%Sep 21, 201865Dec 24, 201884Apr 26, 2019149

Volatility

Volatility Chart

The current Dow Jones U.S. Index volatility is 3.78%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.78%
3.80%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)