PortfoliosLab logo
Dow Jones U.S. Auto Parts Index (^DJUSAT)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

Dow Jones U.S. Auto Parts Index (^DJUSAT) returned -2.35% year-to-date (YTD) and -25.11% over the past 12 months. Over the past 10 years, ^DJUSAT returned -2.78% annually, underperforming the S&P 500 benchmark at 10.45%.


^DJUSAT

YTD

-2.35%

1M

9.63%

6M

-3.32%

1Y

-25.11%

5Y*

-0.32%

10Y*

-2.78%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.68%1.69%-6.30%-1.76%5.03%-2.35%
2024-5.54%1.32%3.57%-6.30%4.19%-9.37%1.73%-2.23%-1.54%-12.90%4.32%-2.37%-23.81%
202313.29%2.68%-3.20%-5.20%-10.13%13.17%5.75%-7.00%-3.30%-10.48%0.12%6.56%-1.36%
2022-11.72%-6.53%-4.24%-7.76%2.81%-12.67%15.95%-4.50%-12.62%16.57%9.65%-9.85%-27.05%
2021-0.20%9.96%-0.32%4.56%4.54%-2.02%1.31%-8.39%-0.65%11.75%-3.54%2.38%19.23%
2020-9.34%-7.69%-27.20%22.85%7.52%2.97%1.51%9.09%0.00%1.60%17.24%6.13%16.02%
201917.62%5.06%-6.60%4.82%-16.88%16.12%-0.58%-7.87%7.70%3.00%2.76%2.75%25.27%
20187.81%-7.48%-2.26%-1.98%4.76%-4.89%3.91%-6.96%-4.51%-10.10%-0.63%-13.03%-31.70%
20174.44%0.99%0.66%0.69%2.64%0.04%1.53%2.52%9.18%0.41%3.68%-1.43%28.03%
2016-14.50%3.46%11.17%0.98%0.15%-5.88%6.61%0.88%0.68%-5.67%4.16%4.10%3.68%
2015-4.94%8.30%0.36%0.58%3.15%-3.25%-6.50%-6.03%-0.50%9.04%1.80%-5.69%-5.08%
2014-5.47%8.43%-0.47%-1.03%3.26%2.09%-2.79%3.25%-9.08%7.28%4.56%0.25%9.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSAT is 2, meaning it’s performing worse than 98% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSAT is 22
Overall Rank
The Sharpe Ratio Rank of ^DJUSAT is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSAT is 00
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSAT is 11
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSAT is 55
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSAT is 66
Martin 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. Auto Parts Index (^DJUSAT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones U.S. Auto Parts Index Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.95
  • 5-Year: -0.01
  • 10-Year: -0.10
  • All Time: 0.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones U.S. Auto Parts Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Auto Parts 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. Auto Parts Index was 74.65%, occurring on Mar 6, 2009. Recovery took 490 trading sessions.

The current Dow Jones U.S. Auto Parts Index drawdown is 50.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.65%Jul 17, 2007414Mar 6, 2009490Feb 11, 2011904
-59.1%Jan 29, 2018538Mar 18, 2020207Jan 12, 2021745
-58.54%Nov 16, 2021851Apr 8, 2025
-39.53%May 20, 2002205Mar 12, 2003206Jan 5, 2004411
-38.32%Apr 26, 2000167Dec 20, 2000142Jul 17, 2001309

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...