Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Auto Parts Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Dow Jones U.S. Auto Parts Index (^DJUSAT) has returned -5.22% so far this year and 13.53% over the past 12 months. Over the last ten years, ^DJUSAT has returned -0.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Auto Parts Index
- 1D
- 3.12%
- 1M
- -8.33%
- YTD
- -5.22%
- 6M
- -12.56%
- 1Y
- 13.53%
- 3Y*
- -10.49%
- 5Y*
- -8.68%
- 10Y*
- -0.50%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSAT's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +38.7%, while the worst month was Oct 2008 at -34.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJUSAT closed higher 51% of trading days. The best single day was Feb 18, 2000 with a return of +27.6%, while the worst single day was Mar 16, 2020 at -15.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.17% | -0.75% | -8.33% | -5.22% | |||||||||
| 2025 | -0.68% | 1.69% | -6.30% | -1.76% | 10.45% | 1.45% | 3.97% | 11.59% | 1.67% | -6.25% | -0.67% | -0.93% | 13.37% |
| 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% |
| 2023 | 13.29% | 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% |
Benchmark Metrics
Dow Jones U.S. Auto Parts Index has an annualized alpha of -0.72%, beta of 1.08, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.
- This index participated in 116.88% of S&P 500 Index downside but only 109.41% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.08 and R² of 0.55, 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
- -0.72%
- Beta
- 1.08
- R²
- 0.55
- Upside Capture
- 109.41%
- Downside Capture
- 116.88%
Return for Risk
Risk / Return Rank
^DJUSAT ranks 33 for risk / return — below 33% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Auto Parts Index (^DJUSAT) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJUSAT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.90 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.39 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.40 | -0.84 |
Martin ratioReturn relative to average drawdown | 1.71 | 6.61 | -4.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJUSAT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 graphics...
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 45.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.65% | Jul 17, 2007 | 414 | Mar 6, 2009 | 490 | Feb 11, 2011 | 904 |
| -59.1% | Jan 29, 2018 | 538 | Mar 18, 2020 | 207 | Jan 12, 2021 | 745 |
| -58.54% | Nov 16, 2021 | 851 | Apr 8, 2025 | — | — | — |
| -39.53% | May 20, 2002 | 205 | Mar 12, 2003 | 206 | Jan 5, 2004 | 411 |
| -38.32% | Apr 26, 2000 | 167 | Dec 20, 2000 | 142 | Jul 17, 2001 | 309 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...