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Performance
^DJUSBK Performance Chart
Dow Jones U.S. Banks Index (^DJUSBK) is down 3.1% since the beginning of the year. ^DJUSBK is currently trading at $805 per share. Investors who bought $1,000 worth of ^DJUSBK shares 5 years ago would now be looking at an investment worth $1,357.
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Returns By Period
Dow Jones U.S. Banks Index (^DJUSBK) has returned -3.11% so far this year and 19.20% over the past 12 months. Over the last ten years, ^DJUSBK has returned 10.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Dow Jones U.S. Banks Index
- 1D
- 1.91%
- 1M
- -0.28%
- YTD
- -3.11%
- 6M
- 0.57%
- 1Y
- 19.20%
- 3Y*
- 25.48%
- 5Y*
- 6.30%
- 10Y*
- 10.05%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^DJUSBK Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSBK's average daily return is +0.04%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2009 with a return of +23.5%, while the worst month was Jan 2009 at -34.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^DJUSBK closed higher 51% of trading days. The best single day was Apr 9, 2009 with a return of +21.9%, while the worst single day was Jan 20, 2009 at -19.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.58% | -4.22% | -2.20% | 7.80% | -3.58% | 1.10% | -3.11% | ||||||
| 2025 | 9.20% | -1.72% | -8.49% | -2.84% | 7.74% | 8.41% | 1.96% | 4.22% | 2.01% | -0.97% | 1.39% | 5.37% | 27.82% |
| 2024 | 1.21% | 3.27% | 7.98% | -3.45% | 4.10% | -0.27% | 6.59% | 2.04% | -3.61% | 5.87% | 13.42% | -6.76% | 32.77% |
| 2023 | 8.60% | -1.31% | -18.93% | 2.57% | -4.71% | 5.91% | 10.62% | -9.27% | -2.66% | -4.27% | 14.05% | 11.14% | 6.63% |
| 2022 | 1.29% | -2.00% | -7.02% | -11.26% | 6.45% | -13.45% | 7.06% | -1.79% | -8.51% | 12.65% | 5.33% | -7.89% | -20.66% |
| 2021 | -0.13% | 16.65% | 6.03% | 4.32% | 5.17% | -5.56% | -3.30% | 5.17% | 2.29% | 6.23% | -5.93% | 0.14% | 33.21% |
Benchmark Metrics
Dow Jones U.S. Banks Index has an annualized alpha of -1.54%, beta of 1.31, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.
- This index participated in 114.06% of S&P 500 Index downside but only 103.76% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.54%
- Beta
- 1.31
- R²
- 0.59
- Upside Capture
- 103.76%
- Downside Capture
- 114.06%
Return for Risk
Risk / Return Rank
^DJUSBK ranks 41 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Banks Index (^DJUSBK) and compare them to S&P 500 Index.
| ^DJUSBK | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 2.39 | -1.34 |
Sortino ratioReturn per unit of downside risk | 1.47 | 3.25 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.11 | -1.80 |
Martin ratioReturn relative to average drawdown | 3.58 | 14.38 | -10.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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. Banks 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. Banks Index was 85.85%, occurring on Mar 6, 2009. Recovery took 3065 trading sessions.
The current Dow Jones U.S. Banks Index drawdown is 7.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -85.85%Mar 2009 | 2y 14d | 12y 2mo | 14y 2moFeb 2007 - May 2021 |
2023 bear market2023 | -41.23%Oct 2023 | 1y 9mo | 1y 11d | 2y 9moJan 2022 - Nov 2024 |
Dot-com crash2000–2002 | -29.37%Oct 2002 | 4mo 22d | 1y 4d | 1y 4moMay 2002 - Oct 2003 |
2025 selloff2025 | -25.52%Apr 2025 | 1mo 26d | 2mo 28d | 4mo 24dFeb 2025 - Jul 2025 |
Dot-com crash2000–2002 | -20.95%Sep 2001 | 7mo 23d | 6mo 28d | 1y 2moJan 2001 - Apr 2002 |
Drawdown Indicators
| ^DJUSBK | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.85% | -56.78% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.73% | -9.10% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.52% | -18.90% | -6.62% |
Max Drawdown (5Y)Largest decline over 5 years | -41.23% | -25.43% | -15.80% |
Max Drawdown (10Y)Largest decline over 10 years | -49.79% | -33.92% | -15.87% |
Current DrawdownCurrent decline from peak | -7.24% | 0.00% | -7.24% |
Average DrawdownAverage peak-to-trough decline | -28.16% | -10.72% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 1.97% | +3.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJUSBK
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