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Dow Jones U.S. Banks Index (^DJUSBK)
Performance
Return for Risk
Drawdowns
Volatility

Dow Jones U.S. Banks Index (^DJUSBK)

Index · Currency in USD · Last updated Apr 1, 2026

Share Price Chart

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Dow Jones U.S. Banks Index

Often compared with ^DJUSBK:
^DJUSBK vs. BAC

Performance

Performance Chart

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

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S&P 500 Index

Returns By Period

Dow Jones U.S. Banks Index (^DJUSBK) has returned -7.81% so far this year and 19.98% over the past 12 months. Over the last ten years, ^DJUSBK has returned 10.22% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Dow Jones U.S. Banks Index

1D
3.60%
1M
-2.20%
YTD
-7.81%
6M
-2.46%
1Y
19.98%
3Y*
24.29%
5Y*
7.13%
10Y*
10.22%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSBK's average daily return is +0.04%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.

Historically, 54% of months were positive and 46% 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%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.58%-4.22%-2.20%-7.81%
20259.20%-1.72%-8.49%-2.84%7.74%8.41%1.96%4.22%2.01%-0.97%1.39%5.37%27.82%
20241.21%3.27%7.98%-3.45%4.10%-0.27%6.59%2.04%-3.61%5.87%13.42%-6.76%32.77%
20238.60%-1.31%-18.93%2.57%-4.71%5.91%10.62%-9.27%-2.66%-4.27%14.05%11.14%6.63%
20221.29%-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 -0.99%, 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 105.91% of its upside — more exposed to losses than it benefited from rallies.
Alpha
-0.99%
Beta
1.31
R²
0.59
Upside Capture
105.91%
Downside Capture
114.06%

Return for Risk

Risk / Return Rank

^DJUSBK ranks 49 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.

^DJUSBK Risk / Return Rank: 4949
Overall Rank
^DJUSBK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
^DJUSBK Sortino Ratio Rank: 4545
Sortino Ratio Rank
^DJUSBK Omega Ratio Rank: 5151
Omega Ratio Rank
^DJUSBK Calmar Ratio Rank: 5454
Calmar Ratio Rank
^DJUSBK Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dow Jones U.S. Banks Index (^DJUSBK) and compare them to a chosen benchmark (S&P 500 Index).

^DJUSBKBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.90

-0.09

Sortino ratio

Return per unit of downside risk

1.16

1.39

-0.23

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.36

1.40

-0.04

Martin ratio

Return relative to average drawdown

3.91

6.61

-2.70

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 ^DJUSBK risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

^DJUSBK Sortino Ratio^DJUSBK Sharpe Ratio

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 11.74%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.85%Feb 21, 2007515Mar 6, 20093065May 7, 20213580
-41.23%Jan 14, 2022449Oct 27, 2023258Nov 6, 2024707
-29.37%May 20, 2002100Oct 9, 2002254Oct 13, 2003354
-25.52%Feb 7, 202540Apr 4, 202559Jul 1, 202599
-20.95%Jan 31, 2001159Sep 21, 2001142Apr 17, 2002301

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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