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

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Performance

Performance Chart


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S&P 500

Returns By Period

Dow Jones U.S. Biotechnology Index (^DJUSBT) returned -5.48% year-to-date (YTD) and -12.23% over the past 12 months. Over the past 10 years, ^DJUSBT returned 2.16% annually, underperforming the S&P 500 benchmark at 10.82%.


^DJUSBT

YTD

-5.48%

1M

4.19%

6M

-4.40%

1Y

-12.23%

3Y*

1.01%

5Y*

1.65%

10Y*

2.16%

^GSPC (Benchmark)

YTD

1.00%

1M

12.45%

6M

0.40%

1Y

11.91%

3Y*

15.05%

5Y*

15.04%

10Y*

10.82%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.96%-0.35%-3.18%-5.63%-2.02%-5.48%
20242.00%1.60%1.95%-6.33%3.40%2.20%7.54%1.23%-1.33%-4.66%-3.83%-4.57%-1.70%
20230.29%-4.19%3.36%-2.33%-5.40%1.44%2.81%1.53%-2.87%-7.82%6.82%9.41%1.68%
2022-9.90%-2.28%5.49%-9.51%1.81%-1.59%3.99%-5.63%-2.79%9.17%8.08%-2.87%-7.96%
20215.32%-1.75%-0.45%4.23%-0.16%6.33%3.50%4.34%-7.02%-0.07%-1.91%3.84%16.49%
2020-6.40%0.79%-3.02%13.31%7.19%1.33%0.05%-0.83%-2.06%-6.28%10.96%1.77%15.81%
20198.09%0.73%-0.92%-3.74%-5.49%7.27%-4.37%-0.88%0.00%6.56%8.90%0.58%16.46%
20189.07%-4.32%-5.96%-2.06%1.65%0.45%6.90%3.93%0.66%-13.77%8.36%-8.96%-6.63%
20173.48%5.80%-1.23%1.35%-4.05%9.55%3.03%6.10%2.61%-6.51%1.81%-0.05%22.92%
2016-16.79%-1.67%3.08%2.59%3.15%-6.97%10.35%-1.96%0.59%-10.45%6.33%-1.53%-15.27%
20154.08%2.40%-0.58%-1.46%6.32%1.12%3.23%-9.96%-9.80%9.55%-0.68%1.66%4.09%
20145.04%5.52%-9.19%-0.90%4.73%3.87%2.31%10.22%-0.01%8.94%0.46%-2.19%30.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSBT is 3, meaning it’s performing worse than 97% 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 ^DJUSBT is 33
Overall Rank
The Sharpe Ratio Rank of ^DJUSBT is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSBT is 33
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSBT is 33
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSBT is 11
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSBT is 44
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. Biotechnology Index (^DJUSBT) 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. Biotechnology Index Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: -0.60
  • 5-Year: 0.09
  • 10-Year: 0.10
  • All Time: 0.40

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. Biotechnology 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.


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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. Biotechnology 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. Biotechnology Index was 70.82%, occurring on Jul 10, 2002. Recovery took 2417 trading sessions.

The current Dow Jones U.S. Biotechnology Index drawdown is 18.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.82%Mar 7, 2000608Jul 10, 20022417Jan 25, 20123025
-41.65%Jan 15, 1992322Apr 8, 1993608Aug 8, 1995930
-31.61%Jul 21, 2015237Jun 27, 2016397Jan 26, 2018634
-26.57%Aug 26, 2021203Jun 16, 2022533Aug 1, 2024736
-24.68%Jan 30, 2018228Dec 24, 2018336Apr 27, 2020564

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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