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Dow Jones U.S. Gambling Index (^DJUSCA)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Dow Jones U.S. Gambling Index

Performance

Performance Chart


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S&P 500

Returns By Period

Dow Jones U.S. Gambling Index (^DJUSCA) returned -7.25% year-to-date (YTD) and 1.60% over the past 12 months. Over the past 10 years, ^DJUSCA returned 0.00% annually, underperforming the S&P 500 benchmark at 10.85%.


^DJUSCA

YTD

-7.25%

1M

6.33%

6M

-14.68%

1Y

1.60%

3Y*

7.29%

5Y*

0.61%

10Y*

0.00%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.70%3.35%-18.50%1.82%6.33%-7.25%
2024-0.66%7.11%1.17%-11.67%-1.83%5.35%-2.56%-4.85%9.41%-1.61%9.99%-8.01%-0.70%
202322.00%1.27%0.61%5.18%-9.34%9.85%6.62%-5.74%-10.65%-4.75%12.14%4.04%29.91%
2022-8.03%6.81%-9.24%-10.54%-9.68%-12.86%13.11%-1.91%-8.79%14.28%12.37%-8.85%-25.64%
2021-5.78%25.85%-1.66%0.16%-3.23%-2.95%-13.09%11.88%-6.10%0.91%-16.55%3.51%-12.70%
2020-4.86%-13.64%-38.34%24.75%5.59%-3.19%-1.45%23.40%-5.28%-12.62%30.43%4.40%-11.45%
201919.69%0.51%-3.60%10.57%-15.38%13.99%3.20%-7.94%1.35%6.72%4.34%8.11%43.34%
20187.60%-4.48%2.20%-1.68%5.98%-8.40%-0.88%-9.13%-8.92%-13.47%4.55%-9.49%-32.64%
20172.15%-3.63%8.84%6.87%2.15%4.17%-0.86%2.06%2.67%-2.00%8.67%0.96%36.10%
2016-2.89%5.87%9.97%-7.84%5.25%-4.39%11.33%-2.39%11.83%-0.09%8.63%-10.19%24.20%
2015-4.90%3.53%-5.34%-5.28%-5.50%-0.76%6.34%-15.02%-17.69%29.08%-8.03%1.35%-25.92%
2014-0.09%10.38%-6.21%-4.36%-0.23%1.02%-0.61%-7.21%-4.53%0.55%-0.57%-9.77%-20.80%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSCA is 26, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSCA is 2626
Overall Rank
The Sharpe Ratio Rank of ^DJUSCA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSCA is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSCA is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSCA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSCA is 2626
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. Gambling Index (^DJUSCA) 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. Gambling Index Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.05
  • 5-Year: 0.02
  • 10-Year: 0.00
  • All Time: 0.16

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. Gambling Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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. Gambling 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. Gambling Index was 88.09%, occurring on Mar 9, 2009. Recovery took 1199 trading sessions.

The current Dow Jones U.S. Gambling Index drawdown is 42.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.09%Oct 30, 2007341Mar 9, 20091199Dec 5, 20131540
-68.93%Mar 7, 20141517Mar 18, 2020
-43.06%Jun 5, 200173Sep 21, 2001110Mar 1, 2002183
-27.11%May 6, 200255Jul 23, 2002224Jun 12, 2003279
-24.09%Apr 6, 200490Aug 13, 200485Dec 14, 2004175
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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