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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Oil & Gas 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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Returns By Period
Dow Jones U.S. Oil & Gas Index (^DJUSEN) has returned 36.75% so far this year and 32.35% over the past 12 months. Over the last ten years, ^DJUSEN has returned 7.28% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Oil & Gas Index
- 1D
- -1.10%
- 1M
- 10.54%
- YTD
- 36.75%
- 6M
- 37.14%
- 1Y
- 32.35%
- 3Y*
- 14.48%
- 5Y*
- 19.92%
- 10Y*
- 7.28%
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, ^DJUSEN's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +30.7%, while the worst month was Mar 2020 at -35.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ^DJUSEN closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +18.8%, while the worst single day was Mar 9, 2020 at -20.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 13.78% | 8.72% | 10.54% | 36.75% | |||||||||
| 2025 | 1.97% | 2.51% | 3.50% | -13.40% | 0.98% | 4.86% | 2.58% | 2.95% | -0.33% | -1.35% | 2.03% | -0.37% | 4.71% |
| 2024 | -1.03% | 2.71% | 10.32% | -0.90% | -0.14% | -1.59% | 1.97% | -2.53% | -2.73% | 0.63% | 7.32% | -9.17% | 3.58% |
| 2023 | 2.78% | -7.42% | -0.66% | 2.46% | -10.07% | 6.67% | 7.54% | 1.20% | 2.07% | -5.53% | -1.63% | -0.28% | -4.37% |
| 2022 | 17.52% | 6.59% | 9.25% | -1.96% | 14.18% | -16.58% | 10.27% | 2.68% | -9.56% | 23.41% | 0.97% | -4.08% | 56.42% |
| 2021 | 3.73% | 20.59% | 2.86% | 0.64% | 5.08% | 4.72% | -8.34% | -2.40% | 9.03% | 10.43% | -5.66% | 1.92% | 47.58% |
Benchmark Metrics
Dow Jones U.S. Oil & Gas Index has an annualized alpha of 3.53%, beta of 0.99, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.12%) than losses (89.23%) — typical of diversified or defensive assets.
- R² of 0.45 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.53%
- Beta
- 0.99
- R²
- 0.45
- Upside Capture
- 94.12%
- Downside Capture
- 89.23%
Return for Risk
Risk / Return Rank
^DJUSEN ranks 75 for risk / return — better than 75% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJUSEN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.90 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.39 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.40 | +0.42 |
Martin ratioReturn relative to average drawdown | 4.67 | 6.61 | -1.94 |
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 ^DJUSEN 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones U.S. Oil & Gas 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. Oil & Gas Index was 77.35%, occurring on Mar 18, 2020. Recovery took 1475 trading sessions.
The current Dow Jones U.S. Oil & Gas Index drawdown is 2.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.35% | Jun 24, 2014 | 1443 | Mar 18, 2020 | 1475 | Jan 30, 2026 | 2918 |
| -55.27% | May 21, 2008 | 199 | Mar 5, 2009 | 1282 | Apr 2, 2014 | 1481 |
| -39.63% | May 21, 2001 | 292 | Jul 23, 2002 | 537 | Sep 9, 2004 | 829 |
| -15.88% | Jan 4, 2008 | 23 | Feb 6, 2008 | 48 | Apr 16, 2008 | 71 |
| -15.81% | Sep 30, 2005 | 15 | Oct 20, 2005 | 59 | Jan 17, 2006 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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