Dow Jones U.S. Oil & Gas Index (^DJUSEN)
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: ^DJUSEN vs. BOIL
Return
Dow Jones U.S. Oil & Gas Index had a return of -3.56% year-to-date (YTD) and -8.52% in the last 12 months. Over the past 10 years, Dow Jones U.S. Oil & Gas Index had an annualized return of -0.51%, while the S&P 500 had an annualized return of 9.74%, indicating that Dow Jones U.S. Oil & Gas Index did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -3.56% | 18.75% |
1 month | -3.36% | 8.90% |
6 months | 7.81% | 8.42% |
1 year | -8.52% | 13.21% |
5 years (annualized) | 6.06% | 11.63% |
10 years (annualized) | -0.51% | 9.74% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2.46% | -10.07% | 6.67% | 7.54% | 1.20% | 2.07% | -5.53% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^DJUSEN Dow Jones U.S. Oil & Gas Index | -0.40 | ||||
^GSPC S&P 500 | 0.98 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-77.35% | Jun 24, 2014 | 1443 | Mar 18, 2020 | — | — | — |
-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 Chart
The current Dow Jones U.S. Oil & Gas Index volatility is 6.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.