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Dow Jones U.S. Oil & Gas Index (^DJUSEN)

Index · Currency in USD · Last updated Nov 25, 2023
Summary

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.


200.00%220.00%240.00%260.00%280.00%JuneJulyAugustSeptemberOctoberNovember
237.69%
226.35%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones U.S. Oil & Gas Index

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.


PeriodReturnBenchmark
Year-To-Date-3.56%18.75%
1 month-3.36%8.90%
6 months7.81%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


JanFebMarAprMayJunJulAugSepOctNovDec
20232.46%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DJUSEN
Dow Jones U.S. Oil & Gas Index
-0.40
^GSPC
S&P 500
0.98

Sharpe Ratio

The current Dow Jones U.S. Oil & Gas Index Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.40
0.98
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-17.95%
-4.95%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

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, 20141443Mar 18, 2020
-55.27%May 21, 2008199Mar 5, 20091282Apr 2, 20141481
-39.63%May 21, 2001292Jul 23, 2002537Sep 9, 2004829
-15.88%Jan 4, 200823Feb 6, 200848Apr 16, 200871
-15.81%Sep 30, 200515Oct 20, 200559Jan 17, 200674

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.21%
3.39%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

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