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Performance
^DJUSEN Performance Chart
Dow Jones U.S. Oil & Gas Index (^DJUSEN) is up 29.9% since the beginning of the year. ^DJUSEN is currently trading at $981 per share. Investors who bought $1,000 worth of ^DJUSEN shares 5 years ago would now be looking at an investment worth $2,141.
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Returns By Period
Dow Jones U.S. Oil & Gas Index (^DJUSEN) has returned 29.88% so far this year and 40.39% over the past 12 months. Over the last ten years, ^DJUSEN has returned 5.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Dow Jones U.S. Oil & Gas Index
- 1D
- 1.29%
- 1M
- -1.71%
- YTD
- 29.88%
- 6M
- 27.71%
- 1Y
- 40.39%
- 3Y*
- 14.04%
- 5Y*
- 16.45%
- 10Y*
- 5.87%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
^DJUSEN Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSEN's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 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% | -3.05% | -5.98% | 4.20% | 29.88% | ||||||
| 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 2.80%, beta of 0.99, and R2 of 0.44 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 (89.72%) than losses (88.41%) - typical of diversified or defensive assets.
- R2 of 0.44 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
- 2.80%
- Beta
- 0.99
- R²
- 0.44
- Upside Capture
- 89.72%
- Downside Capture
- 88.41%
Return for Risk
Risk / Return Rank
^DJUSEN ranks 69 for risk / return — better than 69% 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 S&P 500 Index.
| ^DJUSEN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.24 | -0.24 |
Sortino ratioReturn per unit of downside risk | 2.60 | 3.07 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.93 | +0.39 |
Martin ratioReturn relative to average drawdown | 9.45 | 13.52 | -4.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 7.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -77.35%Mar 2020 | 5y 8mo | 5y 10mo | 11y 7moJun 2014 - Jan 2026 |
Financial crisis2007–2009 | -55.27%Mar 2009 | 9mo 18d | 5y 29d | 5y 10moMay 2008 - Apr 2014 |
Dot-com crash2000–2002 | -39.63%Jul 2002 | 1y 2mo | 2y 1mo | 3y 3moMay 2001 - Sep 2004 |
Financial crisis2007–2009 | -15.88%Feb 2008 | 1mo 3d | 2mo 10d | 3mo 13dJan 2008 - Apr 2008 |
2005 correction2005 | -15.81%Oct 2005 | 20d | 2mo 29d | 3mo 19dSep 2005 - Jan 2006 |
Drawdown Indicators
| ^DJUSEN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.35% | -56.78% | -20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -9.10% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -18.90% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -25.43% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -70.18% | -33.92% | -36.26% |
Current DrawdownCurrent decline from peak | -7.00% | -0.74% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -22.80% | -10.72% | -12.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 1.97% | +2.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJUSEN
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