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Dow Jones U.S. Large-Cap Index (^DJUSL)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Large-Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%320.00%340.00%NovemberDecember2025FebruaryMarchApril
254.99%
294.60%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Large-Cap Index had a return of -7.83% year-to-date (YTD) and 9.10% in the last 12 months. Over the past 10 years, Dow Jones U.S. Large-Cap Index had an annualized return of 10.67%, outperforming the S&P 500 benchmark which had an annualized return of 10.05%.


^DJUSL

YTD

-7.83%

1M

-5.60%

6M

-5.89%

1Y

9.10%

5Y*

14.49%

10Y*

10.67%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.48%-1.50%-6.40%-2.44%-7.83%
20242.30%5.39%2.60%-4.00%5.37%4.69%0.46%2.28%1.92%-0.86%5.27%-1.19%26.52%
20236.16%-2.37%4.91%1.82%1.62%6.14%3.23%-1.38%-4.79%-1.77%9.05%3.99%28.92%
2022-5.72%-3.68%3.60%-9.58%-0.57%-7.93%9.10%-4.53%-9.39%7.29%5.07%-6.16%-22.26%
2021-1.04%1.63%4.09%5.36%0.16%2.85%2.37%3.01%-5.06%7.18%-0.61%4.08%26.14%
20200.38%-8.15%-11.18%12.63%4.39%2.13%5.49%8.49%-4.13%-3.49%10.76%3.89%19.80%
20197.38%2.81%1.91%3.97%-6.61%6.87%1.40%-1.69%1.58%2.33%3.51%2.88%28.82%
20185.96%-3.78%-3.15%0.39%2.36%0.48%3.73%3.28%0.64%-6.74%1.63%-8.93%-5.11%
20171.75%3.89%-0.02%0.97%1.25%0.54%2.00%0.31%1.78%2.39%2.67%0.97%20.08%
2016-5.02%-0.81%6.35%0.25%1.55%0.06%3.49%-0.07%-0.09%-1.70%3.07%2.08%9.06%
2015-3.19%5.45%-1.98%1.10%0.98%-2.09%2.14%-6.48%-2.57%8.50%0.06%-1.59%-0.54%
2014-3.67%4.07%0.76%0.68%2.10%1.74%-1.26%3.67%-1.35%2.19%2.48%-0.56%11.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSL is 67, 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 ^DJUSL is 6767
Overall Rank
The Sharpe Ratio Rank of ^DJUSL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSL is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSL is 7373
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. Large-Cap Index (^DJUSL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^DJUSL, currently valued at 0.45, compared to the broader market-0.500.000.501.001.50
^DJUSL: 0.45
^GSPC: 0.49
The chart of Sortino ratio for ^DJUSL, currently valued at 0.76, compared to the broader market-1.000.001.002.00
^DJUSL: 0.76
^GSPC: 0.81
The chart of Omega ratio for ^DJUSL, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^DJUSL: 1.11
^GSPC: 1.12
The chart of Calmar ratio for ^DJUSL, currently valued at 0.46, compared to the broader market-0.500.000.501.00
^DJUSL: 0.46
^GSPC: 0.50
The chart of Martin ratio for ^DJUSL, currently valued at 1.86, compared to the broader market-2.000.002.004.006.00
^DJUSL: 1.86
^GSPC: 2.07

The current Dow Jones U.S. Large-Cap Index Sharpe ratio is 0.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones U.S. Large-Cap Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.49
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.70%
-10.73%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Large-Cap 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. Large-Cap Index was 60.82%, occurring on Mar 9, 2009. Recovery took 1191 trading sessions.

The current Dow Jones U.S. Large-Cap Index drawdown is 11.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.82%Mar 27, 20002250Mar 9, 20091191Nov 22, 20133441
-32.75%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-27.28%Jan 4, 2022195Oct 12, 2022312Jan 10, 2024507
-19.65%Oct 4, 201856Dec 24, 201884Apr 26, 2019140
-19.59%Feb 20, 202534Apr 8, 2025

Volatility

Volatility Chart

The current Dow Jones U.S. Large-Cap Index volatility is 14.61%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.61%
14.23%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)