PortfoliosLab logoPortfoliosLab logo

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

^DJUSSC Performance Chart

Dow Jones U.S. Semiconductors Index (^DJUSSC) is up 51.7% since the beginning of the year. ^DJUSSC is currently trading at $42,990 per share. Investors who bought $1,000 worth of ^DJUSSC shares 5 years ago would now be looking at an investment worth $5,996.


Loading charts...

S&P 500 Index

Returns By Period

Dow Jones U.S. Semiconductors Index (^DJUSSC) has returned 51.69% so far this year and 108.64% over the past 12 months. Looking at the last ten years, ^DJUSSC has achieved an annualized return of 36.51%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Dow Jones U.S. Semiconductors Index

1D
-0.53%
1M
21.28%
YTD
51.69%
6M
51.48%
1Y
108.64%
3Y*
67.09%
5Y*
43.08%
10Y*
36.51%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUSSC Monthly Returns History

Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSSC's average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +28.0%, while the worst month was Sep 2001 at -30.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^DJUSSC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +18.7%, while the worst single day was Mar 16, 2020 at -16.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.97%-4.12%-3.82%27.99%15.44%5.06%51.69%
2025-5.80%-0.77%-12.22%1.35%20.08%16.60%8.01%-0.34%9.02%11.20%-5.83%0.53%43.83%
20249.07%17.42%7.82%-5.10%16.73%9.74%-4.72%0.04%1.75%2.49%1.35%2.35%73.10%
202315.92%4.12%11.84%-5.12%20.68%7.61%6.89%-0.77%-8.54%-5.74%15.26%11.14%94.85%
2022-12.92%-0.34%2.61%-18.32%5.44%-17.33%16.38%-10.87%-14.41%5.06%17.85%-10.36%-37.53%
20212.49%5.49%1.37%0.03%2.93%7.36%-0.42%3.36%-4.84%9.35%15.54%-0.18%49.65%

Benchmark Metrics

Dow Jones U.S. Semiconductors Index has an annualized alpha of 4.93%, beta of 1.45, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.

  • This index captured 180.79% of S&P 500 Index gains and 141.56% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 4.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.93%
Beta
1.45
0.58
Upside Capture
180.79%
Downside Capture
141.56%

Return for Risk

Risk / Return Rank

^DJUSSC ranks 96 for risk / return — in the top 96% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


^DJUSSC Risk / Return Rank: 9696
Overall Rank
^DJUSSC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
^DJUSSC Sortino Ratio Rank: 9494
Sortino Ratio Rank
^DJUSSC Omega Ratio Rank: 9494
Omega Ratio Rank
^DJUSSC Calmar Ratio Rank: 9898
Calmar Ratio Rank
^DJUSSC Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dow Jones U.S. Semiconductors Index (^DJUSSC) and compare them to S&P 500 Index.


^DJUSSCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.53

2.24

+1.29

Sortino ratio

Return per unit of downside risk

3.93

3.07

+0.86

Omega ratio

Gain probability vs. loss probability

1.53

1.41

+0.12

Calmar ratio

Return relative to maximum drawdown

7.29

2.93

+4.36

Martin ratio

Return relative to average drawdown

22.72

13.52

+9.20

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Semiconductors 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. Semiconductors Index was 86.02%, occurring on Nov 20, 2008. Recovery took 2618 trading sessions.

The current Dow Jones U.S. Semiconductors Index drawdown is 0.53%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-86.02%Nov 2008
8y 7mo10y 5mo
19y 24dMar 2000 - Apr 2019
Bear market2022
-48.54%Oct 2022
9mo 20d8mo 2d
1y 5moDec 2021 - Jun 2023
2025 selloff2025
-35.23%Apr 2025
2mo 11d2mo 21d
5mo 2dJan 2025 - Jun 2025
COVID crash2020
-34.80%Mar 2020
25d2mo 21d
3mo 16dFeb 2020 - Jun 2020
2024 bear market2024
-25.98%Aug 2024
27d3mo 2d
3mo 29dJul 2024 - Nov 2024

Drawdown Indicators


^DJUSSCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-86.02%

-56.78%

-29.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.99%

-9.10%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-35.23%

-18.90%

-16.33%

Max Drawdown (5Y)

Largest decline over 5 years

-48.54%

-25.43%

-23.11%

Max Drawdown (10Y)

Largest decline over 10 years

-48.54%

-33.92%

-14.62%

Current Drawdown

Current decline from peak

-0.53%

-0.74%

+0.21%

Average Drawdown

Average peak-to-trough decline

-45.02%

-10.72%

-34.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

1.97%

+2.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ^DJUSSC

Add Dow Jones U.S. Semiconductors Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^DJUSSC