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Dow Jones U.S. Iron & Steel Index (^DJUSST)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Dow Jones U.S. Iron & Steel Index

Popular comparisons: ^DJUSST vs. SLX, ^DJUSST vs. MAGN.ME, ^DJUSST vs. BSRT.L, ^DJUSST vs. VOO, ^DJUSST vs. NUE, ^DJUSST vs. STLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Iron & Steel 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%300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
567.41%
290.46%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones U.S. Iron & Steel Index had a return of -6.81% year-to-date (YTD) and 0.30% in the last 12 months. Over the past 10 years, Dow Jones U.S. Iron & Steel Index had an annualized return of 9.31%, while the S&P 500 had an annualized return of 10.64%, indicating that Dow Jones U.S. Iron & Steel Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.81%13.78%
1 month1.21%-0.38%
6 months-5.49%11.47%
1 year0.30%18.82%
5 years (annualized)20.03%12.44%
10 years (annualized)9.31%10.64%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.46%5.62%3.86%-14.67%2.47%-5.25%-6.81%
202323.28%1.88%-7.71%-6.53%-9.71%20.97%4.22%-0.52%-5.61%-2.86%10.87%6.27%32.54%
2022-10.91%27.99%17.07%-2.19%-9.45%-22.13%22.85%-0.86%-16.35%20.36%12.90%-7.12%18.37%
2021-6.57%20.73%26.35%3.37%17.22%-6.46%7.49%7.22%-13.95%13.15%-7.19%6.52%79.18%
2020-12.88%-11.06%-18.31%8.47%6.20%0.77%0.89%6.99%-2.41%6.99%10.66%0.54%-7.86%
201919.23%1.18%-4.39%-3.48%-16.59%17.68%-0.56%-9.71%5.10%5.97%6.36%-0.71%15.40%
20185.58%1.30%-8.40%2.24%7.33%-6.18%5.58%-5.45%0.29%-9.94%-2.31%-15.08%-24.56%
2017-0.55%7.24%-6.44%-2.49%-6.26%3.06%0.71%-0.64%2.10%3.24%1.16%10.89%11.22%
2016-2.72%4.70%21.62%7.19%-5.03%2.95%12.26%-10.29%2.53%-2.04%29.56%-2.89%65.21%
2015-13.33%7.44%0.20%5.57%-2.48%-6.50%-5.82%-2.96%-15.44%10.83%-3.89%-3.15%-28.41%
2014-10.96%1.63%3.97%0.05%-2.81%1.75%1.64%6.68%-4.49%-0.25%-4.35%-8.59%-15.91%
20133.79%-5.94%0.00%-5.54%0.83%-3.48%8.00%-1.79%8.51%8.25%0.63%5.02%18.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSST is 19, indicating that it is in the bottom 19% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^DJUSST is 1919
^DJUSST (Dow Jones U.S. Iron & Steel Index)
The Sharpe Ratio Rank of ^DJUSST is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSST is 1616Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSST is 1616Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSST is 2525Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSST is 1717Martin 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. Iron & Steel Index (^DJUSST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DJUSST
Sharpe ratio
The chart of Sharpe ratio for ^DJUSST, currently valued at 0.16, compared to the broader market-1.000.001.002.000.16
Sortino ratio
The chart of Sortino ratio for ^DJUSST, currently valued at 0.40, compared to the broader market-1.000.001.002.003.000.40
Omega ratio
The chart of Omega ratio for ^DJUSST, currently valued at 1.05, compared to the broader market0.901.001.101.201.301.401.501.05
Calmar ratio
The chart of Calmar ratio for ^DJUSST, currently valued at 0.17, compared to the broader market0.001.002.003.004.005.000.17
Martin ratio
The chart of Martin ratio for ^DJUSST, currently valued at 0.40, compared to the broader market0.005.0010.0015.0020.000.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-1.000.001.002.003.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.901.001.101.201.301.401.501.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.001.002.003.004.005.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.005.0010.0015.0020.006.32

Sharpe Ratio

The current Dow Jones U.S. Iron & Steel Index Sharpe ratio is 0.16. 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. Iron & Steel 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 Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.16
1.66
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-18.52%
-4.24%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Iron & Steel 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. Iron & Steel Index was 81.48%, occurring on Nov 20, 2008. Recovery took 3358 trading sessions.

The current Dow Jones U.S. Iron & Steel Index drawdown is 18.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.48%May 19, 2008131Nov 20, 20083358Mar 25, 20223489
-52.94%Jun 6, 2002206Mar 31, 2003189Dec 29, 2003395
-37.8%Jun 6, 200172Sep 21, 2001168May 23, 2002240
-37.38%Apr 20, 202252Jul 5, 2022142Jan 26, 2023194
-34.18%Apr 14, 2000130Oct 18, 2000157Jun 5, 2001287

Volatility

Volatility Chart

The current Dow Jones U.S. Iron & Steel Index volatility is 7.05%, 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%FebruaryMarchAprilMayJuneJuly
7.05%
3.80%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)