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Performance

^DJUSST Performance Chart

Dow Jones U.S. Iron & Steel Index (^DJUSST) is up 47.3% since the beginning of the year. ^DJUSST is currently trading at $998 per share. Investors who bought $1,000 worth of ^DJUSST shares 5 years ago would now be looking at an investment worth $2,479.


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S&P 500 Index

Returns By Period

Dow Jones U.S. Iron & Steel Index (^DJUSST) has returned 47.25% so far this year and 84.45% over the past 12 months. Looking at the last ten years, ^DJUSST has achieved an annualized return of 17.68%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Dow Jones U.S. Iron & Steel Index

1D
0.09%
1M
15.96%
YTD
47.25%
6M
47.12%
1Y
84.45%
3Y*
26.66%
5Y*
19.91%
10Y*
17.68%

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)

^DJUSST Monthly Returns History

Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSST's average daily return is +0.07%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2016 with a return of +29.6%, while the worst month was Sep 2008 at -37.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ^DJUSST closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +21.4%, while the worst single day was Oct 15, 2008 at -19.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.77%-1.23%-6.93%26.87%11.84%3.79%47.25%
20258.43%5.18%-8.21%1.03%-2.10%10.33%4.86%3.68%-2.52%7.98%5.16%2.59%41.01%
20243.46%5.62%3.86%-14.67%2.47%-5.25%4.30%-8.28%0.37%-2.60%9.49%-20.34%-23.32%
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%
2022-11.63%27.99%17.07%-2.19%-9.45%-22.13%22.85%-0.86%-16.35%20.36%12.90%-7.12%17.42%
2021-6.57%20.73%26.35%3.37%17.22%-6.46%7.49%7.22%-13.95%13.15%-7.19%7.39%80.64%

Benchmark Metrics

Dow Jones U.S. Iron & Steel Index has an annualized alpha of 6.06%, beta of 1.38, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.

  • This index captured 181.00% of S&P 500 Index gains and 142.47% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.48 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
6.06%
Beta
1.38
0.48
Upside Capture
181.00%
Downside Capture
142.47%

Return for Risk

Risk / Return Rank

^DJUSST ranks 89 for risk / return — in the top 89% 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.


^DJUSST Risk / Return Rank: 8989
Overall Rank
^DJUSST Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
^DJUSST Sortino Ratio Rank: 9292
Sortino Ratio Rank
^DJUSST Omega Ratio Rank: 8888
Omega Ratio Rank
^DJUSST Calmar Ratio Rank: 9090
Calmar Ratio Rank
^DJUSST Martin Ratio Rank: 8282
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. Iron & Steel Index (^DJUSST) and compare them to S&P 500 Index.


^DJUSSTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.06

Calmar ratioReturn relative to maximum drawdown

4.01

2.93

+1.08

Martin ratioReturn relative to average drawdown

13.19

13.52

-0.33

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. 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 3359 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-81.48%Nov 2008
6mo 5d13y 4mo
13y 10moMay 2008 - Mar 2022
2003 bear market2003
-52.94%Mar 2003
9mo 28d9mo 3d
1y 6moJun 2002 - Dec 2003
2025 selloff2025
-38.57%Apr 2025
1y9mo 16d
1y 9moApr 2024 - Jan 2026
Dot-com crash2000–2002
-37.80%Sep 2001
3mo 17d8mo 4d
11mo 21dJun 2001 - May 2002
Bear market2022
-37.38%Jul 2022
2mo 16d6mo 25d
9mo 11dApr 2022 - Jan 2023

Drawdown Indicators


^DJUSSTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-81.48%

-56.78%

-24.70%

Max Drawdown (1Y)

Largest decline over 1 year

-21.17%

-9.10%

-12.07%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-18.90%

-19.67%

Max Drawdown (5Y)

Largest decline over 5 years

-38.57%

-25.43%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-61.00%

-33.92%

-27.08%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-37.13%

-10.72%

-26.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

1.97%

+4.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^DJUSST

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

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