Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Telecommunications Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Dow Jones U.S. Telecommunications Index (^DJUSTL) has returned 16.49% so far this year and 0.20% over the past 12 months. Over the last ten years, ^DJUSTL has returned 0.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Telecommunications Index
- 1D
- -0.16%
- 1M
- 0.73%
- YTD
- 16.49%
- 6M
- 3.92%
- 1Y
- 0.20%
- 3Y*
- 12.38%
- 5Y*
- 2.21%
- 10Y*
- 0.81%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSTL's average daily return is 0.00%, while the average monthly return is -0.02%.
Historically, 51% of months were positive and 49% were negative. The best month was Oct 2002 with a return of +30.8%, while the worst month was Apr 2002 at -16.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^DJUSTL closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +14.1%, while the worst single day was Jul 22, 2002 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.30% | 9.82% | 0.73% | 16.49% | |||||||||
| 2025 | 2.37% | 13.11% | 2.75% | -3.59% | -0.39% | 0.67% | -2.54% | 5.27% | -2.78% | -11.09% | 3.16% | -2.75% | 2.33% |
| 2024 | 7.21% | -3.67% | 3.45% | -3.89% | 6.06% | 1.83% | 0.45% | 4.48% | 7.86% | 0.10% | 5.52% | -7.06% | 23.23% |
| 2023 | 7.66% | -6.44% | 0.86% | -3.09% | -8.68% | 2.84% | -6.78% | 1.31% | -2.13% | 5.20% | 7.76% | 1.30% | -1.85% |
| 2022 | 1.39% | -0.45% | -1.85% | -3.90% | 10.85% | -0.97% | -6.53% | -6.40% | -9.73% | 8.05% | 3.84% | -2.86% | -10.04% |
| 2021 | -4.28% | -1.30% | 6.41% | 2.00% | -2.59% | -0.87% | -1.29% | -2.31% | -2.57% | -4.73% | -6.70% | 5.21% | -12.99% |
Benchmark Metrics
Dow Jones U.S. Telecommunications Index has an annualized alpha of -5.31%, beta of 0.75, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.
- This index participated in 90.33% of S&P 500 Index downside but only 52.73% of its upside — more exposed to losses than it benefited from rallies.
- 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
- -5.31%
- Beta
- 0.75
- R²
- 0.44
- Upside Capture
- 52.73%
- Downside Capture
- 90.33%
Return for Risk
Risk / Return Rank
^DJUSTL ranks 16 for risk / return — in the bottom 16% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Telecommunications Index (^DJUSTL) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJUSTL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.90 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.16 | 1.39 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.40 | -1.36 |
Martin ratioReturn relative to average drawdown | 0.09 | 6.61 | -6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJUSTL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones U.S. Telecommunications 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. Telecommunications Index was 76.19%, occurring on Sep 30, 2002. The portfolio has not yet recovered.
The current Dow Jones U.S. Telecommunications Index drawdown is 45.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.19% | Mar 28, 2000 | 632 | Sep 30, 2002 | — | — | — |
| -7.96% | Feb 15, 2000 | 8 | Feb 25, 2000 | 3 | Mar 1, 2000 | 11 |
| -5% | Mar 6, 2000 | 8 | Mar 15, 2000 | 8 | Mar 27, 2000 | 16 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...