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Dow Jones U.S. Oil & Gas Index (^DJUSEN)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons:
^DJUSEN vs. BOIL ^DJUSEN vs. SPY
Popular comparisons:
^DJUSEN vs. BOIL ^DJUSEN vs. SPY

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.03%
10.16%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Oil & Gas Index had a return of 2.33% year-to-date (YTD) and 1.00% in the last 12 months. Over the past 10 years, Dow Jones U.S. Oil & Gas Index had an annualized return of 0.54%, while the S&P 500 had an annualized return of 11.23%, indicating that Dow Jones U.S. Oil & Gas Index did not perform as well as the benchmark.


^DJUSEN

YTD

2.33%

1M

-11.97%

6M

-6.61%

1Y

1.00%

5Y*

7.38%

10Y*

0.54%

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.03%2.71%10.32%-0.90%-0.14%-1.59%1.97%-2.53%-2.73%0.63%7.32%2.33%
20232.78%-7.42%-0.66%2.46%-10.07%6.67%7.54%1.20%2.07%-5.53%-1.63%-0.28%-4.37%
202217.52%6.59%9.25%-1.96%14.18%-16.58%10.27%2.68%-9.56%23.41%0.97%-4.08%56.42%
20213.73%20.59%2.86%0.64%5.08%4.72%-8.34%-2.40%9.03%10.43%-5.66%1.92%47.58%
2020-11.39%-15.49%-35.84%30.66%0.63%-0.92%-4.74%-1.61%-14.70%-3.84%26.00%4.32%-36.74%
201911.40%1.52%2.22%-0.23%-11.93%8.81%-2.25%-9.16%3.81%-2.41%0.77%6.21%6.42%
20183.23%-11.10%1.98%9.37%3.00%0.57%1.17%-3.50%2.53%-11.73%-2.92%-13.31%-21.15%
2017-3.37%-2.84%-1.13%-3.35%-4.25%-0.54%2.34%-5.83%9.99%-0.82%1.54%5.02%-4.21%
2016-3.60%-2.84%9.64%9.01%-1.68%2.91%-2.09%0.82%3.11%-3.51%8.58%1.61%22.73%
2015-4.79%4.15%-1.92%6.92%-5.38%-3.71%-8.36%-4.52%-7.40%11.36%-0.85%-10.66%-24.29%
2014-6.26%5.04%2.40%4.95%1.02%5.17%-3.60%2.17%-7.80%-3.76%-9.59%-0.15%-11.30%
20138.17%-0.03%2.07%-0.93%2.10%-2.17%5.13%-1.98%2.30%4.20%0.14%2.81%23.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSEN is 15, meaning it’s performing worse than 85% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSEN is 1515
Overall Rank
The Sharpe Ratio Rank of ^DJUSEN is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSEN is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSEN is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSEN is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSEN is 1515
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. Oil & Gas Index (^DJUSEN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^DJUSEN, currently valued at 0.06, compared to the broader market-0.500.000.501.001.502.002.500.062.16
The chart of Sortino ratio for ^DJUSEN, currently valued at 0.20, compared to the broader market-1.000.001.002.003.000.202.87
The chart of Omega ratio for ^DJUSEN, currently valued at 1.02, compared to the broader market0.901.001.101.201.301.401.021.40
The chart of Calmar ratio for ^DJUSEN, currently valued at 0.04, compared to the broader market0.001.002.003.000.043.19
The chart of Martin ratio for ^DJUSEN, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.1613.87
^DJUSEN
^GSPC

The current Dow Jones U.S. Oil & Gas Index Sharpe ratio is 0.06. 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. Oil & Gas 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.06
2.16
^DJUSEN (Dow Jones U.S. Oil & Gas 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%JulyAugustSeptemberOctoberNovemberDecember
-16.74%
-0.82%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Oil & Gas 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. Oil & Gas Index was 77.35%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Dow Jones U.S. Oil & Gas Index drawdown is 16.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.35%Jun 24, 20141443Mar 18, 2020
-55.27%May 21, 2008199Mar 5, 20091282Apr 2, 20141481
-39.63%May 21, 2001292Jul 23, 2002537Sep 9, 2004829
-15.88%Jan 4, 200823Feb 6, 200848Apr 16, 200871
-15.81%Sep 30, 200515Oct 20, 200559Jan 17, 200674

Volatility

Volatility Chart

The current Dow Jones U.S. Oil & Gas Index volatility is 4.86%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.86%
3.96%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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