PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Dow Jones U.S. Oil & Gas Index (^DJUSEN)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

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


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

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%JuneJulyAugustSeptemberOctoberNovember
4.68%
11.49%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Oil & Gas Index had a return of 14.73% year-to-date (YTD) and 14.21% in the last 12 months. Over the past 10 years, Dow Jones U.S. Oil & Gas Index had an annualized return of 0.73%, while the S&P 500 had an annualized return of 11.13%, indicating that Dow Jones U.S. Oil & Gas Index did not perform as well as the benchmark.


^DJUSEN

YTD

14.73%

1M

6.35%

6M

4.68%

1Y

14.21%

5Y (annualized)

10.91%

10Y (annualized)

0.73%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

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%14.73%
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 25, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^DJUSEN is 2525
Combined Rank
The Sharpe Ratio Rank of ^DJUSEN is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSEN is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSEN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSEN is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSEN is 2323
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 0.81, compared to the broader market-1.000.001.002.000.812.46
The chart of Sortino ratio for ^DJUSEN, currently valued at 1.19, compared to the broader market-2.00-1.000.001.002.003.004.001.193.31
The chart of Omega ratio for ^DJUSEN, currently valued at 1.15, compared to the broader market0.801.001.201.401.601.151.46
The chart of Calmar ratio for ^DJUSEN, currently valued at 0.62, compared to the broader market0.001.002.003.004.005.000.623.55
The chart of Martin ratio for ^DJUSEN, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.002.4115.76
^DJUSEN
^GSPC

The current Dow Jones U.S. Oil & Gas Index Sharpe ratio is 0.81. 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.81
2.46
^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%JuneJulyAugustSeptemberOctoberNovember
-6.65%
-1.40%
^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 6.65%.


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%JuneJulyAugustSeptemberOctoberNovember
4.86%
4.07%
^DJUSEN (Dow Jones U.S. Oil & Gas Index)
Benchmark (^GSPC)