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Dow Jones U.S. Semiconductors Index (^DJUSSC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^DJUSSC vs. USD
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Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
486.50%
297.51%
^DJUSSC (Dow Jones U.S. Semiconductors Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Semiconductors Index had a return of -15.86% year-to-date (YTD) and 9.37% in the last 12 months. Over the past 10 years, Dow Jones U.S. Semiconductors Index had an annualized return of 24.52%, outperforming the S&P 500 benchmark which had an annualized return of 10.27%.


^DJUSSC

YTD

-15.86%

1M

1.72%

6M

-17.26%

1Y

9.37%

5Y*

32.39%

10Y*

24.52%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.80%-0.77%-12.22%2.54%-15.86%
20249.07%17.42%7.82%-5.10%16.73%9.74%-4.72%0.04%1.75%2.49%1.35%2.35%73.10%
202315.92%4.12%11.84%-5.12%20.68%7.61%6.89%-0.77%-8.54%-5.74%15.26%11.14%94.85%
2022-12.92%-0.34%2.61%-18.32%5.44%-17.33%16.38%-10.87%-14.41%5.06%17.85%-10.36%-37.53%
20212.49%5.49%1.37%0.03%2.93%7.36%-0.42%3.36%-4.84%9.35%15.54%-0.18%49.65%
2020-1.35%-5.12%-9.46%13.59%7.81%5.09%3.54%9.18%0.16%-2.59%16.19%3.64%44.87%
20197.24%7.39%3.84%7.54%-17.06%12.93%5.14%-2.72%2.98%6.20%4.27%6.31%49.35%
20187.46%0.64%-1.68%-4.91%10.71%-5.99%1.83%2.76%-1.99%-11.82%0.90%-6.74%-10.46%
20171.96%1.95%3.48%-0.81%8.11%-5.44%4.75%1.97%5.68%10.62%0.56%-1.07%35.52%
2016-7.91%-1.06%8.18%-4.43%7.66%0.46%10.09%3.79%3.80%-2.40%4.80%2.65%26.88%
2015-5.22%6.90%-3.51%-1.32%8.80%-9.19%-6.05%-3.52%0.29%9.64%3.79%-1.62%-2.99%
2014-2.11%5.47%3.50%-0.88%3.78%8.56%-0.46%5.88%-0.91%-0.57%8.38%-0.21%34.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSSC is 60, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSSC is 6060
Overall Rank
The Sharpe Ratio Rank of ^DJUSSC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSSC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSSC is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSSC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSSC is 5757
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. Semiconductors Index (^DJUSSC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^DJUSSC, currently valued at 0.33, compared to the broader market-0.500.000.501.001.50
^DJUSSC: 0.33
^GSPC: 0.46
The chart of Sortino ratio for ^DJUSSC, currently valued at 0.79, compared to the broader market-1.00-0.500.000.501.001.502.00
^DJUSSC: 0.79
^GSPC: 0.77
The chart of Omega ratio for ^DJUSSC, currently valued at 1.10, compared to the broader market0.901.001.101.201.30
^DJUSSC: 1.10
^GSPC: 1.11
The chart of Calmar ratio for ^DJUSSC, currently valued at 0.47, compared to the broader market-0.500.000.501.00
^DJUSSC: 0.47
^GSPC: 0.47
The chart of Martin ratio for ^DJUSSC, currently valued at 1.31, compared to the broader market0.002.004.006.00
^DJUSSC: 1.31
^GSPC: 1.94

The current Dow Jones U.S. Semiconductors Index Sharpe ratio is 0.33. 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. Semiconductors 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
0.46
^DJUSSC (Dow Jones U.S. Semiconductors 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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.68%
-10.07%
^DJUSSC (Dow Jones U.S. Semiconductors Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Semiconductors 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. Semiconductors Index was 86.02%, occurring on Nov 20, 2008. Recovery took 2618 trading sessions.

The current Dow Jones U.S. Semiconductors Index drawdown is 22.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.02%Mar 28, 20002177Nov 20, 20082618Apr 17, 20194795
-48.54%Dec 28, 2021201Oct 14, 2022165Jun 13, 2023366
-35.23%Jan 23, 202551Apr 4, 2025
-34.8%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-25.98%Jul 11, 202420Aug 7, 202465Nov 7, 202485

Volatility

Volatility Chart

The current Dow Jones U.S. Semiconductors Index volatility is 25.43%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.43%
14.23%
^DJUSSC (Dow Jones U.S. Semiconductors Index)
Benchmark (^GSPC)