PortfoliosLab logo
Dow Jones U.S. Iron & Steel Index (^DJUSST)
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.


Performance

Performance Chart


Loading data...

Returns By Period

Dow Jones U.S. Iron & Steel Index (^DJUSST) returned 5.95% year-to-date (YTD) and -19.13% over the past 12 months. Over the past 10 years, ^DJUSST returned 9.46% annually, underperforming the S&P 500 benchmark at 10.87%.


^DJUSST

YTD

5.95%

1M

9.34%

6M

-10.67%

1Y

-19.13%

5Y*

26.90%

10Y*

9.46%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.43%5.18%-8.21%1.03%0.19%5.95%
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%
2020-12.88%-11.06%-18.31%8.47%6.20%0.77%0.89%6.99%-2.41%6.99%10.66%0.54%-7.86%
201919.23%1.18%-4.39%-3.48%-16.59%17.68%-0.56%-9.71%5.10%5.97%6.36%-0.71%15.40%
20185.58%1.30%-8.40%2.24%7.33%-6.18%5.58%-5.45%0.29%-9.94%-2.31%-15.08%-24.56%
2017-0.55%7.24%-6.44%-2.49%-6.26%3.06%0.71%-0.64%2.10%3.24%1.16%10.89%11.22%
2016-2.72%4.70%21.62%7.19%-5.03%2.95%12.26%-10.29%2.53%-2.04%29.56%-2.89%65.21%
2015-13.33%7.44%0.20%5.57%-2.48%-6.50%-5.82%-2.96%-15.44%10.83%-3.89%-3.15%-28.41%
2014-10.96%1.63%3.97%0.05%-2.81%1.75%1.64%6.68%-4.49%-0.25%-4.35%-8.59%-15.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSST is 4, meaning it’s performing worse than 96% 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 ^DJUSST is 44
Overall Rank
The Sharpe Ratio Rank of ^DJUSST is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSST is 44
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSST is 55
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSST is 22
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSST is 22
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. Iron & Steel Index (^DJUSST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones U.S. Iron & Steel Index Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: -0.57
  • 5-Year: 0.76
  • 10-Year: 0.27
  • All Time: 0.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones U.S. Iron & Steel Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

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 data...

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.

The current Dow Jones U.S. Iron & Steel Index drawdown is 28.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.48%May 19, 2008131Nov 20, 20083359Mar 25, 20223490
-52.94%Jun 6, 2002206Mar 31, 2003189Dec 29, 2003395
-38.57%Apr 4, 2024253Apr 4, 2025
-37.8%Jun 6, 200172Sep 21, 2001168May 23, 2002240
-37.38%Apr 20, 202252Jul 5, 2022142Jan 26, 2023194

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...