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Dow Jones U.S. Iron & Steel Index (^DJUSST)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Iron & Steel 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%NovemberDecember2025FebruaryMarchApril
467.47%
297.51%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Iron & Steel Index had a return of 3.34% year-to-date (YTD) and -20.77% in the last 12 months. Over the past 10 years, Dow Jones U.S. Iron & Steel Index had an annualized return of 9.12%, while the S&P 500 had an annualized return of 10.15%, indicating that Dow Jones U.S. Iron & Steel Index did not perform as well as the benchmark.


^DJUSST

YTD

3.34%

1M

-4.99%

6M

-10.36%

1Y

-20.77%

5Y*

24.73%

10Y*

9.12%

^GSPC (Benchmark)

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*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%-1.28%3.34%
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%
2022-10.91%27.99%17.07%-2.19%-9.45%-22.13%22.85%-0.86%-16.35%20.36%12.90%-7.12%18.37%
2021-6.57%20.73%26.35%3.37%17.22%-6.46%7.49%7.22%-13.95%13.15%-7.19%6.52%79.18%
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 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSST is 44
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSST is 44
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSST is 22
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSST is 55
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 chart of Sharpe ratio for ^DJUSST, currently valued at -0.62, compared to the broader market-0.500.000.501.001.50
^DJUSST: -0.62
^GSPC: 0.46
The chart of Sortino ratio for ^DJUSST, currently valued at -0.77, compared to the broader market-1.00-0.500.000.501.001.502.00
^DJUSST: -0.77
^GSPC: 0.77
The chart of Omega ratio for ^DJUSST, currently valued at 0.91, compared to the broader market0.901.001.101.201.30
^DJUSST: 0.91
^GSPC: 1.11
The chart of Calmar ratio for ^DJUSST, currently valued at -0.54, compared to the broader market-0.500.000.501.00
^DJUSST: -0.54
^GSPC: 0.47
The chart of Martin ratio for ^DJUSST, currently valued at -1.39, compared to the broader market0.002.004.006.00
^DJUSST: -1.39
^GSPC: 1.94

The current Dow Jones U.S. Iron & Steel Index Sharpe ratio is -0.62. 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. Iron & Steel 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.62
0.46
^DJUSST (Dow Jones U.S. Iron & Steel 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
-30.72%
-10.07%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

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 3358 trading sessions.

The current Dow Jones U.S. Iron & Steel Index drawdown is 30.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.48%May 19, 2008131Nov 20, 20083358Mar 25, 20223489
-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 current Dow Jones U.S. Iron & Steel Index volatility is 18.12%, 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%NovemberDecember2025FebruaryMarchApril
18.12%
14.23%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)