^DJI vs. ^DJT
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and Dow Jones Transportation Average (^DJT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or ^DJT.
Correlation
The correlation between ^DJI and ^DJT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJI vs. ^DJT - Performance Comparison
Key characteristics
^DJI:
0.25
^DJT:
-0.44
^DJI:
0.48
^DJT:
-0.48
^DJI:
1.07
^DJT:
0.94
^DJI:
0.26
^DJT:
-0.36
^DJI:
0.99
^DJT:
-1.14
^DJI:
4.35%
^DJT:
9.16%
^DJI:
17.05%
^DJT:
23.86%
^DJI:
-53.78%
^DJT:
-60.92%
^DJI:
-10.89%
^DJT:
-23.98%
Returns By Period
In the year-to-date period, ^DJI achieves a -5.71% return, which is significantly higher than ^DJT's -15.09% return. Over the past 10 years, ^DJI has outperformed ^DJT with an annualized return of 8.35%, while ^DJT has yielded a comparatively lower 4.50% annualized return.
^DJI
-5.71%
-5.17%
-4.75%
4.90%
10.72%
8.35%
^DJT
-15.09%
-9.32%
-16.19%
-11.03%
10.20%
4.50%
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Risk-Adjusted Performance
^DJI vs. ^DJT — Risk-Adjusted Performance Rank
^DJI
^DJT
^DJI vs. ^DJT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and Dow Jones Transportation Average (^DJT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^DJI vs. ^DJT - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum ^DJT drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for ^DJI and ^DJT. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. ^DJT - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 12.15%, while Dow Jones Transportation Average (^DJT) has a volatility of 16.38%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than ^DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.