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^DJI vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DJI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Industrial Average (^DJI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ^DJI having a 9.20% return and ^GSPC slightly higher at 9.41%. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 11.10%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.


^DJI

1D
0.53%
1M
-0.78%
6M
7.35%
YTD
9.20%
1Y
20.41%
3Y*
13.78%
5Y*
8.48%
10Y*
11.10%
ALL TIME*
8.47%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$26.51T$25.71T$27.60T
$37.98T$37.61T$41.48T

^DJI vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^DJI
Dow Jones Industrial Average
9.20%12.97%12.88%13.70%-8.78%18.73%7.25%22.34%-5.63%25.08%
^GSPC
S&P 500 Index
9.41%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ^DJI and ^GSPC is 0.80, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1992

0.92

The correlation between ^DJI and ^GSPC shifts across timeframes, from 0.80 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^DJI vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^DJI
^DJI Risk / Return Rank: 6868
Overall Rank
^DJI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^DJI Sortino Ratio Rank: 7676
Sortino Ratio Rank
^DJI Omega Ratio Rank: 7272
Omega Ratio Rank
^DJI Calmar Ratio Rank: 5858
Calmar Ratio Rank
^DJI Martin Ratio Rank: 6363
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^DJI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^DJI^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

1.90

2.00

-0.10

Martin ratioReturn relative to average drawdown

7.23

8.49

-1.26

^DJI vs. ^GSPC - Sharpe Ratio Comparison

The current ^DJI Sharpe Ratio is 1.51, which is comparable to the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ^DJI and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^DJI vs. ^GSPC - Drawdown Comparison

The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJI and ^GSPC.


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Drawdown Indicators


^DJI^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-56.78%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-9.10%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-18.90%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-25.43%

+3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-37.09%

-33.92%

-3.17%

Current Drawdown

Current decline from peak

-1.08%

-1.58%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.00%

-10.70%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.14%

+0.49%

Volatility

^DJI vs. ^GSPC - Volatility Comparison

Dow Jones Industrial Average (^DJI) has a higher volatility of 3.76% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that ^DJI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^DJI^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

3.51%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

10.11%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

12.87%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

17.01%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

18.07%

-0.46%

Frequently Asked Questions


^DJI and ^GSPC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^DJI has higher volatility (3.76%) compared to ^GSPC (3.51%). In terms of maximum drawdown, ^DJI dropped -53.78% vs ^GSPC's -56.78%.

^DJI currently has the higher Sharpe Ratio (1.51 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^DJI and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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