^DJI vs. ^GSPC
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or ^GSPC.
Correlation
The correlation between ^DJI and ^GSPC is 0.94, 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. ^GSPC - Performance Comparison
Key characteristics
^DJI:
1.13
^GSPC:
2.12
^DJI:
1.64
^GSPC:
2.83
^DJI:
1.21
^GSPC:
1.39
^DJI:
2.10
^GSPC:
3.13
^DJI:
6.06
^GSPC:
13.67
^DJI:
2.10%
^GSPC:
1.94%
^DJI:
11.32%
^GSPC:
12.54%
^DJI:
-53.78%
^GSPC:
-56.78%
^DJI:
-5.94%
^GSPC:
-2.37%
Returns By Period
In the year-to-date period, ^DJI achieves a 12.34% return, which is significantly lower than ^GSPC's 24.66% return. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 8.98%, while ^GSPC has yielded a comparatively higher 11.10% annualized return.
^DJI
12.34%
-2.14%
8.20%
14.19%
8.29%
8.98%
^GSPC
24.66%
0.49%
8.64%
26.56%
13.06%
11.10%
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Risk-Adjusted Performance
^DJI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. ^GSPC - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 3.57%, while S&P 500 (^GSPC) has a volatility of 3.87%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.