^DJT vs. ^DJI
Compare and contrast key facts about Dow Jones Transportation Average (^DJT) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJT or ^DJI.
Correlation
The correlation between ^DJT and ^DJI is 0.72, 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
^DJT vs. ^DJI - Performance Comparison
Key characteristics
^DJT:
0.61
^DJI:
2.16
^DJT:
0.99
^DJI:
3.07
^DJT:
1.11
^DJI:
1.40
^DJT:
0.82
^DJI:
3.93
^DJT:
2.70
^DJI:
11.94
^DJT:
4.01%
^DJI:
1.99%
^DJT:
17.88%
^DJI:
11.05%
^DJT:
-60.92%
^DJI:
-53.78%
^DJT:
-4.93%
^DJI:
-0.83%
Returns By Period
In the year-to-date period, ^DJT achieves a 6.17% return, which is significantly lower than ^DJI's 18.45% return. Over the past 10 years, ^DJT has underperformed ^DJI with an annualized return of 6.53%, while ^DJI has yielded a comparatively higher 9.65% annualized return.
^DJT
6.17%
-3.34%
12.36%
10.33%
9.55%
6.53%
^DJI
18.45%
2.09%
15.06%
23.60%
9.78%
9.65%
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Risk-Adjusted Performance
^DJT vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and Dow Jones Industrial Average (^DJI). 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
^DJT vs. ^DJI - Drawdown Comparison
The maximum ^DJT drawdown since its inception was -60.92%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^DJT and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^DJT vs. ^DJI - Volatility Comparison
Dow Jones Transportation Average (^DJT) has a higher volatility of 4.75% compared to Dow Jones Industrial Average (^DJI) at 2.64%. This indicates that ^DJT's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.