^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:
-0.02
^DJI:
1.31
^DJT:
0.10
^DJI:
1.89
^DJT:
1.01
^DJI:
1.24
^DJT:
-0.03
^DJI:
2.43
^DJT:
-0.08
^DJI:
6.86
^DJT:
4.32%
^DJI:
2.14%
^DJT:
17.77%
^DJI:
11.29%
^DJT:
-60.92%
^DJI:
-53.78%
^DJT:
-10.24%
^DJI:
-4.68%
Returns By Period
In the year-to-date period, ^DJT achieves a 0.23% return, which is significantly lower than ^DJI's 13.84% return. Over the past 10 years, ^DJT has underperformed ^DJI with an annualized return of 5.67%, while ^DJI has yielded a comparatively higher 9.07% annualized return.
^DJT
0.23%
-8.24%
4.60%
-0.80%
7.89%
5.67%
^DJI
13.84%
-3.14%
8.87%
14.77%
8.54%
9.07%
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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 3.62%. 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.