^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 0.73, 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
^DJT vs. ^DJI - Performance Comparison
Key characteristics
^DJT:
-0.44
^DJI:
0.25
^DJT:
-0.48
^DJI:
0.48
^DJT:
0.94
^DJI:
1.07
^DJT:
-0.36
^DJI:
0.26
^DJT:
-1.14
^DJI:
0.99
^DJT:
9.16%
^DJI:
4.35%
^DJT:
23.86%
^DJI:
17.05%
^DJT:
-60.92%
^DJI:
-53.78%
^DJT:
-23.98%
^DJI:
-10.89%
Returns By Period
In the year-to-date period, ^DJT achieves a -15.09% return, which is significantly lower than ^DJI's -5.71% return. Over the past 10 years, ^DJT has underperformed ^DJI with an annualized return of 4.64%, while ^DJI has yielded a comparatively higher 8.47% annualized return.
^DJT
-15.09%
-7.51%
-16.19%
-11.03%
9.97%
4.64%
^DJI
-5.71%
-3.54%
-4.75%
4.90%
10.76%
8.47%
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Risk-Adjusted Performance
^DJT vs. ^DJI — Risk-Adjusted Performance Rank
^DJT
^DJI
^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 16.38% compared to Dow Jones Industrial Average (^DJI) at 12.15%. 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.