^DJUS vs. WPC
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or WPC.
Key characteristics
^DJUS | WPC | |
---|---|---|
YTD Return | 16.99% | 0.76% |
1Y Return | 24.32% | 8.02% |
3Y Return (Ann) | 7.02% | 0.33% |
5Y Return (Ann) | 12.86% | 0.03% |
10Y Return (Ann) | 10.54% | 5.68% |
Sharpe Ratio | 1.95 | 0.37 |
Daily Std Dev | 13.04% | 24.36% |
Max Drawdown | -56.62% | -52.45% |
Current Drawdown | -0.85% | -18.20% |
Correlation
The correlation between ^DJUS and WPC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^DJUS vs. WPC - Performance Comparison
In the year-to-date period, ^DJUS achieves a 16.99% return, which is significantly higher than WPC's 0.76% return. Over the past 10 years, ^DJUS has outperformed WPC with an annualized return of 10.54%, while WPC has yielded a comparatively lower 5.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DJUS vs. WPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC). 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
^DJUS vs. WPC - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for ^DJUS and WPC. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. WPC - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.43% compared to W. P. Carey Inc. (WPC) at 3.98%. This indicates that ^DJUS's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.