^DJUS vs. WPC

Last updated Jun 4, 2026

^DJUS (Dow Jones U.S. Index) is an index, while WPC (W. P. Carey Inc.) is a stock. Over the past 10 years, ^DJUS returned 13.36%/yr vs 7.88%/yr for WPC. At a 0.36 correlation, their price movements are largely independent.

Performance

^DJUS vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^DJUS achieves a 10.47% return, which is significantly lower than WPC's 15.91% return. Over the past 10 years, ^DJUS has outperformed WPC with an annualized return of 13.36%, while WPC has yielded a comparatively lower 7.88% annualized return.

^DJUS

• 1D: -0.74%
• 1M: 4.96%
• YTD: 10.47%
• 6M: 10.29%
• 1Y: 26.22%
• 3Y*: 20.69%
• 5Y*: 11.54%
• 10Y*: 13.36%

WPC

• 1D: -0.28%
• 1M: 1.59%
• YTD: 15.91%
• 6M: 13.63%
• 1Y: 25.09%
• 3Y*: 9.20%
• 5Y*: 5.56%
• 10Y*: 7.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUS vs. WPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUS Dow Jones U.S. Index	10.47%	15.89%	22.77%	24.51%	-20.68%	24.80%	18.31%	28.62%	-6.76%	19.16%
WPC W. P. Carey Inc.	15.91%	24.99%	-10.59%	-7.93%	0.47%	22.88%	-5.99%	28.84%	1.08%	25.68%

Correlation

The correlation between ^DJUS and WPC is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Feb 15, 2000	0.36

Over the past year, the correlation between ^DJUS and WPC has dropped to 0.00 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

Return for Risk

^DJUS vs. WPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUS

^DJUS Risk / Return Rank: 72
^DJUS Sharpe Ratio Rank: 71
^DJUS Sortino Ratio Rank: 71
^DJUS Omega Ratio Rank: 71
^DJUS Calmar Ratio Rank: 67
^DJUS Martin Ratio Rank: 81

WPC

WPC Risk / Return Rank: 79
WPC Sharpe Ratio Rank: 82
WPC Sortino Ratio Rank: 77
WPC Omega Ratio Rank: 76
WPC Calmar Ratio Rank: 79
WPC Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJUS vs. WPC - Risk-Adjusted Trends 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.

	^DJUS	WPC	Difference
Sharpe ratio: Return per unit of total volatility	2.18	1.57	+0.61
Sortino ratio: Return per unit of downside risk	2.99	2.18	+0.81
Omega ratio: Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio: Return relative to maximum drawdown	2.90	2.60	+0.30
Martin ratio: Return relative to average drawdown	13.22	7.92	+5.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUS vs. WPC - Sharpe Ratio Comparison

The current ^DJUS Sharpe Ratio is 2.18, which is higher than the WPC Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ^DJUS and WPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^DJUS	WPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	1.57	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.27	+0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.31	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.46	-0.12

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.

Drawdown Indicators

	^DJUS	WPC	Difference
Max Drawdown Largest peak-to-trough decline	-56.62%	-52.45%	-4.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.09%	-9.71%	+0.62%
Max Drawdown (3Y) Largest decline over 3 years	-19.40%	-27.07%	+7.67%
Max Drawdown (5Y) Largest decline over 5 years	-26.24%	-36.81%	+10.57%
Max Drawdown (10Y) Largest decline over 10 years	-45.22%	-52.45%	+7.23%
Current Drawdown Current decline from peak	-0.74%	-1.91%	+1.17%
Average Drawdown Average peak-to-trough decline	-13.33%	-10.27%	-3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	3.17%	-1.18%

Volatility

^DJUS vs. WPC - Volatility Comparison

The current volatility for Dow Jones U.S. Index (^DJUS) is 3.00%, while W. P. Carey Inc. (WPC) has a volatility of 4.03%. This indicates that ^DJUS experiences smaller price fluctuations and is considered to be less risky than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJUS	WPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	4.03%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	12.06%	-2.95%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	16.08%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	20.63%	-3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.00%	25.79%	-5.79%

Frequently Asked Questions

Can I hold both ^DJUS and WPC in my portfolio?

^DJUS and WPC have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^DJUS or WPC?

WPC has higher volatility (4.03%) compared to ^DJUS (3.00%). In terms of maximum drawdown, ^DJUS dropped -56.62% vs WPC's -52.45%.

Which has better risk-adjusted returns?

^DJUS currently has the higher Sharpe Ratio (2.18 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.