^DJUS vs. WPC

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC).

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.

^DJUS vs. WPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUS Dow Jones U.S. Index	-3.79%	15.89%	22.77%	24.51%	-20.68%	24.80%	18.31%	28.62%	-6.76%	19.16%
WPC W. P. Carey Inc.	9.31%	24.99%	-10.59%	-7.93%	0.47%	22.88%	-5.99%	28.84%	1.08%	25.68%

Returns By Period

In the year-to-date period, ^DJUS achieves a -3.79% return, which is significantly lower than WPC's 9.31% return. Over the past 10 years, ^DJUS has outperformed WPC with an annualized return of 11.98%, while WPC has yielded a comparatively lower 7.91% annualized return.

^DJUS

• 1D: 0.72%
• 1M: -4.48%
• YTD: -3.79%
• 6M: -2.13%
• 1Y: 16.76%
• 3Y*: 16.77%
• 5Y*: 9.53%
• 10Y*: 11.98%

WPC

• 1D: 2.10%
• 1M: -5.72%
• YTD: 9.31%
• 6M: 4.22%
• 1Y: 16.41%
• 3Y*: 3.83%
• 5Y*: 5.94%
• 10Y*: 7.91%

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

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: 63
^DJUS Sharpe Ratio Rank: 60
^DJUS Sortino Ratio Rank: 61
^DJUS Omega Ratio Rank: 63
^DJUS Calmar Ratio Rank: 57
^DJUS Martin Ratio Rank: 74

WPC

WPC Risk / Return Rank: 68
WPC Sharpe Ratio Rank: 71
WPC Sortino Ratio Rank: 63
WPC Omega Ratio Rank: 60
WPC Calmar Ratio Rank: 70
WPC Martin Ratio Rank: 75

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	0.91	0.89	+0.02
Sortino ratio Return per unit of downside risk	1.40	1.32	+0.08
Omega ratio Gain probability vs. loss probability	1.21	1.17	+0.05
Calmar ratio Return relative to maximum drawdown	1.39	1.48	-0.09
Martin ratio Return relative to average drawdown	6.53	4.60	+1.93
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 0.91, which is comparable to the WPC Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ^DJUS and WPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJUS	WPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.89	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.29	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.31	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.45	-0.14

Correlation

The correlation between ^DJUS and WPC is 0.36, 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.

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	-12.36%	-10.47%	-1.89%
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	-5.75%	-5.76%	+0.01%
Average Drawdown Average peak-to-trough decline	-13.42%	-10.33%	-3.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	3.53%	-0.89%

Volatility

^DJUS vs. WPC - Volatility Comparison

Dow Jones U.S. Index (^DJUS) has a higher volatility of 5.44% compared to W. P. Carey Inc. (WPC) at 4.90%. 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.

Volatility by Period

	^DJUS	WPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	4.90%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	12.01%	-2.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.59%	18.57%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	20.70%	-3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.98%	25.81%	-5.83%