^DJUSEN vs. SPY

Last updated Jun 26, 2026

^DJUSEN (Dow Jones U.S. Oil & Gas Index) is an index, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index.

Performance

^DJUSEN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Oil & Gas Index (^DJUSEN) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DJUSEN

• 1D: 1.04%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPY

• 1D: 0.14%
• 1M: -1.92%
• YTD: 8.25%
• 6M: 6.93%
• 1Y: 22.29%
• 3Y*: 20.89%
• 5Y*: 12.99%
• 10Y*: 15.75%

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

^DJUSEN vs. SPY - Yearly Performance Comparison

	2026 (YTD)
^DJUSEN Dow Jones U.S. Oil & Gas Index	1.04%
SPY State Street SPDR S&P 500 ETF	0.14%

Return for Risk

^DJUSEN vs. SPY — Risk / Return Rank

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

^DJUSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SPY

SPY Risk / Return Rank: 63
SPY Sharpe Ratio Rank: 63
SPY Sortino Ratio Rank: 61
SPY Omega Ratio Rank: 63
SPY Calmar Ratio Rank: 59
SPY Martin Ratio Rank: 70

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.

^DJUSEN vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and State Street SPDR S&P 500 ETF (SPY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DJUSEN	SPY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.80	—
Sortino ratio: Return per unit of downside risk	—	2.46	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.52	—
Martin ratio: Return relative to average drawdown	—	11.15	—

Drawdowns

^DJUSEN vs. SPY - Drawdown Comparison

The maximum ^DJUSEN drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJUSEN and SPY.

Drawdown Indicators

	^DJUSEN	SPY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-55.19%	+55.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.50%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.72%	—
Current Drawdown Current decline from peak	0.00%	-3.08%	+3.08%
Average Drawdown Average peak-to-trough decline	0.00%	-9.03%	+9.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.00%	—

Volatility

Volatility by Period

	^DJUSEN	SPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.43%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.15%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.95%	—