PortfoliosLab logoPortfoliosLab logo
^DJUSFN vs. ^DJI
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DJUSFN vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ^DJUSFN achieves a -3.03% return, which is significantly lower than ^DJI's 7.28% return. Over the past 10 years, ^DJUSFN has underperformed ^DJI with an annualized return of 9.79%, while ^DJI has yielded a comparatively higher 11.15% annualized return.


^DJUSFN

1D
2.56%
1M
0.75%
YTD
-3.03%
6M
-1.27%
1Y
5.07%
3Y*
16.51%
5Y*
6.36%
10Y*
9.79%

^DJI

1D
1.73%
1M
4.59%
YTD
7.28%
6M
7.76%
1Y
21.53%
3Y*
15.39%
5Y*
8.21%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJUSFN vs. ^DJI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^DJUSFN
Dow Jones U.S. Financials Index
-3.03%13.51%24.04%13.28%-15.59%29.76%-2.99%29.38%-11.00%17.44%
^DJI
Dow Jones Industrial Average
7.28%12.97%12.88%13.70%-8.78%18.73%7.25%22.34%-5.63%25.08%

Correlation

The correlation between ^DJUSFN and ^DJI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1992

0.82

The correlation between ^DJUSFN and ^DJI has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

^DJUSFN vs. ^DJI — Risk / Return Rank

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

^DJUSFN
^DJUSFN Risk / Return Rank: 2424
Overall Rank
^DJUSFN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
^DJUSFN Sortino Ratio Rank: 2323
Sortino Ratio Rank
^DJUSFN Omega Ratio Rank: 2424
Omega Ratio Rank
^DJUSFN Calmar Ratio Rank: 2424
Calmar Ratio Rank
^DJUSFN Martin Ratio Rank: 2525
Martin Ratio Rank

^DJI
^DJI Risk / Return Rank: 6060
Overall Rank
^DJI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^DJI Sortino Ratio Rank: 6767
Sortino Ratio Rank
^DJI Omega Ratio Rank: 6161
Omega Ratio Rank
^DJI Calmar Ratio Rank: 5656
Calmar Ratio Rank
^DJI Martin Ratio Rank: 5858
Martin Ratio Rank
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.

^DJUSFN vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) 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.


^DJUSFN^DJIDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.38

2.16

-1.78

Martin ratioReturn relative to average drawdown

1.09

8.21

-7.13

^DJUSFN vs. ^DJI - Sharpe Ratio Comparison

The current ^DJUSFN Sharpe Ratio is 0.38, which is lower than the ^DJI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ^DJUSFN and ^DJI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


^DJUSFN^DJIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.77

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.56

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.63

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.45

-0.16

Drawdowns

^DJUSFN vs. ^DJI - Drawdown Comparison

The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^DJI.


Loading charts...

Drawdown Indicators


^DJUSFN^DJIDifference

Max Drawdown

Largest peak-to-trough decline

-80.50%

-53.78%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.22%

-10.01%

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-16.37%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

-21.94%

-4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

-37.09%

-5.69%

Current Drawdown

Current decline from peak

-5.50%

0.00%

-5.50%

Average Drawdown

Average peak-to-trough decline

-17.18%

-9.39%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

2.63%

+2.05%

Volatility

^DJUSFN vs. ^DJI - Volatility Comparison

Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 3.98% compared to Dow Jones Industrial Average (^DJI) at 3.39%. This indicates that ^DJUSFN'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.


Loading charts...

Volatility by Period


^DJUSFN^DJIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.39%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

9.49%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

12.24%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

14.83%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

17.61%

+2.97%

Frequently Asked Questions


^DJUSFN and ^DJI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^DJUSFN has higher volatility (3.98%) compared to ^DJI (3.39%). In terms of maximum drawdown, ^DJUSFN dropped -80.50% vs ^DJI's -53.78%.

^DJI currently has the higher Sharpe Ratio (1.77 vs 0.38), 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.

Portfolio Optimizer

Find the right allocation for ^DJUSFN and ^DJI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer