^DJUSFN vs. ^DJI
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^DJI.
Key characteristics
| ^DJUSFN | ^DJI | |
|---|---|---|
| YTD Return | 16.59% | 9.83% |
| 1Y Return | 26.64% | 18.58% |
| 3Y Return (Ann) | 5.44% | 6.20% |
| 5Y Return (Ann) | 8.30% | 8.76% |
| 10Y Return (Ann) | 8.49% | 9.25% |
| Sharpe Ratio | 2.42 | 1.82 |
| Daily Std Dev | 13.02% | 10.83% |
| Max Drawdown | -80.50% | -53.78% |
| Current Drawdown | -1.75% | -0.41% |
Correlation
The correlation between ^DJUSFN and ^DJI is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUSFN vs. ^DJI - Performance Comparison
In the year-to-date period, ^DJUSFN achieves a 16.59% return, which is significantly higher than ^DJI's 9.83% return. Over the past 10 years, ^DJUSFN has underperformed ^DJI with an annualized return of 8.49%, while ^DJI has yielded a comparatively higher 9.25% 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
^DJUSFN vs. ^DJI - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. ^DJI - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI) have volatilities of 3.15% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.