^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.
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
Key characteristics
^DJUSFN:
1.84
^DJI:
1.13
^DJUSFN:
2.61
^DJI:
1.65
^DJUSFN:
1.35
^DJI:
1.21
^DJUSFN:
2.86
^DJI:
2.11
^DJUSFN:
10.03
^DJI:
5.68
^DJUSFN:
2.47%
^DJI:
2.25%
^DJUSFN:
13.39%
^DJI:
11.35%
^DJUSFN:
-80.50%
^DJI:
-53.78%
^DJUSFN:
-6.37%
^DJI:
-5.49%
Returns By Period
Over the past 10 years, ^DJUSFN has underperformed ^DJI with an annualized return of 8.50%, while ^DJI has yielded a comparatively higher 9.10% annualized return.
^DJUSFN
0.00%
-6.27%
14.91%
24.04%
8.21%
8.50%
^DJI
0.00%
-5.27%
8.17%
12.88%
8.08%
9.10%
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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) has a higher volatility of 4.42% compared to Dow Jones Industrial Average (^DJI) at 3.47%. 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.