^DJUSFN vs. ^DJI

Last updated Apr 3, 2026

Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI).

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.

^DJUSFN vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUSFN Dow Jones U.S. Financials Index	-7.77%	13.51%	24.04%	13.28%	-15.59%	29.76%	-2.99%	29.38%	-11.00%	17.44%
^DJI Dow Jones Industrial Average	-3.24%	12.97%	12.88%	13.70%	-8.78%	18.73%	7.25%	22.34%	-5.63%	25.08%

Returns By Period

In the year-to-date period, ^DJUSFN achieves a -7.77% return, which is significantly lower than ^DJI's -3.24% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUSFN having a 9.71% annualized return and ^DJI not far ahead at 10.12%.

^DJUSFN

• 1D: 0.47%
• 1M: -3.25%
• YTD: -7.77%
• 6M: -5.41%
• 1Y: 1.23%
• 3Y*: 14.87%
• 5Y*: 7.29%
• 10Y*: 9.71%

^DJI

• 1D: -0.13%
• 1M: -4.12%
• YTD: -3.24%
• 6M: -0.03%
• 1Y: 10.13%
• 3Y*: 11.44%
• 5Y*: 7.00%
• 10Y*: 10.12%

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

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: 17
^DJUSFN Sharpe Ratio Rank: 17
^DJUSFN Sortino Ratio Rank: 16
^DJUSFN Omega Ratio Rank: 16
^DJUSFN Calmar Ratio Rank: 16
^DJUSFN Martin Ratio Rank: 18

^DJI

^DJI Risk / Return Rank: 36
^DJI Sharpe Ratio Rank: 36
^DJI Sortino Ratio Rank: 34
^DJI Omega Ratio Rank: 36
^DJI Calmar Ratio Rank: 35
^DJI Martin Ratio Rank: 39

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	^DJI	Difference
Sharpe ratio Return per unit of total volatility	0.07	0.61	-0.54
Sortino ratio Return per unit of downside risk	0.22	0.99	-0.77
Omega ratio Gain probability vs. loss probability	1.03	1.13	-0.10
Calmar ratio Return relative to maximum drawdown	0.09	0.99	-0.90
Martin ratio Return relative to average drawdown	0.31	3.51	-3.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUSFN vs. ^DJI - Sharpe Ratio Comparison

The current ^DJUSFN Sharpe Ratio is 0.07, which is lower than the ^DJI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ^DJUSFN and ^DJI, 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

	^DJUSFN	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	0.61	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.48	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.58	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.41	-0.12

Correlation

The correlation between ^DJUSFN and ^DJI is 0.80, 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.

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.

Drawdown Indicators

	^DJUSFN	^DJI	Difference
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 (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	-10.11%	-7.34%	-2.77%
Average Drawdown Average peak-to-trough decline	-17.24%	-9.76%	-7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	3.06%	+0.92%

Volatility

^DJUSFN vs. ^DJI - Volatility Comparison

The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 4.41%, while Dow Jones Industrial Average (^DJI) has a volatility of 4.91%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJUSFN	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	4.91%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	9.29%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	18.27%	16.81%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	14.76%	+3.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.59%	17.57%	+3.02%