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^DJUSFN vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUSFN and ^GSPC is 0.84, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^DJUSFN:

1.05

^GSPC:

0.61

Sortino Ratio

^DJUSFN:

1.53

^GSPC:

1.03

Omega Ratio

^DJUSFN:

1.23

^GSPC:

1.15

Calmar Ratio

^DJUSFN:

1.31

^GSPC:

0.67

Martin Ratio

^DJUSFN:

4.96

^GSPC:

2.57

Ulcer Index

^DJUSFN:

4.18%

^GSPC:

4.93%

Daily Std Dev

^DJUSFN:

19.58%

^GSPC:

19.67%

Max Drawdown

^DJUSFN:

-80.50%

^GSPC:

-56.78%

Current Drawdown

^DJUSFN:

-2.47%

^GSPC:

-4.88%

Returns By Period

In the year-to-date period, ^DJUSFN achieves a 4.70% return, which is significantly higher than ^GSPC's -0.64% return. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 8.98%, while ^GSPC has yielded a comparatively higher 10.69% annualized return.


^DJUSFN

YTD

4.70%

1M

9.38%

6M

0.98%

1Y

20.39%

5Y*

17.23%

10Y*

8.98%

^GSPC

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

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Risk-Adjusted Performance

^DJUSFN vs. ^GSPC — Risk-Adjusted Performance Rank

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

^DJUSFN
The Risk-Adjusted Performance Rank of ^DJUSFN is 9494
Overall Rank
The Sharpe Ratio Rank of ^DJUSFN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSFN is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSFN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSFN is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSFN is 9595
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7676
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJUSFN vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC). 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.


The current ^DJUSFN Sharpe Ratio is 1.05, which is higher than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ^DJUSFN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

^DJUSFN vs. ^GSPC - Drawdown Comparison

The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

^DJUSFN vs. ^GSPC - Volatility Comparison

The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 5.50%, while S&P 500 (^GSPC) has a volatility of 6.29%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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