^DJUSFN vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^GSPC.
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
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Key characteristics
^DJUSFN:
1.05
^GSPC:
0.61
^DJUSFN:
1.53
^GSPC:
1.03
^DJUSFN:
1.23
^GSPC:
1.15
^DJUSFN:
1.31
^GSPC:
0.67
^DJUSFN:
4.96
^GSPC:
2.57
^DJUSFN:
4.18%
^GSPC:
4.93%
^DJUSFN:
19.58%
^GSPC:
19.67%
^DJUSFN:
-80.50%
^GSPC:
-56.78%
^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
4.70%
9.38%
0.98%
20.39%
17.23%
8.98%
^GSPC
-0.64%
8.97%
-2.62%
11.90%
15.76%
10.69%
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Risk-Adjusted Performance
^DJUSFN vs. ^GSPC — Risk-Adjusted Performance Rank
^DJUSFN
^GSPC
^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.
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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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