^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.
Key characteristics
| ^DJUSFN | ^GSPC | |
|---|---|---|
| YTD Return | 18.20% | 18.13% |
| 1Y Return | 28.91% | 26.52% |
| 3Y Return (Ann) | 5.91% | 8.36% |
| 5Y Return (Ann) | 8.57% | 13.43% |
| 10Y Return (Ann) | 8.55% | 10.88% |
| Sharpe Ratio | 2.72 | 2.10 |
| Daily Std Dev | 13.01% | 12.68% |
| Max Drawdown | -80.50% | -56.78% |
| Current Drawdown | -0.39% | -0.58% |
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 year-to-date returns for both stocks are quite close, with ^DJUSFN having a 18.20% return and ^GSPC slightly lower at 18.13%. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 8.55%, while ^GSPC has yielded a comparatively higher 10.88% 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. ^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.
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.
Volatility
^DJUSFN vs. ^GSPC - Volatility Comparison
The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 3.21%, while S&P 500 (^GSPC) has a volatility of 4.08%. 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.