^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
Key characteristics
^DJUSFN:
1.95
^GSPC:
2.08
^DJUSFN:
2.76
^GSPC:
2.78
^DJUSFN:
1.37
^GSPC:
1.38
^DJUSFN:
3.05
^GSPC:
3.10
^DJUSFN:
10.45
^GSPC:
13.27
^DJUSFN:
2.53%
^GSPC:
1.98%
^DJUSFN:
13.36%
^GSPC:
12.66%
^DJUSFN:
-80.50%
^GSPC:
-56.78%
^DJUSFN:
-5.79%
^GSPC:
-2.43%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 0.62% return, which is significantly lower than ^GSPC's 1.03% return. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 8.91%, while ^GSPC has yielded a comparatively higher 11.51% annualized return.
^DJUSFN
0.62%
-3.84%
15.93%
25.54%
8.47%
8.91%
^GSPC
1.03%
-2.37%
6.74%
26.74%
12.96%
11.51%
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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
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 4.56% compared to S&P 500 (^GSPC) at 4.30%. This indicates that ^DJUSFN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.