^IMUS vs. ^DJI
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^DJI.
Correlation
The correlation between ^IMUS and ^DJI is 0.87, 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
^IMUS vs. ^DJI - Performance Comparison
Key characteristics
^IMUS:
1.08
^DJI:
1.13
^IMUS:
1.49
^DJI:
1.66
^IMUS:
1.22
^DJI:
1.21
^IMUS:
1.46
^DJI:
2.12
^IMUS:
5.38
^DJI:
5.46
^IMUS:
2.75%
^DJI:
2.35%
^IMUS:
13.50%
^DJI:
11.36%
^IMUS:
-47.72%
^DJI:
-53.78%
^IMUS:
-2.83%
^DJI:
-5.52%
Returns By Period
In the year-to-date period, ^IMUS achieves a 0.82% return, which is significantly higher than ^DJI's -0.04% return. Over the past 10 years, ^IMUS has outperformed ^DJI with an annualized return of 11.81%, while ^DJI has yielded a comparatively lower 9.16% annualized return.
^IMUS
0.82%
-2.28%
4.71%
26.02%
12.99%
11.81%
^DJI
-0.04%
-4.74%
8.24%
12.86%
8.01%
9.16%
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Risk-Adjusted Performance
^IMUS vs. ^DJI — Risk-Adjusted Performance Rank
^IMUS
^DJI
^IMUS vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) 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.
Drawdowns
^IMUS vs. ^DJI - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, smaller than the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^DJI - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 4.79% compared to Dow Jones Industrial Average (^DJI) at 3.49%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.