^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:
1.21
^DJI:
1.06
^IMUS:
1.65
^DJI:
1.56
^IMUS:
1.25
^DJI:
1.20
^IMUS:
1.66
^DJI:
1.83
^IMUS:
6.40
^DJI:
4.92
^IMUS:
2.63%
^DJI:
2.53%
^IMUS:
13.76%
^DJI:
11.75%
^IMUS:
-47.72%
^DJI:
-53.78%
^IMUS:
-3.07%
^DJI:
-3.52%
Returns By Period
In the year-to-date period, ^IMUS achieves a 1.03% return, which is significantly lower than ^DJI's 2.08% return. Over the past 10 years, ^IMUS has outperformed ^DJI with an annualized return of 11.42%, while ^DJI has yielded a comparatively lower 9.10% annualized return.
^IMUS
1.03%
-2.66%
5.58%
16.39%
12.48%
11.42%
^DJI
2.08%
-1.65%
5.47%
11.16%
8.43%
9.10%
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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 3.68% compared to Dow Jones Industrial Average (^DJI) at 2.79%. 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.