^IMUS vs. ^DJI

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Industrial Average (^DJI).

Performance

^IMUS vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

^IMUS vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IMUS Dow Jones Islamic Market U.S. Index	-4.72%	16.79%	24.16%	32.07%	-25.45%	27.79%	28.19%	31.43%	-4.10%	22.63%
^DJI Dow Jones Industrial Average	-3.12%	12.97%	12.88%	13.70%	-8.78%	18.73%	7.25%	22.34%	-5.63%	25.08%

Returns By Period

In the year-to-date period, ^IMUS achieves a -4.72% return, which is significantly lower than ^DJI's -3.12% return. Over the past 10 years, ^IMUS has outperformed ^DJI with an annualized return of 13.65%, while ^DJI has yielded a comparatively lower 10.10% annualized return.

^IMUS

• 1D: 0.89%
• 1M: -4.62%
• YTD: -4.72%
• 6M: -2.39%
• 1Y: 20.44%
• 3Y*: 17.85%
• 5Y*: 10.64%
• 10Y*: 13.65%

^DJI

• 1D: 0.48%
• 1M: -4.78%
• YTD: -3.12%
• 6M: 0.27%
• 1Y: 10.90%
• 3Y*: 11.85%
• 5Y*: 7.03%
• 10Y*: 10.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^IMUS vs. ^DJI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IMUS

^IMUS Risk / Return Rank: 59
^IMUS Sharpe Ratio Rank: 57
^IMUS Sortino Ratio Rank: 63
^IMUS Omega Ratio Rank: 73
^IMUS Calmar Ratio Rank: 46
^IMUS Martin Ratio Rank: 55

^DJI

^DJI Risk / Return Rank: 41
^DJI Sharpe Ratio Rank: 41
^DJI Sortino Ratio Rank: 41
^DJI Omega Ratio Rank: 42
^DJI Calmar Ratio Rank: 41
^DJI Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^IMUS vs. ^DJI - Risk-Adjusted Trends 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.

	^IMUS	^DJI	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.65	+0.24
Sortino ratio Return per unit of downside risk	1.41	1.05	+0.37
Omega ratio Gain probability vs. loss probability	1.23	1.14	+0.08
Calmar ratio Return relative to maximum drawdown	1.17	1.00	+0.17
Martin ratio Return relative to average drawdown	4.81	3.59	+1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^IMUS vs. ^DJI - Sharpe Ratio Comparison

The current ^IMUS Sharpe Ratio is 0.89, which is higher than the ^DJI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ^IMUS and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^IMUS	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.65	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.48	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.58	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.41	0.00

Correlation

The correlation between ^IMUS and ^DJI 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.

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.

Drawdown Indicators

	^IMUS	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	-47.72%	-53.78%	+6.06%
Max Drawdown (1Y) Largest decline over 1 year	-12.76%	-10.85%	-1.91%
Max Drawdown (5Y) Largest decline over 5 years	-29.97%	-21.94%	-8.03%
Max Drawdown (10Y) Largest decline over 10 years	-32.20%	-37.09%	+4.89%
Current Drawdown Current decline from peak	-7.22%	-7.22%	0.00%
Average Drawdown Average peak-to-trough decline	-9.66%	-9.76%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	3.03%	-0.35%

Volatility

^IMUS vs. ^DJI - Volatility Comparison

Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.96% compared to Dow Jones Industrial Average (^DJI) at 4.96%. 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.

Volatility by Period

	^IMUS	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.96%	4.96%	+1.00%
Volatility (6M) Calculated over the trailing 6-month period	9.98%	9.29%	+0.69%
Volatility (1Y) Calculated over the trailing 1-year period	18.88%	16.81%	+2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	14.76%	+4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.33%	17.57%	+1.76%