AIZ vs. ^DJI

Last updated Apr 2, 2026

Compare and contrast key facts about Assurant, Inc. (AIZ) and Dow Jones Industrial Average (^DJI).

Performance

AIZ vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assurant, Inc. (AIZ) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

AIZ vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIZ Assurant, Inc.	-9.82%	14.69%	28.55%	37.52%	-18.34%	16.46%	6.09%	49.78%	-9.18%	10.98%
^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, AIZ achieves a -9.82% return, which is significantly lower than ^DJI's -3.12% return. Over the past 10 years, AIZ has outperformed ^DJI with an annualized return of 12.92%, while ^DJI has yielded a comparatively lower 10.10% annualized return.

AIZ

• 1D: -0.68%
• 1M: -7.37%
• YTD: -9.82%
• 6M: 0.26%
• 1Y: 3.86%
• 3Y*: 23.73%
• 5Y*: 10.61%
• 10Y*: 12.92%

^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

AIZ vs. ^DJI — Risk / Return Rank

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

AIZ

AIZ Risk / Return Rank: 44
AIZ Sharpe Ratio Rank: 45
AIZ Sortino Ratio Rank: 39
AIZ Omega Ratio Rank: 39
AIZ Calmar Ratio Rank: 48
AIZ Martin Ratio Rank: 49

^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.

AIZ vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Assurant, Inc. (AIZ) 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.

	AIZ	^DJI	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.65	-0.51
Sortino ratio Return per unit of downside risk	0.39	1.05	-0.66
Omega ratio Gain probability vs. loss probability	1.05	1.14	-0.09
Calmar ratio Return relative to maximum drawdown	0.32	1.00	-0.69
Martin ratio Return relative to average drawdown	0.74	3.59	-2.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIZ vs. ^DJI - Sharpe Ratio Comparison

The current AIZ Sharpe Ratio is 0.14, which is lower than the ^DJI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AIZ 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

	AIZ	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	0.65	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.48	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.58	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.41	-0.02

Correlation

The correlation between AIZ and ^DJI is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

AIZ vs. ^DJI - Drawdown Comparison

The maximum AIZ drawdown since its inception was -81.62%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for AIZ and ^DJI.

Drawdown Indicators

	AIZ	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	-81.62%	-53.78%	-27.84%
Max Drawdown (1Y) Largest decline over 1 year	-14.73%	-10.85%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-44.63%	-21.94%	-22.69%
Max Drawdown (10Y) Largest decline over 10 years	-44.63%	-37.09%	-7.54%
Current Drawdown Current decline from peak	-10.73%	-7.22%	-3.51%
Average Drawdown Average peak-to-trough decline	-16.22%	-9.76%	-6.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.41%	3.03%	+3.38%

Volatility

AIZ vs. ^DJI - Volatility Comparison

Assurant, Inc. (AIZ) has a higher volatility of 6.23% compared to Dow Jones Industrial Average (^DJI) at 4.96%. This indicates that AIZ'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

	AIZ	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	4.96%	+1.27%
Volatility (6M) Calculated over the trailing 6-month period	16.66%	9.29%	+7.37%
Volatility (1Y) Calculated over the trailing 1-year period	27.73%	16.81%	+10.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.94%	14.76%	+10.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.92%	17.57%	+9.35%