AIZ vs. ^DJI
AIZ (Assurant, Inc.) is a stock, while ^DJI (Dow Jones Industrial Average) is an index. Over the past 10 years, AIZ returned 13.65%/yr vs 11.15%/yr for ^DJI. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
AIZ vs. ^DJI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIZ achieves a 4.91% return, which is significantly lower than ^DJI's 7.28% return. Over the past 10 years, AIZ has outperformed ^DJI with an annualized return of 13.65%, while ^DJI has yielded a comparatively lower 11.15% annualized return.
AIZ
- 1D
- 1.30%
- 1M
- 6.12%
- YTD
- 4.91%
- 6M
- 12.67%
- 1Y
- 25.32%
- 3Y*
- 28.80%
- 5Y*
- 10.85%
- 10Y*
- 13.65%
^DJI
- 1D
- 1.73%
- 1M
- 4.59%
- YTD
- 7.28%
- 6M
- 7.76%
- 1Y
- 21.53%
- 3Y*
- 15.39%
- 5Y*
- 8.21%
- 10Y*
- 11.15%
AIZ vs. ^DJI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIZ Assurant, Inc. | 4.91% | 14.69% | 28.55% | 37.52% | -18.34% | 16.46% | 6.09% | 49.78% | -9.18% | 10.98% |
^DJI Dow Jones Industrial Average | 7.28% | 12.97% | 12.88% | 13.70% | -8.78% | 18.73% | 7.25% | 22.34% | -5.63% | 25.08% |
Correlation
The correlation between AIZ and ^DJI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2004 | 0.54 |
The correlation between AIZ and ^DJI shifts across timeframes, from 0.37 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AIZ vs. ^DJI — Risk / Return Rank
AIZ
^DJI
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 ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.16 | -0.14 |
| Martin ratioReturn relative to average drawdown | 5.00 | 8.21 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AIZ | ^DJI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.77 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.56 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.63 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.45 | -0.04 |
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.
Loading charts...
Drawdown Indicators
| AIZ | ^DJI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.62% | -53.78% | -27.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -10.01% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | -16.37% | -4.46% |
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 DrawdownCurrent decline from peak | -2.52% | 0.00% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -16.12% | -9.39% | -6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 2.63% | +2.48% |
Volatility
AIZ vs. ^DJI - Volatility Comparison
Assurant, Inc. (AIZ) has a higher volatility of 6.27% compared to Dow Jones Industrial Average (^DJI) at 3.39%. 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.
Loading charts...
Volatility by Period
| AIZ | ^DJI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 3.39% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 9.49% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.45% | 12.24% | +12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.06% | 14.83% | +10.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.88% | 17.61% | +9.27% |
Frequently Asked Questions
AIZ and ^DJI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIZ has higher volatility (6.27%) compared to ^DJI (3.39%). In terms of maximum drawdown, AIZ dropped -81.62% vs ^DJI's -53.78%.
^DJI currently has the higher Sharpe Ratio (1.77 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AIZ and ^DJI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer