CLF vs. ^DJI
Compare and contrast key facts about Cleveland-Cliffs Inc. (CLF) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLF or ^DJI.
Performance
CLF vs. ^DJI - Performance Comparison
Returns By Period
In the year-to-date period, CLF achieves a -41.82% return, which is significantly lower than ^DJI's 16.40% return. Over the past 10 years, CLF has underperformed ^DJI with an annualized return of 2.54%, while ^DJI has yielded a comparatively higher 9.45% annualized return.
CLF
-41.82%
-11.74%
-29.79%
-29.50%
8.92%
2.54%
^DJI
16.40%
2.20%
12.30%
24.37%
9.52%
9.45%
Key characteristics
| CLF | ^DJI | |
|---|---|---|
| Sharpe Ratio | -0.66 | 2.26 |
| Sortino Ratio | -0.84 | 3.22 |
| Omega Ratio | 0.90 | 1.42 |
| Calmar Ratio | -0.33 | 4.13 |
| Martin Ratio | -1.00 | 12.55 |
| Ulcer Index | 29.76% | 1.99% |
| Daily Std Dev | 44.80% | 11.05% |
| Max Drawdown | -98.78% | -53.78% |
| Current Drawdown | -87.90% | -0.95% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CLF and ^DJI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CLF vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cleveland-Cliffs Inc. (CLF) 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
CLF vs. ^DJI - Drawdown Comparison
The maximum CLF drawdown since its inception was -98.78%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for CLF and ^DJI. For additional features, visit the drawdowns tool.
Volatility
CLF vs. ^DJI - Volatility Comparison
Cleveland-Cliffs Inc. (CLF) has a higher volatility of 25.79% compared to Dow Jones Industrial Average (^DJI) at 4.50%. This indicates that CLF'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.