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 -42.90% return, which is significantly lower than ^DJI's 15.17% return. Over the past 10 years, CLF has underperformed ^DJI with an annualized return of 2.20%, while ^DJI has yielded a comparatively higher 9.34% annualized return.
CLF
-42.90%
-14.52%
-32.01%
-30.97%
8.52%
2.20%
^DJI
15.17%
1.11%
9.42%
23.71%
9.29%
9.34%
Key characteristics
| CLF | ^DJI | |
|---|---|---|
| Sharpe Ratio | -0.71 | 2.13 |
| Sortino Ratio | -0.93 | 3.05 |
| Omega Ratio | 0.89 | 1.40 |
| Calmar Ratio | -0.36 | 3.88 |
| Martin Ratio | -1.07 | 11.79 |
| Ulcer Index | 29.60% | 1.99% |
| Daily Std Dev | 44.77% | 11.01% |
| Max Drawdown | -98.78% | -53.78% |
| Current Drawdown | -88.12% | -2.00% |
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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 25.85% compared to Dow Jones Industrial Average (^DJI) at 4.52%. 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.