EH vs. ^DJI
EH (Ehang Holdings Ltd) is a stock, while ^DJI (Dow Jones Industrial Average) is an index. Over the past 5 years, EH returned -22.30%/yr vs 8.21%/yr for ^DJI. At a 0.30 correlation, their price movements are largely independent.
Performance
EH vs. ^DJI - Performance Comparison
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Returns By Period
In the year-to-date period, EH achieves a -29.97% return, which is significantly lower than ^DJI's 7.28% return.
EH
- 1D
- -5.62%
- 1M
- -8.79%
- YTD
- -29.97%
- 6M
- -35.54%
- 1Y
- -43.41%
- 3Y*
- -5.13%
- 5Y*
- -22.30%
- 10Y*
- —
^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%
EH vs. ^DJI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EH Ehang Holdings Ltd | -29.97% | -16.29% | -6.28% | 95.80% | -42.49% | -29.32% | 96.37% | -13.93% |
^DJI Dow Jones Industrial Average | 7.28% | 12.97% | 12.88% | 13.70% | -8.78% | 18.73% | 7.25% | 1.44% |
Correlation
The correlation between EH and ^DJI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.30 |
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Return for Risk
EH vs. ^DJI — Risk / Return Rank
EH
^DJI
EH vs. ^DJI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ehang Holdings Ltd (EH) 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.
| EH | ^DJI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.31 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.16 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.39 | 8.21 | -9.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EH | ^DJI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 1.77 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.56 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.45 | -0.50 |
Drawdowns
EH vs. ^DJI - Drawdown Comparison
The maximum EH drawdown since its inception was -97.07%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for EH and ^DJI.
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Drawdown Indicators
| EH | ^DJI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -53.78% | -43.29% |
Max Drawdown (1Y)Largest decline over 1 year | -54.33% | -10.01% | -44.32% |
Max Drawdown (3Y)Largest decline over 3 years | -65.48% | -16.37% | -49.11% |
Max Drawdown (5Y)Largest decline over 5 years | -91.81% | -21.94% | -69.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.09% | — |
Current DrawdownCurrent decline from peak | -92.56% | 0.00% | -92.56% |
Average DrawdownAverage peak-to-trough decline | -74.63% | -9.39% | -65.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.25% | 2.63% | +28.62% |
Volatility
EH vs. ^DJI - Volatility Comparison
Ehang Holdings Ltd (EH) has a higher volatility of 15.26% compared to Dow Jones Industrial Average (^DJI) at 3.39%. This indicates that EH'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.
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Volatility by Period
| EH | ^DJI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.26% | 3.39% | +11.87% |
Volatility (6M)Calculated over the trailing 6-month period | 37.24% | 9.49% | +27.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.51% | 12.24% | +36.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.13% | 14.83% | +69.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.02% | 17.61% | +82.41% |
Frequently Asked Questions
EH and ^DJI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EH has higher volatility (15.26%) compared to ^DJI (3.39%). In terms of maximum drawdown, EH dropped -97.07% vs ^DJI's -53.78%.
^DJI currently has the higher Sharpe Ratio (1.77 vs -0.90), 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.
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