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 -29.16%/yr vs 8.49%/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 -61.15% return, which is significantly lower than ^DJI's 8.50% return.
EH
- 1D
- -3.76%
- 1M
- -27.48%
- 6M
- -64.59%
- YTD
- -61.15%
- 1Y
- -72.88%
- 3Y*
- -35.77%
- 5Y*
- -29.16%
- 10Y*
- —
^DJI
- 1D
- -0.77%
- 1M
- 1.27%
- 6M
- 5.65%
- YTD
- 8.50%
- 1Y
- 17.22%
- 3Y*
- 14.27%
- 5Y*
- 8.49%
- 10Y*
- 10.88%
EH vs. ^DJI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EH Ehang Holdings Ltd | -61.15% | -16.29% | -6.28% | 95.80% | -42.49% | -29.32% | 96.37% | -14.34% |
^DJI Dow Jones Industrial Average | 8.50% | 12.97% | 12.88% | 13.70% | -8.78% | 18.73% | 7.25% | 2.25% |
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 | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EH | ^DJI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.47 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.25 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.73 | -2.71 |
| Martin ratioReturn relative to average drawdown | -1.88 | 6.56 | -8.44 |
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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 | -74.39% | -10.01% | -64.38% |
Max Drawdown (3Y)Largest decline over 3 years | -80.64% | -16.37% | -64.27% |
Max Drawdown (5Y)Largest decline over 5 years | -88.02% | -21.94% | -66.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.09% | — |
Current DrawdownCurrent decline from peak | -95.87% | -1.71% | -94.16% |
Average DrawdownAverage peak-to-trough decline | -74.94% | -8.01% | -66.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.84% | 2.63% | +36.21% |
Volatility
EH vs. ^DJI - Volatility Comparison
Ehang Holdings Ltd (EH) has a higher volatility of 16.08% compared to Dow Jones Industrial Average (^DJI) at 2.34%. 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 | 16.08% | 2.34% | +13.74% |
Volatility (6M)Calculated over the trailing 6-month period | 50.94% | 9.74% | +41.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.84% | 12.30% | +47.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.67% | 14.86% | +69.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.21% | 17.58% | +82.63% |
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 (16.08%) compared to ^DJI (2.34%). In terms of maximum drawdown, EH dropped -97.07% vs ^DJI's -53.78%.
^DJI currently has the higher Sharpe Ratio (1.41 vs -1.22), 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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