EH vs. ^DJI

Last updated Apr 2, 2026

Compare and contrast key facts about Ehang Holdings Ltd (EH) and Dow Jones Industrial Average (^DJI).

Performance

EH vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ehang Holdings Ltd (EH) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

EH vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EH Ehang Holdings Ltd	-23.29%	-16.29%	-6.28%	95.80%	-42.49%	-29.32%	96.37%	-13.93%
^DJI Dow Jones Industrial Average	-3.12%	12.97%	12.88%	13.70%	-8.78%	18.73%	7.25%	1.44%

Returns By Period

In the year-to-date period, EH achieves a -23.29% return, which is significantly lower than ^DJI's -3.12% return.

EH

• 1D: 4.12%
• 1M: -17.27%
• YTD: -23.29%
• 6M: -46.37%
• 1Y: -49.04%
• 3Y*: -2.57%
• 5Y*: -22.45%
• 10Y*: —

^DJI

• 1D: 0.48%
• 1M: -4.78%
• YTD: -3.12%
• 6M: 0.27%
• 1Y: 10.90%
• 3Y*: 11.85%
• 5Y*: 7.03%
• 10Y*: 10.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EH vs. ^DJI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EH

EH Risk / Return Rank: 5
EH Sharpe Ratio Rank: 5
EH Sortino Ratio Rank: 6
EH Omega Ratio Rank: 8
EH Calmar Ratio Rank: 5
EH Martin Ratio Rank: 1

^DJI

^DJI Risk / Return Rank: 41
^DJI Sharpe Ratio Rank: 41
^DJI Sortino Ratio Rank: 41
^DJI Omega Ratio Rank: 42
^DJI Calmar Ratio Rank: 41
^DJI Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.96	0.65	-1.61
Sortino ratio Return per unit of downside risk	-1.43	1.05	-2.48
Omega ratio Gain probability vs. loss probability	0.84	1.14	-0.31
Calmar ratio Return relative to maximum drawdown	-0.95	1.00	-1.95
Martin ratio Return relative to average drawdown	-2.06	3.59	-5.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EH vs. ^DJI - Sharpe Ratio Comparison

The current EH Sharpe Ratio is -0.96, which is lower than the ^DJI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EH and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EH	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.96	0.65	-1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.48	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.41	-0.44

Correlation

The correlation between EH and ^DJI is 0.30, 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.

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.

Drawdown Indicators

	EH	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	-97.07%	-53.78%	-43.29%
Max Drawdown (1Y) Largest decline over 1 year	-54.33%	-10.85%	-43.48%
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 Drawdown Current decline from peak	-91.85%	-7.22%	-84.63%
Average Drawdown Average peak-to-trough decline	-74.16%	-9.76%	-64.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.09%	3.03%	+22.06%

Volatility

EH vs. ^DJI - Volatility Comparison

Ehang Holdings Ltd (EH) has a higher volatility of 16.88% compared to Dow Jones Industrial Average (^DJI) at 4.96%. 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.

Volatility by Period

	EH	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.88%	4.96%	+11.92%
Volatility (6M) Calculated over the trailing 6-month period	36.09%	9.29%	+26.80%
Volatility (1Y) Calculated over the trailing 1-year period	51.65%	16.81%	+34.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.83%	14.76%	+71.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.03%	17.57%	+83.46%