EH vs. ^DJI
Compare and contrast key facts about Ehang Holdings Ltd (EH) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EH or ^DJI.
Performance
EH vs. ^DJI - Performance Comparison
Returns By Period
In the year-to-date period, EH achieves a -20.89% return, which is significantly lower than ^DJI's 16.40% return.
EH
-20.89%
-20.18%
-15.73%
-15.89%
N/A
N/A
^DJI
16.40%
2.20%
12.30%
24.37%
9.52%
9.45%
Key characteristics
| EH | ^DJI | |
|---|---|---|
| Sharpe Ratio | -0.16 | 2.26 |
| Sortino Ratio | 0.35 | 3.22 |
| Omega Ratio | 1.04 | 1.42 |
| Calmar Ratio | -0.15 | 4.13 |
| Martin Ratio | -0.47 | 12.55 |
| Ulcer Index | 28.80% | 1.99% |
| Daily Std Dev | 82.91% | 11.05% |
| Max Drawdown | -97.07% | -53.78% |
| Current Drawdown | -89.29% | -0.95% |
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Correlation
The correlation between EH and ^DJI is 0.29, 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
EH vs. ^DJI - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
EH vs. ^DJI - Volatility Comparison
Ehang Holdings Ltd (EH) has a higher volatility of 27.12% compared to Dow Jones Industrial Average (^DJI) at 4.50%. 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.