PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NDJI vs. ^DJI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NDJI and ^DJI is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

NDJI vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nationwide Dow Jones Risk-Managed Income ETF (NDJI) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
3.28%
NDJI
^DJI

Key characteristics

Returns By Period


NDJI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^DJI

YTD

-0.58%

1M

-3.49%

6M

3.28%

1Y

12.51%

5Y*

7.65%

10Y*

9.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDJI vs. ^DJI — Risk-Adjusted Performance Rank

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

NDJI

^DJI
The Risk-Adjusted Performance Rank of ^DJI is 6363
Overall Rank
The Sharpe Ratio Rank of ^DJI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJI is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^DJI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^DJI is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^DJI is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NDJI vs. ^DJI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nationwide Dow Jones Risk-Managed Income ETF (NDJI) 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.


Sharpe ratio
The chart of Sharpe ratio for NDJI, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.005.001.151.09
The chart of Sortino ratio for NDJI, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.0012.002.001.59
The chart of Omega ratio for NDJI, currently valued at 1.85, compared to the broader market0.501.001.502.002.503.001.851.20
The chart of Calmar ratio for NDJI, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.471.83
The chart of Martin ratio for NDJI, currently valued at 33.80, compared to the broader market0.0020.0040.0060.0080.00100.0033.805.06
NDJI
^DJI


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.15
1.09
NDJI
^DJI

Drawdowns

NDJI vs. ^DJI - Drawdown Comparison


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.70%
-6.04%
NDJI
^DJI

Volatility

NDJI vs. ^DJI - Volatility Comparison

The current volatility for Nationwide Dow Jones Risk-Managed Income ETF (NDJI) is 0.00%, while Dow Jones Industrial Average (^DJI) has a volatility of 3.95%. This indicates that NDJI experiences smaller price fluctuations and is considered to be less risky than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember20250
3.95%
NDJI
^DJI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab