^DJI vs. CLF
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and Cleveland-Cliffs Inc. (CLF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or CLF.
Performance
^DJI vs. CLF - Performance Comparison
Returns By Period
In the year-to-date period, ^DJI achieves a 15.27% return, which is significantly higher than CLF's -45.94% return. Over the past 10 years, ^DJI has outperformed CLF with an annualized return of 9.41%, while CLF has yielded a comparatively lower 2.91% annualized return.
^DJI
15.27%
0.39%
8.60%
24.32%
9.27%
9.41%
CLF
-45.94%
-20.80%
-36.95%
-35.02%
8.71%
2.91%
Key characteristics
| ^DJI | CLF | |
|---|---|---|
| Sharpe Ratio | 2.19 | -0.79 |
| Sortino Ratio | 3.13 | -1.11 |
| Omega Ratio | 1.41 | 0.87 |
| Calmar Ratio | 3.99 | -0.40 |
| Martin Ratio | 12.20 | -1.21 |
| Ulcer Index | 1.98% | 29.10% |
| Daily Std Dev | 11.01% | 44.64% |
| Max Drawdown | -53.78% | -98.78% |
| Current Drawdown | -1.91% | -88.75% |
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Correlation
The correlation between ^DJI and CLF is 0.37, 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
^DJI vs. CLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and Cleveland-Cliffs Inc. (CLF). 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
^DJI vs. CLF - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum CLF drawdown of -98.78%. Use the drawdown chart below to compare losses from any high point for ^DJI and CLF. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. CLF - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 4.58%, while Cleveland-Cliffs Inc. (CLF) has a volatility of 25.62%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than CLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.