^DJI vs. SDOW
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and ProShares UltraPro Short Dow30 (SDOW).
SDOW is a passively managed fund by ProShares that tracks the performance of the Dow Jones Industrial Average (-300%). It was launched on Feb 11, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or SDOW.
Correlation
The correlation between ^DJI and SDOW is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJI vs. SDOW - Performance Comparison
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Key characteristics
^DJI:
0.42
SDOW:
-0.44
^DJI:
0.68
SDOW:
-0.31
^DJI:
1.09
SDOW:
0.96
^DJI:
0.41
SDOW:
-0.22
^DJI:
1.39
SDOW:
-0.91
^DJI:
4.79%
SDOW:
24.22%
^DJI:
17.23%
SDOW:
51.44%
^DJI:
-53.78%
SDOW:
-99.94%
^DJI:
-5.19%
SDOW:
-99.93%
Returns By Period
In the year-to-date period, ^DJI achieves a 0.31% return, which is significantly higher than SDOW's -8.16% return. Over the past 10 years, ^DJI has outperformed SDOW with an annualized return of 8.88%, while SDOW has yielded a comparatively lower -35.85% annualized return.
^DJI
0.31%
9.03%
-1.37%
7.21%
10.93%
11.76%
8.88%
SDOW
-8.16%
-23.45%
-3.01%
-22.43%
-29.09%
-35.88%
-35.85%
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Risk-Adjusted Performance
^DJI vs. SDOW — Risk-Adjusted Performance Rank
^DJI
SDOW
^DJI vs. SDOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and ProShares UltraPro Short Dow30 (SDOW). 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.
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Drawdowns
^DJI vs. SDOW - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum SDOW drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for ^DJI and SDOW. For additional features, visit the drawdowns tool.
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Volatility
^DJI vs. SDOW - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 4.29%, while ProShares UltraPro Short Dow30 (SDOW) has a volatility of 13.43%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than SDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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