^DJI vs. ^DJT
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and Dow Jones Transportation Average (^DJT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or ^DJT.
Correlation
The correlation between ^DJI and ^DJT is 0.73, 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. ^DJT - Performance Comparison
Key characteristics
^DJI:
0.24
^DJT:
-0.45
^DJI:
0.47
^DJT:
-0.51
^DJI:
1.06
^DJT:
0.94
^DJI:
0.25
^DJT:
-0.38
^DJI:
0.96
^DJT:
-1.20
^DJI:
4.30%
^DJT:
9.03%
^DJI:
17.05%
^DJT:
23.89%
^DJI:
-53.78%
^DJT:
-60.92%
^DJI:
-10.93%
^DJT:
-22.49%
Returns By Period
In the year-to-date period, ^DJI achieves a -5.76% return, which is significantly higher than ^DJT's -13.43% return. Over the past 10 years, ^DJI has outperformed ^DJT with an annualized return of 8.34%, while ^DJT has yielded a comparatively lower 4.58% annualized return.
^DJI
-5.76%
-5.86%
-5.38%
4.24%
11.04%
8.34%
^DJT
-13.43%
-7.06%
-14.40%
-8.73%
11.24%
4.58%
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Risk-Adjusted Performance
^DJI vs. ^DJT — Risk-Adjusted Performance Rank
^DJI
^DJT
^DJI vs. ^DJT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and Dow Jones Transportation Average (^DJT). 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. ^DJT - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum ^DJT drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for ^DJI and ^DJT. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. ^DJT - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 12.14%, while Dow Jones Transportation Average (^DJT) has a volatility of 16.33%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than ^DJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.