^DJI vs. ^GSPC
Compare and contrast key facts about Dow Jones Industrial Average (^DJI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJI or ^GSPC.
Correlation
The correlation between ^DJI and ^GSPC is 0.94, 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. ^GSPC - Performance Comparison
Key characteristics
^DJI:
-0.17
^GSPC:
-0.10
^DJI:
-0.13
^GSPC:
-0.03
^DJI:
0.98
^GSPC:
1.00
^DJI:
-0.15
^GSPC:
-0.09
^DJI:
-0.71
^GSPC:
-0.47
^DJI:
3.41%
^GSPC:
3.54%
^DJI:
14.21%
^GSPC:
15.90%
^DJI:
-53.78%
^GSPC:
-56.78%
^DJI:
-15.66%
^GSPC:
-17.61%
Returns By Period
In the year-to-date period, ^DJI achieves a -10.76% return, which is significantly higher than ^GSPC's -13.93% return. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 7.74%, while ^GSPC has yielded a comparatively higher 9.21% annualized return.
^DJI
-10.76%
-11.30%
-9.51%
-2.41%
10.17%
7.74%
^GSPC
-13.93%
-12.27%
-11.13%
-2.73%
13.04%
9.21%
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Risk-Adjusted Performance
^DJI vs. ^GSPC — Risk-Adjusted Performance Rank
^DJI
^GSPC
^DJI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Industrial Average (^DJI) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^DJI drawdown since its inception was -53.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJI vs. ^GSPC - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 8.01%, while S&P 500 (^GSPC) has a volatility of 9.24%. This indicates that ^DJI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.