^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:
0.35
^GSPC:
0.52
^DJI:
0.62
^GSPC:
0.86
^DJI:
1.09
^GSPC:
1.13
^DJI:
0.37
^GSPC:
0.54
^DJI:
1.34
^GSPC:
2.16
^DJI:
4.45%
^GSPC:
4.70%
^DJI:
17.03%
^GSPC:
19.42%
^DJI:
-53.78%
^GSPC:
-56.78%
^DJI:
-9.97%
^GSPC:
-9.49%
Returns By Period
In the year-to-date period, ^DJI achieves a -4.74% return, which is significantly higher than ^GSPC's -5.45% return. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 8.46%, while ^GSPC has yielded a comparatively higher 10.21% annualized return.
^DJI
-4.74%
-2.54%
-4.04%
5.58%
10.77%
8.46%
^GSPC
-5.45%
-0.36%
-4.66%
8.69%
13.87%
10.21%
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
^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 12.10%, while S&P 500 (^GSPC) has a volatility of 14.11%. 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.