^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 0.93, 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. ^GSPC - Performance Comparison
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Key characteristics
^DJI:
0.42
^GSPC:
0.61
^DJI:
0.68
^GSPC:
1.00
^DJI:
1.09
^GSPC:
1.15
^DJI:
0.41
^GSPC:
0.64
^DJI:
1.39
^GSPC:
2.45
^DJI:
4.79%
^GSPC:
4.96%
^DJI:
17.23%
^GSPC:
19.62%
^DJI:
-53.78%
^GSPC:
-56.78%
^DJI:
-5.19%
^GSPC:
-3.32%
Returns By Period
In the year-to-date period, ^DJI achieves a 0.31% return, which is significantly lower than ^GSPC's 1.00% return. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 8.88%, while ^GSPC has yielded a comparatively higher 10.82% annualized return.
^DJI
0.31%
9.03%
-1.37%
7.21%
10.93%
11.76%
8.88%
^GSPC
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
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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.
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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.
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Volatility
^DJI vs. ^GSPC - Volatility Comparison
The current volatility for Dow Jones Industrial Average (^DJI) is 4.29%, while S&P 500 (^GSPC) has a volatility of 4.58%. 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.
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