^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:
1.06
^GSPC:
1.62
^DJI:
1.56
^GSPC:
2.20
^DJI:
1.20
^GSPC:
1.30
^DJI:
1.83
^GSPC:
2.46
^DJI:
4.92
^GSPC:
10.01
^DJI:
2.53%
^GSPC:
2.08%
^DJI:
11.75%
^GSPC:
12.88%
^DJI:
-53.78%
^GSPC:
-56.78%
^DJI:
-3.52%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, ^DJI achieves a 2.08% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, ^DJI has underperformed ^GSPC with an annualized return of 9.10%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
^DJI
2.08%
-1.65%
5.47%
11.16%
8.43%
9.10%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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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 3.08%, while S&P 500 (^GSPC) has a volatility of 3.43%. 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.