^DJT vs. AMZN
Compare and contrast key facts about Dow Jones Transportation Average (^DJT) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJT or AMZN.
Correlation
The correlation between ^DJT and AMZN is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^DJT vs. AMZN - Performance Comparison
Key characteristics
^DJT:
-0.08
AMZN:
1.61
^DJT:
0.01
AMZN:
2.23
^DJT:
1.00
AMZN:
1.29
^DJT:
-0.11
AMZN:
2.01
^DJT:
-0.36
AMZN:
7.56
^DJT:
4.23%
AMZN:
5.98%
^DJT:
17.97%
AMZN:
28.00%
^DJT:
-60.92%
AMZN:
-94.40%
^DJT:
-10.67%
AMZN:
-4.14%
Returns By Period
In the year-to-date period, ^DJT achieves a -0.25% return, which is significantly lower than AMZN's 46.96% return. Over the past 10 years, ^DJT has underperformed AMZN with an annualized return of 5.75%, while AMZN has yielded a comparatively higher 30.79% annualized return.
^DJT
-0.25%
-6.87%
5.20%
0.85%
7.81%
5.75%
AMZN
46.96%
9.13%
19.98%
46.79%
20.16%
30.79%
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Risk-Adjusted Performance
^DJT vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and Amazon.com, Inc. (AMZN). 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
^DJT vs. AMZN - Drawdown Comparison
The maximum ^DJT drawdown since its inception was -60.92%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ^DJT and AMZN. For additional features, visit the drawdowns tool.
Volatility
^DJT vs. AMZN - Volatility Comparison
The current volatility for Dow Jones Transportation Average (^DJT) is 4.87%, while Amazon.com, Inc. (AMZN) has a volatility of 8.78%. This indicates that ^DJT experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.