^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 0.75, 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
^DJT vs. AMZN - Performance Comparison
Key characteristics
^DJT:
-0.44
AMZN:
0.16
^DJT:
-0.48
AMZN:
0.46
^DJT:
0.94
AMZN:
1.06
^DJT:
-0.36
AMZN:
0.17
^DJT:
-1.14
AMZN:
0.49
^DJT:
9.16%
AMZN:
10.67%
^DJT:
23.86%
AMZN:
33.81%
^DJT:
-60.92%
AMZN:
-94.40%
^DJT:
-23.98%
AMZN:
-21.92%
Returns By Period
In the year-to-date period, ^DJT achieves a -15.09% return, which is significantly lower than AMZN's -13.86% return. Over the past 10 years, ^DJT has underperformed AMZN with an annualized return of 4.64%, while AMZN has yielded a comparatively higher 24.61% annualized return.
^DJT
-15.09%
-7.51%
-16.19%
-11.03%
9.97%
4.64%
AMZN
-13.86%
-1.94%
0.62%
5.22%
10.35%
24.61%
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Risk-Adjusted Performance
^DJT vs. AMZN — Risk-Adjusted Performance Rank
^DJT
AMZN
^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 16.38%, while Amazon.com, Inc. (AMZN) has a volatility of 19.69%. 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.