^DJT vs. AMZN

In the year-to-date period, ^DJT achieves a -5.41% return, which is significantly lower than AMZN's -4.17% return. Over the past 10 years, ^DJT has underperformed AMZN with an annualized return of 5.66%, while AMZN has yielded a comparatively higher 25.80% annualized return.

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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.

The current ^DJT Sharpe Ratio is -0.14, which is lower than the AMZN Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ^DJT and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

The current volatility for Dow Jones Transportation Average (^DJT) is 9.80%, while Amazon.com, Inc. (AMZN) has a volatility of 12.11%. 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.