^DJT vs. RHS
Compare and contrast key facts about Dow Jones Transportation Average (^DJT) and Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS).
RHS is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Consumer Staples -SEC. It was launched on Nov 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJT or RHS.
Correlation
The correlation between ^DJT and RHS is 0.51, 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. RHS - Performance Comparison
Key characteristics
^DJT:
0.37
RHS:
-0.07
^DJT:
0.66
RHS:
-0.02
^DJT:
1.07
RHS:
1.00
^DJT:
0.49
RHS:
-0.02
^DJT:
1.23
RHS:
-0.17
^DJT:
5.25%
RHS:
4.59%
^DJT:
17.49%
RHS:
11.19%
^DJT:
-60.92%
RHS:
-80.64%
^DJT:
-7.26%
RHS:
-45.19%
Returns By Period
In the year-to-date period, ^DJT achieves a 3.58% return, which is significantly higher than RHS's -0.60% return. Over the past 10 years, ^DJT has outperformed RHS with an annualized return of 6.08%, while RHS has yielded a comparatively lower 4.83% annualized return.
^DJT
3.58%
-1.19%
4.76%
5.66%
8.61%
6.08%
RHS
-0.60%
1.49%
-5.72%
-2.36%
2.78%
4.83%
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Risk-Adjusted Performance
^DJT vs. RHS — Risk-Adjusted Performance Rank
^DJT
RHS
^DJT vs. RHS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS). 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. RHS - Drawdown Comparison
The maximum ^DJT drawdown since its inception was -60.92%, smaller than the maximum RHS drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for ^DJT and RHS. For additional features, visit the drawdowns tool.
Volatility
^DJT vs. RHS - Volatility Comparison
Dow Jones Transportation Average (^DJT) and Invesco S&P 500® Equal Weight Consumer Staples ETF (RHS) have volatilities of 4.61% and 4.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.