^DJU vs. GS
Compare and contrast key facts about Dow Jones Utility Average (^DJU) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJU or GS.
Correlation
The correlation between ^DJU and GS is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^DJU vs. GS - Performance Comparison
Key characteristics
^DJU:
1.23
GS:
2.80
^DJU:
1.79
GS:
3.86
^DJU:
1.22
GS:
1.52
^DJU:
0.84
GS:
7.58
^DJU:
4.88
GS:
25.09
^DJU:
3.90%
GS:
2.97%
^DJU:
15.46%
GS:
26.68%
^DJU:
-59.73%
GS:
-78.84%
^DJU:
-7.67%
GS:
-0.35%
Returns By Period
In the year-to-date period, ^DJU achieves a 1.46% return, which is significantly lower than GS's 14.54% return. Over the past 10 years, ^DJU has underperformed GS with an annualized return of 4.87%, while GS has yielded a comparatively higher 15.83% annualized return.
^DJU
1.46%
0.91%
-0.03%
19.92%
1.37%
4.87%
GS
14.54%
13.08%
35.24%
74.47%
25.58%
15.83%
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Risk-Adjusted Performance
^DJU vs. GS — Risk-Adjusted Performance Rank
^DJU
GS
^DJU vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Utility Average (^DJU) and The Goldman Sachs Group, Inc. (GS). 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
^DJU vs. GS - Drawdown Comparison
The maximum ^DJU drawdown since its inception was -59.73%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for ^DJU and GS. For additional features, visit the drawdowns tool.
Volatility
^DJU vs. GS - Volatility Comparison
The current volatility for Dow Jones Utility Average (^DJU) is 5.99%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 8.12%. This indicates that ^DJU experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.