Correlation
The correlation between ^DJU and GS is 0.49, 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.
^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.
Performance
^DJU vs. GS - Performance Comparison
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Key characteristics
^DJU:
0.76
GS:
1.06
^DJU:
1.24
GS:
1.56
^DJU:
1.16
GS:
1.22
^DJU:
0.88
GS:
1.10
^DJU:
2.79
GS:
3.60
^DJU:
5.11%
GS:
9.47%
^DJU:
16.89%
GS:
34.35%
^DJU:
-59.73%
GS:
-78.84%
^DJU:
-3.61%
GS:
-9.78%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^DJU having a 5.92% return and GS slightly lower at 5.91%. Over the past 10 years, ^DJU has underperformed GS with an annualized return of 6.02%, while GS has yielded a comparatively higher 13.53% annualized return.
^DJU
5.92%
0.51%
-3.53%
9.98%
0.58%
5.22%
6.02%
GS
5.91%
8.96%
0.14%
34.29%
25.75%
28.07%
13.53%
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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.
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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.
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Volatility
^DJU vs. GS - Volatility Comparison
The current volatility for Dow Jones Utility Average (^DJU) is 4.93%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 7.55%. 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.
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