^DJUS vs. AAPL
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or AAPL.
Key characteristics
| ^DJUS | AAPL | |
|---|---|---|
| YTD Return | 12.47% | 15.13% |
| 1Y Return | 20.87% | 25.00% |
| 3Y Return (Ann) | 5.00% | 12.77% |
| 5Y Return (Ann) | 12.21% | 33.81% |
| 10Y Return (Ann) | 10.14% | 26.14% |
| Sharpe Ratio | 1.58 | 0.96 |
| Daily Std Dev | 12.96% | 22.26% |
| Max Drawdown | -56.62% | -81.80% |
| Current Drawdown | -4.69% | -5.85% |
Correlation
The correlation between ^DJUS and AAPL is 0.60, 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
^DJUS vs. AAPL - Performance Comparison
In the year-to-date period, ^DJUS achieves a 12.47% return, which is significantly lower than AAPL's 15.13% return. Over the past 10 years, ^DJUS has underperformed AAPL with an annualized return of 10.14%, while AAPL has yielded a comparatively higher 26.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DJUS vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and Apple Inc (AAPL). 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
^DJUS vs. AAPL - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^DJUS and AAPL. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. AAPL - Volatility Comparison
Dow Jones U.S. Index (^DJUS) and Apple Inc (AAPL) have volatilities of 4.97% and 4.90%, 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.