^DJUS vs. WPC
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or WPC.
Key characteristics
| ^DJUS | WPC | |
|---|---|---|
| YTD Return | 12.47% | -2.11% |
| 1Y Return | 20.87% | 5.23% |
| 3Y Return (Ann) | 5.00% | -1.68% |
| 5Y Return (Ann) | 12.21% | -1.44% |
| 10Y Return (Ann) | 10.14% | 5.04% |
| Sharpe Ratio | 1.58 | 0.24 |
| Daily Std Dev | 12.96% | 24.30% |
| Max Drawdown | -56.62% | -52.45% |
| Current Drawdown | -4.69% | -20.53% |
Correlation
The correlation between ^DJUS and WPC is 0.38, 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
^DJUS vs. WPC - Performance Comparison
In the year-to-date period, ^DJUS achieves a 12.47% return, which is significantly higher than WPC's -2.11% return. Over the past 10 years, ^DJUS has outperformed WPC with an annualized return of 10.14%, while WPC has yielded a comparatively lower 5.04% 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. WPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and W. P. Carey Inc. (WPC). 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. WPC - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for ^DJUS and WPC. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. WPC - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.97% compared to W. P. Carey Inc. (WPC) at 4.38%. This indicates that ^DJUS's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.