Correlation
The correlation between ^DJUS and WPC is 0.37, 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.
^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.
Performance
^DJUS vs. WPC - Performance Comparison
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Key characteristics
^DJUS:
0.65
WPC:
0.90
^DJUS:
0.99
WPC:
1.37
^DJUS:
1.14
WPC:
1.17
^DJUS:
0.63
WPC:
0.63
^DJUS:
2.36
WPC:
2.66
^DJUS:
5.20%
WPC:
7.08%
^DJUS:
20.02%
WPC:
21.18%
^DJUS:
-56.62%
WPC:
-52.45%
^DJUS:
-4.05%
WPC:
-15.17%
Returns By Period
In the year-to-date period, ^DJUS achieves a 0.39% return, which is significantly lower than WPC's 16.86% return. Over the past 10 years, ^DJUS has outperformed WPC with an annualized return of 10.46%, while WPC has yielded a comparatively lower 6.25% annualized return.
^DJUS
0.39%
5.64%
-2.52%
12.07%
12.49%
13.84%
10.46%
WPC
16.86%
1.42%
13.40%
18.20%
-3.04%
7.51%
6.25%
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Risk-Adjusted Performance
^DJUS vs. WPC — Risk-Adjusted Performance Rank
^DJUS
WPC
^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.
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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.
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Volatility
^DJUS vs. WPC - Volatility Comparison
The current volatility for Dow Jones U.S. Index (^DJUS) is 4.85%, while W. P. Carey Inc. (WPC) has a volatility of 5.17%. This indicates that ^DJUS experiences smaller price fluctuations and is considered to be less risky than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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