^DJUS vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or ^GSPC.
Correlation
The correlation between ^DJUS and ^GSPC is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUS vs. ^GSPC - Performance Comparison
Key characteristics
^DJUS:
0.46
^GSPC:
0.48
^DJUS:
0.77
^GSPC:
0.80
^DJUS:
1.11
^GSPC:
1.12
^DJUS:
0.46
^GSPC:
0.49
^DJUS:
1.77
^GSPC:
1.90
^DJUS:
5.07%
^GSPC:
4.90%
^DJUS:
19.61%
^GSPC:
19.37%
^DJUS:
-56.62%
^GSPC:
-56.78%
^DJUS:
-8.04%
^GSPC:
-7.82%
Returns By Period
The year-to-date returns for both investments are quite close, with ^DJUS having a -3.78% return and ^GSPC slightly higher at -3.70%. Both investments have delivered pretty close results over the past 10 years, with ^DJUS having a 10.06% annualized return and ^GSPC not far ahead at 10.43%.
^DJUS
-3.78%
14.09%
-5.32%
9.01%
13.84%
10.06%
^GSPC
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
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Risk-Adjusted Performance
^DJUS vs. ^GSPC — Risk-Adjusted Performance Rank
^DJUS
^GSPC
^DJUS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUS and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Index (^DJUS) and S&P 500 (^GSPC) have volatilities of 11.31% and 11.21%, 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.