^DJUSEN vs. SPY
Compare and contrast key facts about Dow Jones U.S. Oil & Gas Index (^DJUSEN) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSEN or SPY.
Correlation
The correlation between ^DJUSEN and SPY is 0.59, 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
^DJUSEN vs. SPY - Performance Comparison
Key characteristics
^DJUSEN:
-0.80
SPY:
-0.09
^DJUSEN:
-0.92
SPY:
-0.02
^DJUSEN:
0.87
SPY:
1.00
^DJUSEN:
-0.77
SPY:
-0.09
^DJUSEN:
-2.35
SPY:
-0.45
^DJUSEN:
7.40%
SPY:
3.31%
^DJUSEN:
21.76%
SPY:
15.87%
^DJUSEN:
-77.35%
SPY:
-55.19%
^DJUSEN:
-22.67%
SPY:
-17.32%
Returns By Period
In the year-to-date period, ^DJUSEN achieves a -8.25% return, which is significantly higher than SPY's -13.53% return. Over the past 10 years, ^DJUSEN has underperformed SPY with an annualized return of -0.07%, while SPY has yielded a comparatively higher 11.25% annualized return.
^DJUSEN
-8.25%
-6.85%
-15.06%
-17.43%
22.01%
-0.07%
SPY
-13.53%
-13.08%
-11.25%
-0.26%
17.01%
11.25%
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Risk-Adjusted Performance
^DJUSEN vs. SPY — Risk-Adjusted Performance Rank
^DJUSEN
SPY
^DJUSEN vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Oil & Gas Index (^DJUSEN) and SPDR S&P 500 ETF (SPY). 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
^DJUSEN vs. SPY - Drawdown Comparison
The maximum ^DJUSEN drawdown since its inception was -77.35%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJUSEN and SPY. For additional features, visit the drawdowns tool.
Volatility
^DJUSEN vs. SPY - Volatility Comparison
Dow Jones U.S. Oil & Gas Index (^DJUSEN) has a higher volatility of 13.35% compared to SPDR S&P 500 ETF (SPY) at 9.29%. This indicates that ^DJUSEN's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.