^DJUSFN vs. ^DJI
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^DJI.
Key characteristics
| ^DJUSFN | ^DJI | |
|---|---|---|
| YTD Return | 16.03% | 9.25% |
| 1Y Return | 29.85% | 20.75% |
| 3Y Return (Ann) | 4.69% | 5.21% |
| 5Y Return (Ann) | 9.52% | 9.96% |
| 10Y Return (Ann) | 8.43% | 9.20% |
| Sharpe Ratio | 2.07 | 1.82 |
| Daily Std Dev | 12.89% | 10.70% |
| Max Drawdown | -80.50% | -53.78% |
| Current Drawdown | 0.00% | -0.06% |
Correlation
The correlation between ^DJUSFN and ^DJI is 0.82, 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
^DJUSFN vs. ^DJI - Performance Comparison
In the year-to-date period, ^DJUSFN achieves a 16.03% return, which is significantly higher than ^DJI's 9.25% return. Over the past 10 years, ^DJUSFN has underperformed ^DJI with an annualized return of 8.43%, while ^DJI has yielded a comparatively higher 9.20% 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
^DJUSFN vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and Dow Jones Industrial Average (^DJI). 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
^DJUSFN vs. ^DJI - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. ^DJI - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 5.20% compared to Dow Jones Industrial Average (^DJI) at 4.62%. This indicates that ^DJUSFN's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.