^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.
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
Key characteristics
^DJUSFN:
1.87
^DJI:
1.24
^DJUSFN:
2.66
^DJI:
1.80
^DJUSFN:
1.35
^DJI:
1.23
^DJUSFN:
2.91
^DJI:
2.31
^DJUSFN:
10.50
^DJI:
6.36
^DJUSFN:
2.40%
^DJI:
2.20%
^DJUSFN:
13.37%
^DJI:
11.30%
^DJUSFN:
-80.50%
^DJI:
-53.78%
^DJUSFN:
-5.69%
^DJI:
-4.49%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 24.94% return, which is significantly higher than ^DJI's 14.07% return. Over the past 10 years, ^DJUSFN has underperformed ^DJI with an annualized return of 8.46%, while ^DJI has yielded a comparatively higher 9.13% annualized return.
^DJUSFN
24.94%
-5.69%
16.71%
24.30%
8.45%
8.46%
^DJI
14.07%
-3.87%
9.90%
14.01%
8.47%
9.13%
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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 4.43% compared to Dow Jones Industrial Average (^DJI) at 3.44%. 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.