^DJUSFN vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^GSPC.
Correlation
The correlation between ^DJUSFN and ^GSPC is 0.84, 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. ^GSPC - Performance Comparison
Key characteristics
^DJUSFN:
1.77
^GSPC:
1.86
^DJUSFN:
2.53
^GSPC:
2.50
^DJUSFN:
1.33
^GSPC:
1.34
^DJUSFN:
2.76
^GSPC:
2.77
^DJUSFN:
9.82
^GSPC:
11.99
^DJUSFN:
2.43%
^GSPC:
1.96%
^DJUSFN:
13.42%
^GSPC:
12.66%
^DJUSFN:
-80.50%
^GSPC:
-56.78%
^DJUSFN:
-6.49%
^GSPC:
-3.01%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^DJUSFN having a 23.88% return and ^GSPC slightly lower at 23.84%. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 8.49%, while ^GSPC has yielded a comparatively higher 11.15% annualized return.
^DJUSFN
23.88%
-6.39%
14.61%
23.88%
8.28%
8.49%
^GSPC
23.84%
-2.08%
7.89%
23.84%
12.86%
11.15%
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Risk-Adjusted Performance
^DJUSFN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) 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
^DJUSFN vs. ^GSPC - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Financials Index (^DJUSFN) has a higher volatility of 4.46% compared to S&P 500 (^GSPC) at 4.14%. This indicates that ^DJUSFN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.