^DJUSFN vs. ^GSPC

In the year-to-date period, ^DJUSFN achieves a 2.76% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 8.81%, while ^GSPC has yielded a comparatively higher 10.46% annualized return.

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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.

The current ^DJUSFN Sharpe Ratio is 0.94, which is higher than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ^DJUSFN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 6.29%, while S&P 500 (^GSPC) has a volatility of 6.82%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.