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.
^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.
Performance
^DJUSFN vs. ^GSPC - Performance Comparison
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Key characteristics
^DJUSFN:
1.16
^GSPC:
0.66
^DJUSFN:
1.71
^GSPC:
0.94
^DJUSFN:
1.26
^GSPC:
1.14
^DJUSFN:
1.49
^GSPC:
0.60
^DJUSFN:
5.73
^GSPC:
2.28
^DJUSFN:
4.13%
^GSPC:
5.01%
^DJUSFN:
19.60%
^GSPC:
19.77%
^DJUSFN:
-80.50%
^GSPC:
-56.78%
^DJUSFN:
-2.17%
^GSPC:
-3.78%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.02% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, ^DJUSFN has underperformed ^GSPC with an annualized return of 9.01%, while ^GSPC has yielded a comparatively higher 10.85% annualized return.
^DJUSFN
5.02%
4.37%
-1.56%
22.68%
11.46%
14.42%
9.01%
^GSPC
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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Risk-Adjusted Performance
^DJUSFN vs. ^GSPC — Risk-Adjusted Performance Rank
^DJUSFN
^GSPC
^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.
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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.
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Volatility
^DJUSFN vs. ^GSPC - Volatility Comparison
The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 4.53%, while S&P 500 (^GSPC) has a volatility of 4.77%. 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.
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