^DJUSFN vs. ^NDX
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or ^NDX.
Correlation
The correlation between ^DJUSFN and ^NDX 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. ^NDX - Performance Comparison
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Key characteristics
^DJUSFN:
0.95
^NDX:
0.43
^DJUSFN:
1.46
^NDX:
0.77
^DJUSFN:
1.21
^NDX:
1.11
^DJUSFN:
1.24
^NDX:
0.47
^DJUSFN:
4.69
^NDX:
1.55
^DJUSFN:
4.18%
^NDX:
7.02%
^DJUSFN:
19.48%
^NDX:
25.24%
^DJUSFN:
-80.50%
^NDX:
-82.90%
^DJUSFN:
-4.27%
^NDX:
-9.53%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 2.76% return, which is significantly higher than ^NDX's -4.52% return. Over the past 10 years, ^DJUSFN has underperformed ^NDX with an annualized return of 8.75%, while ^NDX has yielded a comparatively higher 16.19% annualized return.
^DJUSFN
2.76%
7.36%
0.34%
18.16%
16.14%
8.75%
^NDX
-4.52%
7.34%
-5.00%
10.46%
17.17%
16.19%
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Risk-Adjusted Performance
^DJUSFN vs. ^NDX — Risk-Adjusted Performance Rank
^DJUSFN
^NDX
^DJUSFN vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and NASDAQ 100 (^NDX). 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. ^NDX - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, roughly equal to the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and ^NDX. For additional features, visit the drawdowns tool.
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Volatility
^DJUSFN vs. ^NDX - Volatility Comparison
The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 6.29%, while NASDAQ 100 (^NDX) has a volatility of 8.19%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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