^DJUSL vs. ^GSPC
Compare and contrast key facts about Dow Jones U.S. Large-Cap Index (^DJUSL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSL or ^GSPC.
Correlation
The correlation between ^DJUSL and ^GSPC is 0.99, 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
^DJUSL vs. ^GSPC - Performance Comparison
Key characteristics
^DJUSL:
0.49
^GSPC:
0.48
^DJUSL:
0.81
^GSPC:
0.80
^DJUSL:
1.12
^GSPC:
1.12
^DJUSL:
0.50
^GSPC:
0.49
^DJUSL:
1.87
^GSPC:
1.90
^DJUSL:
5.24%
^GSPC:
4.90%
^DJUSL:
20.22%
^GSPC:
19.37%
^DJUSL:
-60.82%
^GSPC:
-56.78%
^DJUSL:
-8.83%
^GSPC:
-7.82%
Returns By Period
In the year-to-date period, ^DJUSL achieves a -4.83% return, which is significantly lower than ^GSPC's -3.70% return. Over the past 10 years, ^DJUSL has outperformed ^GSPC with an annualized return of 11.06%, while ^GSPC has yielded a comparatively lower 10.43% annualized return.
^DJUSL
-4.83%
13.38%
-5.52%
9.79%
14.50%
11.06%
^GSPC
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
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Risk-Adjusted Performance
^DJUSL vs. ^GSPC — Risk-Adjusted Performance Rank
^DJUSL
^GSPC
^DJUSL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) 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
^DJUSL vs. ^GSPC - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^DJUSL vs. ^GSPC - Volatility Comparison
Dow Jones U.S. Large-Cap Index (^DJUSL) and S&P 500 (^GSPC) have volatilities of 11.71% and 11.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.