^DJUSST vs. NUE
Compare and contrast key facts about Dow Jones U.S. Iron & Steel Index (^DJUSST) and Nucor Corporation (NUE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSST or NUE.
Key characteristics
| ^DJUSST | NUE | |
|---|---|---|
| YTD Return | -6.42% | -8.18% |
| 1Y Return | 16.92% | 11.51% |
| 3Y Return (Ann) | 15.47% | 17.01% |
| 5Y Return (Ann) | 21.81% | 27.73% |
| 10Y Return (Ann) | 9.72% | 14.69% |
| Sharpe Ratio | 0.68 | 0.39 |
| Sortino Ratio | 1.08 | 0.72 |
| Omega Ratio | 1.14 | 1.09 |
| Calmar Ratio | 0.54 | 0.34 |
| Martin Ratio | 1.12 | 0.66 |
| Ulcer Index | 13.83% | 15.94% |
| Daily Std Dev | 22.91% | 26.53% |
| Max Drawdown | -81.48% | -68.34% |
| Current Drawdown | -18.18% | -20.70% |
Correlation
The correlation between ^DJUSST and NUE is 0.92, 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
^DJUSST vs. NUE - Performance Comparison
In the year-to-date period, ^DJUSST achieves a -6.42% return, which is significantly higher than NUE's -8.18% return. Over the past 10 years, ^DJUSST has underperformed NUE with an annualized return of 9.72%, while NUE has yielded a comparatively higher 14.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DJUSST vs. NUE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Iron & Steel Index (^DJUSST) and Nucor Corporation (NUE). 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
^DJUSST vs. NUE - Drawdown Comparison
The maximum ^DJUSST drawdown since its inception was -81.48%, which is greater than NUE's maximum drawdown of -68.34%. Use the drawdown chart below to compare losses from any high point for ^DJUSST and NUE. For additional features, visit the drawdowns tool.
Volatility
^DJUSST vs. NUE - Volatility Comparison
The current volatility for Dow Jones U.S. Iron & Steel Index (^DJUSST) is 5.10%, while Nucor Corporation (NUE) has a volatility of 6.14%. This indicates that ^DJUSST experiences smaller price fluctuations and is considered to be less risky than NUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.