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^DJUSST vs. NUE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUSST and NUE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

^DJUSST vs. NUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Iron & Steel Index (^DJUSST) and Nucor Corporation (NUE). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
467.47%
1,789.21%
^DJUSST
NUE

Key characteristics

Sharpe Ratio

^DJUSST:

-0.62

NUE:

-0.84

Sortino Ratio

^DJUSST:

-0.77

NUE:

-1.17

Omega Ratio

^DJUSST:

0.91

NUE:

0.86

Calmar Ratio

^DJUSST:

-0.54

NUE:

-0.68

Martin Ratio

^DJUSST:

-1.39

NUE:

-1.60

Ulcer Index

^DJUSST:

14.97%

NUE:

20.47%

Daily Std Dev

^DJUSST:

33.57%

NUE:

39.14%

Max Drawdown

^DJUSST:

-81.48%

NUE:

-68.34%

Current Drawdown

^DJUSST:

-30.72%

NUE:

-41.47%

Returns By Period

In the year-to-date period, ^DJUSST achieves a 3.34% return, which is significantly higher than NUE's -0.40% return. Over the past 10 years, ^DJUSST has underperformed NUE with an annualized return of 8.89%, while NUE has yielded a comparatively higher 11.55% annualized return.


^DJUSST

YTD

3.34%

1M

-5.17%

6M

-10.36%

1Y

-20.92%

5Y*

26.26%

10Y*

8.89%

NUE

YTD

-0.40%

1M

-8.68%

6M

-17.44%

1Y

-33.12%

5Y*

27.45%

10Y*

11.55%

*Annualized

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Risk-Adjusted Performance

^DJUSST vs. NUE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUSST
The Risk-Adjusted Performance Rank of ^DJUSST is 44
Overall Rank
The Sharpe Ratio Rank of ^DJUSST is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSST is 55
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSST is 44
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSST is 22
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSST is 55
Martin Ratio Rank

NUE
The Risk-Adjusted Performance Rank of NUE is 99
Overall Rank
The Sharpe Ratio Rank of NUE is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of NUE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of NUE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of NUE is 1010
Calmar Ratio Rank
The Martin Ratio Rank of NUE is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


The chart of Sharpe ratio for ^DJUSST, currently valued at -0.62, compared to the broader market-0.500.000.501.001.50
^DJUSST: -0.62
NUE: -0.82
The chart of Sortino ratio for ^DJUSST, currently valued at -0.77, compared to the broader market-1.00-0.500.000.501.001.502.00
^DJUSST: -0.77
NUE: -1.13
The chart of Omega ratio for ^DJUSST, currently valued at 0.91, compared to the broader market0.901.001.101.201.30
^DJUSST: 0.91
NUE: 0.86
The chart of Calmar ratio for ^DJUSST, currently valued at -0.54, compared to the broader market-0.500.000.501.00
^DJUSST: -0.54
NUE: -0.67
The chart of Martin ratio for ^DJUSST, currently valued at -1.39, compared to the broader market0.002.004.006.00
^DJUSST: -1.39
NUE: -1.55

The current ^DJUSST Sharpe Ratio is -0.62, which is comparable to the NUE Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of ^DJUSST and NUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.62
-0.82
^DJUSST
NUE

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.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-30.72%
-41.47%
^DJUSST
NUE

Volatility

^DJUSST vs. NUE - Volatility Comparison

The current volatility for Dow Jones U.S. Iron & Steel Index (^DJUSST) is 18.12%, while Nucor Corporation (NUE) has a volatility of 20.03%. 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.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.12%
20.03%
^DJUSST
NUE