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

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.


-0.50.00.51.00.9

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.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-17.94%
-24.96%
^DJUSST
NUE

Key characteristics

Sharpe Ratio

^DJUSST:

-0.88

NUE:

-1.02

Sortino Ratio

^DJUSST:

-1.29

NUE:

-1.54

Omega Ratio

^DJUSST:

0.85

NUE:

0.82

Calmar Ratio

^DJUSST:

-0.72

NUE:

-0.80

Martin Ratio

^DJUSST:

-1.41

NUE:

-1.61

Ulcer Index

^DJUSST:

17.42%

NUE:

20.95%

Daily Std Dev

^DJUSST:

27.80%

NUE:

33.22%

Max Drawdown

^DJUSST:

-81.48%

NUE:

-68.34%

Current Drawdown

^DJUSST:

-33.98%

NUE:

-42.36%

Returns By Period

In the year-to-date period, ^DJUSST achieves a -1.51% return, which is significantly higher than NUE's -1.91% return. Over the past 10 years, ^DJUSST has underperformed NUE with an annualized return of 8.99%, while NUE has yielded a comparatively higher 12.03% annualized return.


^DJUSST

YTD

-1.51%

1M

-20.95%

6M

-19.17%

1Y

-24.51%

5Y*

14.96%

10Y*

8.99%

NUE

YTD

-1.91%

1M

-25.78%

6M

-26.20%

1Y

-34.21%

5Y*

18.45%

10Y*

12.03%

*Annualized

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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.


Sharpe ratio
The chart of Sharpe ratio for ^DJUSST, currently valued at -0.88, compared to the broader market0-0.500.000.501.001.502.002.50-0.88
The chart of Sortino ratio for ^DJUSST, currently valued at -1.29, compared to the broader market0-1.000.001.002.003.00-1.29
The chart of Omega ratio for ^DJUSST, currently valued at 0.85, compared to the broader market00.901.001.101.201.301.400.85
The chart of Calmar ratio for ^DJUSST, currently valued at -0.72, compared to the broader market00.001.002.003.00-0.72
The chart of Martin ratio for ^DJUSST, currently valued at -1.41, compared to the broader market00.005.0010.0015.00-1.41
^DJUSST
NUE

The current ^DJUSST Sharpe Ratio is -0.88, which is comparable to the NUE Sharpe Ratio of -1.02. 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.88
-1.03
^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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-33.98%
-42.36%
^DJUSST
NUE

Volatility

^DJUSST vs. NUE - Volatility Comparison

The current volatility for Dow Jones U.S. Iron & Steel Index (^DJUSST) is 7.09%, while Nucor Corporation (NUE) has a volatility of 8.70%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.09%
8.70%
^DJUSST
NUE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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