^IMUS vs. ^DJI
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^DJI.
Correlation
The correlation between ^IMUS and ^DJI is 0.94, 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
^IMUS vs. ^DJI - Performance Comparison
Key characteristics
^IMUS:
0.23
^DJI:
0.35
^IMUS:
-0.11
^DJI:
0.66
^IMUS:
0.98
^DJI:
1.09
^IMUS:
-0.18
^DJI:
0.39
^IMUS:
-0.57
^DJI:
1.36
^IMUS:
6.81%
^DJI:
4.69%
^IMUS:
19.89%
^DJI:
17.00%
^IMUS:
-47.72%
^DJI:
-53.78%
^IMUS:
-10.80%
^DJI:
-8.10%
Returns By Period
In the year-to-date period, ^IMUS achieves a -7.03% return, which is significantly lower than ^DJI's -2.76% return. Over the past 10 years, ^IMUS has outperformed ^DJI with an annualized return of 10.53%, while ^DJI has yielded a comparatively lower 8.64% annualized return.
^IMUS
-7.03%
14.49%
-8.09%
5.69%
12.22%
10.53%
^DJI
-2.76%
9.89%
-5.40%
5.92%
11.23%
8.64%
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Risk-Adjusted Performance
^IMUS vs. ^DJI — Risk-Adjusted Performance Rank
^IMUS
^DJI
^IMUS vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Industrial Average (^DJI). 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
^IMUS vs. ^DJI - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, smaller than the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^DJI - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 5.98% compared to Dow Jones Industrial Average (^DJI) at 5.18%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.