^IMUS vs. ^IMXL
Compare and contrast key facts about Dow Jones Islamic Market U.S. Index (^IMUS) and Dow Jones Islamic Market Titans 100 Index (^IMXL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IMUS or ^IMXL.
Correlation
The correlation between ^IMUS and ^IMXL is 0.89, 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. ^IMXL - Performance Comparison
Key characteristics
^IMUS:
1.19
^IMXL:
1.32
^IMUS:
1.64
^IMXL:
1.80
^IMUS:
1.25
^IMXL:
1.27
^IMUS:
1.60
^IMXL:
1.57
^IMUS:
5.93
^IMXL:
5.82
^IMUS:
2.74%
^IMXL:
2.87%
^IMUS:
13.52%
^IMXL:
12.65%
^IMUS:
-47.72%
^IMXL:
-48.36%
^IMUS:
-1.40%
^IMXL:
-1.23%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^IMUS having a 2.31% return and ^IMXL slightly lower at 2.24%. Both investments have delivered pretty close results over the past 10 years, with ^IMUS having a 11.97% annualized return and ^IMXL not far behind at 11.40%.
^IMUS
2.31%
-0.83%
6.22%
30.15%
13.45%
11.97%
^IMXL
2.24%
-0.19%
4.21%
31.38%
13.08%
11.40%
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Risk-Adjusted Performance
^IMUS vs. ^IMXL - 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 Islamic Market Titans 100 Index (^IMXL). 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. ^IMXL - Drawdown Comparison
The maximum ^IMUS drawdown since its inception was -47.72%, roughly equal to the maximum ^IMXL drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for ^IMUS and ^IMXL. For additional features, visit the drawdowns tool.
Volatility
^IMUS vs. ^IMXL - Volatility Comparison
Dow Jones Islamic Market U.S. Index (^IMUS) has a higher volatility of 4.57% compared to Dow Jones Islamic Market Titans 100 Index (^IMXL) at 4.11%. This indicates that ^IMUS's price experiences larger fluctuations and is considered to be riskier than ^IMXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.