^NYA vs. ^DJI
Compare and contrast key facts about NYSE Composite (^NYA) and Dow Jones Industrial Average (^DJI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NYA or ^DJI.
Correlation
The correlation between ^NYA and ^DJI is 0.93, 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
^NYA vs. ^DJI - Performance Comparison
Key characteristics
^NYA:
1.78
^DJI:
1.50
^NYA:
2.46
^DJI:
2.16
^NYA:
1.32
^DJI:
1.28
^NYA:
2.95
^DJI:
2.56
^NYA:
8.40
^DJI:
6.97
^NYA:
2.28%
^DJI:
2.51%
^NYA:
10.80%
^DJI:
11.68%
^NYA:
-59.01%
^DJI:
-53.78%
^NYA:
-1.44%
^DJI:
-0.67%
Returns By Period
In the year-to-date period, ^NYA achieves a 4.62% return, which is significantly lower than ^DJI's 5.10% return. Over the past 10 years, ^NYA has underperformed ^DJI with an annualized return of 6.63%, while ^DJI has yielded a comparatively higher 10.08% annualized return.
^NYA
4.62%
3.85%
7.77%
17.88%
7.65%
6.63%
^DJI
5.10%
4.00%
10.30%
17.33%
9.28%
10.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^NYA vs. ^DJI — Risk-Adjusted Performance Rank
^NYA
^DJI
^NYA vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) 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
^NYA vs. ^DJI - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^DJI. For additional features, visit the drawdowns tool.
Volatility
^NYA vs. ^DJI - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.10%, while Dow Jones Industrial Average (^DJI) has a volatility of 3.56%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.