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^SP500TR vs. DOW
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SP500TR and DOW is 0.54, 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.

^SP500TR vs. DOW

Last updated May 27, 2025

Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and Dow Inc. (DOW).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or DOW.

Performance

^SP500TR vs. DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Total Return (^SP500TR) and Dow Inc. (DOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^SP500TR:

0.60

DOW:

-1.34

Sortino Ratio

^SP500TR:

0.88

DOW:

-2.28

Omega Ratio

^SP500TR:

1.13

DOW:

0.71

Calmar Ratio

^SP500TR:

0.56

DOW:

-0.86

Martin Ratio

^SP500TR:

2.15

DOW:

-1.89

Ulcer Index

^SP500TR:

4.91%

DOW:

25.91%

Daily Std Dev

^SP500TR:

19.70%

DOW:

35.25%

Max Drawdown

^SP500TR:

-55.25%

DOW:

-60.87%

Current Drawdown

^SP500TR:

-5.21%

DOW:

-52.82%

Returns By Period

In the year-to-date period, ^SP500TR achieves a -0.82% return, which is significantly higher than DOW's -28.12% return.

^SP500TR

YTD

-0.82%

1M

5.15%

6M

-2.43%

1Y

10.86%

3Y*

15.52%

5Y*

16.20%

10Y*

12.67%

DOW

YTD

-28.12%

1M

-5.66%

6M

-36.11%

1Y

-47.96%

3Y*

-20.80%

5Y*

0.42%

10Y*

N/A

*Annualized

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S&P 500 Total Return

Dow Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^SP500TR vs. DOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7272
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 7777
Martin Ratio Rank
DOW
The Risk-Adjusted Performance Rank of DOW is 22
Overall Rank
The Sharpe Ratio Rank of DOW is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of DOW is 11
Sortino Ratio Rank
The Omega Ratio Rank of DOW is 22
Omega Ratio Rank
The Calmar Ratio Rank of DOW is 44
Calmar Ratio Rank
The Martin Ratio Rank of DOW is 11
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.

^SP500TR vs. DOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and Dow Inc. (DOW). 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 current ^SP500TR Sharpe Ratio is 0.60, which is higher than the DOW Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of ^SP500TR and DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^SP500TR vs. DOW - Drawdown Comparison

The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum DOW drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and DOW.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^SP500TR vs. DOW - Volatility Comparison

The current volatility for S&P 500 Total Return (^SP500TR) is 4.37%, while Dow Inc. (DOW) has a volatility of 9.49%. This indicates that ^SP500TR experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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