Dividenden Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dividenden Portfolio

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DTE.DE Deutsche Telekom AG	Communication Services	9.09%
LMT Lockheed Martin Corporation	Industrials	9.09%
MRK Merck & Co., Inc.	Healthcare	9.09%
MURGY Muenchener Rueckver Ges	Financial Services	9.09%
NOV.DE Novo Nordisk A/S	Healthcare	9.09%
NSRGY Nestlé S.A.	Consumer Defensive	9.09%
O Realty Income Corporation	Real Estate	9.09%
ORI Old Republic International Corporation	Financial Services	9.09%
PG The Procter & Gamble Company	Consumer Defensive	9.09%
QCOM QUALCOMM Incorporated	Technology	9.09%
XOM Exxon Mobil Corporation	Energy	9.09%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 17, 2008, corresponding to the inception date of MURGY

Returns By Period

As of May 23, 2025, the Dividenden Portfolio returned 5.58% Year-To-Date and 13.26% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
Dividenden Portfolio	5.35%	0.13%	-0.65%	0.28%	18.08%	13.39%
Portfolio components:
LMT Lockheed Martin Corporation	-2.80%	0.44%	-12.34%	2.96%	7.78%	12.40%
MRK Merck & Co., Inc.	-21.34%	-2.83%	-20.47%	-38.31%	4.42%	6.47%
NOV.DE Novo Nordisk A/S	-21.35%	7.86%	-34.88%	-49.17%	17.52%	14.28%
O Realty Income Corporation	6.47%	-2.38%	-0.56%	12.52%	7.74%	7.31%
ORI Old Republic International Corporation	10.39%	-2.55%	4.22%	29.77%	30.30%	17.19%
QCOM QUALCOMM Incorporated	-4.85%	-1.24%	-6.29%	-29.51%	15.53%	10.85%
MURGY Muenchener Rueckver Ges	32.06%	-2.87%	31.68%	32.90%	29.97%	20.43%
NSRGY Nestlé S.A.	36.74%	2.66%	31.31%	10.45%	3.30%	6.52%
DTE.DE Deutsche Telekom AG	31.15%	2.84%	28.70%	67.06%	25.86%	12.91%
XOM Exxon Mobil Corporation	-2.47%	-4.28%	-13.86%	-5.99%	23.73%	6.47%
PG The Procter & Gamble Company	0.17%	3.97%	-4.73%	2.79%	10.75%	10.72%

*Annualized

Monthly Returns

The table below presents the monthly returns of Dividenden Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.27%	3.11%	0.33%	-0.20%	-1.19%								5.35%
2024	2.18%	1.64%	5.65%	-1.31%	5.13%	0.07%	1.25%	5.06%	-1.15%	-4.40%	0.97%	-6.78%	7.80%
2023	5.34%	-2.57%	3.43%	3.27%	-5.64%	3.18%	1.73%	-0.13%	-3.09%	0.51%	6.19%	2.19%	14.62%
2022	2.21%	-0.52%	1.76%	-0.72%	2.11%	-3.81%	2.96%	-2.62%	-7.16%	11.77%	7.44%	0.10%	12.89%
2021	-3.65%	2.11%	6.38%	3.73%	2.62%	1.77%	1.16%	1.74%	-4.23%	6.75%	-0.90%	5.74%	25.01%
2020	0.24%	-9.19%	-11.60%	9.85%	2.22%	4.45%	3.44%	4.27%	-3.40%	-3.84%	9.83%	4.46%	8.50%
2019	2.38%	4.93%	3.90%	5.89%	-3.88%	5.95%	-0.67%	3.36%	1.67%	1.75%	0.11%	1.98%	30.52%
2018	2.98%	-6.69%	2.35%	-0.64%	0.71%	0.05%	6.81%	1.82%	1.82%	-2.34%	3.50%	-4.86%	4.84%
2017	-0.10%	2.28%	0.30%	2.86%	3.97%	-0.51%	1.13%	1.05%	1.54%	-1.40%	4.52%	0.85%	17.59%
2016	-1.91%	0.79%	4.36%	0.46%	2.68%	1.71%	2.65%	-1.13%	-0.16%	-4.18%	-0.62%	2.51%	7.06%
2015	0.24%	3.60%	0.70%	-0.74%	-0.63%	-2.76%	4.24%	-5.53%	0.53%	7.08%	-1.57%	1.02%	5.71%
2014	-0.93%	6.48%	-0.25%	3.42%	-0.13%	0.62%	-3.51%	2.35%	-1.40%	2.18%	1.81%	-1.33%	9.30%

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

Expense Ratio

Dividenden Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividenden Portfolio is 7, meaning it’s performing worse than 93% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
LMT Lockheed Martin Corporation	0.13	0.28	1.04	0.08	0.14
MRK Merck & Co., Inc.	-1.40	-1.80	0.76	-0.84	-1.49
NOV.DE Novo Nordisk A/S	-1.17	-1.70	0.78	-0.82	-1.43
O Realty Income Corporation	0.66	0.92	1.12	0.46	1.11
ORI Old Republic International Corporation	1.45	1.85	1.27	2.51	8.25
QCOM QUALCOMM Incorporated	-0.60	-0.71	0.91	-0.62	-1.03
MURGY Muenchener Rueckver Ges	1.29	1.80	1.25	2.53	6.92
NSRGY Nestlé S.A.	0.44	0.51	1.06	0.13	0.36
DTE.DE Deutsche Telekom AG	3.15	3.81	1.55	6.98	22.50
XOM Exxon Mobil Corporation	-0.25	-0.38	0.95	-0.48	-1.04
PG The Procter & Gamble Company	0.14	0.35	1.05	0.28	0.60

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dividenden Portfolio Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.06
5-Year: 1.37
10-Year: 0.91
All Time: 0.88

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividenden Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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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

Dividends

Dividend yield

Dividenden Portfolio provided a 3.54% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.54%	2.95%	2.88%	3.25%	4.21%	3.75%	3.41%	4.25%	4.77%	3.21%	3.26%	3.25%
Portfolio components:
LMT Lockheed Martin Corporation	2.75%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
MRK Merck & Co., Inc.	4.07%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%	3.12%
NOV.DE Novo Nordisk A/S	0.34%	0.21%	0.14%	0.16%	0.17%	0.27%	0.28%	3.65%	0.31%	0.49%	0.17%	0.23%
O Realty Income Corporation	5.72%	5.37%	5.33%	4.68%	6.95%	4.65%	3.69%	4.19%	4.45%	4.19%	4.42%	4.59%
ORI Old Republic International Corporation	8.24%	2.93%	3.33%	7.95%	13.75%	4.26%	8.05%	8.65%	3.55%	3.96%	3.97%	5.00%
QCOM QUALCOMM Incorporated	2.34%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%	2.17%
MURGY Muenchener Rueckver Ges	3.39%	3.18%	3.07%	3.72%	3.88%	3.57%	3.53%	4.93%	21.58%	4.69%	4.22%	5.00%
NSRGY Nestlé S.A.	3.14%	4.17%	2.76%	2.64%	2.18%	2.34%	2.24%	3.12%	2.68%	3.16%	3.11%	3.32%
DTE.DE Deutsche Telekom AG	2.67%	2.67%	3.22%	3.43%	3.68%	8.02%	4.80%	4.39%	4.06%	3.36%	3.00%	3.77%
XOM Exxon Mobil Corporation	3.80%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
PG The Procter & Gamble Company	2.46%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Dividenden Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dividenden Portfolio was 32.97%, occurring on Mar 23, 2020. Recovery took 116 trading sessions.

The current Dividenden Portfolio drawdown is 6.12%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.97%	Jan 20, 2020	46	Mar 23, 2020	116	Sep 2, 2020	162
-26.21%	Jan 5, 2009	46	Mar 9, 2009	99	Jul 27, 2009	145
-17.45%	May 4, 2011	103	Sep 23, 2011	104	Feb 17, 2012	207
-17.18%	Nov 5, 2008	12	Nov 20, 2008	18	Dec 16, 2008	30
-14.64%	Oct 21, 2008	5	Oct 27, 2008	6	Nov 4, 2008	11

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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	NOV.DE	MURGY	O	NSRGY	DTE.DE	QCOM	LMT	MRK	XOM	PG	ORI	Portfolio
^GSPC	1.00	0.24	0.37	0.45	0.39	0.36	0.66	0.47	0.46	0.56	0.48	0.59	0.77
NOV.DE	0.24	1.00	0.20	0.09	0.21	0.35	0.16	0.14	0.23	0.10	0.15	0.14	0.45
MURGY	0.37	0.20	1.00	0.17	0.28	0.45	0.23	0.22	0.21	0.28	0.23	0.31	0.55
O	0.45	0.09	0.17	1.00	0.30	0.19	0.26	0.32	0.29	0.28	0.37	0.39	0.53
NSRGY	0.39	0.21	0.28	0.30	1.00	0.32	0.26	0.26	0.30	0.23	0.36	0.25	0.52
DTE.DE	0.36	0.35	0.45	0.19	0.32	1.00	0.23	0.24	0.26	0.25	0.24	0.28	0.57
QCOM	0.66	0.16	0.23	0.26	0.26	0.23	1.00	0.26	0.24	0.35	0.26	0.35	0.57
LMT	0.47	0.14	0.22	0.32	0.26	0.24	0.26	1.00	0.34	0.36	0.36	0.39	0.55
MRK	0.46	0.23	0.21	0.29	0.30	0.26	0.24	0.34	1.00	0.34	0.43	0.34	0.57
XOM	0.56	0.10	0.28	0.28	0.23	0.25	0.35	0.36	0.34	1.00	0.31	0.42	0.57
PG	0.48	0.15	0.23	0.37	0.36	0.24	0.26	0.36	0.43	0.31	1.00	0.34	0.55
ORI	0.59	0.14	0.31	0.39	0.25	0.28	0.35	0.39	0.34	0.42	0.34	1.00	0.64
Portfolio	0.77	0.45	0.55	0.53	0.52	0.57	0.57	0.55	0.57	0.57	0.55	0.64	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2008

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dividenden Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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