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Compare to Portfolios Lab Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 11.11%MSFT 11.11%ABBV 11.11%AMGN 11.11%AMZN 11.11%VGT 11.11%VO 11.11%VOO 11.11%GOOG 11.11%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
11.11%
ABBV
AbbVie Inc.
Healthcare
11.11%
AMGN
Amgen Inc.
Healthcare
11.11%
AMZN
Amazon.com, Inc.
Consumer Cyclical
11.11%
GOOG
Alphabet Inc.
Communication Services
11.11%
MSFT
Microsoft Corporation
Technology
11.11%
VGT
Vanguard Information Technology ETF
Technology Equities
11.11%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
11.11%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
11.11%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Compare to Portfolios Lab Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2025FebruaryMarch
616.61%
198.55%
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Mar 15, 2025, the Compare to Portfolios Lab Portfolio returned -1.96% Year-To-Date and 19.84% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-4.13%-6.82%0.23%9.48%15.81%10.54%
Compare to Portfolios Lab Portfolio-6.49%-7.91%-0.29%12.23%22.05%19.55%
AAPL
Apple Inc
-14.65%-12.72%-3.84%24.26%28.45%22.40%
MSFT
Microsoft Corporation
-7.63%-4.67%-9.40%-5.98%22.70%26.78%
ABBV
AbbVie Inc.
20.30%9.80%10.96%23.40%29.18%18.09%
AMGN
Amgen Inc.
21.33%7.74%-4.11%20.23%12.03%9.51%
AMZN
Amazon.com, Inc.
-9.77%-13.44%6.15%13.49%17.05%26.73%
VGT
Vanguard Information Technology ETF
-9.45%-12.01%-0.82%9.91%23.82%19.22%
VO
Vanguard Mid-Cap ETF
-2.58%-6.67%0.85%7.83%16.37%8.82%
VOO
Vanguard S&P 500 ETF
-3.96%-7.71%0.81%11.54%19.12%12.44%
GOOG
Alphabet Inc.
-11.88%-10.20%6.08%18.46%24.75%19.80%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.81%-3.07%-6.49%
20241.98%3.56%1.55%-3.55%6.21%7.20%-0.30%0.30%2.14%-1.22%3.63%2.13%25.78%
20237.53%-1.81%9.73%2.06%5.22%5.12%3.11%-0.71%-5.08%0.38%9.76%3.35%44.72%
2022-5.63%-1.43%5.01%-12.96%-1.66%-6.82%12.23%-5.09%-10.02%4.18%3.27%-8.50%-26.48%
20210.46%-0.86%1.59%7.89%-2.62%6.09%2.83%4.18%-6.46%7.85%2.32%3.15%28.63%
20203.48%-6.43%-5.59%17.28%3.83%8.67%8.14%10.47%-7.28%-3.53%8.54%4.70%46.88%
20195.49%1.80%5.12%5.07%-7.32%6.48%2.05%-1.05%1.59%4.70%5.34%3.94%37.65%
201811.03%0.78%-5.90%2.35%5.47%0.74%4.51%8.29%0.00%-11.06%1.97%-8.51%7.52%
20174.51%4.93%1.90%2.76%3.53%-0.42%2.30%3.00%1.63%6.56%3.21%0.21%39.72%
2016-6.38%-3.23%7.77%-1.06%5.06%-2.42%8.13%0.56%2.37%-3.62%0.48%1.94%8.83%
2015-1.49%6.26%-1.89%4.14%1.24%-2.13%7.46%-6.85%-3.49%13.20%2.01%-1.11%16.91%
2014-2.59%4.01%2.82%-0.03%5.65%-0.47%4.08%4.91%-3.67%15.19%

Expense Ratio

Compare to Portfolios Lab Portfolio has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, Compare to Portfolios Lab Portfolio is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Compare to Portfolios Lab Portfolio is 7878
Overall Rank
The Sharpe Ratio Rank of Compare to Portfolios Lab Portfolio is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of Compare to Portfolios Lab Portfolio is 7474
Sortino Ratio Rank
The Omega Ratio Rank of Compare to Portfolios Lab Portfolio is 7676
Omega Ratio Rank
The Calmar Ratio Rank of Compare to Portfolios Lab Portfolio is 8282
Calmar Ratio Rank
The Martin Ratio Rank of Compare to Portfolios Lab Portfolio is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for Compare to Portfolios Lab Portfolio, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.000.700.66
The chart of Sortino ratio for Compare to Portfolios Lab Portfolio, currently valued at 1.00, compared to the broader market-6.00-4.00-2.000.002.004.001.000.95
The chart of Omega ratio for Compare to Portfolios Lab Portfolio, currently valued at 1.13, compared to the broader market0.400.600.801.001.201.401.601.131.12
The chart of Calmar ratio for Compare to Portfolios Lab Portfolio, currently valued at 1.00, compared to the broader market0.002.004.006.001.000.88
The chart of Martin ratio for Compare to Portfolios Lab Portfolio, currently valued at 2.98, compared to the broader market0.005.0010.0015.0020.0025.002.983.43
Compare to Portfolios Lab Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.961.441.191.264.24
MSFT
Microsoft Corporation
-0.27-0.210.97-0.31-0.66
ABBV
AbbVie Inc.
0.861.221.191.122.60
AMGN
Amgen Inc.
0.651.101.150.741.77
AMZN
Amazon.com, Inc.
0.460.801.100.651.76
VGT
Vanguard Information Technology ETF
0.290.541.070.441.34
VO
Vanguard Mid-Cap ETF
0.500.771.090.591.98
VOO
Vanguard S&P 500 ETF
0.771.091.141.034.05
GOOG
Alphabet Inc.
0.721.161.150.932.12

The current Compare to Portfolios Lab Portfolio Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.51 to 1.08, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Compare to Portfolios Lab Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.70
0.66
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Compare to Portfolios Lab Portfolio provided a 1.24% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.24%1.30%1.29%1.38%1.24%1.39%1.55%1.70%1.41%1.72%1.61%1.39%
AAPL
Apple Inc
0.47%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
ABBV
AbbVie Inc.
2.97%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
AMGN
Amgen Inc.
2.91%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.66%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
VO
Vanguard Mid-Cap ETF
1.53%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
GOOG
Alphabet Inc.
0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-9.78%
-8.22%
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Compare to Portfolios Lab 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 Compare to Portfolios Lab Portfolio was 29.29%, occurring on Jan 5, 2023. Recovery took 216 trading sessions.

The current Compare to Portfolios Lab Portfolio drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.29%Dec 28, 2021258Jan 5, 2023216Nov 14, 2023474
-26.13%Feb 20, 202023Mar 23, 202041May 20, 202064
-23.84%Oct 2, 201858Dec 24, 2018138Jul 15, 2019196
-15.77%Dec 2, 201547Feb 9, 2016106Jul 12, 2016153
-13.79%Sep 3, 202014Sep 23, 202081Jan 20, 202195

Volatility

Volatility Chart

The current Compare to Portfolios Lab Portfolio volatility is 5.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
5.88%
5.76%
Compare to Portfolios Lab Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

ABBVAMGNAMZNAAPLGOOGMSFTVOVGTVOO
ABBV1.000.520.210.240.270.280.400.320.43
AMGN0.521.000.280.320.330.340.450.390.49
AMZN0.210.281.000.550.670.640.540.690.64
AAPL0.240.320.551.000.570.610.560.770.68
GOOG0.270.330.670.571.000.680.580.720.70
MSFT0.280.340.640.610.681.000.610.820.74
VO0.400.450.540.560.580.611.000.800.92
VGT0.320.390.690.770.720.820.801.000.90
VOO0.430.490.640.680.700.740.920.901.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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