Competitors
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CVX Chevron Corporation | Energy | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
PG The Procter & Gamble Company | Consumer Defensive | 10% |
XOM Exxon Mobil Corporation | Energy | 10% |
YUM YUM! Brands, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Competitors, 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.
The earliest data available for this chart is Oct 19, 2001, corresponding to the inception date of CVX
Returns By Period
As of May 3, 2025, the Competitors returned 1.62% Year-To-Date and 11.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| Competitors | 1.62% | -4.36% | -1.87% | 3.30% | 14.39% | 11.70% |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 8.82% | -2.32% | -0.94% | 7.94% | 3.93% | 7.60% |
PG The Procter & Gamble Company | -3.05% | -6.29% | -1.55% | 0.01% | 9.45% | 10.21% |
HD The Home Depot, Inc. | -5.70% | 2.42% | -6.07% | 8.96% | 13.17% | 15.63% |
LOW Lowe's Companies, Inc. | -7.06% | 2.64% | -12.43% | -0.28% | 18.33% | 14.48% |
MCD McDonald's Corporation | 8.23% | -1.98% | 6.92% | 18.22% | 14.04% | 15.37% |
YUM YUM! Brands, Inc. | 11.69% | -7.62% | 13.78% | 13.19% | 14.58% | 10.47% |
XOM Exxon Mobil Corporation | -0.38% | -5.53% | -6.01% | -5.35% | 24.67% | 6.45% |
CVX Chevron Corporation | -3.32% | -11.29% | -7.58% | -9.83% | 13.63% | 7.03% |
PEP PepsiCo, Inc. | -11.26% | -11.64% | -17.81% | -21.54% | 3.42% | 6.53% |
KO The Coca-Cola Company | 15.93% | -2.09% | 11.87% | 18.70% | 13.15% | 9.27% |
Monthly Returns
The table below presents the monthly returns of Competitors, 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 | 1.68% | 5.88% | 0.15% | -5.50% | -0.26% | 1.62% | |||||||
| 2024 | 0.70% | 3.82% | 2.77% | -2.60% | -0.46% | -1.01% | 4.46% | 2.73% | 2.58% | -3.20% | 3.66% | -6.61% | 6.36% |
| 2023 | -0.87% | -3.44% | 2.83% | 4.92% | -6.75% | 6.18% | 2.23% | -1.90% | -3.67% | -4.47% | 4.16% | 3.17% | 1.41% |
| 2022 | 0.57% | -1.78% | 1.82% | 1.19% | 1.84% | -6.02% | 6.30% | -3.04% | -5.93% | 12.58% | 5.36% | -1.69% | 10.12% |
| 2021 | -1.77% | 2.83% | 8.79% | 2.87% | 1.40% | 0.04% | 3.22% | -0.39% | -1.22% | 7.38% | -0.41% | 8.19% | 34.75% |
| 2020 | 0.50% | -9.72% | -14.37% | 16.58% | 4.33% | -0.73% | 3.87% | 5.22% | -3.02% | -3.27% | 8.98% | 2.46% | 7.38% |
| 2019 | 3.97% | 3.26% | 4.06% | 2.87% | -4.95% | 6.88% | 0.56% | 2.87% | 0.42% | -1.91% | 0.27% | 2.28% | 22.02% |
| 2018 | 2.44% | -8.98% | 0.18% | 0.42% | 0.74% | 2.23% | 3.16% | 1.71% | 3.38% | -2.84% | 4.87% | -6.56% | -0.23% |
| 2017 | 0.08% | 3.16% | 1.30% | 2.04% | 2.26% | 0.41% | 1.43% | -0.10% | 1.93% | 1.38% | 4.52% | 2.56% | 22.98% |
| 2016 | -0.58% | -1.10% | 7.71% | 1.05% | 0.59% | 2.51% | 1.50% | -1.50% | -0.55% | -2.81% | 1.59% | 2.83% | 11.40% |
| 2015 | -3.21% | 6.21% | -2.36% | -0.03% | 0.52% | -2.22% | 0.82% | -4.57% | 0.69% | 7.25% | 1.64% | 0.49% | 4.66% |
| 2014 | -6.69% | 4.42% | 1.99% | 2.54% | 0.38% | 2.11% | -3.70% | 5.57% | -0.54% | 2.44% | 2.81% | -0.30% | 10.90% |
Expense Ratio
Competitors 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Competitors is 14, meaning it’s performing worse than 86% 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.60 | 0.93 | 1.13 | 0.66 | 1.82 |
PG The Procter & Gamble Company | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
HD The Home Depot, Inc. | 0.51 | 0.87 | 1.10 | 0.54 | 1.47 |
LOW Lowe's Companies, Inc. | 0.06 | 0.26 | 1.03 | 0.06 | 0.15 |
MCD McDonald's Corporation | 0.84 | 1.28 | 1.17 | 0.99 | 3.21 |
YUM YUM! Brands, Inc. | 0.34 | 0.65 | 1.09 | 0.57 | 1.33 |
XOM Exxon Mobil Corporation | -0.30 | -0.26 | 0.97 | -0.38 | -0.87 |
CVX Chevron Corporation | -0.42 | -0.39 | 0.94 | -0.47 | -1.25 |
PEP PepsiCo, Inc. | -1.10 | -1.46 | 0.82 | -0.78 | -1.80 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
Dividends
Dividend yield
Competitors provided a 2.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.95% | 2.89% | 2.76% | 2.47% | 2.61% | 3.28% | 2.78% | 2.95% | 2.55% | 2.59% | 2.65% | 2.41% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PG The Procter & Gamble Company | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
HD The Home Depot, Inc. | 2.48% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
LOW Lowe's Companies, Inc. | 2.02% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
YUM YUM! Brands, Inc. | 1.82% | 2.00% | 1.87% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.65% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
CVX Chevron Corporation | 4.77% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
PEP PepsiCo, Inc. | 4.07% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Competitors. 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 Competitors was 37.05%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Competitors drawdown is 6.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.05% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -33.3% | Dec 11, 2007 | 310 | Mar 5, 2009 | 271 | Apr 1, 2010 | 581 |
| -29.25% | May 20, 2002 | 187 | Feb 13, 2003 | 222 | Dec 31, 2003 | 409 |
| -13.85% | Jan 29, 2018 | 39 | Mar 23, 2018 | 126 | Sep 21, 2018 | 165 |
| -13.65% | Jul 8, 2011 | 24 | Aug 10, 2011 | 63 | Nov 8, 2011 | 87 |
Volatility
Volatility Chart
The current Competitors volatility is 7.91%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 10.00, 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
| ^GSPC | JNJ | CVX | MCD | YUM | XOM | PG | PEP | LOW | KO | HD | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.58 | 0.50 | 0.55 | 0.58 | 0.49 | 0.48 | 0.60 | 0.50 | 0.63 | 0.80 |
| JNJ | 0.50 | 1.00 | 0.32 | 0.34 | 0.33 | 0.34 | 0.48 | 0.46 | 0.32 | 0.44 | 0.36 | 0.59 |
| CVX | 0.58 | 0.32 | 1.00 | 0.30 | 0.31 | 0.82 | 0.30 | 0.29 | 0.33 | 0.33 | 0.32 | 0.65 |
| MCD | 0.50 | 0.34 | 0.30 | 1.00 | 0.54 | 0.30 | 0.40 | 0.39 | 0.37 | 0.41 | 0.40 | 0.63 |
| YUM | 0.55 | 0.33 | 0.31 | 0.54 | 1.00 | 0.32 | 0.36 | 0.37 | 0.42 | 0.37 | 0.44 | 0.66 |
| XOM | 0.58 | 0.34 | 0.82 | 0.30 | 0.32 | 1.00 | 0.33 | 0.31 | 0.34 | 0.35 | 0.33 | 0.66 |
| PG | 0.49 | 0.48 | 0.30 | 0.40 | 0.36 | 0.33 | 1.00 | 0.57 | 0.34 | 0.55 | 0.37 | 0.63 |
| PEP | 0.48 | 0.46 | 0.29 | 0.39 | 0.37 | 0.31 | 0.57 | 1.00 | 0.35 | 0.62 | 0.37 | 0.63 |
| LOW | 0.60 | 0.32 | 0.33 | 0.37 | 0.42 | 0.34 | 0.34 | 0.35 | 1.00 | 0.33 | 0.76 | 0.70 |
| KO | 0.50 | 0.44 | 0.33 | 0.41 | 0.37 | 0.35 | 0.55 | 0.62 | 0.33 | 1.00 | 0.36 | 0.64 |
| HD | 0.63 | 0.36 | 0.32 | 0.40 | 0.44 | 0.33 | 0.37 | 0.37 | 0.76 | 0.36 | 1.00 | 0.71 |
| Portfolio | 0.80 | 0.59 | 0.65 | 0.63 | 0.66 | 0.66 | 0.63 | 0.63 | 0.70 | 0.64 | 0.71 | 1.00 |