Mini-picks vs VOO

Asset Allocation

Position	Category/Sector	Target Weight
ABT Abbott Laboratories	Healthcare	10%
DE Deere & Company	Industrials	10%
ISRG Intuitive Surgical, Inc.	Healthcare	10%
JPM JPMorgan Chase & Co.	Financial Services	10%
BLK BlackRock, Inc.	Financial Services	10%
NEE NextEra Energy, Inc.	Utilities	10%
HON Honeywell International Inc	Industrials	10%
WM Waste Management, Inc.	Industrials	10%
LIN Linde plc	Basic Materials	10%
ETN Eaton Corporation plc	Industrials	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mini-picks vs VOO, 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 never rebalanced.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Mini-picks vs VOO	0.77%	-1.01%	5.44%	5.05%	6.87%	15.46%	11.02%	—
Portfolio components:
ABT Abbott Laboratories	-1.64%	3.86%	-28.82%	-28.92%	-33.65%	-2.76%	-2.50%	10.94%
BLK BlackRock, Inc.	1.52%	-6.00%	-2.50%	-4.18%	8.42%	17.07%	5.74%	14.55%
DE Deere & Company	1.55%	0.49%	24.40%	19.88%	14.81%	14.77%	12.54%	23.07%
ETN Eaton Corporation plc	-0.57%	-4.09%	23.61%	18.59%	22.32%	28.04%	23.65%	23.38%
HON Honeywell International Inc	0.54%	1.75%	14.11%	14.95%	6.49%	7.43%	2.86%	10.02%
ISRG Intuitive Surgical, Inc.	-0.45%	-3.97%	-27.42%	-24.20%	-19.74%	9.23%	7.37%	19.09%
JPM JPMorgan Chase & Co.	2.31%	6.94%	0.50%	1.66%	23.40%	34.22%	17.82%	21.02%
LIN Linde plc	1.58%	2.65%	23.59%	26.61%	13.87%	13.38%	13.98%	—
NEE NextEra Energy, Inc.	1.36%	-9.47%	8.63%	6.81%	18.32%	8.11%	5.94%	13.51%
WM Waste Management, Inc.	0.30%	0.72%	0.71%	2.63%	-5.72%	12.33%	11.14%	15.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2018, Mini-picks vs VOO's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Mini-picks vs VOO closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -10.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.56%	6.42%	-5.83%	5.57%	-5.28%	1.60%							5.44%
2025	6.31%	-1.15%	-4.03%	0.35%	6.47%	3.16%	0.56%	-1.77%	1.05%	-0.90%	0.14%	-0.94%	9.09%
2024	0.88%	5.28%	6.09%	-3.42%	3.37%	-0.17%	1.31%	4.69%	2.42%	-0.02%	8.16%	-7.11%	22.52%
2023	-0.74%	-1.86%	1.48%	1.89%	-2.78%	9.25%	1.32%	-2.45%	-6.01%	-1.34%	8.64%	6.07%	12.98%
2022	-8.02%	-4.29%	5.39%	-8.37%	0.98%	-8.88%	9.37%	-1.65%	-7.64%	11.75%	9.84%	-2.34%	-6.84%
2021	-0.27%	3.39%	6.79%	3.88%	1.06%	-0.57%	4.30%	5.24%	-7.18%	7.58%	-2.53%	5.40%	29.45%

Benchmark Metrics

Mini-picks vs VOO has an annualized alpha of 3.23%, beta of 0.93, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.17%) than losses (87.39%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R2 of 0.81, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 3.23%

Beta: 0.93

R²: 0.81

Upside Capture: 96.17%

Downside Capture: 87.39%

See how alpha, beta & R² have trended over time →

Expense Ratio

Mini-picks vs VOO 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.

Return for Risk

Risk / Return Rank

Mini-picks vs VOO ranks 8 for risk / return — in the bottom 8% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Mini-picks vs VOO and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.43	1.86	-1.43
Sortino ratioReturn per unit of downside risk	0.70	2.53	-1.83
Omega ratioGain probability vs. loss probability	1.08	1.34	-0.26
Calmar ratioReturn relative to maximum drawdown	0.77	2.53	-1.76
Martin ratioReturn relative to average drawdown	1.89	11.37	-9.49

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABT Abbott Laboratories	3	-1.40	-1.92	0.75	-0.88	-1.92
BLK BlackRock, Inc.	48	0.26	0.53	1.07	0.30	0.66
DE Deere & Company	56	0.44	0.89	1.11	0.67	1.38
ETN Eaton Corporation plc	60	0.60	1.00	1.13	1.04	2.25
HON Honeywell International Inc	48	0.24	0.52	1.06	0.34	0.59
ISRG Intuitive Surgical, Inc.	15	-0.65	-0.87	0.90	-0.62	-1.24
JPM JPMorgan Chase & Co.	69	1.01	1.43	1.18	1.42	3.36
LIN Linde plc	60	0.74	1.16	1.13	0.67	1.89
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.78
WM Waste Management, Inc.	27	-0.32	-0.32	0.96	-0.36	-0.79

Sharpe Ratio

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.

The current Mini-picks vs VOO Sharpe ratio is 0.43 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Mini-picks vs VOO compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Mini-picks vs VOO provided a 1.66% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.66%	1.62%	1.60%	1.73%	1.75%	1.44%	1.60%	1.86%	2.03%	1.66%	2.03%	2.25%
Portfolio components:
ABT Abbott Laboratories	2.77%	1.88%	1.95%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%
BLK BlackRock, Inc.	2.12%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
DE Deere & Company	1.12%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%
ETN Eaton Corporation plc	1.09%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
HON Honeywell International Inc	2.10%	2.25%	1.93%	1.99%	1.85%	1.81%	1.71%	1.90%	2.24%	1.79%	2.11%	2.07%
ISRG Intuitive Surgical, 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%
JPM JPMorgan Chase & Co.	1.84%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LIN Linde plc	1.18%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
NEE NextEra Energy, Inc.	2.77%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
WM Waste Management, Inc.	1.61%	1.50%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Mini-picks vs VOO. 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 Mini-picks vs VOO was 36.69%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Mini-picks vs VOO drawdown is 4.52%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.69%Mar 2020	1mo 4d	4mo 17d	5mo 21dFeb 2020 - Aug 2020
Bear market2022	-23.63%Jun 2022	5mo 12d	1y 27d	1y 6moJan 2022 - Jul 2023
2025 selloff2025	-15.50%Apr 2025	4mo 7d	1mo 7d	5mo 14dDec 2024 - May 2025
Rate-hike selloffLate 2018	-15.40%Dec 2018	2mo 22d	1mo 28d	4mo 20dOct 2018 - Feb 2019
2023 correction2023	-14.02%Oct 2023	3mo 3d	1mo 18d	4mo 21dJul 2023 - Dec 2023

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.98	1.71	1.54	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Mini-picks vs VOO correlation to the S&P 500 Index

Mini-picks vs VOO has a 0.60 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. BLK has the highest benchmark correlation at 0.73, while NEE has the lowest at 0.35.

NEE

0.35

0.38

ABT

0.47

0.50

0.58

0.61

0.63

0.68

0.69

0.73

Portfolio Correlations

Correlation vs. Mini-picks vs VOO. ETN has the highest portfolio correlation at 0.76, while NEE has the lowest at 0.48.

NEE

0.48

0.54

ABT

0.57

JPM

0.67

ISRG

0.67

0.69

0.69

0.73

0.75

0.76

Asset Correlations Table

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

	NEE	WM	ABT	DE	ISRG	JPM	LIN	ETN	HON	BLK
NEE	1.00	0.40	0.34	0.23	0.27	0.19	0.32	0.21	0.31	0.31
WM	0.40	1.00	0.41	0.32	0.31	0.29	0.42	0.30	0.41	0.33
ABT	0.34	0.41	1.00	0.27	0.53	0.28	0.41	0.29	0.39	0.40
DE	0.23	0.32	0.27	1.00	0.31	0.50	0.40	0.52	0.53	0.48
ISRG	0.27	0.31	0.53	0.31	1.00	0.36	0.44	0.45	0.43	0.51
JPM	0.19	0.29	0.28	0.50	0.36	1.00	0.44	0.56	0.55	0.62
LIN	0.32	0.42	0.41	0.40	0.44	0.44	1.00	0.46	0.55	0.52
ETN	0.21	0.30	0.29	0.52	0.45	0.56	0.46	1.00	0.58	0.57
HON	0.31	0.41	0.39	0.53	0.43	0.55	0.55	0.58	1.00	0.58
BLK	0.31	0.33	0.40	0.48	0.51	0.62	0.52	0.57	0.58	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2018

Diversification Analysis

Find what Mini-picks vs VOO is missing

See which holdings overlap, where Mini-picks vs VOO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification