Top Lobbying Spenders

Asset Allocation

Position	Category/Sector	Target Weight
META Meta Platforms, Inc.	Communication Services	10%
GM General Motors Company	Consumer Cyclical	10%
NOC Northrop Grumman Corporation	Industrials	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
LMT Lockheed Martin Corporation	Industrials	10%
AMGN Amgen Inc.	Healthcare	10%
LLY Eli Lilly and Company	Healthcare	10%
PFE Pfizer Inc.	Healthcare	10%
MRK Merck & Co., Inc.	Healthcare	10%
CMCSA Comcast Corporation	Communication Services	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 Top Lobbying Spenders, 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.

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Returns By Period

As of Jun 13, 2026, the Top Lobbying Spenders returned 5.38% Year-To-Date and 16.42% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio Top Lobbying Spenders	0.25%	2.86%	5.38%	6.42%	22.28%	16.68%	12.82%	16.42%
Portfolio components:
AMGN Amgen Inc.	-1.31%	7.42%	8.65%	9.32%	22.30%	18.73%	11.36%	12.18%
AMZN Amazon.com, Inc	3.13%	-6.86%	6.59%	10.55%	15.99%	25.16%	7.58%	21.42%
CMCSA Comcast Corporation	-2.16%	-3.19%	-7.33%	-1.81%	-19.31%	-10.02%	-11.19%	1.10%
GM General Motors Company	3.15%	12.55%	3.85%	3.02%	74.39%	31.69%	7.22%	13.35%
LLY Eli Lilly and Company	-0.32%	12.38%	5.44%	6.68%	38.81%	37.10%	39.92%	33.49%
LMT Lockheed Martin Corporation	-1.85%	3.45%	10.95%	10.78%	11.97%	7.77%	9.61%	11.27%
META Meta Platforms, Inc.	4.77%	-3.29%	-9.93%	-8.18%	-12.74%	28.68%	12.58%	18.14%
MRK Merck & Co., Inc.	-2.79%	3.90%	10.76%	16.28%	46.78%	4.85%	11.88%	11.34%
NOC Northrop Grumman Corporation	-1.02%	1.19%	-3.74%	-4.67%	7.07%	7.70%	9.67%	11.55%
PFE Pfizer Inc.	-0.80%	2.65%	7.92%	1.67%	13.35%	-7.86%	-3.09%	2.26%

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

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, Top Lobbying Spenders's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Feb 2020 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Top Lobbying Spenders closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -9.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.54%	1.87%	-5.87%	-0.96%	3.23%	-1.87%							5.38%
2025	2.37%	-0.07%	-3.15%	-2.26%	0.83%	3.50%	1.70%	2.66%	1.34%	1.50%	6.53%	1.93%	17.84%
2024	4.34%	5.14%	3.79%	-3.70%	3.63%	2.60%	1.79%	4.32%	-0.07%	-1.21%	-0.58%	-3.03%	17.83%
2023	2.80%	-1.43%	4.92%	3.21%	0.74%	6.24%	1.15%	1.78%	-2.84%	-0.74%	4.53%	3.67%	26.34%
2022	-3.63%	-2.60%	4.56%	-6.35%	4.94%	-5.57%	2.95%	-2.49%	-7.56%	8.90%	5.69%	-3.55%	-6.17%
2021	1.53%	-1.05%	6.65%	3.66%	1.63%	3.73%	1.13%	0.84%	-4.96%	1.58%	0.83%	5.58%	22.70%

Benchmark Metrics

Top Lobbying Spenders has an annualized alpha of 7.82%, beta of 0.82, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.85%) than losses (66.60%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 7.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 7.82%

Beta: 0.82

R²: 0.72

Upside Capture: 99.85%

Downside Capture: 66.60%

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

Expense Ratio

Top Lobbying Spenders 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

Top Lobbying Spenders ranks 31 for risk / return — below 31% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Top Lobbying Spenders 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	1.56	2.14	-0.57
Sortino ratioReturn per unit of downside risk	2.38	2.89	-0.51
Omega ratioGain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratioReturn relative to maximum drawdown	2.63	2.91	-0.28
Martin ratioReturn relative to average drawdown	6.85	13.08	-6.23

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
AMGN Amgen Inc.	66	0.81	1.38	1.17	1.35	3.10
AMZN Amazon.com, Inc	57	0.53	0.94	1.12	0.74	1.74
CMCSA Comcast Corporation	14	-0.66	-0.77	0.90	-0.71	-1.34
GM General Motors Company	90	2.14	3.13	1.41	4.67	11.51
LLY Eli Lilly and Company	71	1.03	1.58	1.21	1.68	4.19
LMT Lockheed Martin Corporation	54	0.46	0.76	1.10	0.48	1.12
META Meta Platforms, Inc.	27	-0.36	-0.29	0.96	-0.38	-0.79
MRK Merck & Co., Inc.	86	1.72	2.59	1.31	4.14	10.29
NOC Northrop Grumman Corporation	48	0.27	0.59	1.07	0.23	0.57
PFE Pfizer Inc.	60	0.56	1.02	1.12	1.17	2.35

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. Learn how to interpret the Sharpe ratio.

The current Top Lobbying Spenders Sharpe ratio is 1.56 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 1.56 to 2.44, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Top Lobbying Spenders 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

Top Lobbying Spenders provided a 3.12% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.12%	2.32%	2.24%	2.00%	1.68%	1.69%	1.87%	1.99%	2.27%	2.05%	2.29%	2.15%
Portfolio components:
AMGN Amgen Inc.	2.80%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
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%
CMCSA Comcast Corporation	12.10%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
GM General Motors Company	0.79%	0.70%	0.90%	1.00%	0.54%	0.00%	0.91%	4.15%	4.54%	3.71%	4.36%	4.06%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
LMT Lockheed Martin Corporation	2.57%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
META Meta Platforms, Inc.	0.44%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MRK Merck & Co., Inc.	3.63%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
NOC Northrop Grumman Corporation	1.73%	1.58%	1.72%	1.57%	1.24%	1.59%	1.86%	1.50%	1.92%	1.27%	1.50%	1.64%
PFE Pfizer Inc.	6.62%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%

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 Top Lobbying Spenders. 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 Top Lobbying Spenders was 26.59%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Top Lobbying Spenders drawdown is 6.04%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-26.59%Mar 2020	2mo 6d	2mo 17d	4mo 23dJan 2020 - Jun 2020
Bear market2022	-16.51%Sep 2022	8mo 21d	6mo 7d	1y 2moJan 2022 - Apr 2023
2025 selloff2025	-16.34%Apr 2025	5mo 25d	5mo 26d	11mo 21dOct 2024 - Oct 2025
Rate-hike selloffLate 2018	-14.51%Dec 2018	2mo 23d	1mo 13d	4mo 6dOct 2018 - Feb 2019
2016 correction2016	-12.23%Feb 2016	2mo 11d	2mo 9d	4mo 20dDec 2015 - Apr 2016

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	10Y	All Time
Diversification Ratio	2.09	2.00	1.90	1.69	1.67

The portfolio has a diversification ratio of 1.67, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Top Lobbying Spenders correlation to the S&P 500 Index

Top Lobbying Spenders has a 0.50 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.78

Benchmark Correlations

Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.64, while MRK has the lowest at 0.37.

0.37

0.38

0.40

0.41

0.42

0.48

0.53

0.55

Portfolio Correlations

Correlation vs. Top Lobbying Spenders. AMGN has the highest portfolio correlation at 0.63, while NOC has the lowest at 0.52.

NOC

0.52

LMT

0.53

0.55

MRK

0.57

CMCSA

0.58

LLY

0.58

Asset Correlations Table

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

	META	GM	NOC	AMZN	LMT	LLY	CMCSA	MRK	PFE	AMGN
META	1.00	0.28	0.13	0.57	0.15	0.24	0.29	0.16	0.18	0.26
GM	0.28	1.00	0.24	0.29	0.24	0.19	0.35	0.22	0.27	0.25
NOC	0.13	0.24	1.00	0.15	0.75	0.25	0.27	0.29	0.28	0.29
AMZN	0.57	0.29	0.15	1.00	0.16	0.24	0.32	0.17	0.20	0.28
LMT	0.15	0.24	0.75	0.16	1.00	0.24	0.29	0.30	0.30	0.30
LLY	0.24	0.19	0.25	0.24	0.24	1.00	0.24	0.46	0.44	0.44
CMCSA	0.29	0.35	0.27	0.32	0.29	0.24	1.00	0.29	0.32	0.37
MRK	0.16	0.22	0.29	0.17	0.30	0.46	0.29	1.00	0.52	0.49
PFE	0.18	0.27	0.28	0.20	0.30	0.44	0.32	0.52	1.00	0.48
AMGN	0.26	0.25	0.29	0.28	0.30	0.44	0.37	0.49	0.48	1.00

The correlation results are calculated based on daily price changes starting from May 18, 2012

Diversification Analysis

Find what Top Lobbying Spenders is missing

See which holdings overlap, where Top Lobbying Spenders is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification