Balance Stock Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Balance Stock Portfolio
Currency in USD · Last updated Jun 1, 2025
Asset Allocation
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of BJ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Balance Stock Portfolio | 9.19% | 4.10% | 5.72% | 24.88% | 20.68% | N/A |
| Portfolio components: | ||||||
APD Air Products and Chemicals, Inc. | -2.66% | 2.48% | -15.55% | 7.23% | 5.39% | 9.67% |
CL Colgate-Palmolive Company | 3.39% | 2.48% | -2.73% | 2.13% | 7.62% | 5.81% |
ABBV AbbVie Inc. | 6.70% | -3.74% | 3.65% | 19.62% | 19.77% | 15.54% |
IBM International Business Machines Corporation | 19.42% | 8.81% | 15.44% | 59.97% | 22.06% | 9.40% |
JNJ Johnson & Johnson | 9.11% | 1.35% | 1.79% | 9.27% | 3.76% | 7.44% |
KMB Kimberly-Clark Corporation | 10.69% | 10.70% | 5.01% | 11.69% | 3.88% | 6.35% |
KO The Coca-Cola Company | 16.66% | 1.14% | 13.35% | 18.00% | 12.49% | 9.22% |
MMM 3M Company | 16.05% | 8.10% | 12.19% | 51.21% | 6.59% | 4.53% |
PG The Procter & Gamble Company | 2.61% | 6.19% | -4.04% | 5.79% | 10.64% | 11.07% |
WMT Walmart Inc. | 9.83% | 1.59% | 7.51% | 51.66% | 20.72% | 17.03% |
AAPL Apple Inc | -19.60% | -5.72% | -15.17% | 4.96% | 21.05% | 21.31% |
AMZN Amazon.com, Inc. | -6.55% | 7.79% | -1.39% | 16.19% | 10.92% | 25.27% |
GOOGL Alphabet Inc Class A | -9.17% | 6.47% | 1.89% | 0.04% | 19.21% | 20.07% |
MSFT Microsoft Corporation | 9.64% | 8.42% | 9.13% | 11.75% | 21.26% | 27.46% |
NVDA NVIDIA Corporation | 0.63% | 21.07% | -2.24% | 23.29% | 72.51% | 74.01% |
MO Altria Group, Inc. | 18.00% | 2.19% | 8.94% | 41.71% | 18.28% | 8.63% |
GLD SPDR Gold Trust | 25.39% | 2.06% | 23.62% | 41.01% | 13.26% | 10.25% |
AJG Arthur J. Gallagher & Co. | 22.64% | 9.38% | 11.71% | 38.29% | 31.35% | 24.13% |
BJ BJ's Wholesale Club Holdings, Inc. | 26.70% | -3.45% | 17.56% | 28.55% | 25.75% | N/A |
BRK-B Berkshire Hathaway Inc. | 11.18% | -4.95% | 4.34% | 21.61% | 22.12% | 13.42% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Balance Stock 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 | 4.57% | 2.79% | -1.21% | -1.33% | 4.22% | 9.19% | |||||||
| 2024 | 2.68% | 4.60% | 4.73% | -1.66% | 6.13% | 3.53% | 3.81% | 4.29% | 1.37% | -0.80% | 4.80% | -3.18% | 34.27% |
| 2023 | 3.28% | -1.67% | 6.60% | 3.27% | -0.88% | 5.05% | 3.43% | -0.04% | -4.26% | 0.10% | 5.13% | 1.56% | 23.14% |
| 2022 | -3.33% | -1.95% | 4.79% | -4.61% | -2.26% | -4.33% | 5.75% | -3.46% | -7.72% | 7.24% | 7.13% | -4.23% | -8.17% |
| 2021 | -1.62% | -0.26% | 5.89% | 4.60% | 1.79% | 1.83% | 2.18% | 2.98% | -5.09% | 5.91% | 1.08% | 5.99% | 27.66% |
| 2020 | 1.71% | -5.78% | -4.24% | 9.42% | 6.25% | 2.70% | 7.40% | 7.44% | -3.82% | -3.47% | 7.87% | 1.88% | 28.99% |
| 2019 | 4.83% | 2.44% | 4.66% | 3.13% | -6.36% | 6.35% | 1.05% | 0.14% | 1.79% | 1.94% | 3.14% | 2.90% | 28.62% |
| 2018 | 0.34% | 5.12% | 4.73% | 0.25% | -6.75% | 2.28% | -5.85% | -0.55% |
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more
Expense Ratio
Balance Stock Portfolio has an expense ratio of 0.02%, which is considered low. 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
With an overall rank of 95, Balance Stock Portfolio is among the top 5% 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.
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 | |
|---|---|---|---|---|---|
APD Air Products and Chemicals, Inc. | 0.35 | 0.65 | 1.08 | 0.31 | 0.79 |
CL Colgate-Palmolive Company | 0.22 | 0.36 | 1.05 | 0.16 | 0.27 |
ABBV AbbVie Inc. | 0.83 | 1.21 | 1.19 | 1.17 | 2.66 |
IBM International Business Machines Corporation | 2.22 | 2.84 | 1.41 | 3.47 | 10.68 |
JNJ Johnson & Johnson | 0.55 | 0.89 | 1.12 | 0.64 | 1.68 |
KMB Kimberly-Clark Corporation | 0.76 | 1.11 | 1.15 | 1.04 | 2.27 |
KO The Coca-Cola Company | 1.17 | 1.76 | 1.22 | 1.30 | 2.84 |
MMM 3M Company | 1.52 | 2.68 | 1.36 | 1.53 | 9.64 |
PG The Procter & Gamble Company | 0.37 | 0.58 | 1.08 | 0.57 | 1.25 |
WMT Walmart Inc. | 2.25 | 2.97 | 1.41 | 2.43 | 7.88 |
AAPL Apple Inc | 0.17 | 0.51 | 1.07 | 0.19 | 0.57 |
AMZN Amazon.com, Inc. | 0.42 | 0.75 | 1.09 | 0.41 | 1.04 |
GOOGL Alphabet Inc Class A | 0.01 | 0.12 | 1.01 | -0.07 | -0.15 |
MSFT Microsoft Corporation | 0.47 | 0.62 | 1.08 | 0.33 | 0.73 |
NVDA NVIDIA Corporation | 0.38 | 0.84 | 1.11 | 0.51 | 1.24 |
MO Altria Group, Inc. | 2.30 | 3.19 | 1.42 | 4.29 | 10.01 |
GLD SPDR Gold Trust | 2.26 | 2.95 | 1.37 | 4.82 | 13.13 |
AJG Arthur J. Gallagher & Co. | 1.87 | 2.38 | 1.33 | 3.34 | 9.25 |
BJ BJ's Wholesale Club Holdings, Inc. | 1.07 | 1.69 | 1.20 | 1.88 | 5.17 |
BRK-B Berkshire Hathaway Inc. | 1.19 | 1.77 | 1.25 | 2.81 | 6.66 |
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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
Balance Stock Portfolio provided a 1.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.72% | 1.83% | 2.20% | 2.06% | 1.89% | 2.04% | 2.04% | 2.24% | 1.82% | 1.98% | 2.00% | 1.68% |
| Portfolio components: | ||||||||||||
APD Air Products and Chemicals, Inc. | 2.55% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
CL Colgate-Palmolive Company | 2.17% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
ABBV AbbVie Inc. | 3.43% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
IBM International Business Machines Corporation | 2.58% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
JNJ Johnson & Johnson | 3.23% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KMB Kimberly-Clark Corporation | 3.42% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
MMM 3M Company | 1.93% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% |
PG The Procter & Gamble Company | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
WMT Walmart Inc. | 0.90% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
GOOGL Alphabet Inc Class A | 0.47% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
MO Altria Group, Inc. | 6.67% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AJG Arthur J. Gallagher & Co. | 0.71% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
BJ BJ's Wholesale Club Holdings, 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% |
BRK-B Berkshire Hathaway 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% |
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 Balance Stock 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 Balance Stock Portfolio was 24.25%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -16.99% | Mar 30, 2022 | 134 | Oct 10, 2022 | 127 | Apr 13, 2023 | 261 |
| -16.43% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -10.44% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
| -9.61% | Sep 3, 2020 | 39 | Oct 28, 2020 | 56 | Jan 20, 2021 | 95 |
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 20 assets, with an effective number of assets of 20.00, 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 | GLD | BJ | MO | NVDA | ABBV | KMB | JNJ | AMZN | WMT | CL | GOOGL | IBM | AJG | MMM | AAPL | KO | PG | APD | MSFT | BRK-B | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.29 | 0.30 | 0.68 | 0.38 | 0.24 | 0.34 | 0.68 | 0.40 | 0.32 | 0.72 | 0.58 | 0.53 | 0.57 | 0.72 | 0.41 | 0.36 | 0.59 | 0.77 | 0.66 | 0.88 |
| GLD | 0.07 | 1.00 | 0.02 | 0.04 | 0.03 | -0.01 | 0.05 | 0.05 | 0.06 | 0.05 | 0.09 | 0.07 | 0.01 | 0.05 | 0.05 | 0.02 | 0.08 | 0.08 | 0.08 | 0.04 | 0.00 | 0.12 |
| BJ | 0.29 | 0.02 | 1.00 | 0.18 | 0.20 | 0.15 | 0.19 | 0.19 | 0.18 | 0.37 | 0.21 | 0.19 | 0.23 | 0.20 | 0.24 | 0.22 | 0.18 | 0.21 | 0.22 | 0.20 | 0.22 | 0.42 |
| MO | 0.30 | 0.04 | 0.18 | 1.00 | 0.02 | 0.32 | 0.37 | 0.37 | 0.06 | 0.25 | 0.39 | 0.10 | 0.33 | 0.31 | 0.35 | 0.16 | 0.46 | 0.39 | 0.31 | 0.12 | 0.41 | 0.41 |
| NVDA | 0.68 | 0.03 | 0.20 | 0.02 | 1.00 | 0.16 | 0.02 | 0.05 | 0.61 | 0.21 | 0.07 | 0.57 | 0.29 | 0.24 | 0.28 | 0.56 | 0.07 | 0.10 | 0.32 | 0.64 | 0.30 | 0.60 |
| ABBV | 0.38 | -0.01 | 0.15 | 0.32 | 0.16 | 1.00 | 0.31 | 0.45 | 0.16 | 0.25 | 0.33 | 0.22 | 0.34 | 0.33 | 0.31 | 0.24 | 0.36 | 0.36 | 0.30 | 0.24 | 0.37 | 0.47 |
| KMB | 0.24 | 0.05 | 0.19 | 0.37 | 0.02 | 0.31 | 1.00 | 0.43 | 0.05 | 0.34 | 0.67 | 0.08 | 0.26 | 0.34 | 0.30 | 0.14 | 0.53 | 0.69 | 0.34 | 0.16 | 0.28 | 0.45 |
| JNJ | 0.34 | 0.05 | 0.19 | 0.37 | 0.05 | 0.45 | 0.43 | 1.00 | 0.11 | 0.32 | 0.45 | 0.19 | 0.35 | 0.34 | 0.36 | 0.22 | 0.48 | 0.49 | 0.35 | 0.21 | 0.43 | 0.48 |
| AMZN | 0.68 | 0.06 | 0.18 | 0.06 | 0.61 | 0.16 | 0.05 | 0.11 | 1.00 | 0.28 | 0.11 | 0.68 | 0.28 | 0.25 | 0.29 | 0.61 | 0.13 | 0.17 | 0.31 | 0.70 | 0.31 | 0.62 |
| WMT | 0.40 | 0.05 | 0.37 | 0.25 | 0.21 | 0.25 | 0.34 | 0.32 | 0.28 | 1.00 | 0.37 | 0.26 | 0.30 | 0.36 | 0.29 | 0.28 | 0.37 | 0.44 | 0.32 | 0.32 | 0.36 | 0.53 |
| CL | 0.32 | 0.09 | 0.21 | 0.39 | 0.07 | 0.33 | 0.67 | 0.45 | 0.11 | 0.37 | 1.00 | 0.17 | 0.32 | 0.40 | 0.32 | 0.21 | 0.60 | 0.75 | 0.39 | 0.24 | 0.34 | 0.52 |
| GOOGL | 0.72 | 0.07 | 0.19 | 0.10 | 0.57 | 0.22 | 0.08 | 0.19 | 0.68 | 0.26 | 0.17 | 1.00 | 0.35 | 0.32 | 0.34 | 0.62 | 0.23 | 0.21 | 0.37 | 0.72 | 0.39 | 0.67 |
| IBM | 0.58 | 0.01 | 0.23 | 0.33 | 0.29 | 0.34 | 0.26 | 0.35 | 0.28 | 0.30 | 0.32 | 0.35 | 1.00 | 0.37 | 0.52 | 0.36 | 0.38 | 0.34 | 0.42 | 0.37 | 0.51 | 0.59 |
| AJG | 0.53 | 0.05 | 0.20 | 0.31 | 0.24 | 0.33 | 0.34 | 0.34 | 0.25 | 0.36 | 0.40 | 0.32 | 0.37 | 1.00 | 0.37 | 0.34 | 0.45 | 0.40 | 0.46 | 0.38 | 0.54 | 0.58 |
| MMM | 0.57 | 0.05 | 0.24 | 0.35 | 0.28 | 0.31 | 0.30 | 0.36 | 0.29 | 0.29 | 0.32 | 0.34 | 0.52 | 0.37 | 1.00 | 0.35 | 0.38 | 0.34 | 0.49 | 0.34 | 0.53 | 0.59 |
| AAPL | 0.72 | 0.02 | 0.22 | 0.16 | 0.56 | 0.24 | 0.14 | 0.22 | 0.61 | 0.28 | 0.21 | 0.62 | 0.36 | 0.34 | 0.35 | 1.00 | 0.25 | 0.25 | 0.38 | 0.67 | 0.41 | 0.67 |
| KO | 0.41 | 0.08 | 0.18 | 0.46 | 0.07 | 0.36 | 0.53 | 0.48 | 0.13 | 0.37 | 0.60 | 0.23 | 0.38 | 0.45 | 0.38 | 0.25 | 1.00 | 0.62 | 0.44 | 0.26 | 0.48 | 0.55 |
| PG | 0.36 | 0.08 | 0.21 | 0.39 | 0.10 | 0.36 | 0.69 | 0.49 | 0.17 | 0.44 | 0.75 | 0.21 | 0.34 | 0.40 | 0.34 | 0.25 | 0.62 | 1.00 | 0.40 | 0.29 | 0.37 | 0.56 |
| APD | 0.59 | 0.08 | 0.22 | 0.31 | 0.32 | 0.30 | 0.34 | 0.35 | 0.31 | 0.32 | 0.39 | 0.37 | 0.42 | 0.46 | 0.49 | 0.38 | 0.44 | 0.40 | 1.00 | 0.40 | 0.50 | 0.64 |
| MSFT | 0.77 | 0.04 | 0.20 | 0.12 | 0.64 | 0.24 | 0.16 | 0.21 | 0.70 | 0.32 | 0.24 | 0.72 | 0.37 | 0.38 | 0.34 | 0.67 | 0.26 | 0.29 | 0.40 | 1.00 | 0.38 | 0.72 |
| BRK-B | 0.66 | 0.00 | 0.22 | 0.41 | 0.30 | 0.37 | 0.28 | 0.43 | 0.31 | 0.36 | 0.34 | 0.39 | 0.51 | 0.54 | 0.53 | 0.41 | 0.48 | 0.37 | 0.50 | 0.38 | 1.00 | 0.64 |
| Portfolio | 0.88 | 0.12 | 0.42 | 0.41 | 0.60 | 0.47 | 0.45 | 0.48 | 0.62 | 0.53 | 0.52 | 0.67 | 0.59 | 0.58 | 0.59 | 0.67 | 0.55 | 0.56 | 0.64 | 0.72 | 0.64 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 29, 2018
Go to the full Correlations tool for more customization options