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Asset Allocation


SCHD 40%SCHW 40%AAPL 5%LLY 5%JNJ 5%KO 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

5%

JNJ
Johnson & Johnson
Healthcare

5%

KO
The Coca-Cola Company
Consumer Defensive

5%

LLY
Eli Lilly and Company
Healthcare

5%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

SCHW
The Charles Schwab Corporation
Financial Services

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stock , 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 Quarterly


300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
589.49%
352.94%
Stock
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Jul 17, 2024, the Stock returned 7.59% Year-To-Date and 13.67% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Stock 3.82%-3.09%6.00%7.24%15.41%13.31%
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
LLY
Eli Lilly and Company
47.61%-3.81%36.89%86.25%54.02%32.41%
JNJ
Johnson & Johnson
0.25%6.21%-2.82%-5.25%6.39%7.11%
KO
The Coca-Cola Company
12.55%4.25%10.85%8.00%8.23%8.11%
SCHD
Schwab US Dividend Equity ETF
8.51%5.58%7.86%12.58%12.46%11.15%
SCHW
The Charles Schwab Corporation
-9.11%-14.77%-1.95%-7.18%9.35%9.76%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.89%4.27%5.07%-1.32%1.67%1.42%3.82%
2023-2.29%-1.73%-11.99%0.93%-0.94%6.60%8.38%-4.40%-5.58%-3.67%11.21%7.69%1.66%
20220.16%-2.46%2.49%-10.08%3.80%-7.18%6.30%-0.89%-2.97%10.64%4.77%-1.71%1.04%
2021-0.79%9.84%5.91%4.45%3.94%0.07%-1.26%4.23%-3.08%8.00%-3.13%8.47%41.90%
2020-1.42%-9.72%-12.41%12.18%0.25%-1.72%2.26%6.84%-1.03%4.13%15.03%6.86%19.23%
20198.16%1.46%-1.33%4.18%-7.56%2.47%3.82%-4.77%5.49%0.22%10.54%0.74%24.39%
20183.26%-3.07%-1.86%2.30%1.40%-2.94%3.51%2.14%-0.39%-4.56%0.48%-7.73%-7.87%
20172.00%2.16%1.01%-1.90%1.43%4.09%0.92%-2.22%4.60%3.19%5.61%2.90%26.20%
2016-10.52%-0.57%8.19%0.04%4.11%-5.58%6.70%4.07%0.50%-0.91%9.54%2.64%17.70%
2015-6.65%7.94%0.14%0.29%2.67%-0.21%3.30%-8.27%-2.52%7.21%4.56%-1.66%5.55%
2014-4.44%5.58%2.46%0.53%-0.73%3.83%0.00%3.71%1.47%0.26%2.01%1.28%16.75%
20138.37%0.63%6.37%-0.13%6.97%1.79%5.01%-3.73%1.34%5.85%5.11%3.37%48.59%

Expense Ratio

Stock 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Stock is 20, indicating that it is in the bottom 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Stock is 2020
Stock
The Sharpe Ratio Rank of Stock is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of Stock is 2020Sortino Ratio Rank
The Omega Ratio Rank of Stock is 2222Omega Ratio Rank
The Calmar Ratio Rank of Stock is 2323Calmar Ratio Rank
The Martin Ratio Rank of Stock is 1818Martin 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.


Stock
Sharpe ratio
The chart of Sharpe ratio for Stock , currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.005.000.62
Sortino ratio
The chart of Sortino ratio for Stock , currently valued at 0.96, compared to the broader market-2.000.002.004.006.000.96
Omega ratio
The chart of Omega ratio for Stock , currently valued at 1.12, compared to the broader market0.801.001.201.401.601.801.12
Calmar ratio
The chart of Calmar ratio for Stock , currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.000.45
Martin ratio
The chart of Martin ratio for Stock , currently valued at 1.61, compared to the broader market0.0010.0020.0030.0040.001.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
LLY
Eli Lilly and Company
2.994.091.567.3222.16
JNJ
Johnson & Johnson
0.030.171.020.030.05
KO
The Coca-Cola Company
0.721.081.140.541.62
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63
SCHW
The Charles Schwab Corporation
-0.16-0.031.00-0.10-0.39

Sharpe Ratio

The current Stock Sharpe ratio is 1.28. 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 1.63 to 2.48, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Stock 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 Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.62
1.82
Stock
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Stock granted a 2.39% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Stock 2.39%2.35%2.11%1.81%2.20%2.19%2.16%1.78%1.97%1.99%1.87%1.93%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
LLY
Eli Lilly and Company
0.57%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
JNJ
Johnson & Johnson
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KO
The Coca-Cola Company
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHW
The Charles Schwab Corporation
1.61%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.67%
-2.86%
Stock
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Stock . 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 Stock was 35.03%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Stock drawdown is 3.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.03%Jan 23, 202042Mar 23, 2020161Nov 9, 2020203
-22.13%Jan 13, 2022328May 4, 2023219Mar 19, 2024547
-19.54%Sep 21, 201865Dec 24, 2018221Nov 8, 2019286
-19.41%Dec 7, 201546Feb 11, 2016123Aug 8, 2016169
-14.32%Jul 21, 201549Sep 28, 201548Dec 4, 201597

Volatility

Volatility Chart

The current Stock volatility is 4.74%, 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%FebruaryMarchAprilMayJuneJuly
4.74%
2.76%
Stock
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.

AAPLLLYSCHWKOJNJSCHD
AAPL1.000.240.300.260.240.46
LLY0.241.000.230.300.480.41
SCHW0.300.231.000.280.290.61
KO0.260.300.281.000.460.60
JNJ0.240.480.290.461.000.56
SCHD0.460.410.610.600.561.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011