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div-50
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of May 11, 2025, the div-50 returned 2.65% Year-To-Date and 8.50% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
div-502.65%3.23%-2.46%7.96%8.97%8.50%
IBM
International Business Machines Corporation
14.87%9.28%19.09%53.60%21.64%8.83%
KO
The Coca-Cola Company
14.10%-0.34%11.98%14.81%12.59%8.99%
JNJ
Johnson & Johnson
7.49%3.72%0.79%6.18%3.55%7.32%
ABBV
AbbVie Inc.
5.83%6.95%-5.73%19.02%20.92%15.72%
MMM
3M Company
11.01%7.24%7.24%47.43%7.39%4.00%
ED
Consolidated Edison, Inc.
21.76%-0.57%11.67%14.05%12.30%9.96%
KMB
Kimberly-Clark Corporation
2.44%-3.23%1.36%0.82%2.71%5.35%
SWK
Stanley Black & Decker, Inc.
-21.18%6.80%-29.17%-27.64%-8.67%-2.62%
TGT
Target Corporation
-28.08%3.98%-34.62%-39.09%-2.03%4.85%
BKH
Black Hills Corporation
1.15%0.46%-1.60%7.26%3.70%5.80%
*Annualized

Monthly Returns

The table below presents the monthly returns of div-50, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.21%4.88%-1.95%-5.27%-0.79%2.65%
2024-0.37%1.74%6.39%-2.72%0.55%-0.29%10.65%4.44%2.52%-4.94%-0.05%-5.26%12.16%
20230.59%-4.19%1.75%1.89%-7.55%4.50%4.35%-3.24%-6.36%-0.87%7.72%4.42%1.77%
2022-1.93%-2.63%3.50%-0.47%-1.36%-3.61%1.47%-4.58%-8.16%7.84%6.90%-3.29%-7.28%
2021-2.47%0.02%9.27%2.53%2.46%-0.72%2.16%0.61%-6.89%3.10%-2.07%9.19%17.28%
2020-0.61%-8.01%-10.65%8.70%4.61%-0.50%3.70%4.45%-0.98%-2.47%9.96%0.91%7.29%
20193.98%2.77%3.89%0.38%-3.52%5.28%-0.03%1.02%3.88%-0.03%3.82%3.07%27.02%
20182.98%-4.06%-3.32%-1.77%-0.46%0.95%5.35%0.84%0.91%-7.65%7.67%-6.20%-5.73%
20170.65%3.68%1.18%0.41%2.10%0.72%0.00%1.36%2.38%3.16%2.55%0.41%20.20%
2016-1.09%4.04%7.45%-0.10%0.24%3.25%2.61%-2.34%-0.54%-3.72%1.99%1.36%13.41%
2015-3.21%2.47%-1.47%1.22%1.16%-2.24%2.45%-5.32%-0.04%5.81%-1.16%1.66%0.85%
2014-3.96%4.77%0.63%3.33%-0.62%2.39%-3.54%3.68%-0.34%4.12%4.93%-0.50%15.36%

Expense Ratio

div-50 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of div-50 is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of div-50 is 4141
Overall Rank
The Sharpe Ratio Rank of div-50 is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of div-50 is 4646
Sortino Ratio Rank
The Omega Ratio Rank of div-50 is 3636
Omega Ratio Rank
The Calmar Ratio Rank of div-50 is 5555
Calmar Ratio Rank
The Martin Ratio Rank of div-50 is 2828
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IBM
International Business Machines Corporation
2.002.731.393.2710.01
KO
The Coca-Cola Company
0.941.451.181.032.27
JNJ
Johnson & Johnson
0.340.621.090.411.10
ABBV
AbbVie Inc.
0.710.971.150.852.09
MMM
3M Company
1.412.671.361.229.30
ED
Consolidated Edison, Inc.
0.711.191.140.821.98
KMB
Kimberly-Clark Corporation
0.040.221.030.090.20
SWK
Stanley Black & Decker, Inc.
-0.65-0.720.91-0.36-1.23
TGT
Target Corporation
-0.99-1.210.82-0.60-1.94
BKH
Black Hills Corporation
0.320.691.090.271.40

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.

div-50 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.54
  • 5-Year: 0.60
  • 10-Year: 0.53
  • All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, 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 div-50 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

div-50 provided a 3.53% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.53%3.49%3.79%3.55%3.02%3.25%3.09%3.45%2.87%3.03%3.10%2.49%
IBM
International Business Machines Corporation
2.68%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
KO
The Coca-Cola Company
2.79%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
JNJ
Johnson & Johnson
3.22%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
ABBV
AbbVie Inc.
3.46%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
MMM
3M Company
1.98%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
ED
Consolidated Edison, Inc.
3.10%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
KMB
Kimberly-Clark Corporation
3.70%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
SWK
Stanley Black & Decker, Inc.
5.22%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%
TGT
Target Corporation
4.63%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%
BKH
Black Hills Corporation
4.49%4.44%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%

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 div-50. 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 div-50 was 32.95%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current div-50 drawdown is 8.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.95%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-20.98%Apr 22, 2022378Oct 23, 2023183Jul 17, 2024561
-16.2%Jan 29, 2018229Dec 24, 2018116Jun 12, 2019345
-13.54%Mar 11, 202521Apr 8, 2025
-11.6%Oct 17, 202444Dec 18, 202453Mar 10, 202597

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. 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.

^GSPCTGTEDABBVKMBBKHSWKIBMJNJKOMMMPortfolio
^GSPC1.000.460.230.440.340.390.650.600.440.450.610.70
TGT0.461.000.150.250.230.240.390.310.270.270.360.56
ED0.230.151.000.200.450.640.150.220.360.460.240.54
ABBV0.440.250.201.000.290.250.290.340.460.320.340.58
KMB0.340.230.450.291.000.420.250.300.430.540.350.60
BKH0.390.240.640.250.421.000.290.320.360.460.360.64
SWK0.650.390.150.290.250.291.000.480.320.330.610.65
IBM0.600.310.220.340.300.320.481.000.380.370.520.64
JNJ0.440.270.360.460.430.360.320.381.000.460.430.63
KO0.450.270.460.320.540.460.330.370.461.000.400.65
MMM0.610.360.240.340.350.360.610.520.430.401.000.70
Portfolio0.700.560.540.580.600.640.650.640.630.650.701.00
The correlation results are calculated based on daily price changes starting from Jan 3, 2013