div-titans
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
div-titans
Currency in USD · Last updated May 11, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADP Automatic Data Processing, Inc. | Industrials | 5% |
BRC Brady Corporation | Industrials | 5% |
CTRA Coterra Energy Inc. | Energy | 5% |
DCI Donaldson Company, Inc. | Industrials | 5% |
ERF.TO Enerplus Corporation | Energy | 5% |
GWW W.W. Grainger, Inc. | Industrials | 5% |
ITT ITT Inc. | Industrials | 5% |
JKHY Jack Henry & Associates, Inc. | Technology | 5% |
LEN Lennar Corporation | Consumer Cyclical | 5% |
MRK Merck & Co., Inc. | Healthcare | 5% |
NDSN Nordson Corporation | Industrials | 5% |
PFE Pfizer Inc. | Healthcare | 5% |
ROL Rollins, Inc. | Consumer Cyclical | 5% |
SIGI Selective Insurance Group, Inc. | Financial Services | 5% |
SNA Snap-on Incorporated | Industrials | 5% |
TXN Texas Instruments Incorporated | Technology | 5% |
UNMA Unum Group | 5% | |
WMK Weis Markets, Inc. | Consumer Defensive | 5% |
WSO Watsco, Inc. | Industrials | 5% |
XOM | 5% |
Every 3 months
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of UNMA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| div-titans | -1.27% | 4.14% | -8.57% | -0.97% | 17.74% | N/A |
| Portfolio components: | ||||||
ITT ITT Inc. | 0.46% | 17.07% | -6.03% | 4.73% | 24.28% | 14.40% |
MRK Merck & Co., Inc. | -22.97% | -2.04% | -24.95% | -39.86% | 3.52% | 6.22% |
ADP Automatic Data Processing, Inc. | 5.68% | 5.31% | 2.05% | 27.33% | 18.52% | 16.09% |
BRC Brady Corporation | 0.24% | 9.59% | -3.50% | 22.63% | 12.86% | 13.17% |
DCI Donaldson Company, Inc. | 0.78% | 8.79% | -12.15% | -8.67% | 9.93% | 8.33% |
ERF.TO Enerplus Corporation | 0.00% | 0.00% | 0.00% | -0.13% | 52.93% | N/A |
GWW W.W. Grainger, Inc. | -1.42% | 7.95% | -13.58% | 8.81% | 30.37% | 17.42% |
JKHY Jack Henry & Associates, Inc. | 3.57% | 6.36% | 1.31% | 8.32% | 0.56% | 12.16% |
LEN Lennar Corporation | -17.02% | 4.46% | -34.43% | -30.11% | 17.54% | 10.35% |
NDSN Nordson Corporation | -7.25% | 6.40% | -25.77% | -30.03% | 3.83% | 10.11% |
PFE Pfizer Inc. | -13.00% | 5.16% | -13.62% | -15.14% | -4.90% | 0.57% |
ROL Rollins, Inc. | 22.77% | 4.82% | 13.77% | 22.82% | 15.96% | 19.62% |
SNA Snap-on Incorporated | -6.42% | -2.08% | -11.04% | 15.32% | 23.25% | 9.78% |
SIGI Selective Insurance Group, Inc. | -3.61% | 4.30% | -9.40% | -7.15% | 15.03% | 14.45% |
TXN Texas Instruments Incorporated | -6.66% | 10.94% | -20.55% | -5.20% | 11.37% | 15.31% |
UNMA Unum Group | 4.64% | -0.25% | -0.69% | 3.70% | 6.85% | N/A |
WSO Watsco, Inc. | 1.57% | -4.10% | -8.92% | 1.53% | 26.93% | 17.95% |
WMK Weis Markets, Inc. | 19.56% | -1.09% | 9.10% | 25.53% | 8.54% | 8.82% |
CTRA Coterra Energy Inc. | -7.67% | -5.30% | -3.27% | -13.94% | 9.05% | -1.12% |
XOM | 0.65% | 7.39% | -9.87% | -5.96% | 24.02% | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of div-titans, 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 | 1.69% | 0.11% | -0.30% | -3.07% | 0.35% | -1.27% | |||||||
| 2024 | 0.10% | 4.04% | 5.13% | -3.64% | 3.33% | -1.89% | 5.32% | 0.24% | 1.55% | -1.85% | 5.99% | -7.77% | 10.00% |
| 2023 | 4.65% | -1.89% | 1.24% | 1.90% | -6.12% | 8.61% | 2.19% | -1.17% | -2.27% | -3.22% | 5.32% | 5.34% | 14.44% |
| 2022 | -2.98% | -0.38% | 5.05% | -2.34% | 4.76% | -6.59% | 10.08% | -2.64% | -5.89% | 13.55% | 3.89% | -4.49% | 10.27% |
| 2021 | -1.19% | 6.82% | 6.37% | 2.84% | 2.35% | 1.38% | 1.10% | 1.03% | -2.03% | 6.37% | -0.04% | 5.39% | 34.35% |
| 2020 | -3.96% | -8.52% | -10.07% | 16.90% | 6.13% | -0.88% | 5.11% | 3.31% | -4.88% | -0.83% | 11.79% | 3.72% | 15.41% |
| 2019 | 6.95% | 4.16% | -0.32% | 3.71% | -6.13% | 3.95% | -1.57% | -1.33% | 3.85% | 0.95% | 1.58% | 2.13% | 18.70% |
| 2018 | -1.06% | 3.43% | 3.64% | 1.53% | -7.49% | 4.04% | -8.73% | -5.41% |
Expense Ratio
div-titans 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-titans is 6, meaning it’s performing worse than 94% of other 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 | |
|---|---|---|---|---|---|
ITT ITT Inc. | 0.15 | 0.49 | 1.06 | 0.20 | 0.64 |
MRK Merck & Co., Inc. | -1.52 | -2.10 | 0.72 | -0.95 | -1.75 |
ADP Automatic Data Processing, Inc. | 1.49 | 2.11 | 1.30 | 2.32 | 7.96 |
BRC Brady Corporation | 0.83 | 1.42 | 1.18 | 1.39 | 4.53 |
DCI Donaldson Company, Inc. | -0.37 | -0.30 | 0.96 | -0.32 | -0.86 |
ERF.TO Enerplus Corporation | -0.22 | -0.23 | 0.89 | -0.29 | -0.35 |
GWW W.W. Grainger, Inc. | 0.41 | 0.81 | 1.10 | 0.41 | 0.98 |
JKHY Jack Henry & Associates, Inc. | 0.39 | 0.81 | 1.11 | 0.47 | 1.97 |
LEN Lennar Corporation | -0.91 | -1.17 | 0.86 | -0.63 | -1.23 |
NDSN Nordson Corporation | -1.03 | -1.31 | 0.83 | -0.72 | -1.48 |
PFE Pfizer Inc. | -0.66 | -0.74 | 0.92 | -0.25 | -1.10 |
ROL Rollins, Inc. | 0.99 | 1.44 | 1.21 | 2.01 | 5.42 |
SNA Snap-on Incorporated | 0.62 | 1.18 | 1.16 | 0.84 | 2.49 |
SIGI Selective Insurance Group, Inc. | -0.23 | -0.09 | 0.98 | -0.29 | -0.74 |
TXN Texas Instruments Incorporated | -0.11 | 0.13 | 1.02 | -0.11 | -0.28 |
UNMA Unum Group | 0.40 | 0.69 | 1.08 | 0.47 | 1.35 |
WSO Watsco, Inc. | 0.10 | 0.39 | 1.05 | 0.19 | 0.38 |
WMK Weis Markets, Inc. | 0.86 | 1.55 | 1.20 | 0.91 | 3.44 |
CTRA Coterra Energy Inc. | -0.51 | -0.46 | 0.94 | -0.47 | -1.23 |
XOM | -0.27 | -0.10 | 0.99 | -0.24 | -0.53 |
Loading data...
Dividends
Dividend yield
div-titans provided a 2.46% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.46% | 2.33% | 2.33% | 2.54% | 2.27% | 2.46% | 2.19% | 2.11% | 1.73% | 1.72% | 2.58% | 2.19% |
| Portfolio components: | ||||||||||||
ITT ITT Inc. | 0.91% | 0.89% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% |
MRK Merck & Co., Inc. | 4.16% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
ADP Automatic Data Processing, Inc. | 1.91% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
BRC Brady Corporation | 1.30% | 1.28% | 1.58% | 1.92% | 1.64% | 1.65% | 1.50% | 1.93% | 2.17% | 2.17% | 3.49% | 2.87% |
DCI Donaldson Company, Inc. | 1.60% | 1.57% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% |
ERF.TO Enerplus Corporation | 1.11% | 1.35% | 1.13% | 0.76% | 1.14% | 3.02% | 1.30% | 1.13% | 0.97% | 1.26% | 13.47% | 10.46% |
GWW W.W. Grainger, Inc. | 0.59% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
JKHY Jack Henry & Associates, Inc. | 1.23% | 1.25% | 1.27% | 1.12% | 1.10% | 1.06% | 1.10% | 1.17% | 1.06% | 1.26% | 1.28% | 1.42% |
LEN Lennar Corporation | 1.81% | 1.46% | 1.01% | 1.65% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% |
NDSN Nordson Corporation | 1.57% | 1.02% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% |
PFE Pfizer Inc. | 7.63% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% |
ROL Rollins, Inc. | 0.85% | 1.33% | 1.24% | 1.18% | 0.99% | 0.61% | 1.27% | 1.29% | 1.20% | 1.48% | 1.62% | 1.57% |
SNA Snap-on Incorporated | 2.53% | 2.27% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% |
SIGI Selective Insurance Group, Inc. | 1.63% | 1.53% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% | 1.95% |
TXN Texas Instruments Incorporated | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
UNMA Unum Group | 6.43% | 6.62% | 6.20% | 6.54% | 5.98% | 5.66% | 5.79% | 3.75% | 0.00% | 0.00% | 0.00% | 0.00% |
WSO Watsco, Inc. | 2.33% | 2.23% | 2.29% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% |
WMK Weis Markets, Inc. | 1.27% | 2.01% | 2.13% | 1.58% | 1.90% | 2.59% | 3.06% | 2.53% | 2.90% | 1.80% | 2.71% | 2.51% |
CTRA Coterra Energy Inc. | 3.63% | 3.29% | 4.58% | 10.13% | 5.89% | 2.46% | 2.01% | 1.12% | 0.59% | 0.34% | 0.45% | 0.27% |
XOM | 3.62% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the div-titans. 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-titans was 34.26%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
The current div-titans drawdown is 9.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.26% | Jan 17, 2020 | 46 | Mar 23, 2020 | 51 | Jun 3, 2020 | 97 |
| -18% | Sep 24, 2018 | 66 | Dec 24, 2018 | 82 | Apr 23, 2019 | 148 |
| -16.01% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -12.66% | Jun 8, 2022 | 8 | Jun 17, 2022 | 30 | Jul 29, 2022 | 38 |
| -12.28% | Jun 9, 2020 | 14 | Jun 26, 2020 | 31 | Aug 10, 2020 | 45 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
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 | UNMA | WMK | MRK | PFE | CTRA | ERF.TO | ROL | LEN | XOM | JKHY | SIGI | WSO | TXN | BRC | ADP | GWW | SNA | NDSN | ITT | DCI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.29 | 0.22 | 0.29 | 0.35 | 0.33 | 0.36 | 0.46 | 0.50 | 0.41 | 0.49 | 0.43 | 0.56 | 0.73 | 0.53 | 0.66 | 0.57 | 0.60 | 0.67 | 0.71 | 0.67 | 0.79 |
| UNMA | 0.29 | 1.00 | 0.03 | 0.10 | 0.10 | 0.05 | 0.12 | 0.15 | 0.23 | 0.11 | 0.17 | 0.14 | 0.18 | 0.20 | 0.16 | 0.19 | 0.16 | 0.18 | 0.20 | 0.21 | 0.19 | 0.26 |
| WMK | 0.22 | 0.03 | 1.00 | 0.16 | 0.17 | 0.16 | 0.15 | 0.17 | 0.19 | 0.21 | 0.20 | 0.26 | 0.23 | 0.19 | 0.31 | 0.22 | 0.25 | 0.29 | 0.26 | 0.27 | 0.31 | 0.40 |
| MRK | 0.29 | 0.10 | 0.16 | 1.00 | 0.49 | 0.15 | 0.10 | 0.28 | 0.15 | 0.22 | 0.30 | 0.26 | 0.18 | 0.18 | 0.22 | 0.32 | 0.23 | 0.20 | 0.22 | 0.19 | 0.23 | 0.37 |
| PFE | 0.35 | 0.10 | 0.17 | 0.49 | 1.00 | 0.17 | 0.13 | 0.23 | 0.16 | 0.23 | 0.29 | 0.23 | 0.20 | 0.25 | 0.24 | 0.33 | 0.22 | 0.25 | 0.28 | 0.25 | 0.26 | 0.40 |
| CTRA | 0.33 | 0.05 | 0.16 | 0.15 | 0.17 | 1.00 | 0.47 | 0.13 | 0.15 | 0.53 | 0.15 | 0.19 | 0.23 | 0.25 | 0.24 | 0.23 | 0.27 | 0.32 | 0.26 | 0.33 | 0.31 | 0.50 |
| ERF.TO | 0.36 | 0.12 | 0.15 | 0.10 | 0.13 | 0.47 | 1.00 | 0.13 | 0.16 | 0.63 | 0.15 | 0.20 | 0.19 | 0.26 | 0.29 | 0.23 | 0.26 | 0.32 | 0.28 | 0.39 | 0.33 | 0.54 |
| ROL | 0.46 | 0.15 | 0.17 | 0.28 | 0.23 | 0.13 | 0.13 | 1.00 | 0.31 | 0.16 | 0.39 | 0.32 | 0.42 | 0.34 | 0.31 | 0.45 | 0.42 | 0.33 | 0.43 | 0.35 | 0.42 | 0.51 |
| LEN | 0.50 | 0.23 | 0.19 | 0.15 | 0.16 | 0.15 | 0.16 | 0.31 | 1.00 | 0.19 | 0.28 | 0.29 | 0.45 | 0.38 | 0.37 | 0.33 | 0.38 | 0.44 | 0.46 | 0.46 | 0.46 | 0.55 |
| XOM | 0.41 | 0.11 | 0.21 | 0.22 | 0.23 | 0.53 | 0.63 | 0.16 | 0.19 | 1.00 | 0.22 | 0.29 | 0.23 | 0.29 | 0.36 | 0.31 | 0.34 | 0.40 | 0.34 | 0.45 | 0.41 | 0.60 |
| JKHY | 0.49 | 0.17 | 0.20 | 0.30 | 0.29 | 0.15 | 0.15 | 0.39 | 0.28 | 0.22 | 1.00 | 0.32 | 0.33 | 0.36 | 0.34 | 0.53 | 0.38 | 0.33 | 0.44 | 0.34 | 0.40 | 0.51 |
| SIGI | 0.43 | 0.14 | 0.26 | 0.26 | 0.23 | 0.19 | 0.20 | 0.32 | 0.29 | 0.29 | 0.32 | 1.00 | 0.32 | 0.30 | 0.47 | 0.45 | 0.38 | 0.42 | 0.41 | 0.45 | 0.48 | 0.56 |
| WSO | 0.56 | 0.18 | 0.23 | 0.18 | 0.20 | 0.23 | 0.19 | 0.42 | 0.45 | 0.23 | 0.33 | 0.32 | 1.00 | 0.42 | 0.42 | 0.43 | 0.60 | 0.52 | 0.56 | 0.55 | 0.56 | 0.64 |
| TXN | 0.73 | 0.20 | 0.19 | 0.18 | 0.25 | 0.25 | 0.26 | 0.34 | 0.38 | 0.29 | 0.36 | 0.30 | 0.42 | 1.00 | 0.42 | 0.49 | 0.44 | 0.47 | 0.56 | 0.56 | 0.54 | 0.63 |
| BRC | 0.53 | 0.16 | 0.31 | 0.22 | 0.24 | 0.24 | 0.29 | 0.31 | 0.37 | 0.36 | 0.34 | 0.47 | 0.42 | 0.42 | 1.00 | 0.43 | 0.48 | 0.54 | 0.54 | 0.59 | 0.60 | 0.67 |
| ADP | 0.66 | 0.19 | 0.22 | 0.32 | 0.33 | 0.23 | 0.23 | 0.45 | 0.33 | 0.31 | 0.53 | 0.45 | 0.43 | 0.49 | 0.43 | 1.00 | 0.49 | 0.48 | 0.52 | 0.51 | 0.51 | 0.65 |
| GWW | 0.57 | 0.16 | 0.25 | 0.23 | 0.22 | 0.27 | 0.26 | 0.42 | 0.38 | 0.34 | 0.38 | 0.38 | 0.60 | 0.44 | 0.48 | 0.49 | 1.00 | 0.58 | 0.59 | 0.59 | 0.61 | 0.69 |
| SNA | 0.60 | 0.18 | 0.29 | 0.20 | 0.25 | 0.32 | 0.32 | 0.33 | 0.44 | 0.40 | 0.33 | 0.42 | 0.52 | 0.47 | 0.54 | 0.48 | 0.58 | 1.00 | 0.64 | 0.69 | 0.67 | 0.74 |
| NDSN | 0.67 | 0.20 | 0.26 | 0.22 | 0.28 | 0.26 | 0.28 | 0.43 | 0.46 | 0.34 | 0.44 | 0.41 | 0.56 | 0.56 | 0.54 | 0.52 | 0.59 | 0.64 | 1.00 | 0.69 | 0.71 | 0.75 |
| ITT | 0.71 | 0.21 | 0.27 | 0.19 | 0.25 | 0.33 | 0.39 | 0.35 | 0.46 | 0.45 | 0.34 | 0.45 | 0.55 | 0.56 | 0.59 | 0.51 | 0.59 | 0.69 | 0.69 | 1.00 | 0.76 | 0.80 |
| DCI | 0.67 | 0.19 | 0.31 | 0.23 | 0.26 | 0.31 | 0.33 | 0.42 | 0.46 | 0.41 | 0.40 | 0.48 | 0.56 | 0.54 | 0.60 | 0.51 | 0.61 | 0.67 | 0.71 | 0.76 | 1.00 | 0.79 |
| Portfolio | 0.79 | 0.26 | 0.40 | 0.37 | 0.40 | 0.50 | 0.54 | 0.51 | 0.55 | 0.60 | 0.51 | 0.56 | 0.64 | 0.63 | 0.67 | 0.65 | 0.69 | 0.74 | 0.75 | 0.80 | 0.79 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 20, 2018