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moat-stocks

Last updated Sep 22, 2023

Asset Allocation


BA 4.17%O 4.17%MMM 4.17%JNJ 4.17%PG 4.17%KO 4.17%HD 4.17%ZBH 4.17%TER 4.17%LRCX 4.17%INGR 4.17%ECL 4.17%OTIS 4.17%WM 4.17%ADI 4.17%ROK 4.17%ABBV 4.17%LMT 4.17%V 4.17%ADP 4.17%SHW 4.17%MCD 4.17%NEE 4.17%AWK 4.17%EquityEquity
PositionCategory/SectorWeight
BA
The Boeing Company
Industrials4.17%
O
Realty Income Corporation
Real Estate4.17%
MMM
3M Company
Industrials4.17%
JNJ
Johnson & Johnson
Healthcare4.17%
PG
The Procter & Gamble Company
Consumer Defensive4.17%
KO
The Coca-Cola Company
Consumer Defensive4.17%
HD
The Home Depot, Inc.
Consumer Cyclical4.17%
ZBH
4.17%
TER
4.17%
LRCX
Lam Research Corporation
Technology4.17%
INGR
Ingredion Incorporated
Consumer Defensive4.17%
ECL
Ecolab Inc.
Basic Materials4.17%
OTIS
Otis Worldwide Corporation
Industrials4.17%
WM
4.17%
ADI
Analog Devices, Inc.
Technology4.17%
ROK
Rockwell Automation, Inc.
Industrials4.17%
ABBV
AbbVie Inc.
Healthcare4.17%
LMT
Lockheed Martin Corporation
Industrials4.17%
V
4.17%
ADP
Automatic Data Processing, Inc.
Industrials4.17%
SHW
The Sherwin-Williams Company
Basic Materials4.17%
MCD
McDonald's Corporation
Consumer Cyclical4.17%
NEE
NextEra Energy, Inc.
Utilities4.17%
AWK
American Water Works Company, Inc.
Utilities4.17%

Performance

The chart shows the growth of an initial investment of $10,000 in moat-stocks, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
1.88%
8.86%
moat-stocks
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%18.21%N/A
moat-stocks-3.86%1.83%2.15%13.55%18.41%N/A
BA
The Boeing Company
-12.53%1.23%4.97%44.15%22.67%N/A
O
Realty Income Corporation
-8.43%-12.51%-15.17%-12.50%8.21%N/A
MMM
3M Company
-2.17%-0.68%-15.13%-9.78%-5.56%N/A
JNJ
Johnson & Johnson
-1.03%7.48%-6.46%0.08%10.00%N/A
PG
The Procter & Gamble Company
-0.72%5.00%2.29%14.62%12.20%N/A
KO
The Coca-Cola Company
-3.77%-4.04%-7.43%0.07%12.96%N/A
HD
The Home Depot, Inc.
-5.33%9.87%-0.84%17.07%23.05%N/A
ZBH
2.57%-6.20%-7.28%9.91%10.04%N/A
TER
-9.13%-9.90%9.80%20.35%22.96%N/A
LRCX
Lam Research Corporation
-9.71%22.28%46.60%59.88%40.44%N/A
INGR
Ingredion Incorporated
-1.45%1.46%3.79%25.64%16.40%N/A
ECL
Ecolab Inc.
-4.11%7.96%19.34%16.65%3.31%N/A
OTIS
Otis Worldwide Corporation
-3.48%1.35%4.54%25.55%19.66%N/A
WM
-0.11%2.87%1.75%-3.97%15.85%N/A
ADI
Analog Devices, Inc.
-1.59%-6.49%7.49%21.86%22.78%N/A
ROK
Rockwell Automation, Inc.
-6.25%1.32%9.64%26.10%25.13%N/A
ABBV
AbbVie Inc.
4.32%-0.93%-2.21%11.64%30.21%N/A
LMT
Lockheed Martin Corporation
-7.53%-10.83%-12.47%1.52%11.42%N/A
V
-2.35%7.45%14.55%28.38%14.19%N/A
ADP
Automatic Data Processing, Inc.
-4.39%12.69%1.60%5.81%25.00%N/A
SHW
The Sherwin-Williams Company
-6.50%20.99%8.00%23.51%17.68%N/A
MCD
McDonald's Corporation
-3.26%1.03%4.62%11.83%21.25%N/A
NEE
NextEra Energy, Inc.
-0.76%-10.42%-18.37%-17.90%9.94%N/A
AWK
American Water Works Company, Inc.
-4.30%-4.92%-11.15%-4.71%6.05%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ABBVLMTBAJNJLRCXINGRTERPGZBHNEEOAWKOTISADIMCDWMHDMMMSHWVKOROKADPECL
ABBV1.000.280.140.490.140.290.180.360.340.240.250.290.220.230.290.340.270.300.290.300.410.250.340.29
LMT0.281.000.330.330.170.390.160.340.270.300.350.290.280.180.370.440.270.360.270.320.450.270.410.33
BA0.140.331.000.140.400.450.400.160.370.250.360.190.380.400.370.250.300.380.270.400.310.430.410.42
JNJ0.490.330.141.000.170.270.170.540.330.390.310.440.270.240.380.430.320.390.340.340.490.280.410.40
LRCX0.140.170.400.171.000.290.850.210.330.250.260.220.400.780.290.210.440.360.400.480.240.520.430.44
INGR0.290.390.450.270.291.000.300.310.400.260.380.260.390.310.390.350.340.490.310.420.460.430.400.45
TER0.180.160.400.170.850.301.000.190.370.280.280.240.420.800.310.250.460.380.420.510.260.530.470.46
PG0.360.340.160.540.210.310.191.000.330.500.350.550.360.260.460.500.400.400.440.370.620.310.450.44
ZBH0.340.270.370.330.330.400.370.331.000.350.390.360.390.430.400.390.370.420.350.470.430.470.440.52
NEE0.240.300.250.390.250.260.280.500.351.000.460.730.370.300.430.510.410.340.450.360.470.380.500.49
O0.250.350.360.310.260.380.280.350.390.461.000.480.390.330.410.440.410.440.440.440.520.410.490.48
AWK0.290.290.190.440.220.260.240.550.360.730.481.000.360.290.450.540.430.340.460.350.500.400.470.49
OTIS0.220.280.380.270.400.390.420.360.390.370.390.361.000.460.420.430.460.520.440.460.400.560.510.52
ADI0.230.180.400.240.780.310.800.260.430.300.330.290.461.000.350.300.470.410.440.550.310.570.520.52
MCD0.290.370.370.380.290.390.310.460.400.430.410.450.420.351.000.520.450.400.410.480.580.440.520.47
WM0.340.440.250.430.210.350.250.500.390.510.440.540.430.300.521.000.450.410.480.420.560.460.550.56
HD0.270.270.300.320.440.340.460.400.370.410.410.430.460.470.450.451.000.490.630.470.400.540.570.54
MMM0.300.360.380.390.360.490.380.400.420.340.440.340.520.410.400.410.491.000.500.430.500.580.530.59
SHW0.290.270.270.340.400.310.420.440.350.450.440.460.440.440.410.480.630.501.000.490.440.510.550.63
V0.300.320.400.340.480.420.510.370.470.360.440.350.460.550.480.420.470.430.491.000.480.510.570.59
KO0.410.450.310.490.240.460.260.620.430.470.520.500.400.310.580.560.400.500.440.481.000.430.560.54
ROK0.250.270.430.280.520.430.530.310.470.380.410.400.560.570.440.460.540.580.510.510.431.000.570.62
ADP0.340.410.410.410.430.400.470.450.440.500.490.470.510.520.520.550.570.530.550.570.560.571.000.61
ECL0.290.330.420.400.440.450.460.440.520.490.480.490.520.520.470.560.540.590.630.590.540.620.611.00

Sharpe Ratio

The current moat-stocks Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.69

The Sharpe ratio of moat-stocks lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.69
0.70
moat-stocks
Benchmark (^GSPC)
Portfolio components

Dividend yield

moat-stocks granted a 2.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
moat-stocks2.25%2.07%1.82%2.12%2.22%2.53%2.16%2.58%2.75%2.61%2.72%2.91%
BA
The Boeing Company
0.00%0.00%0.00%0.96%2.54%2.18%2.02%3.02%2.81%2.57%1.66%2.79%
O
Realty Income Corporation
5.81%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
MMM
3M Company
6.14%5.19%3.63%3.78%3.80%3.44%2.47%3.14%3.53%2.77%2.47%3.55%
JNJ
Johnson & Johnson
2.87%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
PG
The Procter & Gamble Company
2.44%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
KO
The Coca-Cola Company
3.16%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
HD
The Home Depot, Inc.
2.66%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
ZBH
0.81%0.76%0.76%0.63%0.66%0.96%0.83%0.98%0.91%0.83%0.93%1.18%
TER
0.46%0.51%0.25%0.34%0.54%1.17%0.69%0.98%1.22%0.97%0.00%0.00%
LRCX
Lam Research Corporation
1.18%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
INGR
Ingredion Incorporated
2.83%2.82%2.79%3.47%3.00%3.07%1.84%1.81%2.20%2.45%2.88%1.85%
ECL
Ecolab Inc.
1.23%1.43%0.85%0.90%1.00%1.21%1.21%1.30%1.28%1.22%1.03%1.30%
OTIS
Otis Worldwide Corporation
1.56%1.43%1.08%0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WM
1.75%1.68%1.42%1.93%1.92%2.27%2.19%2.62%3.36%3.51%4.04%5.41%
ADI
Analog Devices, Inc.
1.92%1.88%1.62%1.76%1.95%2.45%2.26%2.64%3.39%3.21%3.31%3.64%
ROK
Rockwell Automation, Inc.
1.69%1.78%1.28%1.72%2.07%2.65%1.77%2.48%3.04%2.57%2.16%2.66%
ABBV
AbbVie Inc.
3.81%3.59%4.11%4.94%5.72%4.87%3.44%4.90%4.77%3.66%4.52%0.00%
LMT
Lockheed Martin Corporation
2.87%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
V
0.76%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
ADP
Automatic Data Processing, Inc.
2.09%1.86%1.61%2.19%2.08%2.36%2.25%2.42%2.79%2.56%2.75%3.64%
SHW
The Sherwin-Williams Company
0.95%1.02%0.64%0.75%0.80%0.91%0.87%1.33%1.11%0.91%1.20%1.13%
MCD
McDonald's Corporation
2.24%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
NEE
NextEra Energy, Inc.
2.73%2.07%1.72%1.93%2.24%2.84%2.87%3.42%3.58%3.39%3.95%4.60%
AWK
American Water Works Company, Inc.
2.04%1.71%1.29%1.47%1.69%2.12%1.96%2.28%2.56%2.68%2.41%4.02%

Expense Ratio

The moat-stocks has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BA
The Boeing Company
1.11
O
Realty Income Corporation
-0.68
MMM
3M Company
-0.41
JNJ
Johnson & Johnson
0.05
PG
The Procter & Gamble Company
0.86
KO
The Coca-Cola Company
-0.07
HD
The Home Depot, Inc.
0.60
ZBH
N/A
TER
N/A
LRCX
Lam Research Corporation
1.20
INGR
Ingredion Incorporated
1.14
ECL
Ecolab Inc.
0.42
OTIS
Otis Worldwide Corporation
1.01
WM
N/A
ADI
Analog Devices, Inc.
0.60
ROK
Rockwell Automation, Inc.
0.66
ABBV
AbbVie Inc.
0.58
LMT
Lockheed Martin Corporation
0.09
V
N/A
ADP
Automatic Data Processing, Inc.
0.20
SHW
The Sherwin-Williams Company
0.61
MCD
McDonald's Corporation
0.55
NEE
NextEra Energy, Inc.
-0.82
AWK
American Water Works Company, Inc.
-0.29

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.62%
-9.73%
moat-stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the moat-stocks. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the moat-stocks is 22.52%, recorded on Oct 12, 2022. It took 194 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.52%Dec 30, 2021198Oct 12, 2022194Jul 24, 2023392
-8.63%Mar 20, 20202Mar 23, 20201Mar 24, 20203
-8.62%Jul 31, 202338Sep 21, 2023
-8.22%Jun 9, 202014Jun 26, 202029Aug 7, 202043
-7.76%Mar 27, 20204Apr 1, 20205Apr 8, 20209

Volatility Chart

The current moat-stocks volatility is 3.08%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.08%
3.66%
moat-stocks
Benchmark (^GSPC)
Portfolio components