moat-stocks
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BA The Boeing Company | Industrials | 4.17% |
O Realty Income Corporation | Real Estate | 4.17% |
MMM 3M Company | Industrials | 4.17% |
JNJ Johnson & Johnson | Healthcare | 4.17% |
PG The Procter & Gamble Company | Consumer Defensive | 4.17% |
KO The Coca-Cola Company | Consumer Defensive | 4.17% |
HD The Home Depot, Inc. | Consumer Cyclical | 4.17% |
ZBH | 4.17% | |
TER | 4.17% | |
LRCX Lam Research Corporation | Technology | 4.17% |
INGR Ingredion Incorporated | Consumer Defensive | 4.17% |
ECL Ecolab Inc. | Basic Materials | 4.17% |
OTIS Otis Worldwide Corporation | Industrials | 4.17% |
WM | 4.17% | |
ADI Analog Devices, Inc. | Technology | 4.17% |
ROK Rockwell Automation, Inc. | Industrials | 4.17% |
ABBV AbbVie Inc. | Healthcare | 4.17% |
LMT Lockheed Martin Corporation | Industrials | 4.17% |
V | 4.17% | |
ADP Automatic Data Processing, Inc. | Industrials | 4.17% |
SHW The Sherwin-Williams Company | Basic Materials | 4.17% |
MCD McDonald's Corporation | Consumer Cyclical | 4.17% |
NEE NextEra Energy, Inc. | Utilities | 4.17% |
AWK American Water Works Company, Inc. | Utilities | 4.17% |
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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 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 |
Portfolio components: | ||||||
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 |
Returns over 1 year are annualized |
Asset Correlations Table
ABBV | LMT | BA | JNJ | LRCX | INGR | TER | PG | ZBH | NEE | O | AWK | OTIS | ADI | MCD | WM | HD | MMM | SHW | V | KO | ROK | ADP | ECL | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV | 1.00 | 0.28 | 0.14 | 0.49 | 0.14 | 0.29 | 0.18 | 0.36 | 0.34 | 0.24 | 0.25 | 0.29 | 0.22 | 0.23 | 0.29 | 0.34 | 0.27 | 0.30 | 0.29 | 0.30 | 0.41 | 0.25 | 0.34 | 0.29 |
LMT | 0.28 | 1.00 | 0.33 | 0.33 | 0.17 | 0.39 | 0.16 | 0.34 | 0.27 | 0.30 | 0.35 | 0.29 | 0.28 | 0.18 | 0.37 | 0.44 | 0.27 | 0.36 | 0.27 | 0.32 | 0.45 | 0.27 | 0.41 | 0.33 |
BA | 0.14 | 0.33 | 1.00 | 0.14 | 0.40 | 0.45 | 0.40 | 0.16 | 0.37 | 0.25 | 0.36 | 0.19 | 0.38 | 0.40 | 0.37 | 0.25 | 0.30 | 0.38 | 0.27 | 0.40 | 0.31 | 0.43 | 0.41 | 0.42 |
JNJ | 0.49 | 0.33 | 0.14 | 1.00 | 0.17 | 0.27 | 0.17 | 0.54 | 0.33 | 0.39 | 0.31 | 0.44 | 0.27 | 0.24 | 0.38 | 0.43 | 0.32 | 0.39 | 0.34 | 0.34 | 0.49 | 0.28 | 0.41 | 0.40 |
LRCX | 0.14 | 0.17 | 0.40 | 0.17 | 1.00 | 0.29 | 0.85 | 0.21 | 0.33 | 0.25 | 0.26 | 0.22 | 0.40 | 0.78 | 0.29 | 0.21 | 0.44 | 0.36 | 0.40 | 0.48 | 0.24 | 0.52 | 0.43 | 0.44 |
INGR | 0.29 | 0.39 | 0.45 | 0.27 | 0.29 | 1.00 | 0.30 | 0.31 | 0.40 | 0.26 | 0.38 | 0.26 | 0.39 | 0.31 | 0.39 | 0.35 | 0.34 | 0.49 | 0.31 | 0.42 | 0.46 | 0.43 | 0.40 | 0.45 |
TER | 0.18 | 0.16 | 0.40 | 0.17 | 0.85 | 0.30 | 1.00 | 0.19 | 0.37 | 0.28 | 0.28 | 0.24 | 0.42 | 0.80 | 0.31 | 0.25 | 0.46 | 0.38 | 0.42 | 0.51 | 0.26 | 0.53 | 0.47 | 0.46 |
PG | 0.36 | 0.34 | 0.16 | 0.54 | 0.21 | 0.31 | 0.19 | 1.00 | 0.33 | 0.50 | 0.35 | 0.55 | 0.36 | 0.26 | 0.46 | 0.50 | 0.40 | 0.40 | 0.44 | 0.37 | 0.62 | 0.31 | 0.45 | 0.44 |
ZBH | 0.34 | 0.27 | 0.37 | 0.33 | 0.33 | 0.40 | 0.37 | 0.33 | 1.00 | 0.35 | 0.39 | 0.36 | 0.39 | 0.43 | 0.40 | 0.39 | 0.37 | 0.42 | 0.35 | 0.47 | 0.43 | 0.47 | 0.44 | 0.52 |
NEE | 0.24 | 0.30 | 0.25 | 0.39 | 0.25 | 0.26 | 0.28 | 0.50 | 0.35 | 1.00 | 0.46 | 0.73 | 0.37 | 0.30 | 0.43 | 0.51 | 0.41 | 0.34 | 0.45 | 0.36 | 0.47 | 0.38 | 0.50 | 0.49 |
O | 0.25 | 0.35 | 0.36 | 0.31 | 0.26 | 0.38 | 0.28 | 0.35 | 0.39 | 0.46 | 1.00 | 0.48 | 0.39 | 0.33 | 0.41 | 0.44 | 0.41 | 0.44 | 0.44 | 0.44 | 0.52 | 0.41 | 0.49 | 0.48 |
AWK | 0.29 | 0.29 | 0.19 | 0.44 | 0.22 | 0.26 | 0.24 | 0.55 | 0.36 | 0.73 | 0.48 | 1.00 | 0.36 | 0.29 | 0.45 | 0.54 | 0.43 | 0.34 | 0.46 | 0.35 | 0.50 | 0.40 | 0.47 | 0.49 |
OTIS | 0.22 | 0.28 | 0.38 | 0.27 | 0.40 | 0.39 | 0.42 | 0.36 | 0.39 | 0.37 | 0.39 | 0.36 | 1.00 | 0.46 | 0.42 | 0.43 | 0.46 | 0.52 | 0.44 | 0.46 | 0.40 | 0.56 | 0.51 | 0.52 |
ADI | 0.23 | 0.18 | 0.40 | 0.24 | 0.78 | 0.31 | 0.80 | 0.26 | 0.43 | 0.30 | 0.33 | 0.29 | 0.46 | 1.00 | 0.35 | 0.30 | 0.47 | 0.41 | 0.44 | 0.55 | 0.31 | 0.57 | 0.52 | 0.52 |
MCD | 0.29 | 0.37 | 0.37 | 0.38 | 0.29 | 0.39 | 0.31 | 0.46 | 0.40 | 0.43 | 0.41 | 0.45 | 0.42 | 0.35 | 1.00 | 0.52 | 0.45 | 0.40 | 0.41 | 0.48 | 0.58 | 0.44 | 0.52 | 0.47 |
WM | 0.34 | 0.44 | 0.25 | 0.43 | 0.21 | 0.35 | 0.25 | 0.50 | 0.39 | 0.51 | 0.44 | 0.54 | 0.43 | 0.30 | 0.52 | 1.00 | 0.45 | 0.41 | 0.48 | 0.42 | 0.56 | 0.46 | 0.55 | 0.56 |
HD | 0.27 | 0.27 | 0.30 | 0.32 | 0.44 | 0.34 | 0.46 | 0.40 | 0.37 | 0.41 | 0.41 | 0.43 | 0.46 | 0.47 | 0.45 | 0.45 | 1.00 | 0.49 | 0.63 | 0.47 | 0.40 | 0.54 | 0.57 | 0.54 |
MMM | 0.30 | 0.36 | 0.38 | 0.39 | 0.36 | 0.49 | 0.38 | 0.40 | 0.42 | 0.34 | 0.44 | 0.34 | 0.52 | 0.41 | 0.40 | 0.41 | 0.49 | 1.00 | 0.50 | 0.43 | 0.50 | 0.58 | 0.53 | 0.59 |
SHW | 0.29 | 0.27 | 0.27 | 0.34 | 0.40 | 0.31 | 0.42 | 0.44 | 0.35 | 0.45 | 0.44 | 0.46 | 0.44 | 0.44 | 0.41 | 0.48 | 0.63 | 0.50 | 1.00 | 0.49 | 0.44 | 0.51 | 0.55 | 0.63 |
V | 0.30 | 0.32 | 0.40 | 0.34 | 0.48 | 0.42 | 0.51 | 0.37 | 0.47 | 0.36 | 0.44 | 0.35 | 0.46 | 0.55 | 0.48 | 0.42 | 0.47 | 0.43 | 0.49 | 1.00 | 0.48 | 0.51 | 0.57 | 0.59 |
KO | 0.41 | 0.45 | 0.31 | 0.49 | 0.24 | 0.46 | 0.26 | 0.62 | 0.43 | 0.47 | 0.52 | 0.50 | 0.40 | 0.31 | 0.58 | 0.56 | 0.40 | 0.50 | 0.44 | 0.48 | 1.00 | 0.43 | 0.56 | 0.54 |
ROK | 0.25 | 0.27 | 0.43 | 0.28 | 0.52 | 0.43 | 0.53 | 0.31 | 0.47 | 0.38 | 0.41 | 0.40 | 0.56 | 0.57 | 0.44 | 0.46 | 0.54 | 0.58 | 0.51 | 0.51 | 0.43 | 1.00 | 0.57 | 0.62 |
ADP | 0.34 | 0.41 | 0.41 | 0.41 | 0.43 | 0.40 | 0.47 | 0.45 | 0.44 | 0.50 | 0.49 | 0.47 | 0.51 | 0.52 | 0.52 | 0.55 | 0.57 | 0.53 | 0.55 | 0.57 | 0.56 | 0.57 | 1.00 | 0.61 |
ECL | 0.29 | 0.33 | 0.42 | 0.40 | 0.44 | 0.45 | 0.46 | 0.44 | 0.52 | 0.49 | 0.48 | 0.49 | 0.52 | 0.52 | 0.47 | 0.56 | 0.54 | 0.59 | 0.63 | 0.59 | 0.54 | 0.62 | 0.61 | 1.00 |
Dividend yield
moat-stocks granted a 2.25% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
moat-stocks | 2.25% | 2.07% | 1.82% | 2.12% | 2.22% | 2.53% | 2.16% | 2.58% | 2.75% | 2.61% | 2.72% | 2.91% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 198 | Oct 12, 2022 | 194 | Jul 24, 2023 | 392 |
-8.63% | Mar 20, 2020 | 2 | Mar 23, 2020 | 1 | Mar 24, 2020 | 3 |
-8.62% | Jul 31, 2023 | 38 | Sep 21, 2023 | — | — | — |
-8.22% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
-7.76% | Mar 27, 2020 | 4 | Apr 1, 2020 | 5 | Apr 8, 2020 | 9 |
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.