Dividend Aristocrats

Last updated Sep 21, 2023

Asset Allocation

Position	Category/Sector	Weight
MMM 3M Company	Industrials	4.55%
ABT Abbott Laboratories	Healthcare	4.55%
ABBV AbbVie Inc.	Healthcare	4.55%
ADP Automatic Data Processing, Inc.	Industrials	4.55%
CAT Caterpillar Inc.	Industrials	4.55%
CLX The Clorox Company	Consumer Defensive	4.55%
CVX Chevron Corporation	Energy	4.55%
KO The Coca-Cola Company	Consumer Defensive	4.55%
CL Colgate-Palmolive Company	Consumer Defensive	4.55%
ED Consolidated Edison, Inc.	Utilities	4.55%
ESS Essex Property Trust, Inc.	Real Estate	4.55%
XOM		4.55%
FRT Federal Realty Investment Trust	Real Estate	4.55%
HRL Hormel Foods Corporation	Consumer Defensive	4.55%
IBM International Business Machines Corporation	Technology	4.55%
JNJ Johnson & Johnson	Healthcare	4.55%
PEP PepsiCo, Inc.	Consumer Defensive	4.55%
PG The Procter & Gamble Company	Consumer Defensive	4.55%
SWK Stanley Black & Decker, Inc.	Industrials	4.55%
TROW T. Rowe Price Group, Inc.	Financial Services	4.55%
WBA Walgreens Boots Alliance, Inc.	Healthcare	4.55%
WMT		4.55%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend Aristocrats, 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

Dividend Aristocrats

Benchmark (^GSPC)

Portfolio components

Returns

As of Sep 21, 2023, the Dividend Aristocrats returned -0.44% Year-To-Date and 9.25% of annualized return in the last 10 years.

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	0.33%	11.48%	14.66%	16.16%	8.51%	9.99%
Dividend Aristocrats	-0.19%	6.63%	-0.44%	7.58%	6.84%	9.29%
Portfolio components:
MMM 3M Company	0.49%	0.99%	-13.82%	-8.93%	-11.15%	1.15%
ABT Abbott Laboratories	-4.63%	4.35%	-7.35%	1.54%	9.56%	13.23%
ABBV AbbVie Inc.	3.62%	0.93%	-2.09%	13.92%	16.09%	17.27%
ADP Automatic Data Processing, Inc.	-1.78%	15.40%	3.79%	8.11%	12.46%	16.84%
CAT Caterpillar Inc.	3.11%	28.29%	18.07%	65.60%	15.08%	15.81%
CLX The Clorox Company	-9.27%	-10.45%	-0.51%	-0.82%	0.44%	8.02%
CVX Chevron Corporation	4.81%	9.98%	-4.48%	11.46%	11.40%	7.28%
KO The Coca-Cola Company	-1.93%	-0.95%	-5.98%	1.40%	7.98%	7.59%
CL Colgate-Palmolive Company	0.34%	4.00%	-4.59%	1.02%	3.80%	4.45%
ED Consolidated Edison, Inc.	2.37%	1.49%	-1.46%	-1.54%	7.16%	9.01%
ESS Essex Property Trust, Inc.	-4.35%	16.60%	7.93%	-5.83%	1.24%	7.25%
XOM	7.68%	14.47%	8.14%	32.24%	12.09%	7.38%
FRT Federal Realty Investment Trust	1.47%	8.28%	-1.26%	8.08%	-1.65%	2.84%
HRL Hormel Foods Corporation	-0.41%	3.64%	-13.14%	-14.56%	1.53%	8.08%
IBM International Business Machines Corporation	5.89%	24.52%	10.38%	25.96%	5.78%	2.18%
JNJ Johnson & Johnson	-1.16%	9.40%	-5.73%	2.64%	5.45%	9.16%
PEP PepsiCo, Inc.	2.24%	2.98%	0.80%	8.79%	12.37%	11.38%
PG The Procter & Gamble Company	1.08%	8.08%	3.18%	16.03%	15.30%	9.98%
SWK Stanley Black & Decker, Inc.	-2.91%	16.31%	17.93%	7.21%	-8.91%	1.87%
TROW T. Rowe Price Group, Inc.	2.33%	2.09%	3.07%	3.19%	3.04%	7.55%
WBA Walgreens Boots Alliance, Inc.	-17.71%	-30.19%	-38.79%	-30.73%	-18.12%	-6.19%
WMT	4.39%	17.40%	16.93%	23.48%	13.26%	10.29%
Returns over 1 year are annualized

Asset Correlations Table

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

	CLX	ED	ABBV	XOM	CVX	WMT	HRL	ESS	CAT	WBA	FRT	ABT	SWK	JNJ	IBM	TROW	PG	KO	CL	PEP	MMM	ADP
CLX	1.00	0.36	0.22	0.10	0.09	0.35	0.48	0.25	0.10	0.21	0.28	0.27	0.19	0.32	0.20	0.21	0.55	0.43	0.58	0.50	0.27	0.29
ED	0.36	1.00	0.19	0.16	0.16	0.30	0.39	0.42	0.13	0.23	0.41	0.24	0.15	0.34	0.23	0.17	0.44	0.45	0.45	0.47	0.25	0.31
ABBV	0.22	0.19	1.00	0.28	0.28	0.25	0.22	0.25	0.29	0.34	0.25	0.45	0.29	0.46	0.35	0.34	0.32	0.32	0.33	0.33	0.36	0.37
XOM	0.10	0.16	0.28	1.00	0.82	0.22	0.19	0.22	0.57	0.33	0.32	0.25	0.40	0.28	0.45	0.43	0.24	0.30	0.23	0.24	0.44	0.37
CVX	0.09	0.16	0.28	0.82	1.00	0.22	0.19	0.23	0.56	0.35	0.31	0.27	0.39	0.29	0.45	0.44	0.24	0.31	0.24	0.24	0.42	0.38
WMT	0.35	0.30	0.25	0.22	0.22	1.00	0.36	0.26	0.25	0.37	0.28	0.34	0.29	0.37	0.32	0.34	0.45	0.38	0.41	0.44	0.34	0.36
HRL	0.48	0.39	0.22	0.19	0.19	0.36	1.00	0.29	0.20	0.32	0.31	0.30	0.25	0.36	0.29	0.27	0.46	0.43	0.50	0.50	0.32	0.34
ESS	0.25	0.42	0.25	0.22	0.23	0.26	0.29	1.00	0.24	0.29	0.65	0.33	0.32	0.30	0.33	0.35	0.36	0.41	0.38	0.39	0.32	0.40
CAT	0.10	0.13	0.29	0.57	0.56	0.25	0.20	0.24	1.00	0.39	0.32	0.32	0.59	0.30	0.50	0.54	0.25	0.31	0.26	0.23	0.57	0.42
WBA	0.21	0.23	0.34	0.33	0.35	0.37	0.32	0.29	0.39	1.00	0.37	0.38	0.40	0.38	0.42	0.45	0.34	0.32	0.33	0.33	0.45	0.40
FRT	0.28	0.41	0.25	0.32	0.31	0.28	0.31	0.65	0.32	0.37	1.00	0.29	0.37	0.29	0.37	0.39	0.34	0.39	0.36	0.37	0.38	0.40
ABT	0.27	0.24	0.45	0.25	0.27	0.34	0.30	0.33	0.32	0.38	0.29	1.00	0.42	0.51	0.41	0.47	0.41	0.39	0.41	0.41	0.45	0.50
SWK	0.19	0.15	0.29	0.40	0.39	0.29	0.25	0.32	0.59	0.40	0.37	0.42	1.00	0.32	0.51	0.60	0.31	0.34	0.33	0.31	0.62	0.51
JNJ	0.32	0.34	0.46	0.28	0.29	0.37	0.36	0.30	0.30	0.38	0.29	0.51	0.32	1.00	0.42	0.38	0.49	0.45	0.48	0.49	0.46	0.43
IBM	0.20	0.23	0.35	0.45	0.45	0.32	0.29	0.33	0.50	0.42	0.37	0.41	0.51	0.42	1.00	0.51	0.38	0.40	0.38	0.36	0.55	0.50
TROW	0.21	0.17	0.34	0.43	0.44	0.34	0.27	0.35	0.54	0.45	0.39	0.47	0.60	0.38	0.51	1.00	0.34	0.38	0.33	0.36	0.57	0.58
PG	0.55	0.44	0.32	0.24	0.24	0.45	0.46	0.36	0.25	0.34	0.34	0.41	0.31	0.49	0.38	0.34	1.00	0.60	0.74	0.64	0.41	0.44
KO	0.43	0.45	0.32	0.30	0.31	0.38	0.43	0.41	0.31	0.32	0.39	0.39	0.34	0.45	0.40	0.38	0.60	1.00	0.60	0.71	0.43	0.49
CL	0.58	0.45	0.33	0.23	0.24	0.41	0.50	0.38	0.26	0.33	0.36	0.41	0.33	0.48	0.38	0.33	0.74	0.60	1.00	0.66	0.41	0.45
PEP	0.50	0.47	0.33	0.24	0.24	0.44	0.50	0.39	0.23	0.33	0.37	0.41	0.31	0.49	0.36	0.36	0.64	0.71	0.66	1.00	0.40	0.49
MMM	0.27	0.25	0.36	0.44	0.42	0.34	0.32	0.32	0.57	0.45	0.38	0.45	0.62	0.46	0.55	0.57	0.41	0.43	0.41	0.40	1.00	0.53
ADP	0.29	0.31	0.37	0.37	0.38	0.36	0.34	0.40	0.42	0.40	0.40	0.50	0.51	0.43	0.50	0.58	0.44	0.49	0.45	0.49	0.53	1.00

Sharpe Ratio

The current Dividend Aristocrats Sharpe ratio is 0.45. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The Sharpe ratio of Dividend Aristocrats is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.

Dividend Aristocrats

Benchmark (^GSPC)

Portfolio components

Dividend yield

Dividend Aristocrats granted a 3.50% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Dividend Aristocrats	3.50%	3.28%	3.05%	3.64%	3.29%	3.58%	3.07%	3.49%	3.88%	3.31%	3.39%	3.77%
Portfolio components:
MMM 3M Company	6.05%	5.19%	3.63%	3.78%	3.80%	3.44%	2.47%	3.14%	3.53%	2.77%	2.47%	3.55%
ABT Abbott Laboratories	1.99%	1.74%	1.32%	1.38%	1.57%	1.67%	2.05%	3.05%	2.47%	2.31%	1.76%	3.75%
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%
ADP Automatic Data Processing, Inc.	2.05%	1.86%	1.61%	2.19%	2.08%	2.36%	2.25%	2.42%	2.79%	2.56%	2.75%	3.64%
CAT Caterpillar Inc.	1.76%	1.96%	2.15%	2.40%	2.80%	2.90%	2.26%	3.93%	5.33%	3.63%	2.49%	3.71%
CLX The Clorox Company	3.47%	3.41%	2.75%	2.32%	2.91%	2.74%	2.57%	3.13%	2.92%	3.51%	3.79%	4.55%
CVX Chevron Corporation	3.57%	3.25%	4.82%	6.85%	4.68%	5.08%	4.42%	4.85%	6.62%	5.46%	4.70%	5.05%
KO The Coca-Cola Company	3.11%	2.83%	2.99%	3.25%	3.25%	3.82%	3.87%	4.19%	3.93%	3.82%	3.69%	3.94%
CL Colgate-Palmolive Company	2.58%	2.41%	2.19%	2.18%	2.72%	3.13%	2.42%	2.78%	2.70%	2.52%	2.56%	2.99%
ED Consolidated Edison, Inc.	3.52%	3.40%	3.86%	4.69%	3.76%	4.46%	4.02%	4.65%	5.36%	5.27%	6.42%	6.56%
ESS Essex Property Trust, Inc.	4.03%	4.24%	2.51%	3.80%	2.92%	3.51%	3.46%	3.38%	3.04%	3.21%	4.49%	4.13%
XOM	3.13%	3.30%	6.08%	9.55%	6.00%	6.06%	4.88%	4.57%	5.29%	4.33%	3.70%	3.94%
FRT Federal Realty Investment Trust	4.44%	4.35%	3.33%	5.48%	3.73%	4.09%	3.69%	3.45%	3.24%	3.32%	4.11%	3.88%
HRL Hormel Foods Corporation	2.80%	2.33%	2.09%	2.12%	2.02%	1.95%	2.11%	1.92%	1.48%	1.83%	1.83%	2.37%
IBM International Business Machines Corporation	4.42%	4.85%	5.16%	5.91%	5.77%	6.89%	5.07%	4.53%	5.16%	3.89%	2.96%	2.64%
JNJ Johnson & Johnson	2.85%	2.57%	2.57%	2.72%	2.84%	3.12%	2.77%	3.27%	3.53%	3.34%	3.68%	4.59%
PEP PepsiCo, Inc.	2.71%	2.56%	2.56%	2.93%	3.08%	3.71%	3.12%	3.44%	3.46%	3.45%	3.57%	4.23%
PG The Procter & Gamble Company	2.42%	2.43%	2.17%	2.40%	2.60%	3.49%	3.48%	3.83%	4.12%	3.57%	3.85%	4.45%
SWK Stanley Black & Decker, Inc.	3.73%	4.36%	1.68%	1.68%	1.79%	2.41%	1.63%	2.29%	2.37%	2.57%	3.03%	3.08%
TROW T. Rowe Price Group, Inc.	4.47%	4.55%	3.98%	2.66%	2.88%	3.59%	2.60%	3.53%	7.30%	2.78%	2.51%	5.12%
WBA Walgreens Boots Alliance, Inc.	8.79%	5.37%	3.97%	5.28%	3.62%	3.01%	2.68%	2.27%	2.14%	2.27%	2.78%	3.74%
WMT	1.38%	1.60%	1.56%	1.56%	1.89%	2.42%	2.29%	3.29%	3.74%	2.69%	2.95%	2.94%

Expense Ratio

The Dividend Aristocrats 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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Ulcer Index
MMM 3M Company	-0.37
ABT Abbott Laboratories	-0.08
ABBV AbbVie Inc.	0.56
ADP Automatic Data Processing, Inc.	0.26
CAT Caterpillar Inc.	1.89
CLX The Clorox Company	-0.06
CVX Chevron Corporation	0.40
KO The Coca-Cola Company	0.03
CL Colgate-Palmolive Company	-0.03
ED Consolidated Edison, Inc.	-0.19
ESS Essex Property Trust, Inc.	-0.35
XOM	N/A
FRT Federal Realty Investment Trust	0.23
HRL Hormel Foods Corporation	-0.77
IBM International Business Machines Corporation	1.24
JNJ Johnson & Johnson	0.05
PEP PepsiCo, Inc.	0.56
PG The Procter & Gamble Company	0.90
SWK Stanley Black & Decker, Inc.	0.09
TROW T. Rowe Price Group, Inc.	0.08
WBA Walgreens Boots Alliance, Inc.	-1.05
WMT	N/A

Drawdowns Chart

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

Dividend Aristocrats

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend Aristocrats. 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 Dividend Aristocrats is 30.53%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.53%	Feb 18, 2020	25	Mar 23, 2020	162	Nov 10, 2020	187
-18.15%	Apr 21, 2022	113	Sep 30, 2022	—	—	—
-13.02%	Dec 4, 2018	14	Dec 24, 2018	55	Mar 15, 2019	69
-11.95%	Jan 29, 2018	39	Mar 23, 2018	176	Dec 3, 2018	215
-11.35%	May 18, 2015	70	Aug 25, 2015	79	Dec 16, 2015	149

Volatility Chart

The current Dividend Aristocrats volatility is 2.36%, 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.

Dividend Aristocrats

Benchmark (^GSPC)

Portfolio components