Dividend-Paying Stocks Portfolio
This portfolio consists of 10 dividend-paying stocks that could generate constant money flow in the long term.
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 2, 1987, corresponding to the inception date of APD
Returns By Period
As of May 11, 2025, the Dividend-Paying Stocks Portfolio returned 4.08% Year-To-Date and 9.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Dividend-Paying Stocks Portfolio | 4.08% | 3.45% | 2.72% | 18.31% | 11.88% | 9.54% |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | -4.78% | -2.99% | -4.81% | -3.18% | 9.14% | 10.11% |
MMM 3M Company | 11.01% | 7.24% | 7.24% | 47.43% | 7.39% | 4.00% |
KO The Coca-Cola Company | 14.10% | -0.34% | 11.98% | 14.81% | 12.59% | 8.99% |
WMT Walmart Inc. | 7.60% | 7.00% | 14.86% | 61.56% | 20.37% | 16.29% |
CL Colgate-Palmolive Company | -0.09% | -1.62% | -1.89% | -3.53% | 7.80% | 5.33% |
APD Air Products and Chemicals, Inc. | -5.37% | 3.47% | -12.31% | 10.96% | 5.61% | 9.62% |
IBM International Business Machines Corporation | 14.87% | 9.28% | 19.09% | 53.60% | 21.64% | 8.83% |
KMB Kimberly-Clark Corporation | 2.44% | -3.23% | 1.36% | 0.82% | 2.71% | 5.35% |
EMR Emerson Electric Co. | -8.80% | 12.85% | -10.82% | -0.83% | 17.70% | 9.35% |
JNJ Johnson & Johnson | 7.49% | 3.72% | 0.79% | 6.18% | 3.55% | 7.32% |
Monthly Returns
The table below presents the monthly returns of Dividend-Paying Stocks Portfolio, 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 | 6.58% | 2.90% | -3.00% | -2.56% | 0.40% | 4.08% | |||||||
| 2024 | 0.72% | 2.35% | 4.46% | -1.09% | 3.77% | 1.50% | 5.81% | 5.60% | 2.14% | -3.66% | 7.23% | -5.62% | 24.84% |
| 2023 | -3.46% | -4.54% | 3.50% | 2.74% | -6.00% | 6.79% | 2.46% | -0.43% | -4.70% | -0.08% | 3.33% | 2.42% | 1.15% |
| 2022 | -2.26% | -5.03% | 2.87% | 1.36% | -1.39% | -2.71% | 2.20% | -3.57% | -7.53% | 10.29% | 8.74% | -1.31% | 0.16% |
| 2021 | -3.72% | -1.17% | 7.87% | 1.39% | 2.84% | -0.78% | 1.86% | 0.17% | -5.35% | 2.96% | -3.44% | 9.37% | 11.50% |
| 2020 | 0.90% | -8.13% | -7.47% | 10.54% | 2.83% | -0.84% | 5.84% | 5.51% | -1.57% | -3.64% | 8.18% | 1.35% | 12.28% |
| 2019 | 5.62% | 3.31% | 3.05% | 2.69% | -5.26% | 7.31% | 1.39% | -0.54% | 2.72% | -1.77% | 2.74% | 2.28% | 25.54% |
| 2018 | 2.05% | -6.64% | -0.90% | -4.24% | -0.88% | 1.54% | 5.81% | 1.92% | 0.91% | -5.17% | 5.49% | -5.88% | -6.77% |
| 2017 | 1.09% | 5.70% | 0.14% | -0.04% | 2.54% | -0.17% | -0.34% | 0.30% | 0.92% | 3.40% | 3.69% | 1.51% | 20.18% |
| 2016 | 0.10% | 2.03% | 7.05% | -1.16% | 1.05% | 3.33% | 1.79% | -0.52% | -0.18% | -3.96% | 1.16% | 1.19% | 12.13% |
| 2015 | -3.55% | 3.55% | -2.46% | -0.84% | 0.35% | -3.71% | 1.61% | -6.43% | -0.92% | 4.73% | 0.75% | 0.71% | -6.58% |
| 2014 | -4.96% | 3.79% | 2.18% | 2.76% | -0.43% | 0.68% | -2.49% | 3.30% | 0.07% | 1.42% | 4.94% | -1.11% | 10.15% |
Expense Ratio
Dividend-Paying Stocks Portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 88, Dividend-Paying Stocks Portfolio is among the top 12% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | -0.14 | -0.06 | 0.99 | -0.22 | -0.50 |
MMM 3M Company | 1.41 | 2.67 | 1.36 | 1.22 | 9.30 |
KO The Coca-Cola Company | 0.94 | 1.45 | 1.18 | 1.03 | 2.27 |
WMT Walmart Inc. | 2.50 | 3.34 | 1.46 | 2.82 | 9.42 |
CL Colgate-Palmolive Company | -0.12 | -0.03 | 1.00 | -0.12 | -0.22 |
APD Air Products and Chemicals, Inc. | 0.39 | 0.84 | 1.11 | 0.45 | 1.27 |
IBM International Business Machines Corporation | 2.00 | 2.73 | 1.39 | 3.27 | 10.01 |
KMB Kimberly-Clark Corporation | 0.04 | 0.22 | 1.03 | 0.09 | 0.20 |
EMR Emerson Electric Co. | -0.03 | 0.52 | 1.07 | 0.23 | 0.60 |
JNJ Johnson & Johnson | 0.34 | 0.62 | 1.09 | 0.41 | 1.10 |
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Dividends
Dividend yield
Dividend-Paying Stocks Portfolio 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% | 2.49% | 3.06% | 2.89% | 2.64% | 2.75% | 2.77% | 3.20% | 2.69% | 2.82% | 2.78% | 2.09% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.59% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
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% |
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% |
WMT Walmart Inc. | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
CL Colgate-Palmolive Company | 2.25% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
APD Air Products and Chemicals, Inc. | 2.62% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
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% |
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% |
EMR Emerson Electric Co. | 1.87% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
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% |
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 Dividend-Paying Stocks Portfolio. 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 Dividend-Paying Stocks Portfolio was 35.95%, occurring on Mar 9, 2009. Recovery took 181 trading sessions.
The current Dividend-Paying Stocks Portfolio drawdown is 5.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.95% | Jun 6, 2008 | 190 | Mar 9, 2009 | 181 | Nov 23, 2009 | 371 |
| -35.63% | Aug 26, 1987 | 38 | Oct 19, 1987 | 444 | Jul 21, 1989 | 482 |
| -28.71% | Jan 10, 2000 | 43 | Mar 10, 2000 | 187 | Dec 5, 2000 | 230 |
| -27.63% | Feb 7, 2020 | 31 | Mar 23, 2020 | 96 | Aug 7, 2020 | 127 |
| -21.42% | Mar 20, 2002 | 86 | Jul 22, 2002 | 353 | Dec 12, 2003 | 439 |
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
| ^GSPC | WMT | IBM | KMB | JNJ | APD | EMR | CL | KO | MMM | PG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.52 | 0.59 | 0.42 | 0.50 | 0.57 | 0.63 | 0.45 | 0.51 | 0.60 | 0.49 | 0.79 |
| WMT | 0.52 | 1.00 | 0.32 | 0.31 | 0.35 | 0.31 | 0.32 | 0.34 | 0.37 | 0.35 | 0.37 | 0.60 |
| IBM | 0.59 | 0.32 | 1.00 | 0.27 | 0.32 | 0.35 | 0.43 | 0.30 | 0.31 | 0.40 | 0.30 | 0.59 |
| KMB | 0.42 | 0.31 | 0.27 | 1.00 | 0.35 | 0.33 | 0.29 | 0.48 | 0.39 | 0.35 | 0.49 | 0.61 |
| JNJ | 0.50 | 0.35 | 0.32 | 0.35 | 1.00 | 0.32 | 0.32 | 0.39 | 0.43 | 0.38 | 0.45 | 0.61 |
| APD | 0.57 | 0.31 | 0.35 | 0.33 | 0.32 | 1.00 | 0.47 | 0.33 | 0.35 | 0.46 | 0.33 | 0.64 |
| EMR | 0.63 | 0.32 | 0.43 | 0.29 | 0.32 | 0.47 | 1.00 | 0.31 | 0.34 | 0.51 | 0.33 | 0.65 |
| CL | 0.45 | 0.34 | 0.30 | 0.48 | 0.39 | 0.33 | 0.31 | 1.00 | 0.46 | 0.35 | 0.56 | 0.65 |
| KO | 0.51 | 0.37 | 0.31 | 0.39 | 0.43 | 0.35 | 0.34 | 0.46 | 1.00 | 0.38 | 0.50 | 0.65 |
| MMM | 0.60 | 0.35 | 0.40 | 0.35 | 0.38 | 0.46 | 0.51 | 0.35 | 0.38 | 1.00 | 0.38 | 0.67 |
| PG | 0.49 | 0.37 | 0.30 | 0.49 | 0.45 | 0.33 | 0.33 | 0.56 | 0.50 | 0.38 | 1.00 | 0.67 |
| Portfolio | 0.79 | 0.60 | 0.59 | 0.61 | 0.61 | 0.64 | 0.65 | 0.65 | 0.65 | 0.67 | 0.67 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified, composed of dividend-paying stocks with generally positive correlations ranging mostly between 0.27 and 0.67. The correlation matrix reveals that while no pair of stocks exhibits extremely high correlation (e.g., above 0.8), several positions show moderately strong correlations that could somewhat limit diversification benefits.
Notably, Procter & Gamble (PG) and Clorox (CL) have a correlation of 0.56, and PG also correlates strongly with Kimberly-Clark (KMB) at 0.49. These elevated correlations among consumer staples suggest some clustering within that sector, which may reduce the effectiveness of risk reduction through diversification in that segment.
On the other hand, IBM shows relatively lower correlations with many other stocks, such as 0.27 with KMB and around 0.3 with several others, indicating it contributes positively to diversification by behaving somewhat independently compared to the rest of the portfolio.
The portfolio’s correlation with individual positions ranges from 0.59 (IBM) to 0.67 (MMM and PG), indicating that no single stock overwhelmingly dominates the portfolio’s overall behavior. However, the slightly higher correlations of MMM and PG with the portfolio suggest these positions may have a somewhat larger influence on portfolio returns and risk.
Overall, the portfolio is neither highly concentrated nor extremely diversified. It leans toward moderate concentration within consumer staples and industrials, with some diversification benefits coming from less correlated stocks like IBM. This structure provides a balance between income stability from dividend payers and some risk mitigation through moderate diversification.