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Prof G, top 10 div stocks
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ABBV 25.00%LOW 25.00%VICI 25.00%KO 25.00%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Prof G, top 10 div 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 Every 3 months.


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The earliest data available for this chart is Oct 17, 2017, corresponding to the inception date of VICI

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Prof G, top 10 div stocks
-0.85%-7.58%-0.32%-3.09%2.68%8.58%11.03%
ABBV
AbbVie Inc.
-2.86%-10.70%-7.86%-10.37%5.19%13.21%18.43%18.22%
LOW
Lowe's Companies, Inc.
-2.10%-10.35%-3.77%-5.71%0.17%6.30%5.79%13.82%
VICI
VICI Properties Inc.
0.73%-6.92%-0.03%-12.78%-8.80%0.24%4.56%
KO
The Coca-Cola Company
0.84%-2.64%10.50%17.69%10.67%10.37%11.14%8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2017, Prof G, top 10 div stocks's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, your investment would double in approximately 4.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2020 with a return of +13.3%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Prof G, top 10 div stocks closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -17.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%4.85%-7.75%-1.04%-0.32%
20253.54%7.59%-0.55%-2.55%-1.28%0.28%0.00%8.09%0.67%-3.53%2.28%-1.28%13.28%
2024-0.32%5.14%3.32%-5.79%-0.26%2.30%8.74%5.65%2.51%-3.14%-1.36%-6.20%9.86%
2023-0.19%-0.57%0.94%1.93%-6.89%3.92%4.90%-2.19%-4.42%-3.82%4.16%7.28%4.11%
2022-1.92%0.41%1.53%-0.36%0.19%-2.25%5.40%-2.95%-5.33%7.13%8.22%-2.54%6.76%
2021-3.02%3.77%6.78%5.61%0.31%-0.39%2.53%1.85%-6.08%8.49%-1.94%11.86%32.35%

Benchmark Metrics

Prof G, top 10 div stocks has an annualized alpha of 5.36%, beta of 0.74, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.31%) than losses (80.95%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 5.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
5.36%
Beta
0.74
0.55
Upside Capture
90.31%
Downside Capture
80.95%

Expense Ratio

Prof G, top 10 div stocks 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.

Return for Risk

Risk / Return Rank

Prof G, top 10 div stocks ranks 6 for risk / return — in the bottom 6% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


Prof G, top 10 div stocks Risk / Return Rank: 66
Overall Rank
Prof G, top 10 div stocks Sharpe Ratio Rank: 66
Sharpe Ratio Rank
Prof G, top 10 div stocks Sortino Ratio Rank: 55
Sortino Ratio Rank
Prof G, top 10 div stocks Omega Ratio Rank: 55
Omega Ratio Rank
Prof G, top 10 div stocks Calmar Ratio Rank: 77
Calmar Ratio Rank
Prof G, top 10 div stocks Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.88

-0.70

Sortino ratio

Return per unit of downside risk

0.35

1.37

-1.01

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.20

1.39

-1.19

Martin ratio

Return relative to average drawdown

0.61

6.43

-5.82


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
430.190.441.060.280.62
LOW
Lowe's Companies, Inc.
370.010.201.020.030.08
VICI
VICI Properties Inc.
19-0.49-0.590.93-0.53-1.04
KO
The Coca-Cola Company
580.641.061.121.002.03

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Prof G, top 10 div stocks Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.18
  • 5-Year: 0.75
  • All Time: 0.73

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Prof G, top 10 div stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Prof G, top 10 div stocks provided a 3.59% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.59%3.50%3.56%3.48%3.19%3.09%3.43%3.51%3.61%1.88%2.20%1.96%
ABBV
AbbVie Inc.
3.18%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
LOW
Lowe's Companies, Inc.
2.06%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%
VICI
VICI Properties Inc.
6.44%6.28%5.80%5.05%4.63%4.58%4.92%4.58%5.31%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.69%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%

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 Prof G, top 10 div stocks. 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 Prof G, top 10 div stocks was 43.38%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Prof G, top 10 div stocks drawdown is 8.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.38%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-18.93%Jan 29, 201861Apr 25, 2018358Sep 26, 2019419
-12.87%Jul 31, 202364Oct 27, 202344Jan 2, 2024108
-12.03%Oct 1, 202457Dec 19, 202447Mar 3, 2025104
-11.78%Aug 19, 202230Sep 30, 202237Nov 22, 202267

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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkABBVKOVICILOWPortfolio
Benchmark1.000.370.370.430.580.62
ABBV0.371.000.350.250.280.65
KO0.370.351.000.360.300.62
VICI0.430.250.361.000.380.67
LOW0.580.280.300.381.000.73
Portfolio0.620.650.620.670.731.00
The correlation results are calculated based on daily price changes starting from Oct 18, 2017