Ebiane-Stocks ISA v2

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	8%
MSFT Microsoft Corporation	Technology	8%
META Meta Platforms, Inc.	Communication Services	7%
TSLA Tesla, Inc.	Consumer Cyclical	7%
AVGO Broadcom Inc.	Technology	6%
NVDA NVIDIA Corporation	Technology	6%
GOOGL Alphabet Inc. Class A	Communication Services	6%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	6%
AMD Advanced Micro Devices, Inc.	Technology	5%
LLY Eli Lilly and Company	Healthcare	5%
MSTR Strategy Inc	Technology	5%
V Visa Inc.	Financial Services	4%
ORCL Oracle Corporation	Technology	4%
COST Costco Wholesale Corporation	Consumer Defensive	4%
CRM Salesforce, Inc.	Technology	4%
HD The Home Depot, Inc.	Consumer Cyclical	4%
WMT Walmart Inc.	Consumer Defensive	4%
JPM JPMorgan Chase & Co.	Financial Services	4%
SPY State Street SPDR S&P 500 ETF	S&P 500	3%

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ebiane-Stocks ISA v2, 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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Returns By Period

As of Jul 21, 2026, the Ebiane-Stocks ISA v2 returned 6.37% Year-To-Date and 34.50% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio Ebiane-Stocks ISA v2	-0.08%	-0.59%	6.33%	6.37%	19.42%	36.58%	29.17%	34.50%	33.25%
Portfolio components:
AAPL Apple Inc	-2.14%	9.59%	28.05%	20.35%	55.26%	19.94%	18.17%	30.70%	19.46%
AMD Advanced Micro Devices, Inc.	1.58%	-6.29%	117.22%	135.14%	220.77%	65.57%	41.30%	56.16%	9.74%
AVGO Broadcom Inc.	1.98%	-7.92%	7.92%	9.67%	34.44%	63.51%	54.04%	40.73%	40.58%
COKE Coca-Cola Consolidated, Inc.	0.68%	0.24%	20.49%	19.05%	61.68%	43.33%	36.00%	29.30%	14.90%
COST Costco Wholesale Corporation	-0.54%	-1.64%	-2.61%	8.82%	-1.04%	20.42%	18.94%	20.81%	16.93%
CRM Salesforce, Inc.	1.77%	14.50%	-23.09%	-34.06%	-33.20%	-8.14%	-6.09%	7.91%	19.07%
GOOGL Alphabet Inc. Class A	1.51%	-4.36%	6.80%	12.60%	90.75%	43.56%	22.73%	25.05%	25.38%
HD The Home Depot, Inc.	-1.72%	-0.37%	-11.15%	-1.84%	-4.87%	3.89%	2.94%	12.00%	24.75%
JPM JPMorgan Chase & Co.	-0.65%	4.67%	9.49%	6.66%	18.57%	32.69%	20.23%	21.27%	12.35%
LLY Eli Lilly and Company	-2.73%	4.40%	10.82%	7.08%	49.67%	36.36%	38.34%	32.37%	16.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, Ebiane-Stocks ISA v2's average daily return is +0.12%, while the average monthly return is +2.56%. At this rate, an investment would double in approximately 2.3 years.

Historically, 73% of months were positive and 27% were negative. The best month was Aug 2020 with a return of +19.2%, while the worst month was Apr 2022 at -12.5%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Ebiane-Stocks ISA v2 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -13.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.21%	-2.31%	-5.16%	14.43%	8.09%	-7.05%	1.09%						6.37%
2025	3.53%	-4.81%	-8.10%	3.79%	7.58%	7.10%	3.75%	0.40%	6.51%	5.31%	-0.47%	-1.31%	24.30%
2024	2.26%	12.54%	6.76%	-5.33%	8.24%	7.39%	0.62%	2.65%	5.86%	0.45%	11.11%	0.35%	65.56%
2023	16.09%	3.87%	9.98%	2.54%	10.44%	7.08%	4.87%	-0.65%	-5.44%	-0.51%	12.22%	8.76%	92.41%
2022	-9.59%	-4.92%	5.83%	-12.48%	-0.65%	-9.36%	13.69%	-7.15%	-10.51%	5.71%	5.98%	-8.64%	-30.68%
2021	4.09%	1.19%	1.58%	5.78%	1.17%	7.48%	3.59%	5.26%	-4.77%	12.16%	6.35%	0.35%	52.95%

Benchmark Metrics

Ebiane-Stocks ISA v2 has an annualized alpha of 16.25%, beta of 1.18, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio captured 173.99% of S&P 500 Index gains but only 86.44% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 16.25% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 16.25%

Beta: 1.18

R²: 0.81

Upside Capture: 173.99%

Downside Capture: 86.44%

See how alpha, beta & R² have trended over time →

Expense Ratio

Ebiane-Stocks ISA v2 has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

Ebiane-Stocks ISA v2 ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for Ebiane-Stocks ISA v2 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.11	1.45	-0.34
Sortino ratioReturn per unit of downside risk	1.65	2.03	-0.38
Omega ratioGain probability vs. loss probability	1.20	1.26	-0.07
Calmar ratioReturn relative to maximum drawdown	1.35	2.01	-0.66
Martin ratioReturn relative to average drawdown	4.23	8.68	-4.45

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	92	2.27	3.09	1.41	4.02	9.58
AMD Advanced Micro Devices, Inc.	96	3.23	3.50	1.45	8.01	16.22
AVGO Broadcom Inc.	68	0.73	1.28	1.16	1.21	2.49
COKE Coca-Cola Consolidated, Inc.	85	1.73	2.12	1.31	2.52	6.42
COST Costco Wholesale Corporation	40	-0.05	0.06	1.01	-0.06	-0.14
CRM Salesforce, Inc.	12	-0.85	-1.13	0.87	-0.76	-1.41
GOOGL Alphabet Inc. Class A	96	2.99	4.13	1.50	4.48	13.64
HD The Home Depot, Inc.	36	-0.20	-0.11	0.99	-0.17	-0.32
JPM JPMorgan Chase & Co.	69	0.84	1.25	1.16	1.21	2.85
LLY Eli Lilly and Company	80	1.30	1.90	1.25	2.15	5.36

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. Learn how to interpret the Sharpe ratio.

The current Ebiane-Stocks ISA v2 Sharpe ratio is 1.11 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Ebiane-Stocks ISA v2 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

Ebiane-Stocks ISA v2 provided a 0.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.65%	0.59%	0.67%	0.77%	0.85%	0.66%	0.95%	0.97%	1.11%	1.11%	1.11%	1.25%
Portfolio components:
AAPL Apple Inc	0.32%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMD Advanced Micro Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	0.67%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
COKE Coca-Cola Consolidated, Inc.	0.55%	0.65%	1.59%	0.54%	0.20%	0.16%	0.38%	0.35%	0.56%	0.46%	0.56%	0.55%
COST Costco Wholesale Corporation	0.57%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CRM Salesforce, Inc.	0.99%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.78%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
JPM JPMorgan Chase & Co.	1.77%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

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 Ebiane-Stocks ISA v2. 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 Ebiane-Stocks ISA v2 was 35.29%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Ebiane-Stocks ISA v2 drawdown is 6.05%.

Drawdown	Fall	Recovery	Underwater	Related event
-35.29%Oct 2022	9mo 20d	7mo 14d	1y 4moDec 2021 - May 2023	Bear market2022
-31.71%Mar 2020	1mo 2d	2mo 19d	3mo 21dFeb 2020 - Jun 2020	COVID crash2020
-25.04%Apr 2025	3mo 22d	2mo 19d	6mo 11dDec 2024 - Jun 2025	2025 selloff2025
-20.15%Dec 2018	2mo 23d	2mo 25d	5mo 18dOct 2018 - Mar 2019	Rate-hike selloffLate 2018
-16.41%Feb 2016	1mo 13d	1mo 20d	3mo 3dDec 2015 - Apr 2016	—

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 19 assets, with an effective number of assets of 17.67, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.17	1.77	1.60	1.58	1.62

The portfolio has a diversification ratio of 1.62, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Ebiane-Stocks ISA v2 correlation to the S&P 500 Index

Ebiane-Stocks ISA v2 has a 0.89 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while COKE has the lowest at 0.33.

0.33

0.37

0.40

0.46

0.49

0.51

0.52

Portfolio Correlations

Correlation vs. Ebiane-Stocks ISA v2. SPY has the highest portfolio correlation at 0.85, while WMT has the lowest at 0.32.

0.32

0.35

0.36

0.47

0.48

0.50

0.57

ORCL

0.59

MSTR

0.60

TSLA

0.63

Asset Correlations Table

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

	COKE	LLY	WMT	TSLA	MSTR	COST	JPM	AMD	HD	META	ORCL	CRM	AAPL	V	AVGO	NVDA	GOOGL	MSFT	SPY
COKE	1.00	0.16	0.24	0.18	0.19	0.28	0.22	0.13	0.27	0.18	0.20	0.20	0.22	0.26	0.19	0.16	0.21	0.21	0.33
LLY	0.16	1.00	0.25	0.13	0.17	0.28	0.24	0.16	0.26	0.23	0.28	0.23	0.23	0.29	0.23	0.20	0.27	0.29	0.40
WMT	0.24	0.25	1.00	0.14	0.16	0.57	0.23	0.14	0.39	0.16	0.23	0.17	0.24	0.29	0.17	0.17	0.23	0.27	0.37
TSLA	0.18	0.13	0.14	1.00	0.36	0.23	0.24	0.35	0.25	0.34	0.29	0.36	0.37	0.27	0.38	0.39	0.37	0.35	0.46
MSTR	0.19	0.17	0.16	0.36	1.00	0.24	0.31	0.35	0.30	0.33	0.34	0.39	0.32	0.32	0.36	0.38	0.38	0.37	0.49
COST	0.28	0.28	0.57	0.23	0.24	1.00	0.27	0.23	0.46	0.29	0.30	0.31	0.36	0.39	0.30	0.30	0.35	0.41	0.51
JPM	0.22	0.24	0.23	0.24	0.31	0.27	1.00	0.27	0.39	0.30	0.39	0.31	0.32	0.46	0.36	0.32	0.36	0.35	0.64
AMD	0.13	0.16	0.14	0.35	0.35	0.23	0.27	1.00	0.27	0.37	0.36	0.38	0.38	0.32	0.48	0.60	0.41	0.43	0.52
HD	0.27	0.26	0.39	0.25	0.30	0.46	0.39	0.27	1.00	0.30	0.34	0.35	0.36	0.44	0.33	0.31	0.37	0.39	0.59
META	0.18	0.23	0.16	0.34	0.33	0.29	0.30	0.37	0.30	1.00	0.37	0.46	0.43	0.41	0.43	0.47	0.58	0.50	0.56
ORCL	0.20	0.28	0.23	0.29	0.34	0.30	0.39	0.36	0.34	0.37	1.00	0.45	0.38	0.40	0.45	0.43	0.43	0.53	0.61
CRM	0.20	0.23	0.17	0.36	0.39	0.31	0.31	0.38	0.35	0.46	0.45	1.00	0.42	0.48	0.42	0.47	0.48	0.56	0.58
AAPL	0.22	0.23	0.24	0.37	0.32	0.36	0.32	0.38	0.36	0.43	0.38	0.42	1.00	0.42	0.48	0.45	0.51	0.53	0.62
V	0.26	0.29	0.29	0.27	0.32	0.39	0.46	0.32	0.44	0.41	0.40	0.48	0.42	1.00	0.38	0.37	0.49	0.51	0.65
AVGO	0.19	0.23	0.17	0.38	0.36	0.30	0.36	0.48	0.33	0.43	0.45	0.42	0.48	0.38	1.00	0.59	0.46	0.50	0.64
NVDA	0.16	0.20	0.17	0.39	0.38	0.30	0.32	0.60	0.31	0.47	0.43	0.47	0.45	0.37	0.59	1.00	0.49	0.55	0.61
GOOGL	0.21	0.27	0.23	0.37	0.38	0.35	0.36	0.41	0.37	0.58	0.43	0.48	0.51	0.49	0.46	0.49	1.00	0.60	0.67
MSFT	0.21	0.29	0.27	0.35	0.37	0.41	0.35	0.43	0.39	0.50	0.53	0.56	0.53	0.51	0.50	0.55	0.60	1.00	0.70
SPY	0.33	0.40	0.37	0.46	0.49	0.51	0.64	0.52	0.59	0.56	0.61	0.58	0.62	0.65	0.64	0.61	0.67	0.70	1.00

The correlation results are calculated based on daily price changes starting from May 18, 2012

Diversification Analysis

Find what Ebiane-Stocks ISA v2 is missing

See which holdings overlap, where Ebiane-Stocks ISA v2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification