Dividend Stocks

Asset Allocation

Position	Category/Sector	Target Weight
EMR Emerson Electric Co.	Industrials	6.67%
CINF Cincinnati Financial Corporation	Financial Services	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
CL Colgate-Palmolive Company	Consumer Defensive	6.67%
SYY Sysco Corporation	Consumer Defensive	6.67%
TGT Target Corporation	Consumer Defensive	6.67%
ABBV AbbVie Inc.	Healthcare	6.67%
ADP Automatic Data Processing, Inc.	Industrials	6.67%
AFL Aflac Incorporated	Financial Services	6.67%
ATO Atmos Energy Corporation	Utilities	6.67%
CAH Cardinal Health, Inc.	Healthcare	6.67%
CVX Chevron Corporation	Energy	6.67%
GD General Dynamics Corporation		6.67%
NEE NextEra Energy, Inc.	Utilities	6.67%
CAT Caterpillar Inc.	Industrials	6.67%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend 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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Returns By Period

As of Jun 12, 2026, the Dividend Stocks returned 13.47% Year-To-Date and 15.07% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.75%	-0.09%	8.02%	7.15%	22.78%	19.45%	11.73%	13.53%
Portfolio Dividend Stocks	1.04%	3.30%	13.47%	12.84%	26.24%	19.95%	14.29%	15.07%
Portfolio components:
ABBV AbbVie Inc.	-0.08%	8.14%	-0.01%	2.00%	21.20%	22.03%	18.63%	18.93%
ADP Automatic Data Processing, Inc.	-2.31%	5.59%	-11.51%	-13.44%	-25.90%	3.26%	4.61%	12.33%
AFL Aflac Incorporated	-0.56%	0.77%	6.72%	8.11%	17.35%	21.79%	18.33%	15.69%
ATO Atmos Energy Corporation	-0.61%	-7.01%	1.49%	1.81%	12.80%	15.49%	13.35%	10.90%
CAH Cardinal Health, Inc.	2.25%	21.14%	8.15%	12.07%	45.67%	38.65%	33.15%	14.13%
CAT Caterpillar Inc.	4.84%	-1.59%	57.36%	44.09%	149.86%	58.05%	34.78%	31.08%
CINF Cincinnati Financial Corporation	1.12%	2.75%	3.66%	3.13%	17.12%	20.79%	9.35%	12.15%
CL Colgate-Palmolive Company	-0.62%	2.23%	14.52%	17.15%	-0.50%	8.22%	3.78%	4.67%
CVX Chevron Corporation	-2.10%	0.85%	24.24%	25.63%	33.72%	10.25%	16.15%	10.76%
EMR Emerson Electric Co.	3.63%	3.92%	7.91%	2.61%	14.16%	21.31%	10.12%	13.45%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, Dividend Stocks's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Stocks closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.54%	5.76%	-4.87%	3.69%	-0.86%	2.98%							13.47%
2025	1.26%	2.88%	-0.12%	-3.59%	3.37%	2.87%	1.63%	1.58%	2.18%	2.25%	2.70%	-1.30%	16.62%
2024	2.61%	3.65%	5.68%	-3.25%	2.52%	-1.27%	6.08%	4.01%	1.63%	-2.23%	4.92%	-6.06%	18.92%
2023	-0.38%	-2.61%	0.66%	0.26%	-6.58%	6.04%	4.43%	-1.33%	-3.48%	-1.65%	6.37%	3.60%	4.56%
2022	-0.71%	2.29%	6.63%	-3.48%	-0.34%	-5.27%	5.50%	-0.81%	-8.07%	13.87%	6.86%	-3.30%	11.71%
2021	-2.29%	5.69%	7.22%	2.99%	1.97%	-1.23%	2.41%	0.84%	-5.78%	5.75%	-3.08%	8.59%	24.38%

Benchmark Metrics

Dividend Stocks has an annualized alpha of 4.77%, beta of 0.78, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.58%) than losses (74.44%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.77%

Beta: 0.78

R²: 0.71

Upside Capture: 89.58%

Downside Capture: 74.44%

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

Expense Ratio

Dividend 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

Dividend Stocks ranks 82 for risk / return — in the top 82% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 Dividend Stocks 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	2.54	1.85	+0.69
Sortino ratioReturn per unit of downside risk	3.72	2.52	+1.20
Omega ratioGain probability vs. loss probability	1.44	1.34	+0.10
Calmar ratioReturn relative to maximum drawdown	4.05	2.52	+1.53
Martin ratioReturn relative to average drawdown	12.98	11.31	+1.67

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
ABBV AbbVie Inc.	68	0.88	1.37	1.17	1.23	2.74
ADP Automatic Data Processing, Inc.	10	-1.07	-1.51	0.82	-0.68	-1.28
AFL Aflac Incorporated	73	1.02	1.53	1.18	1.91	4.75
ATO Atmos Energy Corporation	66	0.83	1.23	1.15	1.02	3.11
CAH Cardinal Health, Inc.	83	1.52	2.44	1.33	2.25	5.91
CAT Caterpillar Inc.	98	4.29	4.93	1.63	10.86	35.61
CINF Cincinnati Financial Corporation	69	0.87	1.30	1.16	1.64	4.26
CL Colgate-Palmolive Company	40	-0.02	0.13	1.01	-0.03	-0.04
CVX Chevron Corporation	81	1.54	2.08	1.27	2.42	5.99
EMR Emerson Electric Co.	56	0.47	0.85	1.10	0.61	1.32

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.

The current Dividend Stocks Sharpe ratio is 2.54 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.32, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dividend 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

Dividend Stocks provided a 2.31% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.31%	2.49%	2.48%	2.65%	2.46%	2.49%	2.83%	2.62%	2.96%	2.58%	2.77%	3.00%
Portfolio components:
ABBV AbbVie Inc.	3.00%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ADP Automatic Data Processing, Inc.	2.87%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
AFL Aflac Incorporated	2.04%	2.10%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%
ATO Atmos Energy Corporation	2.30%	2.15%	2.36%	2.61%	2.48%	2.44%	2.46%	1.92%	2.14%	2.14%	2.31%	2.52%
CAH Cardinal Health, Inc.	0.92%	0.99%	1.28%	1.98%	2.57%	3.80%	3.62%	3.80%	4.24%	3.00%	2.41%	1.68%
CAT Caterpillar Inc.	0.67%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CINF Cincinnati Financial Corporation	2.11%	2.13%	2.25%	2.90%	2.70%	2.21%	2.75%	2.13%	2.74%	3.33%	2.53%	3.89%
CL Colgate-Palmolive Company	2.34%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
CVX Chevron Corporation	3.76%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
EMR Emerson Electric Co.	1.54%	1.61%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%

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 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 Dividend Stocks was 37.47%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-37.47%Mar 2020	1mo 4d	7mo 22d	8mo 26dFeb 2020 - Nov 2020
Bear market2022	-16.90%Jun 2022	1mo 27d	5mo 8d	7mo 5dApr 2022 - Nov 2022
Rate-hike selloffLate 2018	-15.39%Dec 2018	3mo 1d	3mo 19d	6mo 20dSep 2018 - Apr 2019
2025 selloff2025	-12.86%Apr 2025	4mo 7d	2mo 23d	7moDec 2024 - Jun 2025
2023 correction2023	-11.67%May 2023	5mo 27d	6mo 16d	1y 8dDec 2022 - Dec 2023

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 15 assets, with an effective number of assets of 15.00, 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	2.32	1.92	1.72	1.55	1.55

The portfolio has a diversification ratio of 1.55, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend Stocks correlation to the S&P 500 Index

Dividend Stocks has a 0.38 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	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. EMR has the highest benchmark correlation at 0.68, while ATO has the lowest at 0.32.

ATO

0.32

NEE

0.35

0.37

0.41

0.41

0.44

0.44

0.45

0.45

0.54

0.54

0.55

0.62

0.63

0.68

Portfolio Correlations

Correlation vs. Dividend Stocks. AFL has the highest portfolio correlation at 0.71, while NEE has the lowest at 0.48.

0.48

0.53

0.53

0.54

0.57

0.58

0.59

SYY

0.61

CAT

0.64

ADP

0.66

0.67

EMR

0.69

CINF

0.71

AFL

0.71

Asset Correlations Table

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

	NEE	TGT	ABBV	CVX	ATO	CAH	CL	SYY	KO	CAT	GD	EMR	ADP	CINF	AFL
NEE	1.00	0.22	0.22	0.19	0.59	0.17	0.39	0.28	0.43	0.16	0.28	0.22	0.32	0.30	0.26
TGT	0.22	1.00	0.24	0.26	0.20	0.26	0.26	0.33	0.26	0.32	0.28	0.35	0.32	0.32	0.30
ABBV	0.22	0.24	1.00	0.25	0.24	0.39	0.32	0.27	0.32	0.27	0.31	0.29	0.34	0.31	0.33
CVX	0.19	0.26	0.25	1.00	0.23	0.29	0.19	0.30	0.27	0.49	0.39	0.48	0.33	0.36	0.43
ATO	0.59	0.20	0.24	0.23	1.00	0.28	0.42	0.34	0.45	0.20	0.33	0.25	0.36	0.40	0.36
CAH	0.17	0.26	0.39	0.29	0.28	1.00	0.32	0.32	0.29	0.31	0.39	0.34	0.37	0.39	0.43
CL	0.39	0.26	0.32	0.19	0.42	0.32	1.00	0.40	0.60	0.19	0.32	0.25	0.40	0.38	0.34
SYY	0.28	0.33	0.27	0.30	0.34	0.32	0.40	1.00	0.42	0.34	0.40	0.38	0.40	0.44	0.44
KO	0.43	0.26	0.32	0.27	0.45	0.29	0.60	0.42	1.00	0.24	0.34	0.29	0.43	0.42	0.40
CAT	0.16	0.32	0.27	0.49	0.20	0.31	0.19	0.34	0.24	1.00	0.47	0.70	0.36	0.42	0.47
GD	0.28	0.28	0.31	0.39	0.33	0.39	0.32	0.40	0.34	0.47	1.00	0.52	0.48	0.50	0.50
EMR	0.22	0.35	0.29	0.48	0.25	0.34	0.25	0.38	0.29	0.70	0.52	1.00	0.46	0.47	0.50
ADP	0.32	0.32	0.34	0.33	0.36	0.37	0.40	0.40	0.43	0.36	0.48	0.46	1.00	0.51	0.50
CINF	0.30	0.32	0.31	0.36	0.40	0.39	0.38	0.44	0.42	0.42	0.50	0.47	0.51	1.00	0.66
AFL	0.26	0.30	0.33	0.43	0.36	0.43	0.34	0.44	0.40	0.47	0.50	0.50	0.50	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2013

Diversification Analysis

Find what Dividend Stocks is missing

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

Analyze Diversification