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Stocks

Currency in USD · Last updated May 31, 2025

Asset Allocation

TMC 24%VFV.TO 23%XEI.TO 18%AMD 13%NVDA 12%TSLA 10%EquityEquity
PositionCategory/SectorTarget Weight
AMD
Advanced Micro Devices, Inc.		Technology
13%
NVDA
NVIDIA Corporation		Technology
12%
TMC
TMC the metals company Inc.		Basic Materials
24%
TSLA
Tesla, Inc.		Consumer Cyclical
10%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
23%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		Canada Equities
18%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Sep 10, 2021, corresponding to the inception date of TMC

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Stocks54.14%23.15%62.40%65.51%N/AN/A
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.72%6.18%-1.93%13.82%15.45%13.59%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		11.13%4.68%4.62%16.67%15.93%7.98%
AMD
Advanced Micro Devices, Inc.		-8.33%13.74%-19.28%-33.60%15.53%47.32%
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
TSLA
Tesla, Inc.		-14.21%22.79%0.38%93.78%44.15%35.54%
TMC
TMC the metals company Inc.		299.11%42.36%427.12%202.03%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.45%-2.31%-2.86%20.51%23.15%54.14%
20246.83%10.49%1.43%-1.72%4.48%0.68%-3.79%-0.73%6.67%-3.15%2.43%5.36%31.80%
202316.52%8.16%1.73%-2.73%5.44%32.88%2.68%-7.51%-8.58%-8.86%19.12%5.31%73.42%
2022-12.90%2.87%15.01%-22.15%2.17%-17.58%7.88%-4.39%-8.45%-0.40%5.96%-10.97%-40.07%
2021-13.19%2.95%8.83%-6.09%-8.66%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Stocks has an expense ratio of 0.06%, 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.

XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
VFV.TO
Vanguard S&P 500 Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, Stocks is among the top 10% 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.

The Risk-Adjusted Performance Rank of Stocks is 9090
Overall Rank
The Sharpe Ratio Rank of Stocks is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of Stocks is 9191
Sortino Ratio Rank
The Omega Ratio Rank of Stocks is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Stocks is 9393
Calmar Ratio Rank
The Martin Ratio Rank of Stocks is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		0.690.951.140.602.31
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		1.221.721.241.204.68
AMD
Advanced Micro Devices, Inc.		-0.63-0.740.91-0.53-1.07
NVDA
NVIDIA Corporation		0.380.661.080.280.69
TSLA
Tesla, Inc.		1.282.131.261.683.93
TMC
TMC the metals company Inc.		1.813.231.392.197.33

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.

Stocks Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.54
  • All Time: 0.47

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 0.60 to 1.13, 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 Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Stocks provided a 1.22% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.22%1.23%1.19%1.17%0.91%1.25%1.24%1.44%1.17%1.25%1.55%1.97%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		1.06%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF		5.41%5.56%5.08%4.78%3.65%5.13%4.71%5.53%4.37%4.51%5.75%7.94%
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%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
TSLA
Tesla, 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%
TMC
TMC the metals company 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%

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 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 Stocks was 52.98%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current Stocks drawdown is 2.79%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.98%Sep 17, 2021330Dec 28, 2022134Jul 7, 2023464
-33.89%Jul 12, 202378Oct 30, 202389Mar 6, 2024167
-26.86%Feb 20, 202534Apr 8, 202511Apr 24, 202545
-19.79%Jul 9, 202422Aug 7, 2024101Dec 30, 2024123
-11.24%Mar 14, 202426Apr 19, 202453Jul 3, 202479
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 6 assets, with an effective number of assets of 5.43, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTMCXEI.TOTSLAAMDNVDAVFV.TOPortfolio
^GSPC1.000.280.610.600.680.730.970.64
TMC0.281.000.190.260.220.230.270.82
XEI.TO0.610.191.000.320.360.350.630.41
TSLA0.600.260.321.000.480.490.570.56
AMD0.680.220.360.481.000.740.660.59
NVDA0.730.230.350.490.741.000.700.61
VFV.TO0.970.270.630.570.660.701.000.63
Portfolio0.640.820.410.560.590.610.631.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2021
Go to the full Correlations tool for more customization options