S&P Co. with most cash
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
S&P Co. with most cash
Currency in USD · Last updated Jun 2, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5.26% |
AMGN Amgen Inc. | Healthcare | 5.26% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 5.26% |
CVS CVS Health Corporation | Healthcare | 5.26% |
CVX Chevron Corporation | Energy | 5.26% |
ELV Elevance Health Inc | Healthcare | 5.26% |
GE General Electric Company | Industrials | 5.26% |
GM General Motors Company | Consumer Cyclical | 5.26% |
GOOGL Alphabet Inc Class A | Communication Services | 5.26% |
IBM International Business Machines Corporation | Technology | 5.26% |
INTC Intel Corporation | Technology | 5.26% |
KO The Coca-Cola Company | Consumer Defensive | 5.26% |
META Meta Platforms, Inc. | Communication Services | 5.26% |
MSFT Microsoft Corporation | Technology | 5.26% |
ORCL Oracle Corporation | Technology | 5.26% |
PFE Pfizer Inc. | Healthcare | 5.26% |
TSLA Tesla, Inc. | Consumer Cyclical | 5.26% |
UNH UnitedHealth Group Incorporated | Healthcare | 5.26% |
XOM Exxon Mobil Corporation | Energy | 5.26% |
Every 3 months
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Aug 13, 2012, corresponding to the inception date of PFE
Returns By Period
As of Jun 2, 2025, the S&P Co. with most cash returned 4.30% Year-To-Date and 16.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| S&P Co. with most cash | 4.30% | 3.18% | 0.54% | 13.82% | 20.46% | 16.56% |
| Portfolio components: | ||||||
AAPL Apple Inc | -19.60% | -2.06% | -15.17% | 4.96% | 21.05% | 21.31% |
GOOGL Alphabet Inc Class A | -9.17% | 4.70% | 1.89% | 0.04% | 19.21% | 20.07% |
MSFT Microsoft Corporation | 9.64% | 5.96% | 9.13% | 11.75% | 21.26% | 27.46% |
UNH UnitedHealth Group Incorporated | -40.06% | -24.51% | -50.12% | -38.08% | 1.28% | 11.57% |
XOM Exxon Mobil Corporation | -3.16% | -2.79% | -11.69% | -9.72% | 23.08% | 6.42% |
AMZN Amazon.com, Inc. | -6.55% | 7.91% | -1.39% | 16.19% | 10.92% | 25.27% |
PFE Pfizer Inc. | -8.28% | -1.08% | -7.16% | -12.56% | -4.00% | 0.81% |
GE General Electric Company | 47.71% | 18.40% | 35.47% | 49.90% | 50.36% | 8.05% |
META Meta Platforms, Inc. | 10.68% | 8.45% | 12.93% | 39.21% | 23.65% | 23.25% |
CVX Chevron Corporation | -3.41% | -0.10% | -13.60% | -11.95% | 13.17% | 7.44% |
ELV Elevance Health Inc | 4.49% | -6.38% | -4.90% | -27.69% | 6.80% | 10.36% |
CVS CVS Health Corporation | 45.96% | -5.07% | 9.48% | 12.42% | 2.75% | -1.76% |
AMGN Amgen Inc. | 12.44% | 3.38% | 3.61% | -2.74% | 7.95% | 9.45% |
INTC Intel Corporation | -2.49% | -5.19% | -18.71% | -36.23% | -19.01% | -2.77% |
TSLA Tesla, Inc. | -14.21% | 20.63% | 0.38% | 94.55% | 44.15% | 35.54% |
IBM International Business Machines Corporation | 19.42% | 6.20% | 15.44% | 59.97% | 22.06% | 9.40% |
ORCL Oracle Corporation | -0.05% | 9.82% | -9.89% | 42.85% | 27.09% | 16.03% |
GM General Motors Company | -6.63% | 9.51% | -10.33% | 11.37% | 14.54% | 5.73% |
KO The Coca-Cola Company | 16.66% | 0.63% | 13.35% | 18.00% | 12.49% | 9.22% |
*Annualized
Monthly Returns
The table below presents the monthly returns of S&P Co. with most cash, 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 | 6.04% | 0.10% | -2.44% | -4.02% | 4.93% | 4.30% | |||||||
| 2024 | 0.53% | 3.56% | 4.08% | -3.75% | 3.35% | 4.06% | 2.98% | -0.54% | 3.88% | -3.62% | 6.10% | -3.61% | 17.62% |
| 2023 | 7.04% | -1.15% | 6.48% | 0.46% | 2.10% | 6.04% | 3.98% | -1.87% | -1.53% | -2.73% | 8.27% | 3.18% | 33.78% |
| 2022 | -2.24% | -3.01% | 5.47% | -7.94% | 1.90% | -7.72% | 8.35% | -3.15% | -9.98% | 9.14% | 4.34% | -6.70% | -13.11% |
| 2021 | 1.47% | 2.57% | 7.20% | 4.41% | 1.12% | 2.07% | 1.30% | 1.42% | -2.62% | 7.48% | 0.12% | 5.16% | 36.11% |
| 2020 | 2.16% | -7.82% | -11.32% | 16.17% | 3.70% | 1.93% | 3.85% | 11.19% | -5.90% | -1.96% | 15.53% | 4.15% | 31.45% |
| 2019 | 8.63% | 1.41% | 0.90% | 0.61% | -6.70% | 7.99% | 2.41% | -4.01% | 1.48% | 6.04% | 5.07% | 4.01% | 30.25% |
| 2018 | 6.66% | -4.24% | -5.14% | 3.91% | 3.07% | 1.20% | 1.99% | 3.33% | 0.22% | -4.43% | 2.09% | -8.48% | -0.96% |
| 2017 | 3.42% | 3.55% | 0.95% | 2.31% | 0.91% | 1.37% | 1.03% | 1.60% | 1.71% | 3.34% | 1.80% | -0.74% | 23.33% |
| 2016 | -5.30% | -1.11% | 8.84% | -0.02% | 1.63% | -0.37% | 4.51% | -0.71% | 0.49% | -2.51% | 2.00% | 2.46% | 9.66% |
| 2015 | -2.13% | 6.38% | -1.27% | 2.97% | 2.15% | -2.09% | 3.10% | -6.25% | -0.70% | 8.87% | 1.37% | -0.03% | 12.10% |
| 2014 | -2.98% | 6.42% | -0.50% | -0.14% | 2.32% | 2.99% | 0.27% | 5.10% | -1.58% | 1.17% | 3.44% | -1.23% | 15.91% |
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more
Expense Ratio
S&P Co. with most cash 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of S&P Co. with most cash is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.17 | 0.51 | 1.07 | 0.19 | 0.57 |
GOOGL Alphabet Inc Class A | 0.01 | 0.12 | 1.01 | -0.07 | -0.15 |
MSFT Microsoft Corporation | 0.47 | 0.62 | 1.08 | 0.33 | 0.73 |
UNH UnitedHealth Group Incorporated | -0.82 | -1.02 | 0.82 | -0.70 | -2.16 |
XOM Exxon Mobil Corporation | -0.30 | -0.30 | 0.96 | -0.41 | -0.88 |
AMZN Amazon.com, Inc. | 0.42 | 0.75 | 1.09 | 0.41 | 1.04 |
PFE Pfizer Inc. | -0.46 | -0.52 | 0.94 | -0.19 | -0.80 |
GE General Electric Company | 1.50 | 1.82 | 1.28 | 2.19 | 6.96 |
META Meta Platforms, Inc. | 1.07 | 1.54 | 1.20 | 1.04 | 3.13 |
CVX Chevron Corporation | -0.39 | -0.38 | 0.95 | -0.46 | -1.10 |
ELV Elevance Health Inc | -0.78 | -1.02 | 0.86 | -0.73 | -1.14 |
CVS CVS Health Corporation | 0.51 | 1.21 | 1.15 | 0.44 | 1.96 |
AMGN Amgen Inc. | -0.05 | 0.12 | 1.02 | -0.04 | -0.08 |
INTC Intel Corporation | -0.56 | -0.57 | 0.93 | -0.52 | -1.06 |
TSLA Tesla, Inc. | 1.31 | 2.10 | 1.25 | 1.64 | 3.87 |
IBM International Business Machines Corporation | 2.22 | 2.84 | 1.41 | 3.47 | 10.68 |
ORCL Oracle Corporation | 1.02 | 1.38 | 1.19 | 0.96 | 2.56 |
GM General Motors Company | 0.42 | 0.84 | 1.11 | 0.43 | 1.16 |
KO The Coca-Cola Company | 1.17 | 1.76 | 1.22 | 1.30 | 2.84 |
Loading data...
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
S&P Co. with most cash provided a 2.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.08% | 1.82% | 1.80% | 1.75% | 2.20% | 2.02% | 2.43% | 2.17% | 2.19% | 2.16% | 1.88% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
GOOGL Alphabet Inc Class A | 0.47% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
UNH UnitedHealth Group Incorporated | 2.78% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
XOM Exxon Mobil Corporation | 3.83% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
AMZN Amazon.com, 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% |
PFE Pfizer Inc. | 7.24% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% |
GE General Electric Company | 0.49% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
META Meta Platforms, Inc. | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVX Chevron Corporation | 4.89% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
ELV Elevance Health Inc | 1.72% | 1.77% | 1.26% | 1.00% | 0.98% | 1.18% | 1.06% | 1.14% | 1.20% | 1.81% | 1.79% | 1.39% |
CVS CVS Health Corporation | 4.15% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
AMGN Amgen Inc. | 3.21% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% |
INTC Intel Corporation | 0.64% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
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% |
IBM International Business Machines Corporation | 2.58% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
ORCL Oracle Corporation | 1.03% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
GM General Motors Company | 0.97% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P Co. with most cash. 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 S&P Co. with most cash was 34.87%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current S&P Co. with most cash drawdown is 4.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -20% | Mar 30, 2022 | 135 | Oct 11, 2022 | 161 | Jun 2, 2023 | 296 |
| -17.79% | Oct 4, 2018 | 56 | Dec 24, 2018 | 131 | Jul 3, 2019 | 187 |
| -15.14% | Feb 20, 2025 | 42 | Apr 21, 2025 | — | — | — |
| -13.24% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
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.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 19 assets, with an effective number of assets of 19.00, 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
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | TSLA | KO | PFE | ELV | CVS | XOM | UNH | AMGN | CVX | GE | META | GM | AAPL | AMZN | INTC | ORCL | IBM | GOOGL | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.45 | 0.45 | 0.44 | 0.44 | 0.45 | 0.48 | 0.46 | 0.49 | 0.50 | 0.54 | 0.57 | 0.56 | 0.64 | 0.64 | 0.62 | 0.64 | 0.61 | 0.69 | 0.72 | 0.91 |
| TSLA | 0.45 | 1.00 | 0.13 | 0.14 | 0.12 | 0.14 | 0.14 | 0.15 | 0.19 | 0.16 | 0.22 | 0.35 | 0.30 | 0.38 | 0.41 | 0.33 | 0.28 | 0.22 | 0.38 | 0.37 | 0.56 |
| KO | 0.45 | 0.13 | 1.00 | 0.35 | 0.31 | 0.35 | 0.29 | 0.32 | 0.33 | 0.30 | 0.27 | 0.15 | 0.25 | 0.24 | 0.20 | 0.25 | 0.29 | 0.38 | 0.26 | 0.30 | 0.43 |
| PFE | 0.44 | 0.14 | 0.35 | 1.00 | 0.36 | 0.41 | 0.27 | 0.36 | 0.48 | 0.27 | 0.24 | 0.19 | 0.26 | 0.24 | 0.21 | 0.27 | 0.30 | 0.35 | 0.26 | 0.28 | 0.47 |
| ELV | 0.44 | 0.12 | 0.31 | 0.36 | 1.00 | 0.46 | 0.30 | 0.71 | 0.36 | 0.31 | 0.27 | 0.19 | 0.27 | 0.22 | 0.21 | 0.23 | 0.29 | 0.32 | 0.26 | 0.27 | 0.50 |
| CVS | 0.45 | 0.14 | 0.35 | 0.41 | 0.46 | 1.00 | 0.31 | 0.47 | 0.37 | 0.32 | 0.32 | 0.16 | 0.32 | 0.23 | 0.19 | 0.25 | 0.29 | 0.37 | 0.25 | 0.24 | 0.49 |
| XOM | 0.48 | 0.14 | 0.29 | 0.27 | 0.30 | 0.31 | 1.00 | 0.26 | 0.26 | 0.82 | 0.41 | 0.17 | 0.38 | 0.24 | 0.20 | 0.32 | 0.29 | 0.41 | 0.25 | 0.23 | 0.51 |
| UNH | 0.46 | 0.15 | 0.32 | 0.36 | 0.71 | 0.47 | 0.26 | 1.00 | 0.38 | 0.28 | 0.24 | 0.21 | 0.25 | 0.27 | 0.24 | 0.25 | 0.30 | 0.32 | 0.31 | 0.31 | 0.51 |
| AMGN | 0.49 | 0.19 | 0.33 | 0.48 | 0.36 | 0.37 | 0.26 | 0.38 | 1.00 | 0.26 | 0.25 | 0.28 | 0.25 | 0.29 | 0.29 | 0.33 | 0.33 | 0.37 | 0.33 | 0.32 | 0.52 |
| CVX | 0.50 | 0.16 | 0.30 | 0.27 | 0.31 | 0.32 | 0.82 | 0.28 | 0.26 | 1.00 | 0.41 | 0.18 | 0.39 | 0.24 | 0.21 | 0.34 | 0.30 | 0.42 | 0.26 | 0.26 | 0.52 |
| GE | 0.54 | 0.22 | 0.27 | 0.24 | 0.27 | 0.32 | 0.41 | 0.24 | 0.25 | 0.41 | 1.00 | 0.27 | 0.45 | 0.28 | 0.27 | 0.34 | 0.36 | 0.45 | 0.31 | 0.30 | 0.55 |
| META | 0.57 | 0.35 | 0.15 | 0.19 | 0.19 | 0.16 | 0.17 | 0.21 | 0.28 | 0.18 | 0.27 | 1.00 | 0.29 | 0.46 | 0.58 | 0.39 | 0.39 | 0.27 | 0.61 | 0.51 | 0.60 |
| GM | 0.56 | 0.30 | 0.25 | 0.26 | 0.27 | 0.32 | 0.38 | 0.25 | 0.25 | 0.39 | 0.45 | 0.29 | 1.00 | 0.31 | 0.29 | 0.38 | 0.35 | 0.41 | 0.35 | 0.31 | 0.58 |
| AAPL | 0.64 | 0.38 | 0.24 | 0.24 | 0.22 | 0.23 | 0.24 | 0.27 | 0.29 | 0.24 | 0.28 | 0.46 | 0.31 | 1.00 | 0.50 | 0.44 | 0.42 | 0.35 | 0.53 | 0.56 | 0.62 |
| AMZN | 0.64 | 0.41 | 0.20 | 0.21 | 0.21 | 0.19 | 0.20 | 0.24 | 0.29 | 0.21 | 0.27 | 0.58 | 0.29 | 0.50 | 1.00 | 0.41 | 0.43 | 0.31 | 0.65 | 0.60 | 0.64 |
| INTC | 0.62 | 0.33 | 0.25 | 0.27 | 0.23 | 0.25 | 0.32 | 0.25 | 0.33 | 0.34 | 0.34 | 0.39 | 0.38 | 0.44 | 0.41 | 1.00 | 0.43 | 0.43 | 0.44 | 0.51 | 0.63 |
| ORCL | 0.64 | 0.28 | 0.29 | 0.30 | 0.29 | 0.29 | 0.29 | 0.30 | 0.33 | 0.30 | 0.36 | 0.39 | 0.35 | 0.42 | 0.43 | 0.43 | 1.00 | 0.50 | 0.46 | 0.54 | 0.63 |
| IBM | 0.61 | 0.22 | 0.38 | 0.35 | 0.32 | 0.37 | 0.41 | 0.32 | 0.37 | 0.42 | 0.45 | 0.27 | 0.41 | 0.35 | 0.31 | 0.43 | 0.50 | 1.00 | 0.38 | 0.41 | 0.61 |
| GOOGL | 0.69 | 0.38 | 0.26 | 0.26 | 0.26 | 0.25 | 0.25 | 0.31 | 0.33 | 0.26 | 0.31 | 0.61 | 0.35 | 0.53 | 0.65 | 0.44 | 0.46 | 0.38 | 1.00 | 0.65 | 0.69 |
| MSFT | 0.72 | 0.37 | 0.30 | 0.28 | 0.27 | 0.24 | 0.23 | 0.31 | 0.32 | 0.26 | 0.30 | 0.51 | 0.31 | 0.56 | 0.60 | 0.51 | 0.54 | 0.41 | 0.65 | 1.00 | 0.68 |
| Portfolio | 0.91 | 0.56 | 0.43 | 0.47 | 0.50 | 0.49 | 0.51 | 0.51 | 0.52 | 0.52 | 0.55 | 0.60 | 0.58 | 0.62 | 0.64 | 0.63 | 0.63 | 0.61 | 0.69 | 0.68 | 1.00 |
The correlation results are calculated based on daily price changes starting from Aug 14, 2012
Go to the full Correlations tool for more customization options