S&P Co. with most cash
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. | 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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P Co. with most cash, 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.
The earliest data available for this chart is Aug 13, 2012, corresponding to the inception date of PFE
Returns By Period
As of Mar 1, 2025, the S&P Co. with most cash returned 6.15% Year-To-Date and 17.21% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.24% | -1.42% | 5.42% | 15.91% | 14.73% | 11.02% |
S&P Co. with most cash | -15.08% | -17.48% | 18.60% | 27.91% | 27.54% | 22.29% |
Portfolio components: | ||||||
AAPL Apple Inc | -3.32% | 2.59% | 5.84% | 35.25% | 28.19% | 24.04% |
GOOGL Alphabet Inc. | -10.05% | -16.54% | 4.48% | 24.62% | 20.73% | 19.45% |
MSFT Microsoft Corporation | -5.63% | -4.16% | -4.45% | -3.73% | 20.40% | 26.81% |
UNH UnitedHealth Group Incorporated | -6.11% | -12.45% | -18.93% | -1.46% | 14.41% | 17.08% |
XOM Exxon Mobil Corporation | 4.42% | 5.14% | -3.98% | 8.74% | 22.54% | 7.13% |
AMZN Amazon.com, Inc. | -3.24% | -10.69% | 18.92% | 19.11% | 17.41% | 27.13% |
PFE Pfizer Inc. | 1.27% | -0.34% | -5.95% | 5.63% | 0.28% | 1.93% |
GE General Electric Company | 24.10% | 1.68% | 18.90% | 64.55% | 31.44% | 6.81% |
META Meta Platforms, Inc. | 14.12% | -3.04% | 28.40% | 33.39% | 29.39% | 23.59% |
CVX Chevron Corporation | 10.73% | 7.50% | 9.51% | 8.29% | 16.04% | 8.83% |
ELV Elevance Health Inc | 7.58% | 0.30% | -28.23% | -19.41% | 10.54% | 12.01% |
CVS CVS Health Corporation | 48.26% | 16.36% | 17.57% | -6.94% | 4.24% | -1.73% |
AMGN Amgen Inc. | 19.15% | 8.80% | -6.23% | 13.24% | 11.99% | 9.95% |
INTC Intel Corporation | 18.35% | 22.13% | 7.67% | -45.28% | -13.77% | -0.94% |
TSLA Tesla, Inc. | -27.45% | -27.59% | 36.84% | 44.58% | 42.79% | 36.30% |
IBM International Business Machines Corporation | 15.60% | -0.62% | 26.71% | 38.64% | 20.92% | 9.72% |
ORCL Oracle Corporation | -0.09% | -2.35% | 18.10% | 47.54% | 29.80% | 16.10% |
GM General Motors Company | -7.77% | -0.67% | -0.84% | 20.75% | 10.87% | 5.31% |
KO The Coca-Cola Company | 14.38% | 12.18% | -0.31% | 23.27% | 8.24% | 8.75% |
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 | 2.90% | -15.08% | |||||||||||
2024 | -11.38% | 6.63% | -4.37% | -0.85% | 1.70% | 8.08% | 6.85% | -2.65% | 11.47% | -3.94% | 20.24% | 8.47% | 43.06% |
2023 | 19.69% | 7.95% | 3.88% | -9.22% | 13.09% | 16.44% | 3.10% | -3.04% | -2.64% | -10.38% | 13.70% | 2.82% | 63.63% |
2022 | -9.06% | -6.55% | 16.25% | -15.50% | -7.88% | -9.30% | 21.57% | -5.73% | -6.09% | -6.67% | -6.70% | -21.98% | -49.00% |
2021 | 6.99% | -9.00% | 2.47% | 6.55% | -6.47% | 6.07% | 1.65% | 5.08% | 0.39% | 27.54% | 1.90% | -3.20% | 42.27% |
2020 | 9.18% | -4.66% | -11.00% | 25.21% | 4.73% | 9.99% | 14.93% | 34.13% | -10.11% | -5.71% | 26.01% | 14.27% | 151.34% |
2019 | 7.15% | 0.05% | -0.04% | 0.51% | -7.32% | 8.01% | 2.62% | -4.13% | -0.17% | 9.05% | 5.08% | 6.54% | 29.32% |
2018 | 9.18% | -3.27% | -8.33% | 5.68% | 3.30% | 3.94% | -0.86% | 4.36% | -1.85% | -2.40% | 2.66% | -8.34% | 2.45% |
2017 | 6.41% | 3.01% | 2.67% | 4.91% | 2.52% | 1.99% | 0.25% | 3.24% | -0.08% | 3.63% | 1.07% | -0.76% | 32.71% |
2016 | -6.66% | -1.68% | 9.62% | 1.02% | 0.20% | -1.44% | 5.74% | -1.82% | 0.33% | -2.29% | 0.03% | 2.87% | 5.10% |
2015 | -2.77% | 5.41% | -1.37% | 3.72% | 3.92% | 0.23% | 3.21% | -6.40% | -0.71% | 4.77% | 2.48% | 1.23% | 13.86% |
2014 | 0.45% | 10.39% | -3.66% | -0.72% | 2.34% | 5.01% | -0.75% | 7.69% | -2.71% | 1.00% | 3.06% | -2.38% | 20.41% |
Expense Ratio
S&P Co. with most cash has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of S&P Co. with most cash is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 1.97 | 1.26 | 1.99 | 6.22 |
GOOGL Alphabet Inc. | 0.81 | 1.28 | 1.16 | 1.04 | 2.52 |
MSFT Microsoft Corporation | -0.09 | 0.02 | 1.00 | -0.12 | -0.23 |
UNH UnitedHealth Group Incorporated | -0.21 | -0.09 | 0.99 | -0.23 | -0.67 |
XOM Exxon Mobil Corporation | 0.55 | 0.88 | 1.11 | 0.70 | 1.53 |
AMZN Amazon.com, Inc. | 0.81 | 1.24 | 1.16 | 1.15 | 3.48 |
PFE Pfizer Inc. | 0.19 | 0.46 | 1.05 | 0.08 | 0.45 |
GE General Electric Company | 2.19 | 2.77 | 1.39 | 3.94 | 12.14 |
META Meta Platforms, Inc. | 1.24 | 1.70 | 1.23 | 2.04 | 6.01 |
CVX Chevron Corporation | 0.46 | 0.71 | 1.09 | 0.41 | 1.31 |
ELV Elevance Health Inc | -0.82 | -1.02 | 0.86 | -0.60 | -1.16 |
CVS CVS Health Corporation | -0.24 | -0.08 | 0.99 | -0.17 | -0.40 |
AMGN Amgen Inc. | 0.54 | 0.96 | 1.13 | 0.62 | 1.47 |
INTC Intel Corporation | -0.79 | -0.98 | 0.87 | -0.63 | -1.01 |
TSLA Tesla, Inc. | 0.72 | 1.50 | 1.17 | 0.71 | 3.09 |
IBM International Business Machines Corporation | 1.66 | 2.41 | 1.36 | 2.44 | 5.44 |
ORCL Oracle Corporation | 1.34 | 2.04 | 1.29 | 2.56 | 7.16 |
GM General Motors Company | 0.71 | 1.13 | 1.16 | 0.60 | 2.53 |
KO The Coca-Cola Company | 1.49 | 2.25 | 1.27 | 1.39 | 3.11 |
Dividends
Dividend yield
S&P Co. with most cash provided a 1.83% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.83% | 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 | 0.41% | 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. | 0.35% | 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 | 0.80% | 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 | 1.72% | 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 | 3.49% | 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. | 6.39% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
GE General Electric Company | 0.54% | 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. | 0.22% | 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 | 4.16% | 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 | 1.64% | 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 | 4.05% | 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. | 2.96% | 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 | 1.05% | 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 | 2.65% | 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 | 0.96% | 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 | 0.73% | 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 | 2.72% | 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.
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 55.95%, occurring on Jan 5, 2023. Recovery took 465 trading sessions.
The current S&P Co. with most cash drawdown is 2.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-55.95% | Nov 5, 2021 | 293 | Jan 5, 2023 | 465 | Nov 11, 2024 | 758 |
-36.67% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
-26.34% | Dec 18, 2024 | 47 | Feb 27, 2025 | — | — | — |
-23.74% | Jan 27, 2021 | 28 | Mar 8, 2021 | 153 | Oct 13, 2021 | 181 |
-20.16% | Sep 1, 2020 | 5 | Sep 8, 2020 | 54 | Nov 23, 2020 | 59 |
Volatility
Volatility Chart
The current S&P Co. with most cash volatility is 10.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
TSLA | KO | PFE | CVS | ELV | XOM | META | GE | AMGN | CVX | GM | UNH | AAPL | AMZN | INTC | ORCL | IBM | GOOGL | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.14 | 0.13 | 0.14 | 0.13 | 0.14 | 0.34 | 0.22 | 0.19 | 0.15 | 0.29 | 0.16 | 0.37 | 0.40 | 0.33 | 0.27 | 0.21 | 0.37 | 0.36 |
KO | 0.14 | 1.00 | 0.35 | 0.36 | 0.31 | 0.29 | 0.16 | 0.28 | 0.33 | 0.30 | 0.26 | 0.33 | 0.24 | 0.21 | 0.26 | 0.30 | 0.38 | 0.28 | 0.31 |
PFE | 0.13 | 0.35 | 1.00 | 0.41 | 0.36 | 0.27 | 0.19 | 0.23 | 0.47 | 0.27 | 0.26 | 0.37 | 0.23 | 0.22 | 0.26 | 0.29 | 0.35 | 0.27 | 0.28 |
CVS | 0.14 | 0.36 | 0.41 | 1.00 | 0.46 | 0.32 | 0.16 | 0.32 | 0.37 | 0.32 | 0.33 | 0.48 | 0.23 | 0.19 | 0.25 | 0.29 | 0.37 | 0.26 | 0.24 |
ELV | 0.13 | 0.31 | 0.36 | 0.46 | 1.00 | 0.30 | 0.20 | 0.28 | 0.35 | 0.31 | 0.27 | 0.71 | 0.23 | 0.22 | 0.23 | 0.30 | 0.32 | 0.27 | 0.28 |
XOM | 0.14 | 0.29 | 0.27 | 0.32 | 0.30 | 1.00 | 0.17 | 0.42 | 0.26 | 0.81 | 0.38 | 0.27 | 0.23 | 0.20 | 0.32 | 0.30 | 0.41 | 0.25 | 0.23 |
META | 0.34 | 0.16 | 0.19 | 0.16 | 0.20 | 0.17 | 1.00 | 0.26 | 0.28 | 0.18 | 0.28 | 0.21 | 0.45 | 0.57 | 0.39 | 0.37 | 0.26 | 0.60 | 0.51 |
GE | 0.22 | 0.28 | 0.23 | 0.32 | 0.28 | 0.42 | 0.26 | 1.00 | 0.25 | 0.42 | 0.45 | 0.24 | 0.28 | 0.26 | 0.34 | 0.36 | 0.45 | 0.30 | 0.29 |
AMGN | 0.19 | 0.33 | 0.47 | 0.37 | 0.35 | 0.26 | 0.28 | 0.25 | 1.00 | 0.26 | 0.25 | 0.39 | 0.29 | 0.30 | 0.33 | 0.33 | 0.37 | 0.33 | 0.33 |
CVX | 0.15 | 0.30 | 0.27 | 0.32 | 0.31 | 0.81 | 0.18 | 0.42 | 0.26 | 1.00 | 0.39 | 0.29 | 0.24 | 0.21 | 0.34 | 0.30 | 0.42 | 0.26 | 0.26 |
GM | 0.29 | 0.26 | 0.26 | 0.33 | 0.27 | 0.38 | 0.28 | 0.45 | 0.25 | 0.39 | 1.00 | 0.26 | 0.30 | 0.28 | 0.38 | 0.34 | 0.41 | 0.34 | 0.31 |
UNH | 0.16 | 0.33 | 0.37 | 0.48 | 0.71 | 0.27 | 0.21 | 0.24 | 0.39 | 0.29 | 0.26 | 1.00 | 0.28 | 0.25 | 0.25 | 0.31 | 0.33 | 0.32 | 0.31 |
AAPL | 0.37 | 0.24 | 0.23 | 0.23 | 0.23 | 0.23 | 0.45 | 0.28 | 0.29 | 0.24 | 0.30 | 0.28 | 1.00 | 0.50 | 0.44 | 0.41 | 0.34 | 0.53 | 0.56 |
AMZN | 0.40 | 0.21 | 0.22 | 0.19 | 0.22 | 0.20 | 0.57 | 0.26 | 0.30 | 0.21 | 0.28 | 0.25 | 0.50 | 1.00 | 0.41 | 0.42 | 0.30 | 0.65 | 0.60 |
INTC | 0.33 | 0.26 | 0.26 | 0.25 | 0.23 | 0.32 | 0.39 | 0.34 | 0.33 | 0.34 | 0.38 | 0.25 | 0.44 | 0.41 | 1.00 | 0.43 | 0.43 | 0.44 | 0.51 |
ORCL | 0.27 | 0.30 | 0.29 | 0.29 | 0.30 | 0.30 | 0.37 | 0.36 | 0.33 | 0.30 | 0.34 | 0.31 | 0.41 | 0.42 | 0.43 | 1.00 | 0.50 | 0.46 | 0.54 |
IBM | 0.21 | 0.38 | 0.35 | 0.37 | 0.32 | 0.41 | 0.26 | 0.45 | 0.37 | 0.42 | 0.41 | 0.33 | 0.34 | 0.30 | 0.43 | 0.50 | 1.00 | 0.37 | 0.41 |
GOOGL | 0.37 | 0.28 | 0.27 | 0.26 | 0.27 | 0.25 | 0.60 | 0.30 | 0.33 | 0.26 | 0.34 | 0.32 | 0.53 | 0.65 | 0.44 | 0.46 | 0.37 | 1.00 | 0.64 |
MSFT | 0.36 | 0.31 | 0.28 | 0.24 | 0.28 | 0.23 | 0.51 | 0.29 | 0.33 | 0.26 | 0.31 | 0.31 | 0.56 | 0.60 | 0.51 | 0.54 | 0.41 | 0.64 | 1.00 |