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S&P Co. with most cash
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 5.26%GOOGL 5.26%MSFT 5.26%UNH 5.26%XOM 5.26%AMZN 5.26%PFE 5.26%GE 5.26%META 5.26%CVX 5.26%ELV 5.26%CVS 5.26%AMGN 5.26%INTC 5.26%TSLA 5.26%IBM 5.26%ORCL 5.26%GM 5.26%KO 5.26%EquityEquity
PositionCategory/SectorWeight
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 Quarterly


300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
789.78%
322.39%
S&P Co. with most cash
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 13, 2012, corresponding to the inception date of PFE

Returns By Period

As of Dec 19, 2024, the S&P Co. with most cash returned 17.38% Year-To-Date and 16.89% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
S&P Co. with most cash18.04%-2.98%6.49%18.44%19.77%16.90%
AAPL
Apple Inc
32.83%10.71%22.93%32.10%29.97%26.22%
GOOGL
Alphabet Inc.
37.52%16.31%6.82%35.77%23.45%21.81%
MSFT
Microsoft Corporation
16.97%4.70%-2.56%17.43%23.82%26.65%
UNH
UnitedHealth Group Incorporated
-3.52%-15.03%4.40%-2.37%12.86%19.00%
XOM
Exxon Mobil Corporation
9.50%-13.07%-2.85%7.43%14.07%5.74%
AMZN
Amazon.com, Inc.
48.03%14.10%18.95%46.60%20.32%31.05%
PFE
Pfizer Inc.
-2.84%2.77%-2.14%-1.51%-2.59%2.77%
GE
General Electric Company
66.12%-7.05%2.84%67.45%25.33%4.70%
META
Meta Platforms, Inc.
65.98%4.75%18.49%66.24%23.51%22.01%
CVX
Chevron Corporation
-0.10%-12.02%-6.03%-1.35%8.22%6.81%
ELV
Elevance Health Inc
-21.35%-8.72%-31.04%-20.51%5.06%12.72%
CVS
CVS Health Corporation
-41.47%-23.53%-26.09%-41.32%-7.10%-5.09%
AMGN
Amgen Inc.
-5.79%-10.58%-13.25%-4.51%4.85%8.12%
INTC
Intel Corporation
-60.63%-20.33%-36.82%-58.79%-17.98%-3.80%
TSLA
Tesla, Inc.
69.45%19.43%130.07%66.73%71.83%39.86%
IBM
International Business Machines Corporation
41.51%0.17%31.68%42.74%16.97%8.33%
ORCL
Oracle Corporation
62.89%-11.77%20.51%61.71%28.05%15.71%
GM
General Motors Company
45.74%-11.28%9.09%45.33%8.05%7.13%
KO
The Coca-Cola Company
9.38%-1.40%1.09%10.53%5.97%7.21%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.53%3.56%4.08%-3.75%3.35%4.06%2.98%-0.54%3.88%-3.62%6.10%18.04%
20237.04%-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%
20211.47%2.57%7.20%4.41%1.12%2.07%1.30%1.42%-2.62%7.48%0.12%5.16%36.11%
20202.16%-7.82%-11.32%16.17%3.70%1.93%3.85%11.19%-5.90%-1.96%15.54%4.15%31.46%
20198.63%1.41%0.90%0.61%-6.70%7.99%2.41%-4.01%1.48%6.04%5.07%4.01%30.25%
20186.66%-4.24%-5.14%3.91%3.07%1.20%1.99%3.33%0.22%-4.43%2.09%-8.48%-0.96%
20173.42%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%
20134.34%-0.56%3.12%5.70%7.25%0.57%8.13%0.19%4.41%3.91%2.92%4.37%54.00%

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of S&P Co. with most cash is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of S&P Co. with most cash is 3535
Overall Rank
The Sharpe Ratio Rank of S&P Co. with most cash is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of S&P Co. with most cash is 3333
Sortino Ratio Rank
The Omega Ratio Rank of S&P Co. with most cash is 3737
Omega Ratio Rank
The Calmar Ratio Rank of S&P Co. with most cash is 3636
Calmar Ratio Rank
The Martin Ratio Rank of S&P Co. with most cash is 3535
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.


Sharpe ratio
The chart of Sharpe ratio for S&P Co. with most cash, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.001.572.10
The chart of Sortino ratio for S&P Co. with most cash, currently valued at 2.10, compared to the broader market-6.00-4.00-2.000.002.004.006.002.102.80
The chart of Omega ratio for S&P Co. with most cash, currently valued at 1.29, compared to the broader market0.400.600.801.001.201.401.601.801.291.39
The chart of Calmar ratio for S&P Co. with most cash, currently valued at 2.21, compared to the broader market0.002.004.006.008.0010.0012.002.213.09
The chart of Martin ratio for S&P Co. with most cash, currently valued at 8.53, compared to the broader market0.0010.0020.0030.0040.0050.008.5313.49
S&P Co. with most cash
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.382.041.261.884.89
GOOGL
Alphabet Inc.
1.391.941.261.764.25
MSFT
Microsoft Corporation
0.941.301.181.212.77
UNH
UnitedHealth Group Incorporated
-0.060.111.02-0.07-0.20
XOM
Exxon Mobil Corporation
0.420.721.080.431.69
AMZN
Amazon.com, Inc.
1.712.331.302.138.00
PFE
Pfizer Inc.
0.050.261.030.020.14
GE
General Electric Company
2.362.891.422.3214.71
META
Meta Platforms, Inc.
1.882.741.383.7011.37
CVX
Chevron Corporation
-0.040.071.01-0.04-0.13
ELV
Elevance Health Inc
-0.83-0.990.86-0.56-1.54
CVS
CVS Health Corporation
-1.11-1.530.78-0.71-1.80
AMGN
Amgen Inc.
-0.050.111.01-0.06-0.15
INTC
Intel Corporation
-1.10-1.640.77-0.82-1.37
TSLA
Tesla, Inc.
1.121.901.231.083.07
IBM
International Business Machines Corporation
1.912.561.382.656.10
ORCL
Oracle Corporation
2.023.201.403.4413.30
GM
General Motors Company
1.522.101.301.027.93
KO
The Coca-Cola Company
0.931.401.170.802.33

The current S&P Co. with most cash Sharpe ratio is 1.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.09, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of S&P Co. with most cash with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.57
2.10
S&P Co. with most cash
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

S&P Co. with most cash provided a 2.08% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.08%1.82%1.80%1.75%2.20%2.02%2.43%2.17%2.19%2.16%1.88%1.63%
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOGL
Alphabet Inc.
0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
XOM
Exxon Mobil Corporation
3.63%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
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.
6.37%5.70%3.12%2.64%3.92%3.68%3.12%3.54%3.70%3.48%3.34%3.14%
GE
General Electric Company
0.54%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%2.82%
META
Meta Platforms, Inc.
0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
Chevron Corporation
4.56%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
ELV
Elevance Health Inc
1.78%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%
CVS
CVS Health Corporation
6.00%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
AMGN
Amgen Inc.
3.42%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
INTC
Intel Corporation
1.92%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
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
2.99%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%1.97%
ORCL
Oracle Corporation
0.94%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
GM
General Motors Company
0.93%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%0.00%
KO
The Coca-Cola Company
3.10%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.94%
-2.62%
S&P Co. with most cash
Benchmark (^GSPC)
Portfolio components

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 4.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.87%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-20%Mar 30, 2022135Oct 11, 2022161Jun 2, 2023296
-17.79%Oct 4, 201856Dec 24, 2018131Jul 3, 2019187
-13.24%Jul 21, 201526Aug 25, 201542Oct 23, 201568
-13%Jan 29, 201844Apr 2, 201872Jul 13, 2018116

Volatility

Volatility Chart

The current S&P Co. with most cash volatility is 3.62%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
3.79%
S&P Co. with most cash
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TSLAKOPFECVSELVXOMMETAGEAMGNCVXUNHGMAAPLAMZNINTCORCLIBMGOOGLMSFT
TSLA1.000.140.140.140.130.140.340.220.190.150.160.280.370.390.330.270.210.360.35
KO0.141.000.360.360.310.290.170.280.330.300.330.260.250.220.260.310.380.290.32
PFE0.140.361.000.420.360.270.200.240.470.270.370.260.240.220.270.300.360.270.29
CVS0.140.360.421.000.460.320.160.320.380.320.470.330.230.190.250.300.380.260.24
ELV0.130.310.360.461.000.300.200.280.350.310.710.270.230.220.230.310.330.270.28
XOM0.140.290.270.320.301.000.170.420.260.820.270.390.230.200.320.300.410.260.23
META0.340.170.200.160.200.171.000.260.290.180.220.280.460.570.390.380.260.610.51
GE0.220.280.240.320.280.420.261.000.250.420.240.450.280.260.340.350.450.300.29
AMGN0.190.330.470.380.350.260.290.251.000.260.390.250.290.310.340.340.370.340.33
CVX0.150.300.270.320.310.820.180.420.261.000.290.390.240.210.340.310.420.270.27
UNH0.160.330.370.470.710.270.220.240.390.291.000.260.280.250.260.320.340.320.32
GM0.280.260.260.330.270.390.280.450.250.390.261.000.300.280.380.340.420.340.31
AAPL0.370.250.240.230.230.230.460.280.290.240.280.301.000.500.450.420.340.530.56
AMZN0.390.220.220.190.220.200.570.260.310.210.250.280.501.000.420.420.310.650.60
INTC0.330.260.270.250.230.320.390.340.340.340.260.380.450.421.000.430.430.450.51
ORCL0.270.310.300.300.310.300.380.350.340.310.320.340.420.420.431.000.510.460.54
IBM0.210.380.360.380.330.410.260.450.370.420.340.420.340.310.430.511.000.370.41
GOOGL0.360.290.270.260.270.260.610.300.340.270.320.340.530.650.450.460.371.000.64
MSFT0.350.320.290.240.280.230.510.290.330.270.320.310.560.600.510.540.410.641.00
The correlation results are calculated based on daily price changes starting from Aug 14, 2012
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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