Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CTRE CareTrust REIT, Inc. | Real Estate | 16.67% |
JNJ Johnson & Johnson | Healthcare | 16.67% |
KO The Coca-Cola Company | Consumer Defensive | 16.67% |
MAIN Main Street Capital Corporation | Financial Services | 16.67% |
O Realty Income Corporation | Real Estate | 16.67% |
PG The Procter & Gamble Company | Consumer Defensive | 16.67% |
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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The earliest data available for this chart is May 29, 2014, corresponding to the inception date of CTRE
Returns By Period
As of Apr 1, 2026, the Dividend Stocks returned 5.24% Year-To-Date and 11.71% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio Dividend Stocks | 0.68% | -7.38% | 5.24% | 6.83% | 15.05% | 14.92% | 10.69% | 11.71% |
| Portfolio components: | ||||||||
PG The Procter & Gamble Company | -0.19% | -13.61% | 1.50% | -4.66% | -12.92% | 1.60% | 4.06% | 8.56% |
KO The Coca-Cola Company | -0.29% | -6.11% | 9.53% | 16.27% | 9.26% | 10.27% | 10.95% | 8.31% |
JNJ Johnson & Johnson | 0.80% | -1.61% | 18.74% | 33.37% | 51.50% | 19.92% | 11.57% | 11.41% |
CTRE CareTrust REIT, Inc. | 1.08% | -8.80% | 2.45% | 7.80% | 33.55% | 28.99% | 14.07% | 16.71% |
MAIN Main Street Capital Corporation | 2.54% | -5.84% | -10.66% | -13.64% | 0.64% | 19.64% | 14.20% | 13.76% |
O Realty Income Corporation | 0.49% | -8.28% | 9.95% | 3.87% | 11.95% | 4.50% | 4.55% | 4.95% |
Monthly Returns
Based on dividend-adjusted daily data since May 30, 2014, Dividend Stocks's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -20.9%. The longest winning streak lasted 9 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 +9.2%, while the worst single day was Mar 16, 2020 at -15.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.97% | 6.23% | -7.38% | 5.24% | |||||||||
| 2025 | 2.29% | 4.55% | 1.13% | -1.78% | 1.13% | 0.94% | 1.77% | 5.16% | 0.36% | -1.59% | 4.38% | -1.18% | 18.24% |
| 2024 | 0.73% | 1.63% | 3.48% | -0.02% | 1.10% | 0.93% | 4.93% | 6.35% | 1.30% | -1.96% | 0.38% | -3.90% | 15.55% |
| 2023 | 1.66% | -2.27% | 1.06% | 2.88% | -4.61% | 3.66% | 3.50% | -3.69% | -3.23% | -0.93% | 6.99% | 1.46% | 5.96% |
| 2022 | -1.39% | -4.39% | 3.22% | -1.53% | -0.67% | -0.12% | 5.92% | -3.57% | -10.99% | 6.96% | 5.40% | -0.91% | -3.44% |
| 2021 | -3.24% | 2.16% | 6.79% | 3.82% | 0.04% | -0.79% | 4.35% | -0.69% | -5.28% | 5.10% | -1.78% | 9.33% | 20.49% |
Benchmark Metrics
Dividend Stocks has an annualized alpha of 5.02%, beta of 0.64, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 30, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.55%) than losses (65.26%) — typical of diversified or defensive assets.
- Beta of 0.64 may look defensive, but with R² of 0.49 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.49 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.02%
- Beta
- 0.64
- R²
- 0.49
- Upside Capture
- 76.55%
- Downside Capture
- 65.26%
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.
Return for Risk
Risk / Return Rank
Dividend Stocks ranks 49 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.90 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.40 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.89 | 6.61 | +0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 16 | -0.69 | -0.85 | 0.90 | -0.64 | -1.19 |
KO The Coca-Cola Company | 60 | 0.56 | 0.94 | 1.11 | 1.14 | 2.32 |
JNJ Johnson & Johnson | 94 | 2.71 | 3.40 | 1.52 | 4.55 | 13.23 |
CTRE CareTrust REIT, Inc. | 83 | 1.50 | 1.98 | 1.26 | 2.72 | 11.49 |
MAIN Main Street Capital Corporation | 40 | 0.03 | 0.21 | 1.03 | 0.02 | 0.06 |
O Realty Income Corporation | 65 | 0.71 | 1.05 | 1.13 | 1.33 | 3.97 |
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Dividends
Dividend yield
Dividend Stocks provided a 4.22% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.22% | 4.20% | 4.26% | 4.59% | 4.37% | 3.60% | 3.96% | 3.77% | 4.36% | 4.16% | 4.22% | 4.78% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.93% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
KO The Coca-Cola Company | 2.71% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
JNJ Johnson & Johnson | 2.13% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
CTRE CareTrust REIT, Inc. | 3.81% | 3.71% | 4.29% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 4.44% | 4.42% | 4.44% | 5.84% |
MAIN Main Street Capital Corporation | 8.04% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
O Realty Income Corporation | 5.72% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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 39.84%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.
The current Dividend Stocks drawdown is 7.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.84% | Feb 24, 2020 | 21 | Mar 23, 2020 | 245 | Mar 12, 2021 | 266 |
| -18.02% | Aug 11, 2022 | 42 | Oct 10, 2022 | 195 | Jul 21, 2023 | 237 |
| -13.85% | Oct 19, 2017 | 129 | Apr 25, 2018 | 70 | Aug 3, 2018 | 199 |
| -13.04% | Feb 6, 2015 | 147 | Sep 4, 2015 | 112 | Feb 17, 2016 | 259 |
| -12.86% | Jan 5, 2022 | 111 | Jun 14, 2022 | 30 | Jul 28, 2022 | 141 |
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 6.00, 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
| Benchmark | MAIN | CTRE | JNJ | PG | O | KO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.50 | 0.34 | 0.39 | 0.37 | 0.33 | 0.40 | 0.55 |
| MAIN | 0.50 | 1.00 | 0.27 | 0.18 | 0.19 | 0.29 | 0.25 | 0.52 |
| CTRE | 0.34 | 0.27 | 1.00 | 0.21 | 0.24 | 0.52 | 0.31 | 0.70 |
| JNJ | 0.39 | 0.18 | 0.21 | 1.00 | 0.47 | 0.32 | 0.45 | 0.58 |
| PG | 0.37 | 0.19 | 0.24 | 0.47 | 1.00 | 0.37 | 0.60 | 0.64 |
| O | 0.33 | 0.29 | 0.52 | 0.32 | 0.37 | 1.00 | 0.43 | 0.73 |
| KO | 0.40 | 0.25 | 0.31 | 0.45 | 0.60 | 0.43 | 1.00 | 0.69 |
| Portfolio | 0.55 | 0.52 | 0.70 | 0.58 | 0.64 | 0.73 | 0.69 | 1.00 |