Dividend Stocks

Asset Allocation

Position	Category/Sector	Target Weight
PG The Procter & Gamble Company	Consumer Defensive	16.67%
KO The Coca-Cola Company	Consumer Defensive	16.67%
JNJ Johnson & Johnson	Healthcare	16.67%
CTRE CareTrust REIT, Inc.	Real Estate	16.67%
MAIN Main Street Capital Corporation	Financial Services	16.67%
O Realty Income Corporation	Real Estate	16.67%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 6, 2026, the Dividend Stocks returned 6.19% Year-To-Date and 11.49% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio Dividend Stocks	2.05%	-1.44%	6.19%	6.02%	17.38%	15.39%	10.16%	11.49%
Portfolio components:
CTRE CareTrust REIT, Inc.	1.42%	-8.73%	6.13%	2.73%	35.94%	30.13%	15.92%	16.29%
JNJ Johnson & Johnson	2.02%	5.78%	13.72%	16.55%	53.90%	17.11%	10.05%	10.21%
KO The Coca-Cola Company	3.46%	1.35%	14.47%	14.32%	14.62%	12.95%	10.40%	9.15%
MAIN Main Street Capital Corporation	-0.40%	-4.07%	-11.78%	-11.46%	-3.57%	17.71%	12.96%	13.05%
O Realty Income Corporation	1.82%	-1.31%	10.29%	6.82%	14.70%	6.20%	2.85%	4.76%
PG The Procter & Gamble Company	4.09%	0.08%	3.75%	3.65%	-8.09%	3.11%	4.13%	8.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +1.01%. At this rate, an 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 55% 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%	-7.33%	3.22%	-2.03%	-0.27%							6.19%
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 4.40%, beta of 0.64, and R2 of 0.48 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 (72.66%) than losses (64.51%) - typical of diversified or defensive assets.
Beta of 0.64 may look defensive, but with R2 of 0.48 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 0.48 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: 4.40%

Beta: 0.64

R²: 0.48

Upside Capture: 72.66%

Downside Capture: 64.51%

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Dividend Stocks ranks 20 for risk / return — below 20% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Dividend Stocks and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.64	2.01	-0.37
Sortino ratioReturn per unit of downside risk	2.31	2.71	-0.40
Omega ratioGain probability vs. loss probability	1.29	1.36	-0.08
Calmar ratioReturn relative to maximum drawdown	2.13	2.69	-0.56
Martin ratioReturn relative to average drawdown	5.72	12.34	-6.62
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CTRE CareTrust REIT, Inc.	82	1.51	2.07	1.27	2.92	10.54
JNJ Johnson & Johnson	95	3.30	4.77	1.59	5.07	15.08
KO The Coca-Cola Company	69	0.94	1.54	1.17	1.95	3.82
MAIN Main Street Capital Corporation	37	-0.08	0.06	1.01	-0.09	-0.18
O Realty Income Corporation	67	0.94	1.32	1.16	1.36	3.39
PG The Procter & Gamble Company	24	-0.40	-0.45	0.95	-0.48	-0.83

Sharpe Ratio

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.

Dividend Stocks Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.64
5-Year: 0.79
10-Year: 0.69
All Time: 0.73

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 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividend Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Dividend Stocks provided a 4.09% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.09%	4.20%	4.26%	4.59%	4.37%	3.60%	3.96%	3.77%	4.36%	4.16%	4.22%	4.78%
Portfolio components:
CTRE CareTrust REIT, Inc.	3.67%	3.71%	4.29%	5.00%	5.92%	4.64%	4.51%	4.36%	4.44%	4.42%	4.44%	5.84%
JNJ Johnson & Johnson	2.25%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KO The Coca-Cola Company	2.59%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
MAIN Main Street Capital Corporation	7.78%	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	5.32%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
PG The Procter & Gamble Company	2.91%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

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 6.55%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.84%Mar 2020	28d	11mo 24d	1y 17dFeb 2020 - Mar 2021
Bear market2022	-18.02%Oct 2022	2mo	9mo 14d	11mo 14dAug 2022 - Jul 2023
2018 correction2018	-13.85%Apr 2018	6mo 8d	3mo 10d	9mo 18dOct 2017 - Aug 2018
2015 correction2015	-13.04%Sep 2015	7mo	5mo 16d	1y 11dFeb 2015 - Feb 2016
Bear market2022	-12.86%Jun 2022	5mo 10d	1mo 14d	6mo 24dJan 2022 - Jul 2022

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.74	1.60	1.50	1.40	1.42

The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend Stocks correlation to the S&P 500 Index

Dividend Stocks has a 0.15 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 30, 2014	0.54

Benchmark Correlations

Correlation vs. S&P 500 Index. MAIN has the highest benchmark correlation at 0.50, while O has the lowest at 0.33.

0.33

CTRE

0.34

0.37

JNJ

0.38

0.39

MAIN

0.50

Portfolio Correlations

Correlation vs. Dividend Stocks. O has the highest portfolio correlation at 0.73, while MAIN has the lowest at 0.52.

MAIN

0.52

JNJ

0.58

0.64

0.68

CTRE

0.70

0.73

Asset Correlations Table

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

	MAIN	CTRE	JNJ	PG	O	KO
MAIN	1.00	0.27	0.18	0.19	0.28	0.24
CTRE	0.27	1.00	0.21	0.24	0.52	0.30
JNJ	0.18	0.21	1.00	0.48	0.32	0.46
PG	0.19	0.24	0.48	1.00	0.37	0.60
O	0.28	0.52	0.32	0.37	1.00	0.43
KO	0.24	0.30	0.46	0.60	0.43	1.00

The correlation results are calculated based on daily price changes starting from May 30, 2014

Diversification Analysis

Find what Dividend Stocks is missing

See which holdings overlap, where Dividend Stocks is concentrated, and which low-correlation assets could fill the gaps.

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