Top 15 companies in 1990
Top 15 S&P 500 companies by market cap in 1990
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BMY Bristol-Myers Squibb Company | Healthcare | 6.67% |
DIS The Walt Disney Company | Communication Services | 6.67% |
GE General Electric Company | Industrials | 6.67% |
IBM International Business Machines Corporation | Technology | 6.67% |
JNJ Johnson & Johnson | Healthcare | 6.67% |
KO The Coca-Cola Company | Consumer Defensive | 6.67% |
L Loews Corporation | Financial Services | 6.67% |
LLY Eli Lilly and Company | Healthcare | 6.67% |
MMM 3M Company | Industrials | 6.67% |
MRK Merck & Co., Inc. | Healthcare | 6.67% |
PG The Procter & Gamble Company | Consumer Defensive | 6.67% |
T AT&T Inc. | Communication Services | 6.67% |
VZ Verizon Communications Inc. | Communication Services | 6.67% |
WMT Walmart Inc. | Consumer Defensive | 6.67% |
XOM Exxon Mobil Corporation | Energy | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top 15 companies in 1990, 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 Jul 24, 2000, corresponding to the inception date of VZ
Returns By Period
As of May 5, 2025, the Top 15 companies in 1990 returned 5.69% Year-To-Date and 10.33% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| Top 15 companies in 1990 | 5.69% | 6.34% | 7.23% | 19.61% | 16.96% | 10.33% |
| Portfolio components: | ||||||
XOM Exxon Mobil Corporation | -0.38% | 1.79% | -6.01% | -5.35% | 24.72% | 6.52% |
IBM International Business Machines Corporation | 12.44% | 7.94% | 19.63% | 53.16% | 21.47% | 8.69% |
L Loews Corporation | 4.12% | 6.00% | 11.32% | 15.69% | 24.05% | 8.46% |
BMY Bristol-Myers Squibb Company | -8.62% | -8.55% | -4.86% | 20.61% | -0.21% | 0.70% |
MRK Merck & Co., Inc. | -15.66% | 2.10% | -16.99% | -32.83% | 5.46% | 7.00% |
KO The Coca-Cola Company | 15.93% | 2.46% | 11.87% | 18.70% | 13.03% | 9.26% |
WMT Walmart Inc. | 9.60% | 18.70% | 20.75% | 66.95% | 20.73% | 16.53% |
GE General Electric Company | 24.76% | 24.51% | 21.39% | 27.41% | 47.28% | 6.38% |
PG The Procter & Gamble Company | -3.05% | -1.34% | -1.55% | 0.01% | 9.41% | 10.25% |
VZ Verizon Communications Inc. | 13.16% | 3.28% | 9.41% | 20.11% | 0.66% | 3.94% |
JNJ Johnson & Johnson | 8.82% | 1.88% | -0.94% | 7.94% | 3.76% | 7.55% |
LLY Eli Lilly and Company | 6.87% | 11.57% | 0.91% | 12.79% | 41.05% | 30.12% |
MMM 3M Company | 10.61% | 11.95% | 12.83% | 49.58% | 7.07% | 4.14% |
DIS The Walt Disney Company | -16.94% | 10.73% | -3.04% | -17.89% | -1.52% | -0.84% |
T AT&T Inc. | 24.13% | 4.74% | 27.78% | 72.45% | 12.11% | 8.56% |
Monthly Returns
The table below presents the monthly returns of Top 15 companies in 1990, 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 | 5.91% | 4.64% | -1.52% | -3.00% | -0.17% | 5.69% | |||||||
| 2024 | 4.72% | 4.59% | 5.62% | -2.32% | 1.99% | 0.95% | 3.97% | 5.52% | 2.37% | -2.86% | 5.63% | -4.61% | 27.87% |
| 2023 | 3.15% | -3.83% | 2.70% | 2.87% | -4.97% | 5.03% | 0.74% | 1.29% | -3.40% | 0.00% | 5.57% | 1.35% | 10.32% |
| 2022 | 1.50% | -1.04% | 3.08% | -0.73% | 2.80% | -4.31% | 1.83% | -3.95% | -6.55% | 13.40% | 4.64% | -2.88% | 6.51% |
| 2021 | -0.65% | 2.74% | 4.84% | 1.59% | 2.38% | 0.88% | 0.42% | 0.69% | -4.27% | 3.15% | -6.33% | 7.75% | 13.16% |
| 2020 | -0.63% | -9.46% | -9.57% | 7.77% | 0.64% | -1.18% | 1.44% | 4.27% | -2.44% | -2.56% | 12.76% | 5.07% | 3.88% |
| 2019 | 5.89% | 3.65% | 0.83% | 1.20% | -4.15% | 6.12% | 0.56% | -1.41% | 2.82% | 1.32% | 2.98% | 3.51% | 25.45% |
| 2018 | 1.71% | -6.99% | -1.38% | -1.33% | -0.57% | 1.97% | 5.72% | 1.57% | 1.26% | -3.45% | 3.10% | -5.98% | -5.02% |
| 2017 | -1.07% | 3.97% | 0.00% | -0.83% | 0.25% | -0.17% | 1.61% | -1.21% | 1.81% | -1.03% | 3.18% | 0.76% | 7.33% |
| 2016 | -1.21% | 0.58% | 5.70% | 1.36% | 1.10% | 4.13% | 0.86% | -2.47% | -0.76% | -3.43% | 2.44% | 3.84% | 12.37% |
| 2015 | -2.15% | 4.04% | -1.46% | 1.69% | 0.52% | -1.44% | 0.58% | -6.37% | -0.68% | 5.87% | 0.50% | 0.83% | 1.41% |
| 2014 | -4.50% | 3.92% | 1.73% | 2.12% | 0.14% | 0.31% | -0.84% | 3.02% | -0.21% | 1.77% | 2.43% | -1.42% | 8.48% |
Expense Ratio
Top 15 companies in 1990 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 86, Top 15 companies in 1990 is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | -0.30 | -0.26 | 0.97 | -0.38 | -0.87 |
IBM International Business Machines Corporation | 1.92 | 2.68 | 1.39 | 3.13 | 9.86 |
L Loews Corporation | 0.82 | 1.18 | 1.17 | 1.45 | 4.97 |
BMY Bristol-Myers Squibb Company | 0.69 | 1.26 | 1.15 | 0.44 | 2.87 |
MRK Merck & Co., Inc. | -1.30 | -1.74 | 0.76 | -0.82 | -1.53 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
WMT Walmart Inc. | 2.75 | 3.62 | 1.51 | 3.11 | 10.51 |
GE General Electric Company | 0.85 | 1.28 | 1.19 | 1.37 | 4.21 |
PG The Procter & Gamble Company | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
VZ Verizon Communications Inc. | 0.82 | 1.16 | 1.17 | 0.80 | 3.33 |
JNJ Johnson & Johnson | 0.60 | 0.93 | 1.13 | 0.66 | 1.82 |
LLY Eli Lilly and Company | 0.16 | 0.49 | 1.07 | 0.25 | 0.50 |
MMM 3M Company | 1.42 | 2.59 | 1.35 | 1.16 | 9.19 |
DIS The Walt Disney Company | -0.54 | -0.59 | 0.91 | -0.27 | -1.01 |
T AT&T Inc. | 3.17 | 3.78 | 1.56 | 3.56 | 25.56 |
Dividends
Dividend yield
Top 15 companies in 1990 provided a 2.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.60% | 2.70% | 3.05% | 2.89% | 3.10% | 3.30% | 2.83% | 3.50% | 3.09% | 2.95% | 3.16% | 2.92% |
| Portfolio components: | ||||||||||||
XOM Exxon Mobil Corporation | 3.65% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
IBM International Business Machines Corporation | 2.72% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
L Loews Corporation | 0.29% | 0.30% | 0.36% | 0.43% | 0.44% | 0.56% | 0.48% | 0.55% | 0.50% | 0.54% | 0.66% | 0.60% |
BMY Bristol-Myers Squibb Company | 4.82% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
MRK Merck & Co., Inc. | 3.80% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
WMT Walmart Inc. | 0.87% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.87% | 3.17% | 2.22% |
GE General Electric Company | 0.58% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
PG The Procter & Gamble Company | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
VZ Verizon Communications Inc. | 6.17% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
JNJ Johnson & Johnson | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
MMM 3M Company | 1.99% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
DIS The Walt Disney Company | 1.03% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% |
T AT&T Inc. | 4.02% | 4.87% | 6.62% | 7.35% | 11.19% | 9.58% | 6.91% | 9.28% | 6.67% | 5.98% | 7.23% | 7.25% |
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 Top 15 companies in 1990. 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 Top 15 companies in 1990 was 42.54%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.
The current Top 15 companies in 1990 drawdown is 4.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.54% | Oct 15, 2007 | 352 | Mar 9, 2009 | 460 | Jan 3, 2011 | 812 |
| -31.98% | May 22, 2001 | 292 | Jul 23, 2002 | 610 | Dec 22, 2004 | 902 |
| -30.64% | Feb 7, 2020 | 31 | Mar 23, 2020 | 182 | Dec 9, 2020 | 213 |
| -15.17% | Dec 6, 2000 | 73 | Mar 22, 2001 | 38 | May 16, 2001 | 111 |
| -14.63% | Apr 22, 2022 | 112 | Sep 30, 2022 | 37 | Nov 22, 2022 | 149 |
Volatility
Volatility Chart
The current Top 15 companies in 1990 volatility is 10.32%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, 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
| ^GSPC | WMT | BMY | LLY | XOM | MRK | KO | PG | DIS | VZ | T | JNJ | GE | IBM | L | MMM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.45 | 0.48 | 0.56 | 0.46 | 0.47 | 0.46 | 0.65 | 0.47 | 0.49 | 0.47 | 0.64 | 0.64 | 0.64 | 0.66 | 0.82 |
| WMT | 0.48 | 1.00 | 0.28 | 0.31 | 0.27 | 0.30 | 0.35 | 0.40 | 0.34 | 0.35 | 0.34 | 0.35 | 0.33 | 0.36 | 0.33 | 0.37 | 0.55 |
| BMY | 0.45 | 0.28 | 1.00 | 0.46 | 0.31 | 0.50 | 0.32 | 0.33 | 0.31 | 0.33 | 0.32 | 0.45 | 0.30 | 0.31 | 0.34 | 0.35 | 0.59 |
| LLY | 0.48 | 0.31 | 0.46 | 1.00 | 0.29 | 0.50 | 0.33 | 0.36 | 0.30 | 0.32 | 0.30 | 0.46 | 0.33 | 0.32 | 0.32 | 0.35 | 0.59 |
| XOM | 0.56 | 0.27 | 0.31 | 0.29 | 1.00 | 0.32 | 0.34 | 0.32 | 0.37 | 0.33 | 0.37 | 0.33 | 0.44 | 0.41 | 0.50 | 0.45 | 0.60 |
| MRK | 0.46 | 0.30 | 0.50 | 0.50 | 0.32 | 1.00 | 0.37 | 0.38 | 0.30 | 0.36 | 0.35 | 0.51 | 0.30 | 0.32 | 0.36 | 0.35 | 0.61 |
| KO | 0.47 | 0.35 | 0.32 | 0.33 | 0.34 | 0.37 | 1.00 | 0.53 | 0.34 | 0.39 | 0.39 | 0.43 | 0.33 | 0.37 | 0.38 | 0.41 | 0.60 |
| PG | 0.46 | 0.40 | 0.33 | 0.36 | 0.32 | 0.38 | 0.53 | 1.00 | 0.31 | 0.39 | 0.38 | 0.47 | 0.32 | 0.35 | 0.36 | 0.41 | 0.59 |
| DIS | 0.65 | 0.34 | 0.31 | 0.30 | 0.37 | 0.30 | 0.34 | 0.31 | 1.00 | 0.36 | 0.38 | 0.31 | 0.48 | 0.44 | 0.47 | 0.46 | 0.63 |
| VZ | 0.47 | 0.35 | 0.33 | 0.32 | 0.33 | 0.36 | 0.39 | 0.39 | 0.36 | 1.00 | 0.67 | 0.38 | 0.34 | 0.39 | 0.37 | 0.37 | 0.63 |
| T | 0.49 | 0.34 | 0.32 | 0.30 | 0.37 | 0.35 | 0.39 | 0.38 | 0.38 | 0.67 | 1.00 | 0.37 | 0.38 | 0.41 | 0.41 | 0.38 | 0.64 |
| JNJ | 0.47 | 0.35 | 0.45 | 0.46 | 0.33 | 0.51 | 0.43 | 0.47 | 0.31 | 0.38 | 0.37 | 1.00 | 0.32 | 0.37 | 0.37 | 0.42 | 0.62 |
| GE | 0.64 | 0.33 | 0.30 | 0.33 | 0.44 | 0.30 | 0.33 | 0.32 | 0.48 | 0.34 | 0.38 | 0.32 | 1.00 | 0.48 | 0.49 | 0.53 | 0.66 |
| IBM | 0.64 | 0.36 | 0.31 | 0.32 | 0.41 | 0.32 | 0.37 | 0.35 | 0.44 | 0.39 | 0.41 | 0.37 | 0.48 | 1.00 | 0.46 | 0.49 | 0.65 |
| L | 0.64 | 0.33 | 0.34 | 0.32 | 0.50 | 0.36 | 0.38 | 0.36 | 0.47 | 0.37 | 0.41 | 0.37 | 0.49 | 0.46 | 1.00 | 0.52 | 0.67 |
| MMM | 0.66 | 0.37 | 0.35 | 0.35 | 0.45 | 0.35 | 0.41 | 0.41 | 0.46 | 0.37 | 0.38 | 0.42 | 0.53 | 0.49 | 0.52 | 1.00 | 0.69 |
| Portfolio | 0.82 | 0.55 | 0.59 | 0.59 | 0.60 | 0.61 | 0.60 | 0.59 | 0.63 | 0.63 | 0.64 | 0.62 | 0.66 | 0.65 | 0.67 | 0.69 | 1.00 |