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ETFs and stocks-steady
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETFs and stocks-steady, 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 13, 2026, the ETFs and stocks-steady returned 10.92% Year-To-Date and 19.08% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
ETFs and stocks-steady
0.84%2.70%10.92%10.71%29.11%25.51%17.14%19.08%
ABBV
AbbVie Inc.
1.32%8.24%1.30%3.65%23.06%22.39%18.94%19.10%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.83%-1.26%31.74%28.77%67.12%35.29%25.46%22.05%
CII
BlackRock Enhanced Large Cap Core Fund
0.58%-1.09%7.72%10.66%39.37%20.94%13.51%14.94%
CSQ
Calamos Strategic Total Return Fund
1.27%-1.20%8.10%9.75%24.17%20.54%10.41%16.38%
HLI
Houlihan Lokey, Inc.
1.67%-8.19%-20.15%-22.50%-18.32%16.18%13.63%21.76%
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
0.71%0.48%10.99%13.18%29.11%18.32%10.94%12.35%
MAIN
Main Street Capital Corporation
0.54%3.63%-10.97%-12.92%-3.16%18.74%12.76%13.19%
MOAT
VanEck Morningstar Wide Moat ETF
0.41%3.19%-0.66%-1.22%14.57%10.55%7.78%13.47%
PCN
PIMCO Corporate & Income Strategy Fund
0.52%0.45%-3.20%-0.94%4.06%8.59%0.74%7.31%
PH
Parker-Hannifin Corporation
0.12%4.72%3.21%2.52%39.33%36.33%26.12%25.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 13, 2015, ETFs and stocks-steady's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETFs and stocks-steady closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.96%2.22%-6.82%9.75%0.77%1.28%10.92%
20255.00%-0.76%-4.42%0.60%4.85%3.64%2.76%3.83%3.43%-1.19%2.42%0.59%22.33%
20241.75%5.62%3.10%-3.84%3.87%1.03%4.82%2.37%2.16%0.79%7.68%-3.37%28.55%
20237.28%0.51%-0.81%-0.45%-2.05%7.57%4.44%-0.34%-2.96%-3.98%8.11%6.47%25.24%
2022-3.68%0.09%1.93%-6.40%0.00%-6.68%10.53%-2.74%-9.29%10.46%6.09%-5.42%-7.23%
2021-1.33%5.23%6.07%4.00%1.35%0.51%1.68%2.31%-3.96%7.20%-1.86%4.06%27.64%

Benchmark Metrics

ETFs and stocks-steady has an annualized alpha of 6.12%, beta of 0.89, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since August 13, 2015.

  • This portfolio captured 108.56% of S&P 500 Index gains but only 85.60% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 6.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.89 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.12%
Beta
0.89
0.88
Upside Capture
108.56%
Downside Capture
85.60%

Expense Ratio

ETFs and stocks-steady has an expense ratio of 0.47%, placing it in the medium range. 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

ETFs and stocks-steady ranks 68 for risk / return — better than 68% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ETFs and stocks-steady Risk / Return Rank: 6868
Overall Rank
ETFs and stocks-steady Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETFs and stocks-steady Sortino Ratio Rank: 8181
Sortino Ratio Rank
ETFs and stocks-steady Omega Ratio Rank: 7474
Omega Ratio Rank
ETFs and stocks-steady Calmar Ratio Rank: 5353
Calmar Ratio Rank
ETFs and stocks-steady Martin Ratio Rank: 5656
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 ETFs and stocks-steady and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.34

1.86

+0.47

Sortino ratioReturn per unit of downside risk

3.38

2.53

+0.85

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

2.86

2.53

+0.33

Martin ratioReturn relative to average drawdown

11.81

11.37

+0.44


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

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. Learn how to interpret the Sharpe ratio.

The current ETFs and stocks-steady Sharpe ratio is 2.34 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ETFs and stocks-steady 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

ETFs and stocks-steady provided a 3.72% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.72%3.78%3.72%3.52%5.74%2.98%3.02%3.40%4.44%3.49%4.08%4.05%
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.13%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%
CII
BlackRock Enhanced Large Cap Core Fund
15.35%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
CSQ
Calamos Strategic Total Return Fund
6.72%6.51%6.95%8.27%9.17%6.38%7.03%7.14%9.35%8.20%9.64%10.00%
HLI
Houlihan Lokey, Inc.
1.81%1.36%1.30%1.82%2.32%1.56%1.90%2.46%2.74%1.76%2.12%0.57%
HSCZ
iShares Currency Hedged MSCI EAFE Small Cap ETF
2.93%3.25%3.26%2.98%26.91%2.90%1.46%4.66%6.15%2.52%2.57%1.75%
MAIN
Main Street Capital Corporation
8.25%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
MOAT
VanEck Morningstar Wide Moat ETF
1.36%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%
PCN
PIMCO Corporate & Income Strategy Fund
11.55%10.58%10.06%10.88%12.66%7.89%7.83%7.37%9.60%7.85%11.98%10.22%
PH
Parker-Hannifin Corporation
0.82%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%

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 ETFs and stocks-steady. 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 ETFs and stocks-steady was 37.43%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.43%Mar 2020
1mo 2d5mo 8d
6mo 10dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-20.91%Dec 2018
3mo 8d4mo 6d
7mo 14dSep 2018 - Apr 2019
Bear market2022
-18.68%Jun 2022
7mo 3d8mo 2d
1y 3moNov 2021 - Feb 2023
2025 selloff2025
-17.14%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2016 correction2016
-13.01%Jan 2016
1mo 19d2mo 29d
4mo 18dDec 2015 - Apr 2016

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 17 assets, with an effective number of assets of 17.00, 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

1.75

1.51

1.44

1.37

1.37

The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

ETFs and stocks-steady correlation to the S&P 500 Index

ETFs and stocks-steady has a 0.80 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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2015

0.89


Benchmark Correlations

Correlation vs. S&P 500 Index. MOAT has the highest benchmark correlation at 0.87, while PCN has the lowest at 0.34.

PCN
0.34
WMT
0.35
ABBV
0.38
WRB
0.41
SNEX
0.46
MAIN
0.50
HLI
0.52
PH
0.67
HSCZ
0.71
AIRR
0.72
STK
0.72
CII
0.77
RTH
0.78
CSQ
0.82
RDVY
0.85
VCR
0.86
MOAT
0.87

Portfolio Correlations

Correlation vs. ETFs and stocks-steady. RDVY has the highest portfolio correlation at 0.90, while WMT has the lowest at 0.39.

WMT
0.39
PCN
0.41
ABBV
0.43
WRB
0.51
MAIN
0.58
SNEX
0.61
HLI
0.64
STK
0.69
HSCZ
0.73
PH
0.76
CII
0.76
RTH
0.77
CSQ
0.79
VCR
0.81
AIRR
0.83
MOAT
0.87
RDVY
0.90

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Aug 13, 2015
Diversification Analysis

Find what ETFs and stocks-steady is missing

See which holdings overlap, where ETFs and stocks-steady is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification