Div Stock Cad

Asset Allocation

Position	Category/Sector	Target Weight
ABX.TO Barrick Gold Corporation	Basic Materials	9.09%
AQN.TO Algonquin Power & Utilities Corp.	Utilities	9.09%
BEP-UN.TO Brookfield Renewable Partners L.P	Utilities	9.09%
BMO Bank of Montreal	Financial Services	9.09%
CM.TO Canadian Imperial Bank of Commerce	Financial Services	9.09%
ENB.TO Enbridge Inc.	Energy	9.09%
FTS.TO Fortis Inc.	Utilities	9.09%
RY Royal Bank of Canada	Financial Services	9.09%
T.TO TELUS Corporation	Communication Services	9.09%
TD.TO The Toronto-Dominion Bank	Financial Services	9.09%
TRP.TO TC Energy Corporation	Energy	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Div Stock Cad, 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 Nov 18, 1999, corresponding to the inception date of BEP-UN.TO

Returns By Period

As of Apr 2, 2026, the Div Stock Cad returned 7.07% Year-To-Date and 12.80% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Div Stock Cad	0.07%	-2.55%	7.07%	15.26%	47.32%	18.81%	10.89%	12.80%
Portfolio components:
ENB.TO Enbridge Inc.	0.80%	-0.26%	14.74%	12.08%	26.53%	19.10%	15.25%	10.19%
FTS.TO Fortis Inc.	0.00%	-1.76%	9.18%	13.95%	25.85%	14.30%	9.45%	10.15%
TD.TO The Toronto-Dominion Bank	0.00%	-3.19%	1.16%	20.95%	63.79%	20.90%	12.34%	12.82%
T.TO TELUS Corporation	0.00%	-3.16%	0.82%	-12.67%	0.49%	-7.14%	-2.74%	3.22%
BEP-UN.TO Brookfield Renewable Partners L.P	0.80%	8.56%	25.46%	29.58%	56.11%	9.64%	0.03%	14.52%
AQN.TO Algonquin Power & Utilities Corp.	-0.46%	-9.56%	2.15%	10.83%	23.97%	-3.97%	-12.07%	2.41%
CM.TO Canadian Imperial Bank of Commerce	0.00%	-3.39%	6.97%	21.21%	71.45%	37.12%	20.18%	15.72%
ABX.TO Barrick Gold Corporation	-1.45%	-9.88%	-3.45%	24.49%	119.32%	33.55%	18.82%	14.24%
RY Royal Bank of Canada	-0.02%	-1.51%	-3.48%	13.23%	47.07%	23.42%	16.38%	15.45%
BMO Bank of Montreal	-0.59%	-5.26%	5.89%	6.48%	45.46%	20.19%	13.71%	13.60%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 2, 2009, Div Stock Cad's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2009 with a return of +17.5%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Div Stock Cad closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +12.9%, while the worst single day was Mar 12, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.08%	6.65%	-4.75%	1.27%									7.07%
2025	2.20%	3.04%	0.80%	5.76%	4.40%	3.17%	1.17%	6.66%	4.82%	0.29%	4.76%	3.29%	48.40%
2024	-3.63%	-2.50%	4.73%	-4.14%	6.33%	-3.98%	6.66%	4.04%	4.74%	-3.35%	2.56%	-5.72%	4.63%
2023	10.17%	-5.17%	2.56%	2.87%	-6.26%	4.02%	-0.13%	-6.51%	-6.23%	-3.62%	12.06%	7.28%	9.00%
2022	3.45%	3.52%	4.93%	-7.40%	2.67%	-9.11%	2.40%	-4.64%	-9.46%	3.02%	1.66%	-6.27%	-15.74%
2021	1.74%	-0.68%	7.13%	4.11%	5.63%	-2.36%	0.90%	-0.22%	-2.79%	5.98%	-4.97%	4.79%	20.07%

Benchmark Metrics

Div Stock Cad has an annualized alpha of 4.22%, beta of 0.73, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since March 02, 2009.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.69%) than losses (73.29%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.22%

Beta: 0.73

R²: 0.52

Upside Capture: 81.69%

Downside Capture: 73.29%

Expense Ratio

Div Stock Cad 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

Div Stock Cad ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.56	0.88	+2.67
Sortino ratio Return per unit of downside risk	4.77	1.37	+3.40
Omega ratio Gain probability vs. loss probability	1.71	1.21	+0.50
Calmar ratio Return relative to maximum drawdown	9.01	1.39	+7.62
Martin ratio Return relative to average drawdown	39.22	6.43	+32.78
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
ENB.TO Enbridge Inc.	81	1.57	2.12	1.28	3.09	7.68
FTS.TO Fortis Inc.	86	1.79	2.59	1.32	4.01	10.21
TD.TO The Toronto-Dominion Bank	98	3.83	4.82	1.65	8.78	32.51
T.TO TELUS Corporation	35	0.03	0.17	1.02	-0.09	-0.18
BEP-UN.TO Brookfield Renewable Partners L.P	87	1.88	2.53	1.34	4.04	9.17
AQN.TO Algonquin Power & Utilities Corp.	68	0.73	1.39	1.20	2.01	4.30
CM.TO Canadian Imperial Bank of Commerce	98	3.98	5.00	1.69	7.02	30.46
ABX.TO Barrick Gold Corporation	91	2.67	2.85	1.41	3.99	14.05
RY Royal Bank of Canada	95	2.84	3.98	1.52	4.83	17.99
BMO Bank of Montreal	91	2.25	2.87	1.42	4.06	14.03

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.

Div Stock Cad Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 3.56
5-Year: 0.71
10-Year: 0.72
All Time: 0.82

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 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Div Stock Cad 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

Div Stock Cad provided a 4.05% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.05%	4.23%	5.22%	5.33%	5.62%	4.38%	4.45%	4.17%	4.95%	4.04%	4.09%	4.62%
Portfolio components:
ENB.TO Enbridge Inc.	5.04%	5.74%	6.00%	7.45%	6.50%	6.76%	7.96%	5.72%	6.33%	4.91%	3.75%	4.04%
FTS.TO Fortis Inc.	3.18%	3.48%	3.99%	4.19%	4.01%	3.36%	3.73%	3.39%	3.79%	3.52%	3.68%	3.73%
TD.TO The Toronto-Dominion Bank	3.19%	3.25%	5.33%	4.48%	4.06%	3.26%	4.32%	3.97%	3.85%	3.19%	3.26%	3.69%
T.TO TELUS Corporation	9.31%	9.13%	7.98%	6.17%	5.19%	4.26%	4.70%	4.48%	4.64%	4.14%	4.30%	4.39%
BEP-UN.TO Brookfield Renewable Partners L.P	4.51%	5.60%	6.04%	5.40%	5.20%	3.73%	3.30%	5.96%	9.68%	7.45%	7.80%	7.99%
AQN.TO Algonquin Power & Utilities Corp.	4.15%	4.29%	8.50%	6.95%	10.66%	5.52%	3.89%	3.96%	4.83%	4.28%	4.82%	4.49%
CM.TO Canadian Imperial Bank of Commerce	3.05%	3.20%	4.04%	5.47%	7.20%	4.06%	5.37%	5.26%	5.29%	4.19%	4.42%	4.85%
ABX.TO Barrick Gold Corporation	2.01%	1.23%	2.45%	2.27%	3.64%	4.06%	1.42%	0.92%	1.36%	1.02%	0.59%	1.93%
RY Royal Bank of Canada	2.75%	2.54%	3.39%	4.29%	4.07%	3.24%	3.88%	3.88%	4.27%	3.22%	3.95%	5.41%
BMO Bank of Montreal	3.48%	3.55%	4.60%	4.76%	4.62%	3.95%	4.15%	3.96%	4.78%	4.45%	4.73%	5.74%

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 Div Stock Cad. 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 Div Stock Cad was 38.98%, occurring on Mar 23, 2020. Recovery took 173 trading sessions.

The current Div Stock Cad drawdown is 3.86%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.98%	Feb 20, 2020	23	Mar 23, 2020	173	Nov 23, 2020	196
-33.08%	Apr 5, 2022	384	Oct 3, 2023	425	Jun 2, 2025	809
-30.43%	Sep 4, 2014	353	Jan 20, 2016	70	Apr 29, 2016	423
-15.62%	Jan 8, 2018	248	Dec 24, 2018	69	Apr 3, 2019	317
-13.75%	Jan 23, 2013	116	Jul 5, 2013	174	Mar 12, 2014	290

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 11 assets, with an effective number of assets of 11.00, 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

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

	Benchmark	ABX.TO	BEP-UN.TO	AQN.TO	T.TO	FTS.TO	TRP.TO	ENB.TO	BMO	CM.TO	RY	TD.TO	Portfolio
Benchmark	1.00	0.19	0.37	0.38	0.42	0.39	0.44	0.47	0.63	0.59	0.64	0.61	0.63
ABX.TO	0.19	1.00	0.21	0.23	0.21	0.27	0.22	0.22	0.20	0.21	0.20	0.22	0.48
BEP-UN.TO	0.37	0.21	1.00	0.42	0.32	0.41	0.34	0.35	0.35	0.36	0.35	0.35	0.57
AQN.TO	0.38	0.23	0.42	1.00	0.39	0.54	0.41	0.41	0.39	0.40	0.39	0.40	0.64
T.TO	0.42	0.21	0.32	0.39	1.00	0.50	0.45	0.48	0.47	0.49	0.48	0.51	0.64
FTS.TO	0.39	0.27	0.41	0.54	0.50	1.00	0.50	0.50	0.45	0.46	0.46	0.48	0.68
TRP.TO	0.44	0.22	0.34	0.41	0.45	0.50	1.00	0.70	0.52	0.52	0.51	0.53	0.70
ENB.TO	0.47	0.22	0.35	0.41	0.48	0.50	0.70	1.00	0.53	0.54	0.53	0.55	0.72
BMO	0.63	0.20	0.35	0.39	0.47	0.45	0.52	0.53	1.00	0.78	0.82	0.77	0.76
CM.TO	0.59	0.21	0.36	0.40	0.49	0.46	0.52	0.54	0.78	1.00	0.77	0.78	0.77
RY	0.64	0.20	0.35	0.39	0.48	0.46	0.51	0.53	0.82	0.77	1.00	0.78	0.77
TD.TO	0.61	0.22	0.35	0.40	0.51	0.48	0.53	0.55	0.77	0.78	0.78	1.00	0.78
Portfolio	0.63	0.48	0.57	0.64	0.64	0.68	0.70	0.72	0.76	0.77	0.77	0.78	1.00

The correlation results are calculated based on daily price changes starting from Mar 2, 2009

Div Stock Cad

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table