Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ENB.TO Enbridge Inc. | Energy | 9.09% |
FTS.TO Fortis Inc. | Utilities | 9.09% |
TD.TO The Toronto-Dominion Bank | Financial Services | 9.09% |
T.TO TELUS Corporation | Communication Services | 9.09% |
BEP-UN.TO Brookfield Renewable Partners L.P | Utilities | 9.09% |
AQN.TO Algonquin Power & Utilities Corp. | Utilities | 9.09% |
CM.TO Canadian Imperial Bank of Commerce | Financial Services | 9.09% |
ABX.TO Barrick Gold Corporation | Basic Materials | 9.09% |
RY Royal Bank of Canada | Financial Services | 9.09% |
BMO Bank of Montreal | Financial Services | 9.09% |
TRP.TO TC Energy Corporation | Energy | 9.09% |
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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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Returns By Period
As of Jun 16, 2026, the Div Stock Cad returned 17.00% Year-To-Date and 15.26% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio Div Stock Cad | 0.52% | 4.31% | 17.00% | 18.21% | 44.65% | 22.42% | 10.44% | 15.26% |
| Portfolio components: | ||||||||
ABX.TO Barrick Gold Corporation | 4.28% | 3.65% | -2.63% | -1.85% | 99.11% | 39.18% | 16.70% | 9.95% |
AQN.TO Algonquin Power & Utilities Corp. | 1.03% | 3.98% | -1.37% | 3.05% | 7.73% | -5.38% | -13.26% | 0.39% |
BEP-UN.TO Brookfield Renewable Partners L.P | 1.00% | 1.78% | 31.05% | 28.02% | 39.41% | 12.29% | 2.52% | 26.20% |
BMO Bank of Montreal | 0.06% | 10.44% | 31.96% | 29.68% | 63.34% | 29.00% | 14.92% | 15.40% |
CM.TO Canadian Imperial Bank of Commerce | 0.34% | 2.01% | 26.48% | 24.29% | 73.38% | 43.91% | 20.14% | 20.39% |
ENB.TO Enbridge Inc. | -0.76% | 1.13% | 20.05% | 20.73% | 27.07% | 22.00% | 13.54% | 9.78% |
FTS.TO Fortis Inc. | 0.83% | 4.77% | 12.10% | 13.19% | 23.50% | 14.68% | 8.33% | 10.02% |
RY Royal Bank of Canada | -0.24% | 8.54% | 18.40% | 20.81% | 60.55% | 32.66% | 18.18% | 17.13% |
T.TO TELUS Corporation | -0.60% | -0.81% | -6.02% | -2.78% | -19.73% | -8.69% | -6.48% | 11.68% |
TD.TO The Toronto-Dominion Bank | 0.22% | 8.87% | 26.57% | 29.87% | 72.31% | 30.23% | 15.17% | 15.24% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 14, 2006, Div Stock Cad's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was May 2009 with a return of +17.7%, while the worst month was Oct 2008 at -19.6%. 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 55% of trading days. The best single day was Mar 13, 2020 with a return of +11.0%, while the worst single day was Mar 12, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.69% | 5.63% | -4.71% | 5.79% | 3.33% | 1.58% | 17.00% | ||||||
| 2025 | 2.19% | 2.99% | 1.10% | 5.09% | 4.22% | 3.10% | 1.76% | 6.44% | 4.91% | 0.43% | 4.29% | 3.77% | 48.41% |
| 2024 | -3.54% | -2.72% | 4.43% | -3.26% | 5.31% | -3.77% | 6.49% | 4.37% | 4.72% | -4.18% | 2.40% | -5.55% | 3.64% |
| 2023 | 9.67% | -4.31% | 2.07% | 2.57% | -6.12% | 4.16% | -0.51% | -6.29% | -5.61% | -3.88% | 11.58% | 7.58% | 9.09% |
| 2022 | 3.78% | 3.32% | 5.73% | -7.23% | 2.31% | -9.16% | 2.40% | -4.28% | -8.84% | 2.14% | 0.59% | -5.45% | -15.15% |
| 2021 | 1.48% | 0.51% | 5.90% | 4.64% | 5.41% | -2.16% | 1.01% | -0.34% | -3.26% | 6.74% | -4.95% | 3.91% | 19.67% |
Benchmark Metrics
Div Stock Cad has an annualized alpha of 8.51%, beta of 0.60, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since July 14, 2006.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.25%) than losses (67.76%) - typical of diversified or defensive assets.
- Beta of 0.60 may look defensive, but with R2 of 0.44 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 0.44 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
- 8.51%
- Beta
- 0.60
- R²
- 0.44
- Upside Capture
- 90.25%
- Downside Capture
- 67.76%
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.
Return for Risk
Risk / Return Rank
Div Stock Cad ranks 97 for risk / return — in the top 97% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Div Stock Cad 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 4.11 | 2.14 | +1.97 |
| Sortino ratioReturn per unit of downside risk | 5.63 | 2.89 | +2.74 |
| Omega ratioGain probability vs. loss probability | 1.75 | 1.39 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 6.44 | 2.91 | +3.53 |
| Martin ratioReturn relative to average drawdown | 27.78 | 13.08 | +14.69 |
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 |
|---|---|---|---|---|---|---|
ABX.TO Barrick Gold Corporation | 86 | 2.20 | 2.55 | 1.35 | 3.41 | 8.22 |
AQN.TO Algonquin Power & Utilities Corp. | 50 | 0.33 | 0.61 | 1.09 | 0.48 | 1.09 |
BEP-UN.TO Brookfield Renewable Partners L.P | 78 | 1.40 | 1.99 | 1.25 | 2.74 | 6.22 |
BMO Bank of Montreal | 96 | 3.36 | 4.30 | 1.56 | 5.48 | 20.43 |
CM.TO Canadian Imperial Bank of Commerce | 97 | 4.12 | 4.87 | 1.70 | 6.98 | 27.11 |
ENB.TO Enbridge Inc. | 83 | 1.67 | 2.36 | 1.29 | 3.07 | 7.76 |
FTS.TO Fortis Inc. | 85 | 1.75 | 2.46 | 1.31 | 3.90 | 9.74 |
RY Royal Bank of Canada | 97 | 4.04 | 5.80 | 1.71 | 6.06 | 22.57 |
T.TO TELUS Corporation | 7 | -1.12 | -1.42 | 0.81 | -0.80 | -1.42 |
TD.TO The Toronto-Dominion Bank | 98 | 4.68 | 5.67 | 1.79 | 9.94 | 39.68 |
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Dividends
Dividend yield
Div Stock Cad provided a 3.89% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.89% | 4.23% | 5.16% | 5.28% | 5.65% | 4.57% | 4.92% | 5.43% | 6.53% | 5.30% | 5.44% | 6.01% |
| Portfolio components: | ||||||||||||
ABX.TO Barrick Gold Corporation | 2.16% | 1.22% | 2.46% | 2.27% | 4.77% | 3.96% | 1.33% | 0.60% | 1.17% | 0.72% | 0.47% | 1.43% |
AQN.TO Algonquin Power & Utilities Corp. | 4.28% | 4.32% | 7.48% | 6.95% | 9.59% | 3.65% | 3.70% | 3.24% | 3.99% | 3.59% | 4.23% | 4.08% |
BEP-UN.TO Brookfield Renewable Partners L.P | 4.35% | 5.62% | 6.04% | 5.40% | 5.20% | 3.73% | 3.30% | 11.16% | 18.11% | 13.94% | 14.59% | 14.95% |
BMO Bank of Montreal | 2.86% | 3.55% | 4.60% | 4.76% | 4.62% | 3.95% | 4.15% | 3.96% | 4.78% | 4.45% | 4.73% | 5.74% |
CM.TO Canadian Imperial Bank of Commerce | 2.56% | 3.20% | 4.04% | 5.47% | 7.52% | 8.13% | 10.74% | 10.51% | 10.58% | 8.39% | 8.84% | 9.69% |
ENB.TO Enbridge Inc. | 4.88% | 5.74% | 6.00% | 7.44% | 6.50% | 6.76% | 7.96% | 5.72% | 6.33% | 4.91% | 3.75% | 4.04% |
FTS.TO Fortis Inc. | 3.16% | 3.48% | 3.99% | 4.19% | 4.01% | 3.36% | 3.73% | 3.39% | 3.79% | 3.52% | 3.68% | 3.73% |
RY Royal Bank of Canada | 2.33% | 2.54% | 3.39% | 4.29% | 4.07% | 3.24% | 3.88% | 3.88% | 4.27% | 3.22% | 3.95% | 5.41% |
T.TO TELUS Corporation | 10.11% | 9.14% | 7.99% | 6.17% | 5.19% | 4.27% | 4.70% | 8.96% | 9.28% | 8.27% | 8.61% | 8.78% |
TD.TO The Toronto-Dominion Bank | 2.59% | 3.25% | 5.33% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% |
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 52.09%, occurring on Mar 9, 2009. Recovery took 250 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -52.09%Mar 2009 | 1y 4mo | 11mo 27d | 2y 3moNov 2007 - Mar 2010 |
2023 bear market2023 | -33.13%Oct 2023 | 1y 5mo | 1y 8mo | 3y 1moApr 2022 - Jun 2025 |
COVID crash2020 | -32.33%Mar 2020 | 1mo 2d | 4mo 9d | 5mo 11dFeb 2020 - Jul 2020 |
2016 bear market2016 | -29.23%Jan 2016 | 1y 4mo | 3mo 8d | 1y 7moSep 2014 - Apr 2016 |
Rate-hike selloffLate 2018 | -14.31%Dec 2018 | 11mo 19d | 2mo 3d | 1y 1moJan 2018 - Feb 2019 |
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. 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 | 1.96 | 1.66 | 1.64 | 1.62 | 1.58 |
The portfolio has a diversification ratio of 1.58, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Div Stock Cad correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2006 | 0.53 |
Benchmark Correlations
Correlation vs. S&P 500 Index. RY has the highest benchmark correlation at 0.63, while ABX.TO has the lowest at 0.14.
Asset Correlations Table
| ABX.TO | BEP-UN.TO | AQN.TO | T.TO | FTS.TO | BMO | TRP.TO | ENB.TO | RY | CM.TO | TD.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ABX.TO | 1.00 | 0.18 | 0.20 | 0.17 | 0.21 | 0.11 | 0.21 | 0.20 | 0.13 | 0.15 | 0.15 |
| BEP-UN.TO | 0.18 | 1.00 | 0.40 | 0.28 | 0.37 | 0.20 | 0.30 | 0.30 | 0.21 | 0.31 | 0.29 |
| AQN.TO | 0.20 | 0.40 | 1.00 | 0.36 | 0.49 | 0.24 | 0.38 | 0.37 | 0.24 | 0.35 | 0.34 |
| T.TO | 0.17 | 0.28 | 0.36 | 1.00 | 0.46 | 0.31 | 0.43 | 0.44 | 0.31 | 0.44 | 0.46 |
| FTS.TO | 0.21 | 0.37 | 0.49 | 0.46 | 1.00 | 0.26 | 0.47 | 0.47 | 0.28 | 0.42 | 0.42 |
| BMO | 0.11 | 0.20 | 0.24 | 0.31 | 0.26 | 1.00 | 0.37 | 0.37 | 0.81 | 0.62 | 0.63 |
| TRP.TO | 0.21 | 0.30 | 0.38 | 0.43 | 0.47 | 0.37 | 1.00 | 0.69 | 0.37 | 0.48 | 0.49 |
| ENB.TO | 0.20 | 0.30 | 0.37 | 0.44 | 0.47 | 0.37 | 0.69 | 1.00 | 0.38 | 0.48 | 0.49 |
| RY | 0.13 | 0.21 | 0.24 | 0.31 | 0.28 | 0.81 | 0.37 | 0.38 | 1.00 | 0.62 | 0.64 |
| CM.TO | 0.15 | 0.31 | 0.35 | 0.44 | 0.42 | 0.62 | 0.48 | 0.48 | 0.62 | 1.00 | 0.75 |
| TD.TO | 0.15 | 0.29 | 0.34 | 0.46 | 0.42 | 0.63 | 0.49 | 0.49 | 0.64 | 0.75 | 1.00 |
Find what Div Stock Cad is missing
See which holdings overlap, where Div Stock Cad is concentrated, and which low-correlation assets could fill the gaps.
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