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Dividend Stocks Porfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.30%12.79%1.49%12.35%15.12%10.89%
Dividend Stocks Porfolio9.39%7.79%10.51%24.77%20.91%N/A
CNQ
Canadian Natural Resources Limited
0.80%6.60%-4.82%-16.32%32.87%12.22%
ENB
Enbridge Inc.
8.91%0.36%9.55%29.86%14.26%5.05%
EPD
Enterprise Products Partners L.P.
6.86%6.33%7.78%21.63%20.90%6.88%
MAIN
Main Street Capital Corporation
-2.97%4.22%10.04%22.69%21.08%14.53%
STAG
STAG Industrial, Inc.
7.57%8.59%1.17%2.69%12.06%10.36%
UL
10.74%-2.46%9.39%16.51%6.90%N/A
BIP-UN.TO
Brookfield Infrastructure Partners L.P
5.14%17.95%-1.36%13.25%8.65%9.52%
NTR
Nutrien Ltd.
30.81%10.29%28.30%4.84%15.72%N/A
PM
Philip Morris International Inc.
42.87%4.43%35.20%78.40%26.06%12.77%
TXN
Texas Instruments Incorporated
2.14%28.07%-4.78%-0.51%13.40%16.16%
FNV
Franco-Nevada Corporation
35.80%-6.91%40.55%25.40%2.54%12.74%
SYF
Synchrony Financial
-5.94%27.72%-5.91%39.14%27.25%6.49%
BLK
BlackRock, Inc.
-2.93%13.01%-4.52%24.67%16.43%13.20%
CSWC
Capital Southwest Corporation
0.90%8.59%-1.01%-9.13%23.18%10.72%
WMB
9.60%0.29%5.81%48.22%31.14%N/A
AVGO
Broadcom Inc.
-1.09%33.70%39.48%65.85%55.70%36.89%
O
Realty Income Corporation
7.84%-3.12%2.33%7.86%7.51%7.25%
T
AT&T Inc.
24.62%2.10%25.12%67.65%12.15%8.20%
RIO
Rio Tinto Group
10.40%7.68%6.47%-9.24%12.69%11.69%
BIV
Vanguard Intermediate-Term Bond ETF
2.87%0.16%2.80%5.77%-0.49%1.88%
BRO
Brown & Brown, Inc.
9.86%-4.52%1.84%25.11%24.11%22.48%
VEA
14.50%7.39%13.34%10.07%11.62%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Dividend Stocks Porfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.59%1.47%-0.30%-0.41%4.81%9.39%
2024-0.26%1.67%5.11%-1.42%4.06%1.47%5.34%2.52%1.89%1.06%4.15%-1.87%26.07%
20237.45%-4.46%0.39%1.22%-2.60%5.87%3.03%-1.81%-2.84%-4.15%8.02%6.04%16.07%
20220.17%1.26%3.75%-3.71%2.48%-9.57%7.49%-3.14%-10.51%9.34%6.51%-3.60%-1.77%
2021-0.14%5.55%5.23%5.50%3.50%0.49%0.07%1.31%-1.96%5.50%-2.70%5.32%30.76%
2020-1.37%-7.97%-19.68%14.49%5.93%1.00%3.42%4.42%-2.01%-2.33%13.26%3.97%8.69%
201910.94%3.64%2.28%3.18%-4.22%5.28%0.19%-1.26%2.50%0.97%2.35%2.84%31.84%
2018-1.17%-5.13%-1.02%0.39%3.07%1.18%1.31%-0.61%-0.66%-5.23%1.70%-5.04%-11.05%

Expense Ratio

Dividend Stocks Porfolio 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 92, Dividend Stocks Porfolio is among the top 8% 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.


The Risk-Adjusted Performance Rank of Dividend Stocks Porfolio is 9292
Overall Rank
The Sharpe Ratio Rank of Dividend Stocks Porfolio is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Stocks Porfolio is 8989
Sortino Ratio Rank
The Omega Ratio Rank of Dividend Stocks Porfolio is 9292
Omega Ratio Rank
The Calmar Ratio Rank of Dividend Stocks Porfolio is 9191
Calmar Ratio Rank
The Martin Ratio Rank of Dividend Stocks Porfolio is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNQ
Canadian Natural Resources Limited
-0.46-0.450.94-0.40-0.98
ENB
Enbridge Inc.
1.772.381.331.8910.49
EPD
Enterprise Products Partners L.P.
1.151.631.241.444.86
MAIN
Main Street Capital Corporation
1.061.561.231.123.78
STAG
STAG Industrial, Inc.
0.110.391.050.140.37
UL
0.941.391.191.112.31
BIP-UN.TO
Brookfield Infrastructure Partners L.P
0.470.941.120.461.62
NTR
Nutrien Ltd.
0.210.221.030.010.03
PM
Philip Morris International Inc.
3.054.201.636.9420.53
TXN
Texas Instruments Incorporated
-0.010.121.02-0.13-0.32
FNV
Franco-Nevada Corporation
0.941.411.190.964.42
SYF
Synchrony Financial
0.901.551.221.063.09
BLK
BlackRock, Inc.
0.971.521.221.123.59
CSWC
Capital Southwest Corporation
-0.34-0.260.96-0.27-0.66
WMB
1.852.371.344.1210.83
AVGO
Broadcom Inc.
1.001.801.241.614.44
O
Realty Income Corporation
0.410.911.110.431.13
T
AT&T Inc.
2.883.461.513.5422.42
RIO
Rio Tinto Group
-0.29-0.280.97-0.31-0.65
BIV
Vanguard Intermediate-Term Bond ETF
1.011.591.190.482.61
BRO
Brown & Brown, Inc.
1.191.501.221.764.71
VEA
0.601.041.140.842.49

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 Porfolio Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 1.64
  • 5-Year: 1.39
  • 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 0.56 to 1.05, 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 Dividend Stocks Porfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Dividend Stocks Porfolio provided a 4.28% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio4.28%4.43%4.74%5.00%4.89%4.90%4.56%4.74%3.47%3.28%3.92%3.19%
CNQ
Canadian Natural Resources Limited
5.11%5.02%4.17%6.31%3.70%5.15%3.42%5.92%2.34%2.19%3.18%2.57%
ENB
Enbridge Inc.
5.92%6.28%7.29%6.78%6.86%7.54%5.57%6.69%4.73%3.78%4.41%2.47%
EPD
Enterprise Products Partners L.P.
6.54%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%
MAIN
Main Street Capital Corporation
7.52%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%
STAG
STAG Industrial, Inc.
4.14%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%
UL
3.13%3.29%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%
BIP-UN.TO
Brookfield Infrastructure Partners L.P
6.93%6.65%6.76%3.85%1.23%0.87%0.00%0.00%0.00%0.00%0.00%0.00%
NTR
Nutrien Ltd.
3.74%4.83%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%
PM
Philip Morris International Inc.
3.14%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
TXN
Texas Instruments Incorporated
2.85%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
FNV
Franco-Nevada Corporation
0.92%1.22%1.23%0.94%0.84%0.82%0.72%1.35%1.14%1.46%1.81%1.59%
SYF
Synchrony Financial
1.73%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
BLK
BlackRock, Inc.
2.07%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
CSWC
Capital Southwest Corporation
11.89%11.59%10.21%12.75%10.13%11.49%13.07%5.88%7.01%2.35%0.00%0.00%
WMB
3.27%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%
AVGO
Broadcom Inc.
0.98%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
O
Realty Income Corporation
5.65%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
T
AT&T Inc.
4.00%4.87%6.62%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%
RIO
Rio Tinto Group
6.42%7.40%5.40%10.48%14.39%5.13%10.70%6.32%4.47%3.93%7.79%4.45%
BIV
Vanguard Intermediate-Term Bond ETF
3.87%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
BRO
Brown & Brown, Inc.
0.52%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
VEA
2.86%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

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 Porfolio. 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 Porfolio was 40.59%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.59%Feb 21, 202022Mar 23, 2020168Nov 16, 2020190
-19.55%Apr 21, 2022126Oct 14, 2022197Jul 24, 2023323
-16.93%Jan 24, 2018236Dec 24, 201838Feb 19, 2019274
-11.88%Feb 21, 202533Apr 8, 202523May 12, 202556
-10.06%Jul 26, 202367Oct 27, 202333Dec 13, 2023100

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 22 assets, with an effective number of assets of 20.26, 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.

^GSPCBIVFNVULPMCSWCTOAVGONTRBIP-UN.TOBROEPDCNQRIOMAINSTAGTXNWMBSYFENBBLKVEAPortfolio
^GSPC1.000.040.210.360.360.400.380.380.690.420.460.580.430.440.480.540.530.730.450.590.470.750.810.82
BIV0.041.000.250.150.080.030.050.23-0.00-0.070.100.04-0.03-0.08-0.040.030.190.02-0.01-0.090.090.030.070.06
FNV0.210.251.000.230.150.080.140.170.150.180.230.130.160.200.300.120.180.160.200.060.270.170.300.32
UL0.360.150.231.000.350.170.270.360.170.150.260.350.150.130.230.240.380.250.190.200.300.320.460.40
PM0.360.080.150.351.000.200.410.360.160.230.270.310.240.210.260.240.350.250.310.300.350.330.390.46
CSWC0.400.030.080.170.201.000.240.260.270.260.270.260.310.280.240.540.320.250.300.370.320.360.390.49
T0.380.050.140.270.410.241.000.350.150.250.250.340.300.250.260.310.320.250.340.370.370.350.380.50
O0.380.230.170.360.360.260.351.000.180.210.310.380.240.150.190.370.660.270.270.290.350.310.340.47
AVGO0.69-0.000.150.170.160.270.150.181.000.260.270.330.260.280.330.330.330.670.280.370.250.490.560.58
NTR0.42-0.070.180.150.230.260.250.210.261.000.350.250.390.510.450.320.250.330.430.390.430.360.490.59
BIP-UN.TO0.460.100.230.260.270.270.250.310.270.351.000.280.300.330.340.350.350.330.340.350.420.390.510.55
BRO0.580.040.130.350.310.260.340.380.330.250.281.000.280.220.250.400.460.400.290.360.330.510.480.54
EPD0.43-0.030.160.150.240.310.300.240.260.390.300.281.000.530.380.380.290.310.640.400.530.360.440.62
CNQ0.44-0.080.200.130.210.280.250.150.280.510.330.220.531.000.470.340.230.330.580.420.550.370.520.65
RIO0.48-0.040.300.230.260.240.260.190.330.450.340.250.380.471.000.310.260.410.400.370.420.440.620.61
MAIN0.540.030.120.240.240.540.310.370.330.320.350.400.380.340.311.000.410.370.390.470.400.460.500.62
STAG0.530.190.180.380.350.320.320.660.330.250.350.460.290.230.260.411.000.370.310.370.370.450.480.58
TXN0.730.020.160.250.250.250.250.270.670.330.330.400.310.330.410.370.371.000.310.450.300.570.610.63
WMB0.45-0.010.200.190.310.300.340.270.280.430.340.290.640.580.400.390.310.311.000.430.600.390.470.68
SYF0.59-0.090.060.200.300.370.370.290.370.390.350.360.400.420.370.470.370.450.431.000.390.560.570.69
ENB0.470.090.270.300.350.320.370.350.250.430.420.330.530.550.420.400.370.300.600.391.000.410.540.68
BLK0.750.030.170.320.330.360.350.310.490.360.390.510.360.370.440.460.450.570.390.560.411.000.690.72
VEA0.810.070.300.460.390.390.380.340.560.490.510.480.440.520.620.500.480.610.470.570.540.691.000.81
Portfolio0.820.060.320.400.460.490.500.470.580.590.550.540.620.650.610.620.580.630.680.690.680.720.811.00
The correlation results are calculated based on daily price changes starting from Jan 3, 2018