Dividend Stocks Porfolio
Lyn Alden suggested Dividend stocks of ~Spring 2024. Created 29 Jun 24. Change TFC ( negative return in 5 years) to SYF; USB (same) to BLK; WHR (same) to CSWC; BTI ( negative return in 10 years) to AVGO and KMI (same) to WMB. Also changed BNS to O. RGLD removed due to low dividends and other gold stocks increased by 1%. VZ changed to T. Changed GOLD to RIO -better dividends. BRO added instead of ...
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Stocks Porfolio, 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 Quarterly
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Dividend Stocks Porfolio | 26.95% | 1.28% | 14.64% | 37.33% | 16.10% | N/A |
| Portfolio components: | ||||||
CNQ Canadian Natural Resources Limited | 6.60% | -8.78% | -9.11% | 6.57% | 25.64% | 11.51% |
ENB Enbridge Inc. | 23.72% | 2.50% | 15.99% | 33.94% | 8.78% | 5.12% |
EPD Enterprise Products Partners L.P. | 24.21% | 5.07% | 9.38% | 24.82% | 11.25% | 5.04% |
MAIN Main Street Capital Corporation | 30.22% | 2.73% | 10.52% | 39.78% | 12.25% | 13.50% |
STAG STAG Industrial, Inc. | -3.14% | -1.26% | 3.39% | 7.24% | 7.87% | 9.89% |
UL The Unilever Group | 22.76% | -8.02% | 8.26% | 23.11% | 3.01% | 7.02% |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 13.72% | 2.29% | 16.59% | 35.82% | 1.72% | 9.95% |
NTR Nutrien Ltd. | -13.88% | -3.19% | -16.26% | -13.03% | 2.53% | N/A |
PM Philip Morris International Inc. | 37.13% | 3.45% | 26.53% | 44.69% | 13.78% | 9.19% |
TXN Texas Instruments Incorporated | 28.38% | 2.65% | 10.25% | 45.96% | 15.44% | 18.41% |
FNV Franco-Nevada Corporation | 4.71% | -7.17% | -7.69% | -4.00% | 3.96% | 9.43% |
SYF Synchrony Financial | 74.33% | 21.84% | 49.03% | 119.73% | 14.71% | 10.71% |
BLK BlackRock, Inc. | 30.07% | 4.50% | 28.64% | 52.42% | 18.79% | 14.45% |
CSWC Capital Southwest Corporation | 4.20% | -9.38% | -8.78% | 14.44% | 14.54% | 14.62% |
WMB The Williams Companies, Inc. | 68.74% | 11.21% | 43.34% | 68.65% | 27.52% | 6.63% |
AVGO Broadcom Inc. | 59.57% | -3.34% | 23.50% | 83.91% | 44.75% | 38.43% |
O Realty Income Corporation | 4.03% | -7.79% | 6.34% | 15.62% | -0.72% | 7.35% |
T AT&T Inc. | 40.16% | 4.19% | 31.39% | 50.47% | 0.60% | 4.08% |
RIO Rio Tinto Group | -11.92% | -9.60% | -10.46% | -3.28% | 11.40% | 10.48% |
BRO Brown & Brown, Inc. | 59.04% | 6.26% | 27.08% | 54.50% | 24.77% | 22.78% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.28% | 1.86% | 5.30% | -1.52% | 4.18% | 1.60% | 5.70% | 2.57% | 1.85% | 1.19% | 26.95% | ||
| 2023 | 7.77% | -4.51% | 0.16% | 1.22% | -2.64% | 6.18% | 3.14% | -1.85% | -2.84% | -4.17% | 8.21% | 6.18% | 16.78% |
| 2022 | 0.07% | 1.09% | 3.93% | -3.58% | 2.51% | -9.96% | 7.73% | -3.20% | -10.80% | 10.21% | 6.59% | -3.70% | -1.53% |
| 2021 | -0.21% | 5.81% | 5.68% | 5.88% | 3.48% | 0.54% | 0.10% | 1.38% | -2.17% | 5.80% | -3.07% | 5.72% | 32.30% |
| 2020 | -1.57% | -8.70% | -21.27% | 15.22% | 6.16% | 1.13% | 3.72% | 4.48% | -2.20% | -2.24% | 13.60% | 4.15% | 7.29% |
| 2019 | 11.42% | 3.83% | 2.41% | 3.26% | -4.39% | 5.50% | 0.21% | -1.51% | 2.68% | 1.04% | 2.44% | 2.95% | 33.26% |
| 2018 | -1.12% | -5.48% | -0.98% | 0.52% | 3.33% | 1.13% | 1.34% | -0.49% | -0.71% | -5.55% | 1.75% | -5.58% | -11.67% |
Expense Ratio
Dividend Stocks Porfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Dividend Stocks Porfolio is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
CNQ Canadian Natural Resources Limited | 0.23 | 0.50 | 1.06 | 0.30 | 0.59 |
ENB Enbridge Inc. | 2.30 | 3.29 | 1.40 | 1.49 | 10.33 |
EPD Enterprise Products Partners L.P. | 2.13 | 3.10 | 1.39 | 4.48 | 11.95 |
MAIN Main Street Capital Corporation | 2.93 | 3.73 | 1.57 | 4.23 | 16.15 |
STAG STAG Industrial, Inc. | 0.36 | 0.66 | 1.07 | 0.33 | 1.15 |
UL The Unilever Group | 1.61 | 2.52 | 1.32 | 1.53 | 8.59 |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 1.06 | 1.65 | 1.19 | 0.79 | 4.95 |
NTR Nutrien Ltd. | -0.49 | -0.57 | 0.94 | -0.23 | -1.01 |
PM Philip Morris International Inc. | 2.18 | 3.29 | 1.46 | 3.68 | 12.86 |
TXN Texas Instruments Incorporated | 1.55 | 2.21 | 1.27 | 2.17 | 9.95 |
FNV Franco-Nevada Corporation | -0.12 | 0.02 | 1.00 | -0.09 | -0.54 |
SYF Synchrony Financial | 3.48 | 4.60 | 1.57 | 3.04 | 25.53 |
BLK BlackRock, Inc. | 2.67 | 3.53 | 1.45 | 2.23 | 11.07 |
CSWC Capital Southwest Corporation | 0.76 | 1.03 | 1.15 | 0.97 | 2.80 |
WMB The Williams Companies, Inc. | 3.74 | 4.86 | 1.62 | 6.65 | 20.74 |
AVGO Broadcom Inc. | 1.82 | 2.46 | 1.32 | 3.29 | 10.02 |
O Realty Income Corporation | 0.79 | 1.20 | 1.15 | 0.54 | 2.01 |
T AT&T Inc. | 2.44 | 3.42 | 1.43 | 1.61 | 14.03 |
RIO Rio Tinto Group | -0.17 | -0.08 | 0.99 | -0.23 | -0.42 |
BRO Brown & Brown, Inc. | 2.95 | 3.89 | 1.54 | 6.58 | 18.62 |
Dividends
Dividend yield
Dividend Stocks Porfolio provided a 4.29% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.29% | 4.76% | 5.06% | 4.66% | 4.87% | 4.57% | 4.78% | 3.48% | 3.33% | 3.96% | 3.11% | 3.02% |
| Portfolio components: | ||||||||||||
CNQ Canadian Natural Resources Limited | 4.52% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.19% | 3.22% | 2.60% | 1.62% |
ENB Enbridge Inc. | 4.77% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.70% | 4.72% | 3.79% | 4.42% | 2.47% | 2.82% |
EPD Enterprise Products Partners L.P. | 6.84% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
MAIN Main Street Capital Corporation | 7.86% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
STAG STAG Industrial, Inc. | 4.02% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
UL The Unilever Group | 4.03% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% | 3.39% |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 4.47% | 4.97% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR Nutrien Ltd. | 4.58% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 4.23% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
TXN Texas Instruments Incorporated | 2.47% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
FNV Franco-Nevada Corporation | 1.24% | 1.23% | 0.94% | 0.84% | 0.82% | 0.72% | 1.35% | 1.14% | 1.46% | 1.81% | 1.59% | 1.77% |
SYF Synchrony Financial | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% | 0.00% |
BLK BlackRock, Inc. | 1.96% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
CSWC Capital Southwest Corporation | 11.05% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
WMB The Williams Companies, Inc. | 3.30% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% | 3.73% |
AVGO Broadcom Inc. | 1.19% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
O Realty Income Corporation | 5.47% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
T AT&T Inc. | 5.01% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
RIO Rio Tinto Group | 7.11% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
BRO Brown & Brown, Inc. | 0.48% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
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 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 42.88%, occurring on Mar 23, 2020. Recovery took 173 trading sessions.
The current Dividend Stocks Porfolio drawdown is 1.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.88% | Feb 21, 2020 | 22 | Mar 23, 2020 | 173 | Nov 23, 2020 | 195 |
| -20.13% | Apr 21, 2022 | 126 | Oct 14, 2022 | 190 | Jul 13, 2023 | 316 |
| -17.9% | Jan 24, 2018 | 236 | Dec 24, 2018 | 38 | Feb 19, 2019 | 274 |
| -10.38% | Jul 26, 2023 | 67 | Oct 27, 2023 | 33 | Dec 13, 2023 | 100 |
| -5.81% | Oct 26, 2021 | 27 | Dec 1, 2021 | 18 | Dec 27, 2021 | 45 |
Volatility
Volatility Chart
The current Dividend Stocks Porfolio volatility is 3.37%, 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
Asset Correlations Table
| FNV | UL | CSWC | PM | T | AVGO | O | BIP-UN.TO | NTR | BRO | RIO | EPD | CNQ | TXN | STAG | MAIN | WMB | SYF | ENB | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FNV | 1.00 | 0.22 | 0.08 | 0.15 | 0.13 | 0.15 | 0.17 | 0.23 | 0.18 | 0.13 | 0.30 | 0.15 | 0.19 | 0.16 | 0.19 | 0.12 | 0.18 | 0.07 | 0.26 | 0.17 |
| UL | 0.22 | 1.00 | 0.18 | 0.34 | 0.26 | 0.19 | 0.35 | 0.27 | 0.16 | 0.34 | 0.24 | 0.14 | 0.13 | 0.27 | 0.38 | 0.25 | 0.20 | 0.22 | 0.30 | 0.33 |
| CSWC | 0.08 | 0.18 | 1.00 | 0.20 | 0.24 | 0.27 | 0.26 | 0.27 | 0.27 | 0.26 | 0.23 | 0.29 | 0.28 | 0.24 | 0.31 | 0.53 | 0.30 | 0.37 | 0.32 | 0.36 |
| PM | 0.15 | 0.34 | 0.20 | 1.00 | 0.41 | 0.19 | 0.36 | 0.28 | 0.24 | 0.31 | 0.27 | 0.24 | 0.23 | 0.25 | 0.36 | 0.25 | 0.31 | 0.32 | 0.36 | 0.34 |
| T | 0.13 | 0.26 | 0.24 | 0.41 | 1.00 | 0.17 | 0.35 | 0.27 | 0.26 | 0.33 | 0.27 | 0.29 | 0.27 | 0.27 | 0.33 | 0.32 | 0.35 | 0.39 | 0.37 | 0.36 |
| AVGO | 0.15 | 0.19 | 0.27 | 0.19 | 0.17 | 1.00 | 0.20 | 0.27 | 0.27 | 0.35 | 0.34 | 0.28 | 0.28 | 0.69 | 0.34 | 0.34 | 0.27 | 0.36 | 0.26 | 0.50 |
| O | 0.17 | 0.35 | 0.26 | 0.36 | 0.35 | 0.20 | 1.00 | 0.32 | 0.21 | 0.38 | 0.19 | 0.23 | 0.15 | 0.27 | 0.66 | 0.37 | 0.27 | 0.30 | 0.36 | 0.33 |
| BIP-UN.TO | 0.23 | 0.27 | 0.27 | 0.28 | 0.27 | 0.27 | 0.32 | 1.00 | 0.35 | 0.29 | 0.34 | 0.30 | 0.31 | 0.33 | 0.35 | 0.35 | 0.32 | 0.35 | 0.42 | 0.39 |
| NTR | 0.18 | 0.16 | 0.27 | 0.24 | 0.26 | 0.27 | 0.21 | 0.35 | 1.00 | 0.26 | 0.46 | 0.40 | 0.52 | 0.33 | 0.26 | 0.33 | 0.45 | 0.40 | 0.45 | 0.37 |
| BRO | 0.13 | 0.34 | 0.26 | 0.31 | 0.33 | 0.35 | 0.38 | 0.29 | 0.26 | 1.00 | 0.25 | 0.27 | 0.23 | 0.41 | 0.45 | 0.41 | 0.29 | 0.38 | 0.33 | 0.52 |
| RIO | 0.30 | 0.24 | 0.23 | 0.27 | 0.27 | 0.34 | 0.19 | 0.34 | 0.46 | 0.25 | 1.00 | 0.38 | 0.47 | 0.40 | 0.25 | 0.30 | 0.41 | 0.38 | 0.43 | 0.44 |
| EPD | 0.15 | 0.14 | 0.29 | 0.24 | 0.29 | 0.28 | 0.23 | 0.30 | 0.40 | 0.27 | 0.38 | 1.00 | 0.54 | 0.31 | 0.27 | 0.37 | 0.64 | 0.40 | 0.53 | 0.36 |
| CNQ | 0.19 | 0.13 | 0.28 | 0.23 | 0.27 | 0.28 | 0.15 | 0.31 | 0.52 | 0.23 | 0.47 | 0.54 | 1.00 | 0.33 | 0.22 | 0.34 | 0.60 | 0.42 | 0.56 | 0.37 |
| TXN | 0.16 | 0.27 | 0.24 | 0.25 | 0.27 | 0.69 | 0.27 | 0.33 | 0.33 | 0.41 | 0.40 | 0.31 | 0.33 | 1.00 | 0.37 | 0.36 | 0.31 | 0.44 | 0.31 | 0.58 |
| STAG | 0.19 | 0.38 | 0.31 | 0.36 | 0.33 | 0.34 | 0.66 | 0.35 | 0.26 | 0.45 | 0.25 | 0.27 | 0.22 | 0.37 | 1.00 | 0.40 | 0.32 | 0.37 | 0.36 | 0.45 |
| MAIN | 0.12 | 0.25 | 0.53 | 0.25 | 0.32 | 0.34 | 0.37 | 0.35 | 0.33 | 0.41 | 0.30 | 0.37 | 0.34 | 0.36 | 0.40 | 1.00 | 0.37 | 0.47 | 0.40 | 0.46 |
| WMB | 0.18 | 0.20 | 0.30 | 0.31 | 0.35 | 0.27 | 0.27 | 0.32 | 0.45 | 0.29 | 0.41 | 0.64 | 0.60 | 0.31 | 0.32 | 0.37 | 1.00 | 0.43 | 0.61 | 0.39 |
| SYF | 0.07 | 0.22 | 0.37 | 0.32 | 0.39 | 0.36 | 0.30 | 0.35 | 0.40 | 0.38 | 0.38 | 0.40 | 0.42 | 0.44 | 0.37 | 0.47 | 0.43 | 1.00 | 0.40 | 0.57 |
| ENB | 0.26 | 0.30 | 0.32 | 0.36 | 0.37 | 0.26 | 0.36 | 0.42 | 0.45 | 0.33 | 0.43 | 0.53 | 0.56 | 0.31 | 0.36 | 0.40 | 0.61 | 0.40 | 1.00 | 0.41 |
| BLK | 0.17 | 0.33 | 0.36 | 0.34 | 0.36 | 0.50 | 0.33 | 0.39 | 0.37 | 0.52 | 0.44 | 0.36 | 0.37 | 0.58 | 0.45 | 0.46 | 0.39 | 0.57 | 0.41 | 1.00 |