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 ... on 6 April, lowered all to 5% except AVGO ENB MAIN SYF BLK and lowered STAG to 4.0% and added BIV to 6%.
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 every 3 months.
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -2.95% | -4.87% | 8.34% | 13.98% | 10.15% |
| Dividend Stocks Porfolio | 3.92% | -1.09% | 5.34% | 23.88% | 21.08% | N/A |
| Portfolio components: | ||||||
CNQ Canadian Natural Resources Limited | -3.67% | -5.20% | -15.31% | -20.95% | 39.42% | 10.84% |
ENB Enbridge Inc. | 10.48% | 4.13% | 16.25% | 37.59% | 16.73% | 4.62% |
EPD Enterprise Products Partners L.P. | 1.14% | -8.04% | 11.18% | 15.19% | 22.17% | 6.35% |
MAIN Main Street Capital Corporation | -5.42% | -5.31% | 8.78% | 19.24% | 24.75% | 14.10% |
STAG STAG Industrial, Inc. | -1.89% | -7.04% | -9.53% | -0.82% | 9.09% | 9.33% |
UL | 11.36% | 6.73% | 3.18% | 26.25% | 7.59% | N/A |
BIP-UN.TO Brookfield Infrastructure Partners L.P | -7.95% | -4.74% | -17.22% | 11.96% | 6.52% | 8.82% |
NTR Nutrien Ltd. | 22.11% | 7.36% | 15.52% | 7.57% | 12.57% | N/A |
PM Philip Morris International Inc. | 42.70% | 9.83% | 33.72% | 87.21% | 23.74% | 13.12% |
TXN Texas Instruments Incorporated | -12.50% | -9.90% | -20.19% | -5.67% | 9.91% | 14.49% |
FNV Franco-Nevada Corporation | 45.02% | 8.17% | 26.11% | 39.97% | 5.57% | 14.03% |
SYF Synchrony Financial | -20.60% | -5.06% | -6.00% | 17.35% | 26.65% | 7.55% |
BLK BlackRock, Inc. | -10.97% | -6.22% | -5.84% | 21.73% | 15.35% | 12.34% |
CSWC Capital Southwest Corporation | -4.43% | -10.66% | -16.30% | -12.90% | 20.94% | 11.02% |
WMB | 10.05% | -0.67% | 14.43% | 56.45% | 32.69% | N/A |
AVGO Broadcom Inc. | -16.80% | 11.81% | 11.80% | 44.83% | 51.05% | 35.87% |
O Realty Income Corporation | 8.57% | 1.77% | -4.56% | 12.00% | 8.46% | 7.21% |
T AT&T Inc. | 20.53% | -3.92% | 25.72% | 68.44% | 9.71% | 6.38% |
RIO Rio Tinto Group | 6.73% | -2.86% | -3.85% | -5.35% | 13.99% | 11.18% |
BIV Vanguard Intermediate-Term Bond ETF | 3.43% | 1.09% | 2.38% | 8.45% | -0.25% | 1.83% |
BRO Brown & Brown, Inc. | 12.33% | -6.88% | 10.37% | 41.29% | 26.59% | 22.87% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.59% | 1.49% | -0.30% | -0.85% | 3.92% | ||||||||
| 2024 | -0.26% | 1.71% | 5.11% | -1.42% | 4.09% | 1.47% | 5.34% | 2.56% | 1.88% | 1.06% | 4.18% | -1.87% | 26.24% |
| 2023 | 7.45% | -4.43% | 0.38% | 1.22% | -2.55% | 5.88% | 3.07% | -1.81% | -2.84% | -4.11% | 8.02% | 6.05% | 16.27% |
| 2022 | 0.14% | 1.31% | 3.74% | -3.68% | 2.50% | -9.57% | 7.54% | -3.14% | -10.51% | 9.38% | 6.51% | -3.60% | -1.64% |
| 2021 | -0.17% | 5.61% | 5.23% | 5.50% | 3.52% | 0.49% | 0.07% | 1.34% | -1.96% | 5.49% | -2.68% | 5.32% | 30.88% |
| 2020 | -1.40% | -7.94% | -19.69% | 14.46% | 6.04% | 1.00% | 3.44% | 4.45% | -2.00% | -2.31% | 13.29% | 3.98% | 8.90% |
| 2019 | 10.91% | 3.69% | 2.28% | 3.15% | -4.18% | 5.28% | 0.16% | -1.23% | 2.50% | 0.94% | 2.39% | 2.84% | 31.90% |
| 2018 | -1.19% | -5.11% | -1.02% | 0.37% | 3.09% | 1.18% | 1.28% | -0.57% | -0.66% | -5.26% | 1.73% | -5.04% | -11.03% |
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 94, Dividend Stocks Porfolio is among the top 6% 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.
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 | -0.58 | -0.64 | 0.92 | -0.50 | -1.27 |
ENB Enbridge Inc. | 2.37 | 3.07 | 1.42 | 2.40 | 12.31 |
EPD Enterprise Products Partners L.P. | 1.03 | 1.42 | 1.21 | 1.20 | 4.51 |
MAIN Main Street Capital Corporation | 0.79 | 1.18 | 1.17 | 0.80 | 3.14 |
STAG STAG Industrial, Inc. | -0.09 | 0.03 | 1.00 | -0.08 | -0.21 |
UL | 1.34 | 1.88 | 1.27 | 1.55 | 3.27 |
BIP-UN.TO Brookfield Infrastructure Partners L.P | 0.33 | 0.68 | 1.08 | 0.29 | 1.05 |
NTR Nutrien Ltd. | 0.28 | 0.60 | 1.07 | 0.13 | 0.48 |
PM Philip Morris International Inc. | 3.49 | 4.71 | 1.73 | 7.76 | 23.45 |
TXN Texas Instruments Incorporated | -0.12 | 0.09 | 1.01 | -0.13 | -0.37 |
FNV Franco-Nevada Corporation | 1.45 | 1.92 | 1.27 | 1.34 | 6.02 |
SYF Synchrony Financial | 0.44 | 0.95 | 1.13 | 0.51 | 1.60 |
BLK BlackRock, Inc. | 0.91 | 1.37 | 1.20 | 0.99 | 3.41 |
CSWC Capital Southwest Corporation | -0.57 | -0.63 | 0.91 | -0.50 | -1.30 |
WMB | 2.40 | 2.83 | 1.41 | 5.10 | 13.75 |
AVGO Broadcom Inc. | 0.90 | 1.65 | 1.22 | 1.38 | 3.94 |
O Realty Income Corporation | 0.60 | 0.94 | 1.12 | 0.44 | 1.20 |
T AT&T Inc. | 2.95 | 3.57 | 1.53 | 2.77 | 23.41 |
RIO Rio Tinto Group | -0.18 | -0.08 | 0.99 | -0.18 | -0.36 |
BIV Vanguard Intermediate-Term Bond ETF | 1.50 | 2.24 | 1.27 | 0.66 | 3.65 |
BRO Brown & Brown, Inc. | 1.94 | 2.48 | 1.36 | 3.45 | 9.43 |
Dividends
Dividend yield
Dividend Stocks Porfolio provided a 4.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.44% | 4.43% | 4.74% | 4.97% | 4.75% | 4.79% | 4.48% | 4.63% | 3.39% | 3.21% | 3.84% | 3.10% |
| Portfolio components: | ||||||||||||
CNQ Canadian Natural Resources Limited | 5.34% | 5.02% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.20% | 3.20% | 2.60% |
ENB Enbridge Inc. | 5.75% | 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. | 6.73% | 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 | 7.66% | 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. | 4.52% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
UL | 3.00% | 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 | 7.97% | 6.65% | 6.76% | 3.85% | 1.23% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR Nutrien Ltd. | 4.01% | 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 | 3.27% | 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 | 0.86% | 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 | 1.94% | 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. | 2.26% | 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 | 12.55% | 11.59% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.35% | 0.00% | 0.00% |
WMB | 3.26% | 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. | 1.16% | 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 | 5.56% | 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. | 4.14% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
RIO Rio Tinto Group | 6.64% | 7.40% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% |
BIV Vanguard Intermediate-Term Bond ETF | 3.80% | 3.79% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% |
BRO Brown & Brown, Inc. | 0.49% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
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 40.60%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.
The current Dividend Stocks Porfolio drawdown is 2.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.6% | Feb 21, 2020 | 22 | Mar 23, 2020 | 168 | Nov 16, 2020 | 190 |
| -19.48% | Apr 21, 2022 | 126 | Oct 14, 2022 | 190 | Jul 13, 2023 | 316 |
| -16.89% | Jan 24, 2018 | 236 | Dec 24, 2018 | 38 | Feb 19, 2019 | 274 |
| -11.88% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -10.02% | Jul 26, 2023 | 67 | Oct 27, 2023 | 33 | Dec 13, 2023 | 100 |
Volatility
Volatility Chart
The current Dividend Stocks Porfolio volatility is 11.05%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 21 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
| ^GSPC | BIV | FNV | UL | CSWC | PM | T | O | AVGO | NTR | BIP-UN.TO | BRO | RIO | EPD | CNQ | MAIN | TXN | STAG | WMB | SYF | ENB | BLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.22 | 0.36 | 0.40 | 0.37 | 0.38 | 0.39 | 0.69 | 0.42 | 0.46 | 0.59 | 0.48 | 0.43 | 0.44 | 0.54 | 0.73 | 0.53 | 0.46 | 0.59 | 0.48 | 0.75 | 0.82 |
| BIV | 0.04 | 1.00 | 0.25 | 0.15 | 0.03 | 0.07 | 0.05 | 0.23 | 0.00 | -0.07 | 0.10 | 0.04 | -0.04 | -0.02 | -0.08 | 0.03 | 0.02 | 0.20 | -0.01 | -0.09 | 0.08 | 0.03 | 0.06 |
| FNV | 0.22 | 0.25 | 1.00 | 0.22 | 0.08 | 0.15 | 0.13 | 0.17 | 0.15 | 0.18 | 0.23 | 0.13 | 0.30 | 0.16 | 0.21 | 0.12 | 0.16 | 0.19 | 0.20 | 0.07 | 0.27 | 0.18 | 0.32 |
| UL | 0.36 | 0.15 | 0.22 | 1.00 | 0.17 | 0.34 | 0.26 | 0.36 | 0.18 | 0.14 | 0.26 | 0.35 | 0.23 | 0.15 | 0.13 | 0.24 | 0.25 | 0.38 | 0.19 | 0.20 | 0.30 | 0.32 | 0.40 |
| CSWC | 0.40 | 0.03 | 0.08 | 0.17 | 1.00 | 0.20 | 0.24 | 0.26 | 0.27 | 0.26 | 0.27 | 0.26 | 0.23 | 0.31 | 0.28 | 0.54 | 0.25 | 0.32 | 0.30 | 0.37 | 0.33 | 0.36 | 0.49 |
| PM | 0.37 | 0.07 | 0.15 | 0.34 | 0.20 | 1.00 | 0.41 | 0.36 | 0.17 | 0.23 | 0.27 | 0.31 | 0.27 | 0.24 | 0.22 | 0.24 | 0.25 | 0.36 | 0.31 | 0.31 | 0.35 | 0.33 | 0.47 |
| T | 0.38 | 0.05 | 0.13 | 0.26 | 0.24 | 0.41 | 1.00 | 0.35 | 0.15 | 0.25 | 0.25 | 0.34 | 0.26 | 0.30 | 0.25 | 0.31 | 0.25 | 0.33 | 0.34 | 0.37 | 0.37 | 0.36 | 0.50 |
| O | 0.39 | 0.23 | 0.17 | 0.36 | 0.26 | 0.36 | 0.35 | 1.00 | 0.19 | 0.21 | 0.31 | 0.38 | 0.20 | 0.25 | 0.15 | 0.37 | 0.27 | 0.66 | 0.28 | 0.29 | 0.35 | 0.32 | 0.48 |
| AVGO | 0.69 | 0.00 | 0.15 | 0.18 | 0.27 | 0.17 | 0.15 | 0.19 | 1.00 | 0.26 | 0.27 | 0.33 | 0.33 | 0.26 | 0.28 | 0.33 | 0.67 | 0.33 | 0.28 | 0.37 | 0.25 | 0.49 | 0.58 |
| NTR | 0.42 | -0.07 | 0.18 | 0.14 | 0.26 | 0.23 | 0.25 | 0.21 | 0.26 | 1.00 | 0.35 | 0.25 | 0.45 | 0.39 | 0.52 | 0.32 | 0.33 | 0.25 | 0.43 | 0.39 | 0.43 | 0.36 | 0.59 |
| BIP-UN.TO | 0.46 | 0.10 | 0.23 | 0.26 | 0.27 | 0.27 | 0.25 | 0.31 | 0.27 | 0.35 | 1.00 | 0.28 | 0.34 | 0.30 | 0.33 | 0.35 | 0.33 | 0.35 | 0.34 | 0.35 | 0.42 | 0.39 | 0.55 |
| BRO | 0.59 | 0.04 | 0.13 | 0.35 | 0.26 | 0.31 | 0.34 | 0.38 | 0.33 | 0.25 | 0.28 | 1.00 | 0.25 | 0.28 | 0.22 | 0.40 | 0.40 | 0.46 | 0.30 | 0.37 | 0.33 | 0.51 | 0.54 |
| RIO | 0.48 | -0.04 | 0.30 | 0.23 | 0.23 | 0.27 | 0.26 | 0.20 | 0.33 | 0.45 | 0.34 | 0.25 | 1.00 | 0.38 | 0.47 | 0.30 | 0.41 | 0.26 | 0.40 | 0.37 | 0.43 | 0.44 | 0.61 |
| EPD | 0.43 | -0.02 | 0.16 | 0.15 | 0.31 | 0.24 | 0.30 | 0.25 | 0.26 | 0.39 | 0.30 | 0.28 | 0.38 | 1.00 | 0.53 | 0.38 | 0.31 | 0.29 | 0.64 | 0.40 | 0.53 | 0.36 | 0.62 |
| CNQ | 0.44 | -0.08 | 0.21 | 0.13 | 0.28 | 0.22 | 0.25 | 0.15 | 0.28 | 0.52 | 0.33 | 0.22 | 0.47 | 0.53 | 1.00 | 0.34 | 0.33 | 0.23 | 0.58 | 0.42 | 0.56 | 0.37 | 0.65 |
| MAIN | 0.54 | 0.03 | 0.12 | 0.24 | 0.54 | 0.24 | 0.31 | 0.37 | 0.33 | 0.32 | 0.35 | 0.40 | 0.30 | 0.38 | 0.34 | 1.00 | 0.37 | 0.41 | 0.39 | 0.47 | 0.40 | 0.46 | 0.62 |
| TXN | 0.73 | 0.02 | 0.16 | 0.25 | 0.25 | 0.25 | 0.25 | 0.27 | 0.67 | 0.33 | 0.33 | 0.40 | 0.41 | 0.31 | 0.33 | 0.37 | 1.00 | 0.37 | 0.31 | 0.45 | 0.30 | 0.57 | 0.63 |
| STAG | 0.53 | 0.20 | 0.19 | 0.38 | 0.32 | 0.36 | 0.33 | 0.66 | 0.33 | 0.25 | 0.35 | 0.46 | 0.26 | 0.29 | 0.23 | 0.41 | 0.37 | 1.00 | 0.32 | 0.36 | 0.37 | 0.45 | 0.58 |
| WMB | 0.46 | -0.01 | 0.20 | 0.19 | 0.30 | 0.31 | 0.34 | 0.28 | 0.28 | 0.43 | 0.34 | 0.30 | 0.40 | 0.64 | 0.58 | 0.39 | 0.31 | 0.32 | 1.00 | 0.43 | 0.60 | 0.40 | 0.68 |
| SYF | 0.59 | -0.09 | 0.07 | 0.20 | 0.37 | 0.31 | 0.37 | 0.29 | 0.37 | 0.39 | 0.35 | 0.37 | 0.37 | 0.40 | 0.42 | 0.47 | 0.45 | 0.36 | 0.43 | 1.00 | 0.39 | 0.56 | 0.69 |
| ENB | 0.48 | 0.08 | 0.27 | 0.30 | 0.33 | 0.35 | 0.37 | 0.35 | 0.25 | 0.43 | 0.42 | 0.33 | 0.43 | 0.53 | 0.56 | 0.40 | 0.30 | 0.37 | 0.60 | 0.39 | 1.00 | 0.41 | 0.68 |
| BLK | 0.75 | 0.03 | 0.18 | 0.32 | 0.36 | 0.33 | 0.36 | 0.32 | 0.49 | 0.36 | 0.39 | 0.51 | 0.44 | 0.36 | 0.37 | 0.46 | 0.57 | 0.45 | 0.40 | 0.56 | 0.41 | 1.00 | 0.72 |
| Portfolio | 0.82 | 0.06 | 0.32 | 0.40 | 0.49 | 0.47 | 0.50 | 0.48 | 0.58 | 0.59 | 0.55 | 0.54 | 0.61 | 0.62 | 0.65 | 0.62 | 0.63 | 0.58 | 0.68 | 0.69 | 0.68 | 0.72 | 1.00 |