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

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Good Dividend Stocks, 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.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
8,514.12%
876.52%
Good Dividend Stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 3, 1995, corresponding to the inception date of EG

Returns By Period

As of May 3, 2025, the Good Dividend Stocks returned 3.34% Year-To-Date and 15.15% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.31%5.38%-0.74%10.90%14.93%10.61%
Good Dividend Stocks3.34%-2.12%-0.19%12.58%17.59%15.16%
SO
The Southern Company
11.54%-1.63%4.56%24.20%15.16%12.30%
KO
The Coca-Cola Company
15.93%-2.09%11.87%18.70%13.15%9.27%
LOW
Lowe's Companies, Inc.
-7.06%2.64%-12.43%-0.28%18.33%14.48%
HD
The Home Depot, Inc.
-5.70%2.42%-6.07%8.96%13.17%15.63%
UNH
UnitedHealth Group Incorporated
-20.60%-26.00%-28.96%-17.49%8.43%15.22%
LMT
Lockheed Martin Corporation
-1.99%3.96%-12.12%5.04%7.34%12.75%
BRO
Brown & Brown, Inc.
8.53%-11.14%6.44%32.97%26.43%22.61%
GD
General Dynamics Corporation
4.75%1.83%-5.80%-3.27%19.80%9.56%
WMT
Walmart Inc.
9.60%13.17%20.75%66.95%20.92%16.58%
AMGN
Amgen Inc.
8.77%-9.24%-10.48%-6.91%7.29%8.99%
MCD
McDonald's Corporation
8.23%-1.98%6.92%18.22%14.04%15.37%
CB
Chubb Limited
4.31%-5.01%4.24%17.12%25.88%12.60%
EG
Everest Group Ltd
-3.34%-3.70%0.34%-3.74%19.13%9.33%
WM
Waste Management, Inc.
16.36%-1.22%10.10%14.17%20.67%19.44%
ROST
Ross Stores, Inc.
-6.83%7.07%0.87%8.52%10.80%11.87%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.63%2.04%0.50%-1.32%-0.49%3.34%
20242.46%2.53%3.24%-3.90%4.80%0.17%6.16%4.19%2.24%-2.89%3.59%-7.12%15.61%
2023-0.43%-2.83%1.26%3.04%-4.62%5.18%2.69%0.06%-2.86%2.32%5.01%1.84%10.61%
2022-2.63%-0.26%3.60%-0.87%-1.69%-4.42%4.99%-0.10%-5.27%11.14%5.47%-2.62%6.29%
2021-4.35%1.71%8.97%6.11%-0.41%-1.33%2.56%1.89%-3.98%6.90%-1.52%8.23%26.39%
20201.99%-7.78%-12.83%7.80%7.28%-1.17%5.16%3.87%-1.17%-2.95%8.72%2.41%9.31%
20194.80%2.37%1.34%4.10%-1.95%6.02%2.35%3.57%0.40%0.56%2.78%1.91%31.86%
20185.10%-5.10%-1.24%0.24%0.29%0.83%4.91%1.81%2.25%-4.54%3.50%-6.35%0.90%
20170.78%4.97%-0.06%2.97%1.68%-0.18%1.49%1.03%2.44%3.00%4.05%1.10%25.76%
2016-0.90%0.47%6.21%0.08%1.22%2.69%2.26%-1.09%-0.39%-1.65%5.68%1.11%16.47%
2015-1.46%5.29%-0.38%-3.44%0.92%-1.50%5.83%-4.69%-0.08%5.50%1.68%0.98%8.32%
2014-3.42%3.91%1.32%0.01%1.42%0.73%-1.01%7.03%0.73%5.20%5.00%0.78%23.41%

Expense Ratio

Good Dividend Stocks 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Good Dividend Stocks is 75, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Good Dividend Stocks is 7575
Overall Rank
The Sharpe Ratio Rank of Good Dividend Stocks is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of Good Dividend Stocks is 7676
Sortino Ratio Rank
The Omega Ratio Rank of Good Dividend Stocks is 7171
Omega Ratio Rank
The Calmar Ratio Rank of Good Dividend Stocks is 8888
Calmar Ratio Rank
The Martin Ratio Rank of Good Dividend Stocks is 6363
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.


The chart of Sharpe ratio for Portfolio, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 1.08
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.57
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.20, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.20
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 1.67, compared to the broader market0.002.004.006.00
Portfolio: 1.67
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 3.76, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 3.76
^GSPC: 2.70

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SO
The Southern Company
1.542.161.272.125.14
KO
The Coca-Cola Company
1.181.741.221.262.78
LOW
Lowe's Companies, Inc.
0.060.261.030.060.15
HD
The Home Depot, Inc.
0.510.871.100.541.47
UNH
UnitedHealth Group Incorporated
-0.43-0.320.94-0.45-1.26
LMT
Lockheed Martin Corporation
0.190.401.060.140.28
BRO
Brown & Brown, Inc.
1.702.161.322.758.31
GD
General Dynamics Corporation
-0.13-0.031.00-0.13-0.28
WMT
Walmart Inc.
2.753.621.513.1110.51
AMGN
Amgen Inc.
0.210.491.070.250.56
MCD
McDonald's Corporation
0.841.281.170.993.21
CB
Chubb Limited
0.811.201.161.192.92
EG
Everest Group Ltd
-0.110.031.00-0.15-0.32
WM
Waste Management, Inc.
0.701.041.161.182.67
ROST
Ross Stores, Inc.
0.390.791.090.461.19

The current Good Dividend Stocks Sharpe ratio is 1.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.09, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Good Dividend Stocks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.08
0.67
Good Dividend Stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Good Dividend Stocks provided a 2.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.00%2.01%2.04%1.99%1.94%2.12%2.06%2.41%2.11%2.31%2.36%2.20%
SO
The Southern Company
3.16%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%
KO
The Coca-Cola Company
2.74%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
LOW
Lowe's Companies, Inc.
2.02%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
HD
The Home Depot, Inc.
2.48%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
UNH
UnitedHealth Group Incorporated
2.10%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
LMT
Lockheed Martin Corporation
2.73%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
BRO
Brown & Brown, Inc.
0.39%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
GD
General Dynamics Corporation
2.11%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
WMT
Walmart Inc.
0.87%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
AMGN
Amgen Inc.
3.25%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
MCD
McDonald's Corporation
2.21%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
CB
Chubb Limited
1.27%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
EG
Everest Group Ltd
2.30%2.14%1.92%1.96%2.26%2.65%2.08%2.43%2.28%2.17%2.18%1.88%
WM
Waste Management, Inc.
1.31%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
ROST
Ross Stores, Inc.
1.07%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.00%
-7.45%
Good Dividend Stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Good Dividend Stocks. 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 Good Dividend Stocks was 34.80%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current Good Dividend Stocks drawdown is 5.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.8%Feb 18, 202025Mar 23, 2020162Nov 10, 2020187
-33.64%Oct 15, 2007352Mar 9, 2009250Mar 5, 2010602
-25.44%Apr 22, 2002224Mar 11, 2003111Aug 18, 2003335
-22.35%May 14, 1999211Mar 14, 200041May 11, 2000252
-20.66%Jul 20, 199858Oct 8, 199856Dec 29, 1998114

Volatility

Volatility Chart

The current Good Dividend Stocks volatility is 8.01%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.01%
14.17%
Good Dividend Stocks
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.0012.0014.00
Effective Assets: 15.00

The portfolio contains 15 assets, with an effective number of assets of 15.00, 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.

^GSPCSOUNHAMGNLMTEGBROMCDROSTWMKOWMTGDCBLOWHDPortfolio
^GSPC1.000.340.420.490.400.440.470.460.480.460.470.490.520.500.570.610.79
SO0.341.000.220.220.240.240.230.270.180.280.380.270.270.290.210.230.44
UNH0.420.221.000.290.260.260.260.250.250.280.270.240.290.300.270.290.52
AMGN0.490.220.291.000.250.240.260.260.250.260.280.280.280.280.290.320.53
LMT0.400.240.260.251.000.270.270.270.220.330.300.250.530.300.250.270.52
EG0.440.240.260.240.271.000.370.260.280.290.260.250.320.530.280.290.55
BRO0.470.230.260.260.270.371.000.270.300.330.280.270.310.390.310.340.55
MCD0.460.270.250.260.270.260.271.000.300.310.370.330.300.310.330.360.55
ROST0.480.180.250.250.220.280.300.301.000.280.260.360.280.310.430.440.59
WM0.460.280.280.260.330.290.330.310.281.000.320.310.330.340.310.340.55
KO0.470.380.270.280.300.260.280.370.260.321.000.340.320.340.290.320.54
WMT0.490.270.240.280.250.250.270.330.360.310.341.000.280.300.420.470.59
GD0.520.270.290.280.530.320.310.300.280.330.320.281.000.360.320.340.58
CB0.500.290.300.280.300.530.390.310.310.340.340.300.361.000.330.350.62
LOW0.570.210.270.290.250.280.310.330.430.310.290.420.320.331.000.710.65
HD0.610.230.290.320.270.290.340.360.440.340.320.470.340.350.711.000.68
Portfolio0.790.440.520.530.520.550.550.550.590.550.540.590.580.620.650.681.00
The correlation results are calculated based on daily price changes starting from Oct 4, 1995