Good Dividend Stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Good Dividend Stocks

Currency in USD · Last updated May 28, 2025

All of them dividend stocks >1% except BRO

Asset Allocation

Position	Category/Sector	Target Weight
AMGN Amgen Inc.	Healthcare	6.65%
BRO Brown & Brown, Inc.	Financial Services	6.90%
CB Chubb Limited	Financial Services	6.65%
EG Everest Group Ltd	Financial Services	6.65%
GD General Dynamics Corporation		6.65%
HD The Home Depot, Inc.	Consumer Cyclical	6.65%
KO The Coca-Cola Company	Consumer Defensive	6.65%
LMT Lockheed Martin Corporation	Industrials	6.65%
LOW Lowe's Companies, Inc.	Consumer Cyclical	6.65%
MCD McDonald's Corporation	Consumer Cyclical	6.65%
ROST Ross Stores, Inc.	Consumer Cyclical	6.65%
SO The Southern Company	Utilities	6.65%
UNH UnitedHealth Group Incorporated	Healthcare	6.65%
WM Waste Management, Inc.	Industrials	6.65%
WMT Walmart Inc.	Consumer Defensive	6.65%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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

Returns By Period

As of May 28, 2025, the Good Dividend Stocks returned 2.46% Year-To-Date and 14.96% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
Good Dividend Stocks	1.55%	-1.60%	-5.55%	9.43%	15.00%	14.86%
Portfolio components:
SO The Southern Company	8.99%	-1.97%	-0.03%	17.63%	13.44%	11.97%
KO The Coca-Cola Company	15.12%	-0.89%	12.09%	18.53%	12.19%	9.08%
LOW Lowe's Companies, Inc.	-8.15%	1.52%	-17.02%	6.22%	13.49%	14.43%
HD The Home Depot, Inc.	-4.78%	3.12%	-13.29%	14.76%	10.81%	15.37%
UNH UnitedHealth Group Incorporated	-40.82%	-29.02%	-50.60%	-39.87%	1.03%	11.20%
LMT Lockheed Martin Corporation	-2.57%	-1.32%	-9.38%	5.20%	6.60%	12.47%
BRO Brown & Brown, Inc.	8.98%	-3.36%	-1.79%	27.29%	23.33%	22.35%
GD General Dynamics Corporation	4.98%	0.63%	-2.02%	-6.05%	15.95%	9.36%
WMT Walmart Inc.	8.18%	2.37%	6.62%	51.04%	20.35%	16.90%
AMGN Amgen Inc.	8.63%	-0.79%	1.09%	-4.27%	7.21%	9.08%
MCD McDonald's Corporation	8.54%	-1.25%	7.27%	26.40%	13.36%	15.31%
CB Chubb Limited	4.93%	2.42%	0.18%	11.49%	20.87%	12.68%
EG Everest Group Ltd	-6.35%	-4.92%	-12.74%	-11.25%	13.55%	8.85%
WM Waste Management, Inc.	17.96%	3.52%	4.54%	16.53%	19.25%	19.26%
ROST Ross Stores, Inc.	-7.35%	0.24%	-9.30%	2.58%	8.61%	12.29%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.63%	2.04%	0.50%	-1.32%	-2.21%								1.55%
2024	2.46%	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%
2020	1.99%	-7.78%	-12.83%	7.80%	7.28%	-1.17%	5.16%	3.87%	-1.17%	-2.95%	8.72%	2.41%	9.31%
2019	4.80%	2.37%	1.34%	4.10%	-1.95%	6.02%	2.35%	3.57%	0.40%	0.56%	2.78%	1.91%	31.86%
2018	5.10%	-5.10%	-1.24%	0.24%	0.29%	0.83%	4.91%	1.81%	2.25%	-4.54%	3.50%	-6.35%	0.90%
2017	0.78%	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%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SO The Southern Company	0.93	1.42	1.17	1.37	3.26
KO The Coca-Cola Company	1.10	1.60	1.20	1.16	2.55
LOW Lowe's Companies, Inc.	0.25	0.46	1.06	0.21	0.47
HD The Home Depot, Inc.	0.64	1.09	1.13	0.71	1.77
UNH UnitedHealth Group Incorporated	-0.90	-1.12	0.80	-0.74	-2.36
LMT Lockheed Martin Corporation	0.22	0.34	1.05	0.11	0.20
BRO Brown & Brown, Inc.	1.29	1.60	1.23	1.90	4.85
GD General Dynamics Corporation	-0.27	-0.21	0.97	-0.26	-0.53
WMT Walmart Inc.	2.14	2.89	1.40	2.35	7.64
AMGN Amgen Inc.	-0.17	-0.16	0.98	-0.27	-0.56
MCD McDonald's Corporation	1.33	1.75	1.23	1.41	5.23
CB Chubb Limited	0.57	0.88	1.11	0.79	1.95
EG Everest Group Ltd	-0.43	-0.40	0.95	-0.58	-1.12
WM Waste Management, Inc.	0.82	1.07	1.16	1.24	2.81
ROST Ross Stores, Inc.	0.10	0.58	1.07	0.34	0.86

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.

Good Dividend Stocks Sharpe ratios as of May 28, 2025 (values are recalculated daily):

1-Year: 0.68
5-Year: 1.07
10-Year: 0.93
All Time: 0.97

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 0.55 to 1.08, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Good Dividend Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Good Dividend Stocks provided a 2.12% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.12%	2.01%	2.04%	1.99%	1.94%	2.12%	2.06%	2.41%	2.11%	2.31%	2.35%	2.20%
Portfolio components:
SO The Southern Company	3.29%	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	2.76%	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.	2.05%	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.	2.46%	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	2.82%	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	2.74%	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.	0.52%	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	2.10%	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.	0.91%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.87%	3.17%	2.22%
AMGN Amgen Inc.	3.33%	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	2.20%	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	1.26%	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	2.98%	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.	1.30%	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.	1.08%	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.

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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 5.81%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.8%	Feb 18, 2020	25	Mar 23, 2020	162	Nov 10, 2020	187
-33.64%	Oct 15, 2007	352	Mar 9, 2009	250	Mar 5, 2010	602
-25.44%	Apr 22, 2002	224	Mar 11, 2003	111	Aug 18, 2003	335
-22.39%	May 14, 1999	211	Mar 14, 2000	41	May 11, 2000	252
-20.66%	Jul 20, 1998	58	Oct 8, 1998	56	Dec 29, 1998	114

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 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.

	^GSPC	SO	UNH	AMGN	LMT	EG	BRO	ROST	MCD	WM	KO	WMT	GD	CB	LOW	HD	Portfolio
^GSPC	1.00	0.34	0.41	0.49	0.40	0.44	0.47	0.48	0.46	0.46	0.47	0.49	0.52	0.50	0.57	0.61	0.79
SO	0.34	1.00	0.22	0.22	0.24	0.24	0.23	0.18	0.27	0.28	0.38	0.27	0.27	0.29	0.21	0.23	0.45
UNH	0.41	0.22	1.00	0.29	0.26	0.26	0.26	0.25	0.25	0.28	0.27	0.24	0.29	0.30	0.27	0.29	0.52
AMGN	0.49	0.22	0.29	1.00	0.25	0.24	0.26	0.25	0.26	0.26	0.28	0.28	0.28	0.28	0.29	0.32	0.53
LMT	0.40	0.24	0.26	0.25	1.00	0.27	0.27	0.22	0.28	0.33	0.30	0.25	0.53	0.30	0.25	0.27	0.52
EG	0.44	0.24	0.26	0.24	0.27	1.00	0.37	0.28	0.26	0.29	0.26	0.25	0.32	0.53	0.28	0.29	0.55
BRO	0.47	0.23	0.26	0.26	0.27	0.37	1.00	0.30	0.28	0.33	0.28	0.27	0.31	0.39	0.32	0.34	0.55
ROST	0.48	0.18	0.25	0.25	0.22	0.28	0.30	1.00	0.30	0.28	0.26	0.36	0.29	0.31	0.43	0.44	0.59
MCD	0.46	0.27	0.25	0.26	0.28	0.26	0.28	0.30	1.00	0.31	0.37	0.33	0.30	0.31	0.33	0.36	0.55
WM	0.46	0.28	0.28	0.26	0.33	0.29	0.33	0.28	0.31	1.00	0.32	0.31	0.33	0.34	0.31	0.34	0.55
KO	0.47	0.38	0.27	0.28	0.30	0.26	0.28	0.26	0.37	0.32	1.00	0.34	0.32	0.34	0.29	0.32	0.54
WMT	0.49	0.27	0.24	0.28	0.25	0.25	0.27	0.36	0.33	0.31	0.34	1.00	0.28	0.30	0.42	0.47	0.59
GD	0.52	0.27	0.29	0.28	0.53	0.32	0.31	0.29	0.30	0.33	0.32	0.28	1.00	0.36	0.32	0.34	0.58
CB	0.50	0.29	0.30	0.28	0.30	0.53	0.39	0.31	0.31	0.34	0.34	0.30	0.36	1.00	0.33	0.35	0.62
LOW	0.57	0.21	0.27	0.29	0.25	0.28	0.32	0.43	0.33	0.31	0.29	0.42	0.32	0.33	1.00	0.71	0.65
HD	0.61	0.23	0.29	0.32	0.27	0.29	0.34	0.44	0.36	0.34	0.32	0.47	0.34	0.35	0.71	1.00	0.68
Portfolio	0.79	0.45	0.52	0.53	0.52	0.55	0.55	0.59	0.55	0.55	0.54	0.59	0.58	0.62	0.65	0.68	1.00

The correlation results are calculated based on daily price changes starting from Oct 4, 1995

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Good Dividend Stocks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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