Dividend-Paying Stocks Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
APD Air Products and Chemicals, Inc.	Basic Materials	10%
BMY Bristol-Myers Squibb Company	Healthcare	10%
CL Colgate-Palmolive Company	Consumer Defensive	10%
IBM International Business Machines Corporation	Technology	10%
JNJ Johnson & Johnson	Healthcare	10%
KO The Coca-Cola Company	Consumer Defensive	10%
NEE NextEra Energy, Inc.	Utilities	10%
O Realty Income Corporation	Real Estate	10%
PEP PepsiCo, Inc.	Consumer Defensive	10%
PG The Procter & Gamble Company	Consumer Defensive	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

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

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The earliest data available for this chart is Jan 10, 2003, corresponding to the inception date of NEE

Returns By Period

As of Apr 4, 2026, the Dividend-Paying Stocks Portfolio returned 9.56% Year-To-Date and 9.35% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Dividend-Paying Stocks Portfolio	0.28%	-1.22%	9.56%	12.22%	17.88%	9.35%	8.40%	9.35%
Portfolio components:
PG The Procter & Gamble Company	-0.67%	-7.06%	0.58%	-4.68%	-10.20%	1.10%	3.87%	8.50%
KO The Coca-Cola Company	0.84%	0.28%	10.50%	16.71%	12.89%	10.37%	11.14%	8.39%
CL Colgate-Palmolive Company	-0.32%	-8.13%	8.40%	10.56%	-4.82%	6.65%	4.06%	4.23%
APD Air Products and Chemicals, Inc.	1.42%	6.89%	20.45%	9.61%	14.41%	3.14%	3.14%	10.14%
IBM International Business Machines Corporation	2.06%	-3.27%	-15.74%	-12.98%	11.80%	27.71%	18.92%	10.02%
JNJ Johnson & Johnson	-0.44%	1.42%	18.06%	30.35%	63.02%	19.22%	11.44%	11.41%
PEP PepsiCo, Inc.	1.53%	-1.42%	10.38%	12.66%	11.38%	-1.63%	5.35%	7.43%
BMY Bristol-Myers Squibb Company	-2.45%	-0.87%	12.95%	34.05%	13.16%	-0.31%	2.97%	2.48%
NEE NextEra Energy, Inc.	0.32%	2.22%	16.82%	17.94%	43.35%	9.87%	6.95%	15.01%
O Realty Income Corporation	0.53%	-3.57%	11.80%	5.82%	19.18%	5.34%	4.90%	5.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 13, 2003, Dividend-Paying Stocks Portfolio's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2021 with a return of +10.7%, while the worst month was Oct 2008 at -12.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Dividend-Paying Stocks Portfolio closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -10.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.19%	6.13%	-5.13%	0.57%									9.56%
2025	4.24%	3.02%	-0.19%	-5.15%	1.33%	0.37%	-2.06%	3.90%	0.04%	1.15%	4.30%	-1.90%	8.94%
2024	0.96%	-0.43%	4.57%	-3.26%	3.31%	-0.94%	6.61%	6.02%	2.28%	-3.09%	3.00%	-6.59%	12.16%
2023	-2.87%	-4.11%	3.28%	2.14%	-5.00%	3.82%	1.75%	-3.21%	-6.00%	-0.81%	3.91%	1.96%	-5.73%
2022	-2.21%	-3.74%	3.99%	-0.08%	0.59%	0.38%	1.09%	-2.70%	-6.39%	7.78%	7.59%	-1.58%	3.78%
2021	-4.05%	-2.33%	7.14%	2.50%	1.94%	-0.75%	3.17%	0.12%	-5.41%	4.47%	-2.34%	10.67%	14.88%

Benchmark Metrics

Dividend-Paying Stocks Portfolio has an annualized alpha of 4.58%, beta of 0.66, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 13, 2003.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.96%) than losses (60.92%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 4.58%

Beta: 0.66

R²: 0.68

Upside Capture: 74.96%

Downside Capture: 60.92%

Expense Ratio

Dividend-Paying Stocks Portfolio 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.

Return for Risk

Risk / Return Rank

Dividend-Paying Stocks Portfolio ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.88	+0.03
Sortino ratio Return per unit of downside risk	1.32	1.37	-0.05
Omega ratio Gain probability vs. loss probability	1.17	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	1.48	1.39	+0.09
Martin ratio Return relative to average drawdown	4.12	6.43	-2.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
CL Colgate-Palmolive Company	25	-0.32	-0.32	0.96	-0.34	-0.60
APD Air Products and Chemicals, Inc.	40	0.08	0.32	1.04	0.12	0.29
IBM International Business Machines Corporation	38	0.05	0.29	1.04	0.06	0.15
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23
BMY Bristol-Myers Squibb Company	43	0.22	0.51	1.06	0.24	0.39
NEE NextEra Energy, Inc.	79	1.41	1.88	1.26	3.17	7.01
O Realty Income Corporation	65	0.90	1.29	1.16	1.35	4.03

Sharpe Ratio

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-Paying Stocks Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.91
5-Year: 0.65
10-Year: 0.62
All Time: 0.71

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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

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Dividends

Dividend yield

Dividend-Paying Stocks Portfolio provided a 3.09% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.09%	3.36%	3.19%	3.34%	2.90%	2.65%	2.97%	2.82%	3.32%	2.90%	2.92%	2.99%
Portfolio components:
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
CL Colgate-Palmolive Company	2.44%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
APD Air Products and Chemicals, Inc.	2.45%	2.89%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	2.39%	2.49%
IBM International Business Machines Corporation	2.71%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
BMY Bristol-Myers Squibb Company	4.19%	4.60%	4.24%	4.44%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%
NEE NextEra Energy, Inc.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%

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-Paying Stocks Portfolio. 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-Paying Stocks Portfolio was 34.67%, occurring on Mar 9, 2009. Recovery took 187 trading sessions.

The current Dividend-Paying Stocks Portfolio drawdown is 4.59%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.67%	Dec 11, 2007	312	Mar 9, 2009	187	Dec 2, 2009	499
-31.37%	Feb 18, 2020	25	Mar 23, 2020	141	Oct 12, 2020	166
-15.58%	Dec 14, 2022	203	Oct 5, 2023	201	Jul 25, 2024	404
-13.64%	Aug 17, 2022	38	Oct 10, 2022	30	Nov 21, 2022	68
-11.86%	Jan 26, 2018	71	May 8, 2018	94	Sep 20, 2018	165

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	BMY	O	NEE	IBM	APD	JNJ	CL	PEP	KO	PG	Portfolio
Benchmark	1.00	0.45	0.47	0.43	0.63	0.65	0.48	0.43	0.47	0.48	0.47	0.72
BMY	0.45	1.00	0.29	0.28	0.33	0.34	0.47	0.34	0.35	0.34	0.35	0.60
O	0.47	0.29	1.00	0.41	0.31	0.37	0.32	0.35	0.38	0.39	0.36	0.62
NEE	0.43	0.28	0.41	1.00	0.28	0.35	0.36	0.38	0.41	0.40	0.40	0.61
IBM	0.63	0.33	0.31	0.28	1.00	0.45	0.38	0.35	0.34	0.39	0.37	0.60
APD	0.65	0.34	0.37	0.35	0.45	1.00	0.38	0.37	0.38	0.41	0.40	0.65
JNJ	0.48	0.47	0.32	0.36	0.38	0.38	1.00	0.44	0.47	0.45	0.49	0.65
CL	0.43	0.34	0.35	0.38	0.35	0.37	0.44	1.00	0.55	0.54	0.67	0.70
PEP	0.47	0.35	0.38	0.41	0.34	0.38	0.47	0.55	1.00	0.63	0.57	0.70
KO	0.48	0.34	0.39	0.40	0.39	0.41	0.45	0.54	0.63	1.00	0.55	0.71
PG	0.47	0.35	0.36	0.40	0.37	0.40	0.49	0.67	0.57	0.55	1.00	0.72
Portfolio	0.72	0.60	0.62	0.61	0.60	0.65	0.65	0.70	0.70	0.71	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jan 13, 2003

Dividend-Paying Stocks Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table