Stocks 16-30

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Stocks 16-30

Last updated Apr 21, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DOW Dow Inc.	Basic Materials	6.67%
ECL Ecolab Inc.	Basic Materials	6.67%
EPD Enterprise Products Partners L.P.	Energy	6.67%
FAF First American Financial Corporation	Financial Services	6.67%
FNF Fidelity National Financial, Inc.	Financial Services	6.67%
GD General Dynamics Corporation		6.67%
GILD Gilead Sciences, Inc.	Healthcare	6.67%
GOOG Alphabet Inc.	Communication Services	6.67%
HD The Home Depot, Inc.	Consumer Cyclical	6.67%
HII Huntington Ingalls Industries, Inc.	Industrials	6.67%
HPQ HP Inc.	Technology	6.67%
ITW Illinois Tool Works Inc.	Industrials	6.67%
JNJ Johnson & Johnson	Healthcare	6.67%
JPM JPMorgan Chase & Co.	Financial Services	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stocks 16-30, 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.

Stocks 16-30

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-10.18%	-6.79%	-9.92%	6.35%	14.12%	9.63%
Stocks 16-30	-2.53%	-4.19%	-7.45%	7.01%	14.47%	N/A
Portfolio components:
DOW Dow Inc.	-28.55%	-22.17%	-45.15%	-47.27%	3.50%	N/A
ECL Ecolab Inc.	2.15%	-4.89%	-8.22%	10.51%	8.20%	8.75%
EPD Enterprise Products Partners L.P.	0.50%	-8.36%	9.98%	15.33%	24.22%	6.41%
FAF First American Financial Corporation	-4.40%	-8.66%	-10.05%	8.27%	11.93%	8.25%
FNF Fidelity National Financial, Inc.	10.96%	-2.71%	1.05%	31.11%	26.81%	11.74%
GD General Dynamics Corporation	5.92%	5.39%	-9.53%	-2.35%	18.79%	10.08%
GILD Gilead Sciences, Inc.	13.97%	-2.37%	22.42%	62.47%	10.30%	3.44%
GOOG Alphabet Inc.	-19.38%	-7.75%	-6.87%	-1.05%	20.52%	18.97%
HD The Home Depot, Inc.	-8.14%	1.11%	-13.45%	8.51%	14.89%	14.75%
HII Huntington Ingalls Industries, Inc.	17.05%	8.94%	-14.85%	-17.22%	5.99%	6.66%
HPQ HP Inc.	-26.22%	-16.91%	-34.89%	-11.32%	14.32%	8.15%
ITW Illinois Tool Works Inc.	-8.40%	-7.59%	-10.50%	-5.63%	11.33%	11.94%
JNJ Johnson & Johnson	9.76%	-3.76%	-3.10%	9.88%	3.91%	7.56%
JPM JPMorgan Chase & Co.	-2.13%	-3.41%	4.09%	27.74%	24.63%	17.19%
KO The Coca-Cola Company	18.12%	6.31%	5.19%	24.95%	13.46%	9.40%

*Annualized

Monthly Returns

The table below presents the monthly returns of Stocks 16-30, 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	4.41%	0.82%	-2.51%	-5.02%									-2.53%
2024	-0.31%	2.69%	4.17%	-4.47%	3.77%	0.10%	4.67%	2.72%	1.46%	-2.69%	4.15%	-5.05%	11.09%
2023	4.85%	-3.59%	0.54%	1.60%	-3.38%	6.50%	5.28%	-1.94%	-4.77%	-1.66%	8.05%	6.41%	18.11%
2022	-3.75%	-3.78%	1.49%	-3.99%	2.54%	-8.58%	4.92%	-3.58%	-7.92%	11.21%	5.06%	-3.02%	-10.72%
2021	-1.12%	5.86%	7.93%	5.46%	0.68%	-1.41%	2.10%	3.17%	-5.14%	6.29%	-0.14%	5.71%	32.59%
2020	0.76%	-8.68%	-16.98%	11.05%	5.48%	-1.44%	1.72%	4.15%	-3.16%	-2.34%	11.74%	3.14%	1.84%
2019			1.05%	5.87%	-6.70%	6.88%	2.75%	-1.87%	1.84%	1.49%	3.60%	1.09%	16.43%

Expense Ratio

Stocks 16-30 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 Stocks 16-30 is 62, 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.

Sharpe ratio

Portfolio: 0.53

^GSPC: 0.24

Sortino ratio

Portfolio: 0.83

^GSPC: 0.47

Omega ratio

Portfolio: 1.11

^GSPC: 1.07

Calmar ratio

Portfolio: 0.61

^GSPC: 0.24

Martin ratio

Portfolio: 2.80

^GSPC: 1.08

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DOW Dow Inc.	-1.40	-2.25	0.71	-0.83	-2.09
ECL Ecolab Inc.	0.47	0.76	1.11	0.58	1.88
EPD Enterprise Products Partners L.P.	0.98	1.36	1.20	1.13	4.53
FAF First American Financial Corporation	0.47	0.79	1.10	0.39	1.61
FNF Fidelity National Financial, Inc.	1.55	2.10	1.28	2.50	6.63
GD General Dynamics Corporation	-0.05	0.07	1.01	-0.05	-0.12
GILD Gilead Sciences, Inc.	2.46	3.47	1.44	2.30	14.27
GOOG Alphabet Inc.	-0.04	0.17	1.02	-0.04	-0.10
HD The Home Depot, Inc.	0.38	0.69	1.08	0.40	1.19
HII Huntington Ingalls Industries, Inc.	-0.40	-0.22	0.95	-0.40	-0.81
HPQ HP Inc.	-0.29	-0.15	0.98	-0.26	-0.80
ITW Illinois Tool Works Inc.	-0.28	-0.25	0.97	-0.29	-1.00
JNJ Johnson & Johnson	0.66	1.00	1.14	0.71	2.04
JPM JPMorgan Chase & Co.	1.10	1.62	1.24	1.28	4.69
KO The Coca-Cola Company	1.80	2.53	1.33	1.90	4.21

The current Stocks 16-30 Sharpe ratio is 0.55. 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 0.22 to 0.78, 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 Stocks 16-30 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.

Stocks 16-30

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Stocks 16-30 provided a 3.36% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.36%	3.10%	2.98%	3.44%	2.76%	3.07%	2.49%	2.39%	1.95%	2.17%	2.03%	1.56%
Portfolio components:
DOW Dow Inc.	9.95%	6.98%	5.11%	5.56%	4.94%	5.05%	3.84%	0.00%	0.00%	0.00%	0.00%	0.00%
ECL Ecolab Inc.	1.02%	1.01%	1.09%	1.42%	0.83%	0.87%	0.96%	1.15%	1.13%	1.51%	1.17%	1.11%
EPD Enterprise Products Partners L.P.	6.77%	6.63%	7.51%	7.79%	8.20%	9.09%	6.24%	6.98%	6.29%	5.88%	5.90%	3.96%
FAF First American Financial Corporation	3.63%	3.43%	3.26%	3.94%	2.48%	3.45%	2.88%	3.58%	2.57%	3.28%	2.79%	2.48%
FNF Fidelity National Financial, Inc.	3.17%	3.46%	3.59%	8.72%	2.99%	1.86%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%
GD General Dynamics Corporation	2.09%	2.12%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%
GILD Gilead Sciences, Inc.	2.97%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%	0.00%
GOOG Alphabet Inc.	0.52%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.55%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
HII Huntington Ingalls Industries, Inc.	2.41%	2.78%	1.93%	2.07%	2.46%	2.48%	1.44%	1.59%	1.07%	1.14%	1.34%	0.89%
HPQ HP Inc.	4.74%	3.42%	3.53%	3.77%	2.21%	2.94%	3.20%	2.83%	2.56%	4.24%	3.01%	1.56%
ITW Illinois Tool Works Inc.	2.56%	2.29%	2.07%	2.30%	1.91%	2.17%	2.30%	2.81%	1.71%	1.96%	2.23%	1.91%
JNJ Johnson & Johnson	3.15%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
JPM JPMorgan Chase & Co.	2.18%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
KO The Coca-Cola Company	2.69%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%

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.

Stocks 16-30

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Stocks 16-30. 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 Stocks 16-30 was 37.05%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current Stocks 16-30 drawdown is 7.51%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.05%	Feb 13, 2020	27	Mar 23, 2020	202	Jan 8, 2021	229
-22.27%	Jan 13, 2022	180	Sep 30, 2022	300	Dec 11, 2023	480
-13.1%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-6.87%	Apr 24, 2019	27	May 31, 2019	14	Jun 20, 2019	41
-6.22%	Nov 26, 2024	30	Jan 10, 2025	26	Feb 19, 2025	56

Volatility

Volatility Chart

The current Stocks 16-30 volatility is 10.22%, 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.

Stocks 16-30

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	GILD	JNJ	GOOG	EPD	KO	HII	HPQ	HD	FAF	FNF	DOW	GD	JPM	ECL	ITW
GILD	1.00	0.44	0.22	0.17	0.35	0.26	0.24	0.28	0.24	0.21	0.22	0.28	0.26	0.26	0.33
JNJ	0.44	1.00	0.19	0.17	0.47	0.30	0.23	0.30	0.24	0.21	0.24	0.34	0.26	0.36	0.37
GOOG	0.22	0.19	1.00	0.26	0.25	0.19	0.41	0.39	0.30	0.31	0.31	0.28	0.34	0.42	0.38
EPD	0.17	0.17	0.26	1.00	0.23	0.35	0.34	0.25	0.31	0.32	0.46	0.37	0.42	0.31	0.39
KO	0.35	0.47	0.25	0.23	1.00	0.36	0.27	0.35	0.34	0.35	0.33	0.43	0.35	0.49	0.45
HII	0.26	0.30	0.19	0.35	0.36	1.00	0.35	0.34	0.38	0.39	0.44	0.70	0.45	0.36	0.50
HPQ	0.24	0.23	0.41	0.34	0.27	0.35	1.00	0.46	0.43	0.44	0.50	0.40	0.50	0.44	0.52
HD	0.28	0.30	0.39	0.25	0.35	0.34	0.46	1.00	0.51	0.45	0.40	0.39	0.40	0.52	0.56
FAF	0.24	0.24	0.30	0.31	0.34	0.38	0.43	0.51	1.00	0.78	0.45	0.41	0.45	0.48	0.49
FNF	0.21	0.21	0.31	0.32	0.35	0.39	0.44	0.45	0.78	1.00	0.46	0.44	0.50	0.46	0.49
DOW	0.22	0.24	0.31	0.46	0.33	0.44	0.50	0.40	0.45	0.46	1.00	0.47	0.57	0.46	0.59
GD	0.28	0.34	0.28	0.37	0.43	0.70	0.40	0.39	0.41	0.44	0.47	1.00	0.51	0.46	0.54
JPM	0.26	0.26	0.34	0.42	0.35	0.45	0.50	0.40	0.45	0.50	0.57	0.51	1.00	0.45	0.59
ECL	0.26	0.36	0.42	0.31	0.49	0.36	0.44	0.52	0.48	0.46	0.46	0.46	0.45	1.00	0.60
ITW	0.33	0.37	0.38	0.39	0.45	0.50	0.52	0.56	0.49	0.49	0.59	0.54	0.59	0.60	1.00

The correlation results are calculated based on daily price changes starting from Mar 21, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

Stocks 16-30

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

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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