Dividends Kings

Asset Allocation

Position	Category/Sector	Target Weight
AWR American States Water Company	Utilities	6.67%
CINF Cincinnati Financial Corporation	Financial Services	6.67%
CL Colgate-Palmolive Company	Consumer Defensive	6.67%
CWT California Water Service Group	Utilities	6.67%
GPC Genuine Parts Company	Consumer Cyclical	6.67%
HTO H2O America	Utilities	6.67%
JNJ Johnson & Johnson	Healthcare	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
MO Altria Group, Inc.	Consumer Defensive	6.67%
MZTI The Marzetti Company	Consumer Defensive	6.67%
PG The Procter & Gamble Company	Consumer Defensive	6.67%
SCL Stepan Company	Basic Materials	6.67%
SWK Stanley Black & Decker, Inc.	Industrials	6.67%
SYY Sysco Corporation	Consumer Defensive	6.67%
TGT Target Corporation	Consumer Defensive	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividends Kings, 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 Mar 17, 1992, corresponding to the inception date of SCL

Returns By Period

As of Apr 7, 2026, the Dividends Kings returned 5.75% Year-To-Date and 8.35% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Dividends Kings	0.20%	-3.36%	5.75%	5.79%	10.06%	1.84%	2.31%	8.35%
Portfolio components:
SYY Sysco Corporation	2.92%	-13.42%	0.88%	-8.03%	5.47%	1.00%	0.71%	7.28%
PG The Procter & Gamble Company	-0.24%	-7.07%	0.33%	-3.74%	-10.42%	0.42%	3.44%	8.47%
SWK Stanley Black & Decker, Inc.	-0.96%	-9.66%	-7.47%	-6.47%	13.30%	1.06%	-16.61%	-1.77%
MO Altria Group, Inc.	1.20%	1.74%	17.35%	5.41%	27.04%	23.72%	13.94%	7.44%
GPC Genuine Parts Company	1.62%	-8.98%	-13.70%	-22.75%	-7.00%	-10.85%	0.70%	3.76%
MZTI The Marzetti Company	0.94%	-11.94%	-12.52%	-12.34%	-18.63%	-8.78%	-2.38%	4.59%
CWT California Water Service Group	-1.25%	0.18%	6.20%	1.70%	-3.23%	-6.65%	-2.49%	7.41%
KO The Coca-Cola Company	0.65%	0.92%	11.22%	18.45%	13.63%	10.35%	10.96%	8.47%
AWR American States Water Company	-1.03%	1.99%	6.68%	10.14%	0.40%	-3.88%	2.09%	9.15%
CL Colgate-Palmolive Company	-0.72%	-9.65%	7.63%	10.55%	-5.51%	6.24%	3.63%	4.17%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 18, 1992, Dividends Kings's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +13.5%, while the worst month was Oct 2008 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.

On a daily basis, Dividends Kings closed higher 54% of trading days. The best single day was Mar 17, 2020 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -9.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.14%	3.79%	-6.06%	0.30%									5.75%
2025	-0.10%	4.45%	-1.48%	-3.67%	1.69%	-0.55%	-0.33%	3.80%	-1.28%	-4.51%	4.15%	-0.26%	1.46%
2024	0.33%	2.17%	4.21%	-3.23%	0.46%	-1.01%	7.90%	1.52%	0.19%	-4.76%	3.03%	-7.40%	2.52%
2023	1.28%	-1.62%	0.17%	0.96%	-6.44%	3.83%	1.58%	-4.95%	-6.11%	-0.01%	5.92%	2.56%	-3.60%
2022	-3.52%	-2.46%	0.71%	-1.34%	-2.51%	-3.45%	2.72%	-0.59%	-8.49%	13.47%	5.76%	-3.42%	-4.67%
2021	-3.63%	2.60%	6.59%	3.40%	2.60%	-1.83%	3.30%	0.09%	-5.19%	3.63%	-3.23%	9.60%	18.26%

Benchmark Metrics

Dividends Kings has an annualized alpha of 5.79%, beta of 0.70, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since March 18, 1992.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.09%) than losses (56.45%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.70 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: 5.79%

Beta: 0.70

R²: 0.65

Upside Capture: 77.09%

Downside Capture: 56.45%

Expense Ratio

Dividends Kings 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

Dividends Kings ranks 8 for risk / return — in the bottom 8% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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	0.70	1.84	-1.15
Sortino ratio Return per unit of downside risk	1.13	2.97	-1.84
Omega ratio Gain probability vs. loss probability	1.13	1.40	-0.27
Calmar ratio Return relative to maximum drawdown	0.49	1.82	-1.33
Martin ratio Return relative to average drawdown	1.44	7.76	-6.32
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
SYY Sysco Corporation	41	0.20	0.46	1.07	0.03	0.11
PG The Procter & Gamble Company	14	-0.58	-0.70	0.92	-0.74	-1.35
SWK Stanley Black & Decker, Inc.	40	0.31	0.82	1.09	-0.29	-0.73
MO Altria Group, Inc.	73	1.33	1.77	1.26	1.51	3.90
GPC Genuine Parts Company	27	-0.24	-0.12	0.98	-0.27	-0.85
MZTI The Marzetti Company	14	-0.63	-0.70	0.90	-0.58	-1.25
CWT California Water Service Group	30	-0.14	-0.04	1.00	-0.21	-0.34
KO The Coca-Cola Company	63	0.87	1.41	1.16	1.16	2.35
AWR American States Water Company	37	0.02	0.17	1.02	0.11	0.19
CL Colgate-Palmolive Company	26	-0.27	-0.25	0.97	-0.36	-0.63

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.

Dividends Kings Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 0.70
5-Year: 0.16
10-Year: 0.49
All Time: 0.75

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 1.63 to 2.54, 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 Dividends Kings 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

Dividends Kings provided a 3.22% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.22%	3.34%	3.12%	3.02%	2.71%	2.27%	2.47%	2.31%	2.65%	2.37%	2.38%	2.95%
Portfolio components:
SYY Sysco Corporation	2.95%	2.85%	2.64%	2.71%	2.51%	2.34%	2.42%	1.82%	2.30%	2.17%	2.24%	2.20%
PG The Procter & Gamble Company	2.96%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
SWK Stanley Black & Decker, Inc.	4.87%	4.44%	4.06%	3.28%	4.23%	1.58%	1.56%	1.63%	2.15%	1.43%	1.97%	2.01%
MO Altria Group, Inc.	6.31%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
GPC Genuine Parts Company	3.95%	3.35%	3.43%	2.74%	2.06%	2.33%	3.15%	2.87%	3.00%	2.84%	2.75%	2.86%
MZTI The Marzetti Company	2.73%	2.34%	2.11%	2.07%	1.65%	1.84%	1.55%	1.66%	1.39%	1.74%	1.45%	5.96%
CWT California Water Service Group	2.70%	2.86%	2.47%	2.01%	1.65%	1.28%	1.57%	1.53%	1.57%	1.59%	2.04%	2.88%
KO The Coca-Cola Company	2.67%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
AWR American States Water Company	2.58%	2.68%	2.30%	2.06%	1.65%	1.35%	1.61%	1.34%	1.58%	1.72%	2.01%	2.08%
CL Colgate-Palmolive Company	2.46%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Dividends Kings. 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 Dividends Kings was 36.48%, occurring on Mar 9, 2009. Recovery took 216 trading sessions.

The current Dividends Kings drawdown is 8.34%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.48%	Oct 10, 2007	355	Mar 9, 2009	216	Jan 14, 2010	571
-30.62%	Feb 18, 2020	25	Mar 23, 2020	139	Oct 8, 2020	164
-22.24%	Nov 26, 1999	75	Mar 14, 2000	181	Nov 29, 2000	256
-19.39%	May 3, 2002	56	Jul 23, 2002	344	Dec 2, 2003	400
-18.04%	Jan 5, 2022	186	Sep 30, 2022	449	Jul 17, 2024	635

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.

	Benchmark	MO	SCL	TGT	HTO	AWR	MZTI	CWT	JNJ	SYY	CL	SWK	KO	PG	CINF	GPC	Portfolio
Benchmark	1.00	0.36	0.41	0.49	0.33	0.34	0.38	0.35	0.44	0.45	0.41	0.58	0.44	0.44	0.54	0.56	0.73
MO	0.36	1.00	0.18	0.21	0.19	0.20	0.24	0.20	0.31	0.32	0.33	0.24	0.35	0.35	0.29	0.29	0.50
SCL	0.41	0.18	1.00	0.26	0.31	0.28	0.28	0.29	0.19	0.24	0.20	0.35	0.22	0.20	0.32	0.34	0.52
TGT	0.49	0.21	0.26	1.00	0.22	0.20	0.25	0.20	0.24	0.30	0.26	0.36	0.26	0.27	0.32	0.39	0.54
HTO	0.33	0.19	0.31	0.22	1.00	0.47	0.31	0.48	0.22	0.23	0.24	0.26	0.24	0.23	0.29	0.28	0.54
AWR	0.34	0.20	0.28	0.20	0.47	1.00	0.30	0.55	0.23	0.22	0.24	0.24	0.23	0.25	0.31	0.27	0.55
MZTI	0.38	0.24	0.28	0.25	0.31	0.30	1.00	0.33	0.24	0.28	0.28	0.29	0.29	0.27	0.32	0.32	0.55
CWT	0.35	0.20	0.29	0.20	0.48	0.55	0.33	1.00	0.23	0.22	0.25	0.25	0.25	0.26	0.30	0.26	0.57
JNJ	0.44	0.31	0.19	0.24	0.22	0.23	0.24	0.23	1.00	0.31	0.39	0.27	0.39	0.43	0.31	0.31	0.53
SYY	0.45	0.32	0.24	0.30	0.23	0.22	0.28	0.22	0.31	1.00	0.33	0.33	0.37	0.34	0.35	0.37	0.56
CL	0.41	0.33	0.20	0.26	0.24	0.24	0.28	0.25	0.39	0.33	1.00	0.27	0.46	0.58	0.31	0.32	0.57
SWK	0.58	0.24	0.35	0.36	0.26	0.24	0.29	0.25	0.27	0.33	0.27	1.00	0.28	0.27	0.40	0.49	0.59
KO	0.44	0.35	0.22	0.26	0.24	0.23	0.29	0.25	0.39	0.37	0.46	0.28	1.00	0.49	0.34	0.34	0.58
PG	0.44	0.35	0.20	0.27	0.23	0.25	0.27	0.26	0.43	0.34	0.58	0.27	0.49	1.00	0.31	0.32	0.58
CINF	0.54	0.29	0.32	0.32	0.29	0.31	0.32	0.30	0.31	0.35	0.31	0.40	0.34	0.31	1.00	0.43	0.61
GPC	0.56	0.29	0.34	0.39	0.28	0.27	0.32	0.26	0.31	0.37	0.32	0.49	0.34	0.32	0.43	1.00	0.62
Portfolio	0.73	0.50	0.52	0.54	0.54	0.55	0.55	0.57	0.53	0.56	0.57	0.59	0.58	0.58	0.61	0.62	1.00

The correlation results are calculated based on daily price changes starting from Mar 18, 1992

Dividends Kings

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