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AAPL+MSFT+COST+NVDA (25% each)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AAPL+MSFT+COST+NVDA (25% each)

Currency in USD · Last updated May 30, 2025

Asset Allocation

AAPL 25%NVDA 25%COST 25%MSFT 25%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
25%
COST
Costco Wholesale Corporation		Consumer Defensive
25%
MSFT
Microsoft Corporation		Technology
25%
NVDA
NVIDIA Corporation		Technology
25%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns By Period

As of May 30, 2025, the AAPL+MSFT+COST+NVDA (25% each) returned 1.13% Year-To-Date and 38.55% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
AAPL+MSFT+COST+NVDA (25% each)1.25%10.08%0.26%18.23%38.33%38.70%
Portfolio components:
AAPL
Apple Inc		-19.60%-5.36%-15.17%5.49%21.05%21.31%
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
COST
Costco Wholesale Corporation		13.80%4.73%7.29%28.24%29.64%24.24%
MSFT
Microsoft Corporation		9.64%16.68%9.13%11.87%21.26%27.46%
*Annualized

Monthly Returns

The table below presents the monthly returns of AAPL+MSFT+COST+NVDA (25% each), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.70%2.46%-9.22%1.63%10.08%1.25%
20247.77%10.64%3.71%-3.42%14.73%8.82%-2.36%3.47%1.42%-0.19%6.22%-0.97%60.38%
202315.03%5.00%13.18%2.66%12.31%7.67%3.66%-0.50%-5.63%-0.41%11.46%4.82%92.21%
2022-9.22%-1.77%7.86%-14.79%-5.16%-7.04%15.25%-7.59%-12.80%7.05%10.08%-11.96%-30.39%
2021-0.81%-1.89%1.33%8.23%1.13%12.02%4.49%7.65%-5.52%14.16%12.33%0.20%65.11%
20204.43%-2.53%-2.61%11.66%8.64%8.02%9.13%16.52%-3.55%-4.06%8.02%2.84%69.81%
20195.33%5.45%10.55%4.64%-11.03%12.68%4.09%1.58%2.37%8.27%5.74%5.41%68.29%
201810.39%0.47%-3.61%0.67%8.03%-0.54%4.60%11.87%0.48%-9.51%-8.15%-12.09%-0.66%
20173.38%3.73%2.26%1.39%12.99%-4.27%5.03%4.45%0.84%8.80%3.49%-0.65%48.84%
2016-6.45%-0.22%10.00%-7.43%12.05%-0.26%11.94%2.48%3.75%1.29%7.87%8.54%49.94%
2015-2.57%10.25%-2.99%5.24%0.18%-5.98%2.30%-0.86%3.32%12.97%4.64%-0.86%26.83%
2014-4.31%7.41%0.43%3.78%3.54%0.39%0.77%7.00%-0.35%5.21%6.99%-3.73%29.65%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

AAPL+MSFT+COST+NVDA (25% each) 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 AAPL+MSFT+COST+NVDA (25% each) is 41, 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 AAPL+MSFT+COST+NVDA (25% each) is 4141
Overall Rank
The Sharpe Ratio Rank of AAPL+MSFT+COST+NVDA (25% each) is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL+MSFT+COST+NVDA (25% each) is 4747
Sortino Ratio Rank
The Omega Ratio Rank of AAPL+MSFT+COST+NVDA (25% each) is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AAPL+MSFT+COST+NVDA (25% each) is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AAPL+MSFT+COST+NVDA (25% each) is 3939
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.170.511.070.190.57
NVDA
NVIDIA Corporation		0.380.841.110.511.24
COST
Costco Wholesale Corporation		1.291.811.241.654.74
MSFT
Microsoft Corporation		0.470.621.080.330.73

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.

AAPL+MSFT+COST+NVDA (25% each) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.67
  • 5-Year: 1.40
  • 10-Year: 1.47
  • All Time: 0.94

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 0.58 to 1.13, 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 AAPL+MSFT+COST+NVDA (25% each) 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

AAPL+MSFT+COST+NVDA (25% each) provided a 0.42% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.42%0.41%1.04%0.66%0.44%1.26%0.84%1.26%2.10%1.46%2.38%1.70%
Portfolio components:
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
COST
Costco Wholesale Corporation		0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

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 AAPL+MSFT+COST+NVDA (25% each). 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 AAPL+MSFT+COST+NVDA (25% each) was 60.04%, occurring on Nov 20, 2008. Recovery took 535 trading sessions.

The current AAPL+MSFT+COST+NVDA (25% each) drawdown is 2.99%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.04%Dec 27, 2007229Nov 20, 2008535Jan 6, 2011764
-55.81%Jan 4, 2002193Oct 9, 2002520Nov 2, 2004713
-53.84%Mar 14, 2000197Dec 20, 2000256Jan 3, 2002453
-36.41%Dec 28, 2021202Oct 14, 2022148May 18, 2023350
-32.54%Oct 4, 201856Dec 24, 2018175Sep 5, 2019231
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCCOSTNVDAAAPLMSFTPortfolio
^GSPC1.000.560.560.580.690.75
COST0.561.000.310.350.410.57
NVDA0.560.311.000.430.480.81
AAPL0.580.350.431.000.500.74
MSFT0.690.410.480.501.000.73
Portfolio0.750.570.810.740.731.00
The correlation results are calculated based on daily price changes starting from Jan 25, 1999
Go to the full Correlations tool for more customization options