Energy
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ETR Entergy Corporation | Utilities | 16.67% |
NI NiSource Inc. | Utilities | 16.67% |
PPL PPL Corporation | Utilities | 16.67% |
RSG Republic Services, Inc. | Industrials | 16.67% |
SO The Southern Company | Utilities | 16.67% |
WM Waste Management, Inc. | Industrials | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Energy, 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.
The earliest data available for this chart is Jul 1, 1998, corresponding to the inception date of RSG
Returns By Period
As of Apr 18, 2025, the Energy returned 12.99% Year-To-Date and 14.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Energy | 12.99% | 1.90% | 13.51% | 39.50% | 17.05% | 14.37% |
| Portfolio components: | ||||||
ETR Entergy Corporation | 10.63% | -0.25% | 25.62% | 67.26% | 14.81% | 12.33% |
SO The Southern Company | 12.47% | 1.75% | 0.70% | 36.09% | 14.30% | 12.22% |
PPL PPL Corporation | 10.93% | 2.58% | 12.11% | 39.73% | 10.86% | 6.04% |
WM Waste Management, Inc. | 14.86% | 2.23% | 9.14% | 13.63% | 20.16% | 18.20% |
NI NiSource Inc. | 7.69% | 0.90% | 14.10% | 49.59% | 12.18% | 12.26% |
RSG Republic Services, Inc. | 21.57% | 4.20% | 18.94% | 30.17% | 26.69% | 22.09% |
Monthly Returns
The table below presents the monthly returns of Energy, 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 | 5.19% | 7.71% | 0.62% | -0.89% | 12.99% | ||||||||
| 2024 | -0.05% | 3.59% | 5.07% | 0.48% | 4.32% | -1.36% | 4.69% | 5.72% | 3.09% | 3.67% | 5.23% | -6.52% | 30.89% |
| 2023 | -1.85% | -3.10% | 5.82% | 3.39% | -5.12% | 3.36% | 1.37% | -5.68% | -3.81% | 4.42% | 5.92% | 2.29% | 6.17% |
| 2022 | -2.24% | -5.37% | 10.56% | -0.10% | 2.70% | -5.49% | 5.78% | 0.83% | -10.02% | 1.07% | 7.60% | -2.17% | 1.27% |
| 2021 | -4.25% | -3.29% | 12.73% | 6.70% | -0.47% | -2.63% | 4.27% | 4.16% | -4.63% | 4.94% | -1.34% | 9.37% | 26.62% |
| 2020 | 6.55% | -10.34% | -14.38% | 3.89% | 5.07% | -5.22% | 6.43% | -0.65% | 0.59% | 0.84% | 7.00% | -1.86% | -4.69% |
| 2019 | 7.72% | 3.27% | 3.10% | 1.10% | 0.44% | 4.52% | 1.24% | 2.45% | 2.25% | 0.73% | -0.87% | 3.44% | 33.34% |
| 2018 | -1.02% | -4.38% | 1.30% | 1.13% | 0.40% | 2.30% | 3.90% | 0.64% | -2.00% | 2.05% | 4.61% | -4.97% | 3.51% |
| 2017 | -0.01% | 6.56% | 0.18% | 0.86% | 3.54% | -1.92% | 0.98% | 2.66% | -0.84% | 4.24% | 0.53% | -3.95% | 13.10% |
| 2016 | 2.79% | 2.62% | 8.03% | -2.33% | 2.60% | 7.00% | -0.54% | -4.17% | 0.00% | 0.08% | -1.49% | 3.46% | 18.79% |
| 2015 | 0.30% | -2.01% | -0.44% | -1.47% | 1.69% | -5.08% | 5.45% | -3.43% | 3.62% | 4.74% | -0.23% | 1.88% | 4.55% |
| 2014 | -0.50% | 3.16% | 2.98% | 4.12% | 1.88% | 4.88% | -4.22% | 4.73% | -0.08% | 4.53% | 1.16% | 3.52% | 29.04% |
Expense Ratio
Energy 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Energy is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ETR Entergy Corporation | 2.67 | 3.69 | 1.58 | 6.50 | 19.09 |
SO The Southern Company | 2.15 | 2.90 | 1.36 | 3.02 | 7.35 |
PPL PPL Corporation | 2.40 | 3.06 | 1.41 | 3.25 | 11.62 |
WM Waste Management, Inc. | 0.71 | 1.05 | 1.16 | 1.20 | 2.71 |
NI NiSource Inc. | 2.90 | 3.45 | 1.53 | 5.25 | 18.07 |
RSG Republic Services, Inc. | 1.77 | 2.30 | 1.34 | 3.65 | 9.98 |
Dividends
Dividend yield
Energy provided a 2.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.31% | 2.48% | 3.06% | 2.83% | 3.10% | 3.50% | 2.99% | 3.76% | 3.48% | 3.50% | 3.66% | 3.36% |
| Portfolio components: | ||||||||||||
ETR Entergy Corporation | 2.80% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% |
SO The Southern Company | 3.14% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
PPL PPL Corporation | 2.93% | 3.18% | 3.54% | 2.99% | 5.52% | 5.89% | 4.60% | 5.79% | 5.11% | 4.46% | 4.33% | 4.12% |
WM Waste Management, Inc. | 1.33% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% |
NI NiSource Inc. | 2.74% | 2.88% | 3.77% | 3.43% | 3.19% | 3.66% | 2.87% | 3.08% | 2.73% | 2.89% | 2.64% | 2.40% |
RSG Republic Services, Inc. | 0.94% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Energy. 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 Energy was 45.34%, occurring on Mar 14, 2000. Recovery took 167 trading sessions.
The current Energy drawdown is 1.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.34% | Jun 18, 1999 | 187 | Mar 14, 2000 | 167 | Nov 8, 2000 | 354 |
| -43.67% | Jun 6, 2008 | 190 | Mar 9, 2009 | 548 | May 10, 2011 | 738 |
| -36.89% | Feb 19, 2020 | 24 | Mar 23, 2020 | 350 | Aug 11, 2021 | 374 |
| -24.24% | Jun 5, 2001 | 282 | Jul 23, 2002 | 206 | May 16, 2003 | 488 |
| -18.7% | Aug 18, 2022 | 39 | Oct 12, 2022 | 340 | Feb 21, 2024 | 379 |
Volatility
Volatility Chart
The current Energy volatility is 7.29%, 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.
Diversification
Asset Correlations Table
| RSG | WM | NI | PPL | SO | ETR | |
|---|---|---|---|---|---|---|
| RSG | 1.00 | 0.60 | 0.33 | 0.30 | 0.28 | 0.31 |
| WM | 0.60 | 1.00 | 0.35 | 0.32 | 0.31 | 0.33 |
| NI | 0.33 | 0.35 | 1.00 | 0.59 | 0.60 | 0.59 |
| PPL | 0.30 | 0.32 | 0.59 | 1.00 | 0.63 | 0.63 |
| SO | 0.28 | 0.31 | 0.60 | 0.63 | 1.00 | 0.66 |
| ETR | 0.31 | 0.33 | 0.59 | 0.63 | 0.66 | 1.00 |