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Tech Stocks Dividend Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Dec 13, 1991, corresponding to the inception date of QCOM

Returns By Period

As of May 20, 2025, the Tech Stocks Dividend Portfolio returned 2.62% Year-To-Date and 15.12% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.39%12.89%1.19%12.45%14.95%10.86%
Tech Stocks Dividend Portfolio2.62%17.41%-1.05%13.05%17.10%15.12%
CSCO
Cisco Systems, Inc.
9.43%14.63%13.04%36.68%10.38%11.55%
MSFT
Microsoft Corporation
9.28%25.00%11.02%10.04%20.87%27.42%
ORCL
Oracle Corporation
-3.61%24.12%-13.51%30.72%26.59%15.55%
GLW
Corning Incorporated
1.87%15.92%4.23%39.74%20.90%11.39%
HPQ
HP Inc.
-9.91%22.11%-20.80%-3.44%14.66%9.86%
QCOM
QUALCOMM Incorporated
0.59%12.47%-5.57%-19.13%16.26%11.45%
TXN
Texas Instruments Incorporated
2.05%27.96%-7.64%-0.59%13.02%16.15%
INTC
Intel Corporation
6.63%12.94%-13.93%-32.40%-17.59%-1.95%
AAPL
Apple Inc
-16.43%6.13%-8.22%10.47%21.90%21.54%
IBM
International Business Machines Corporation
23.73%13.14%30.71%63.60%23.63%9.62%
*Annualized

Monthly Returns

The table below presents the monthly returns of Tech Stocks Dividend Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.22%1.00%-6.60%-4.25%10.06%2.62%
20240.55%1.11%4.02%-7.31%10.60%4.01%1.36%-0.37%4.81%-2.17%4.88%-4.29%17.20%
20237.46%-2.30%8.92%-2.86%2.87%6.92%3.01%-2.45%-6.17%-1.32%10.98%4.53%31.88%
2022-3.01%-4.16%2.08%-7.25%0.86%-8.64%8.61%-6.32%-12.58%11.11%7.46%-7.72%-20.51%
20210.69%2.88%7.76%2.83%-1.00%2.39%2.36%1.88%-5.28%2.89%6.44%4.55%31.62%
20201.03%-8.19%-8.58%10.14%4.09%6.65%3.85%7.72%-2.35%-4.61%13.19%5.04%28.44%
20196.09%4.90%2.80%7.95%-10.79%10.91%2.29%-5.25%4.52%0.52%3.72%3.49%33.56%
20186.07%0.01%-4.71%-1.63%5.35%-1.80%5.68%6.01%2.33%-8.54%0.05%-7.33%0.03%
20171.95%6.14%1.64%0.38%1.23%-1.67%1.83%1.75%2.06%7.47%4.16%0.28%30.46%
2016-6.78%2.65%10.50%-5.08%6.97%-1.01%8.87%1.80%3.22%-2.01%2.50%0.39%22.59%
2015-5.32%6.91%-4.70%2.89%1.59%-7.19%-0.22%-6.89%-0.78%9.49%-0.86%-2.82%-9.00%
2014-2.84%4.31%5.23%1.74%2.65%1.86%0.97%4.12%-2.36%0.88%5.99%0.55%25.21%

Expense Ratio

Tech Stocks Dividend 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tech Stocks Dividend Portfolio is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Tech Stocks Dividend Portfolio is 1919
Overall Rank
The Sharpe Ratio Rank of Tech Stocks Dividend Portfolio is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of Tech Stocks Dividend Portfolio is 1919
Sortino Ratio Rank
The Omega Ratio Rank of Tech Stocks Dividend Portfolio is 1919
Omega Ratio Rank
The Calmar Ratio Rank of Tech Stocks Dividend Portfolio is 2020
Calmar Ratio Rank
The Martin Ratio Rank of Tech Stocks Dividend Portfolio is 1717
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
CSCO
Cisco Systems, Inc.
1.592.031.301.376.81
MSFT
Microsoft Corporation
0.390.701.090.390.87
ORCL
Oracle Corporation
0.731.331.180.912.48
GLW
Corning Incorporated
1.171.761.250.754.23
HPQ
HP Inc.
-0.090.131.02-0.09-0.24
QCOM
QUALCOMM Incorporated
-0.44-0.380.95-0.44-0.74
TXN
Texas Instruments Incorporated
-0.020.251.03-0.03-0.07
INTC
Intel Corporation
-0.52-0.390.95-0.44-0.92
AAPL
Apple Inc
0.320.691.100.321.04
IBM
International Business Machines Corporation
2.313.121.453.9011.91

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.

Tech Stocks Dividend Portfolio Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 0.50
  • 5-Year: 0.78
  • 10-Year: 0.67
  • 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 0.56 to 1.06, 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 Tech Stocks Dividend Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Tech Stocks Dividend Portfolio provided a 1.91% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.91%2.04%2.36%2.93%2.08%2.34%2.50%2.84%2.40%2.72%2.72%2.08%
CSCO
Cisco Systems, Inc.
2.52%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
MSFT
Microsoft Corporation
0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
ORCL
Oracle Corporation
1.06%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
GLW
Corning Incorporated
2.33%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%
HPQ
HP Inc.
3.88%3.42%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%
QCOM
QUALCOMM Incorporated
2.21%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
TXN
Texas Instruments Incorporated
2.86%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
INTC
Intel Corporation
0.58%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
IBM
International Business Machines Corporation
2.49%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%

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 Tech Stocks Dividend 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 Tech Stocks Dividend Portfolio was 77.73%, occurring on Oct 9, 2002. Recovery took 1178 trading sessions.

The current Tech Stocks Dividend Portfolio drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.73%Mar 28, 2000636Oct 9, 20021178Jun 15, 20071814
-48.03%Nov 7, 2007263Nov 20, 2008280Jan 4, 2010543
-30.79%Feb 13, 202027Mar 23, 202092Aug 3, 2020119
-29.22%Jan 5, 2022194Oct 12, 2022292Dec 11, 2023486
-25.77%Aug 8, 199797Dec 24, 199778Apr 20, 1998175

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 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.

^GSPCGLWAAPLQCOMIBMORCLHPQMSFTTXNCSCOINTCPortfolio
^GSPC1.000.560.520.540.580.580.570.650.600.620.610.79
GLW0.561.000.340.370.380.370.420.350.440.430.400.61
AAPL0.520.341.000.380.370.400.400.450.420.440.440.64
QCOM0.540.370.381.000.360.400.380.430.480.450.460.66
IBM0.580.380.370.361.000.440.470.440.440.480.460.62
ORCL0.580.370.400.400.441.000.430.510.460.520.480.69
HPQ0.570.420.400.380.470.431.000.450.500.490.490.68
MSFT0.650.350.450.430.440.510.451.000.480.530.550.69
TXN0.600.440.420.480.440.460.500.481.000.520.630.74
CSCO0.620.430.440.450.480.520.490.530.521.000.560.74
INTC0.610.400.440.460.460.480.490.550.630.561.000.76
Portfolio0.790.610.640.660.620.690.680.690.740.740.761.00
The correlation results are calculated based on daily price changes starting from Dec 16, 1991

AI Insight on Diversification


The portfolio is moderately diversified within the tech dividend stocks space but shows signs of concentration due to generally high correlations among its positions. Most individual stocks exhibit correlations in the 0.35 to 0.76 range with the portfolio, indicating that movements in these stocks tend to move somewhat in tandem with the overall portfolio.

There are no pairs of stocks with extremely high correlations (e.g., above 0.9) that would clearly indicate redundant holdings, but many pairs have correlations in the 0.4 to 0.7 range, which is relatively high. For example, INTC has correlations above 0.55 with MSFT, TXN, CSCO, and ORCL, suggesting these stocks share similar market drivers or sector influences. This clustering of moderately high correlations can reduce the diversification benefits since stocks tend to move together during market shifts.

On the other hand, the lowest correlations are around 0.34 to 0.38 (e.g., GLW with AAPL, QCOM, and IBM), which provide some diversification relief within the portfolio. These lower correlations help to mitigate risk by introducing some degree of independent movement among holdings.

The portfolio correlation with individual positions ranges from 0.61 (GLW) up to 0.76 (INTC), with INTC and CSCO showing the highest correlations to the portfolio. This suggests these positions have a stronger influence on the portfolio's overall behavior, potentially indicating a slight dominance by these stocks in terms of risk and return contribution.

Overall, the portfolio is somewhat concentrated within a specific sector and dividend-focused tech stocks, with moderate correlations limiting diversification. While it avoids extreme concentration in any single position, the relatively high inter-stock correlations imply that the portfolio may be vulnerable to sector-wide risks and less protected against idiosyncratic shocks than a more broadly diversified portfolio would be.

Last updated May 20, 2025
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