DIV Stocks Strict Criteria

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	6.67%
AEP American Electric Power Company, Inc.	Utilities	6.67%
AMGN Amgen Inc.	Healthcare	6.67%
BLK BlackRock, Inc.	Financial Services	6.67%
CL Colgate-Palmolive Company	Consumer Defensive	6.67%
CSCO Cisco Systems, Inc.	Technology	6.67%
JNJ Johnson & Johnson	Healthcare	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
MCD McDonald's Corporation	Consumer Cyclical	6.67%
MDT Medtronic plc	Healthcare	6.67%
NEE NextEra Energy, Inc.	Utilities	6.67%
PEP PepsiCo, Inc.	Consumer Defensive	6.67%
SBUX Starbucks Corporation	Consumer Cyclical	6.67%
TXN Texas Instruments Incorporated	Technology	6.67%
UNP Union Pacific Corporation	Industrials	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 DIV Stocks Strict Criteria, 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 year.

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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 8, 2026, the DIV Stocks Strict Criteria returned 6.11% Year-To-Date and 12.00% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.08%	-1.83%	-3.34%	-1.46%	30.71%	17.25%	10.06%	12.45%
Portfolio DIV Stocks Strict Criteria	-0.44%	-2.87%	6.11%	8.56%	23.93%	10.35%	8.00%	12.00%
Portfolio components:
ABBV AbbVie Inc.	-0.15%	-10.32%	-8.95%	-10.01%	14.34%	12.50%	18.69%	18.23%
AMGN Amgen Inc.	-0.75%	-7.99%	4.60%	16.67%	21.05%	13.82%	10.01%	11.33%
TXN Texas Instruments Incorporated	0.16%	3.37%	15.88%	14.56%	33.79%	7.07%	3.37%	16.34%
BLK BlackRock, Inc.	-0.10%	0.32%	-9.95%	-16.96%	19.66%	16.15%	6.17%	13.99%
NEE NextEra Energy, Inc.	1.01%	2.91%	17.47%	14.11%	48.25%	8.99%	6.51%	15.27%
PEP PepsiCo, Inc.	-2.25%	-3.90%	7.71%	10.87%	11.28%	-2.76%	4.65%	7.04%
UNP Union Pacific Corporation	0.23%	-3.15%	6.95%	7.32%	19.98%	9.90%	4.58%	14.53%
JNJ Johnson & Johnson	-1.06%	-0.83%	15.81%	27.69%	62.70%	16.43%	10.99%	11.15%
MCD McDonald's Corporation	-1.59%	-7.07%	0.30%	4.07%	4.01%	4.92%	8.20%	11.74%
KO The Coca-Cola Company	-1.70%	-0.79%	9.33%	15.24%	14.25%	9.72%	10.65%	8.28%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, DIV Stocks Strict Criteria's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +10.0%, while the worst month was Mar 2020 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DIV Stocks Strict Criteria closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.19%	6.35%	-6.94%	0.02%									6.11%
2025	4.66%	5.22%	-1.80%	-5.52%	1.63%	2.22%	0.82%	3.40%	0.35%	-0.32%	6.47%	-2.47%	14.92%
2024	0.55%	0.80%	2.61%	-2.96%	2.83%	-0.62%	6.13%	6.09%	0.84%	-2.33%	-0.20%	-5.29%	8.08%
2023	-0.57%	-2.74%	3.42%	1.44%	-4.86%	3.35%	2.80%	-2.73%	-4.72%	-2.39%	6.07%	4.56%	2.88%
2022	-3.93%	-1.72%	5.05%	-5.84%	1.26%	-3.10%	4.23%	-2.55%	-7.46%	8.46%	6.90%	-2.50%	-2.64%
2021	-2.97%	-0.16%	7.08%	2.54%	1.43%	-0.65%	3.34%	1.35%	-6.03%	4.32%	-1.92%	8.58%	17.19%

Benchmark Metrics

DIV Stocks Strict Criteria has an annualized alpha of 4.32%, beta of 0.75, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.15%) than losses (77.60%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.32% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.32%

Beta: 0.75

R²: 0.74

Upside Capture: 89.15%

Downside Capture: 77.60%

Expense Ratio

DIV Stocks Strict Criteria 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

DIV Stocks Strict Criteria ranks 25 for risk / return — below 25% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	1.89	1.87	+0.02
Sortino ratio Return per unit of downside risk	2.84	3.01	-0.16
Omega ratio Gain probability vs. loss probability	1.35	1.41	-0.06
Calmar ratio Return relative to maximum drawdown	1.77	2.49	-0.72
Martin ratio Return relative to average drawdown	6.40	11.08	-4.68
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
ABBV AbbVie Inc.	49	0.55	0.91	1.12	0.39	0.90
AMGN Amgen Inc.	58	0.74	1.27	1.15	1.06	2.46
TXN Texas Instruments Incorporated	60	0.87	1.49	1.21	0.86	1.79
BLK BlackRock, Inc.	53	0.73	1.19	1.16	0.45	1.19
NEE NextEra Energy, Inc.	83	1.99	2.58	1.35	3.14	7.59
PEP PepsiCo, Inc.	48	0.51	0.95	1.11	0.42	0.84
UNP Union Pacific Corporation	61	0.94	1.51	1.18	1.02	2.51
JNJ Johnson & Johnson	97	3.80	5.35	1.69	7.39	25.75
MCD McDonald's Corporation	36	0.25	0.48	1.05	-0.19	-0.43
KO The Coca-Cola Company	57	0.91	1.48	1.16	0.69	1.40

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.

DIV Stocks Strict Criteria Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

1-Year: 1.89
5-Year: 0.61
10-Year: 0.78
All Time: 0.92

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 1.91 to 2.75, 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 DIV Stocks Strict Criteria 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

DIV Stocks Strict Criteria provided a 2.67% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.67%	2.77%	2.94%	2.91%	2.72%	2.39%	2.53%	2.59%	2.81%	2.43%	2.74%	2.66%
Portfolio components:
ABBV AbbVie Inc.	3.22%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AMGN Amgen Inc.	2.84%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
TXN Texas Instruments Incorporated	2.78%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
BLK BlackRock, Inc.	2.23%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
NEE NextEra Energy, Inc.	2.48%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
PEP PepsiCo, Inc.	3.71%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
UNP Union Pacific Corporation	2.23%	2.35%	2.32%	2.12%	2.45%	1.70%	1.86%	2.05%	2.21%	1.85%	2.17%	2.81%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
MCD McDonald's Corporation	2.38%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
KO The Coca-Cola Company	2.71%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

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 DIV Stocks Strict Criteria. 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 DIV Stocks Strict Criteria was 31.60%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current DIV Stocks Strict Criteria drawdown is 6.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.6%	Feb 13, 2020	27	Mar 23, 2020	114	Sep 2, 2020	141
-13.89%	Apr 8, 2022	121	Sep 30, 2022	44	Dec 2, 2022	165
-12.83%	Mar 10, 2025	22	Apr 8, 2025	92	Aug 20, 2025	114
-11.88%	Jul 27, 2023	66	Oct 27, 2023	44	Jan 2, 2024	110
-11.75%	Dec 4, 2018	14	Dec 24, 2018	45	Mar 1, 2019	59

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	AEP	ABBV	NEE	TXN	SBUX	AMGN	MCD	UNP	CSCO	CL	JNJ	MDT	BLK	KO	PEP	Portfolio
Benchmark	1.00	0.27	0.42	0.35	0.69	0.57	0.48	0.45	0.59	0.66	0.37	0.41	0.55	0.74	0.42	0.42	0.77
AEP	0.27	1.00	0.22	0.69	0.17	0.23	0.26	0.34	0.24	0.21	0.45	0.36	0.30	0.21	0.46	0.48	0.53
ABBV	0.42	0.22	1.00	0.22	0.28	0.25	0.51	0.28	0.30	0.32	0.32	0.46	0.41	0.33	0.32	0.33	0.58
NEE	0.35	0.69	0.22	1.00	0.24	0.28	0.25	0.33	0.27	0.25	0.39	0.34	0.31	0.28	0.43	0.44	0.55
TXN	0.69	0.17	0.28	0.24	1.00	0.41	0.36	0.32	0.45	0.52	0.25	0.28	0.41	0.54	0.27	0.29	0.61
SBUX	0.57	0.23	0.25	0.28	0.41	1.00	0.31	0.47	0.38	0.41	0.32	0.31	0.43	0.45	0.36	0.37	0.61
AMGN	0.48	0.26	0.51	0.25	0.36	0.31	1.00	0.31	0.34	0.37	0.35	0.50	0.42	0.39	0.32	0.38	0.63
MCD	0.45	0.34	0.28	0.33	0.32	0.47	0.31	1.00	0.36	0.35	0.42	0.38	0.37	0.37	0.47	0.45	0.60
UNP	0.59	0.24	0.30	0.27	0.45	0.38	0.34	0.36	1.00	0.44	0.33	0.35	0.41	0.55	0.35	0.31	0.62
CSCO	0.66	0.21	0.32	0.25	0.52	0.41	0.37	0.35	0.44	1.00	0.30	0.36	0.40	0.51	0.33	0.34	0.63
CL	0.37	0.45	0.32	0.39	0.25	0.32	0.35	0.42	0.33	0.30	1.00	0.46	0.36	0.31	0.60	0.63	0.62
JNJ	0.41	0.36	0.46	0.34	0.28	0.31	0.50	0.38	0.35	0.36	0.46	1.00	0.48	0.37	0.45	0.48	0.64
MDT	0.55	0.30	0.41	0.31	0.41	0.43	0.42	0.37	0.41	0.40	0.36	0.48	1.00	0.45	0.40	0.41	0.67
BLK	0.74	0.21	0.33	0.28	0.54	0.45	0.39	0.37	0.55	0.51	0.31	0.37	0.45	1.00	0.34	0.34	0.67
KO	0.42	0.46	0.32	0.43	0.27	0.36	0.32	0.47	0.35	0.33	0.60	0.45	0.40	0.34	1.00	0.69	0.65
PEP	0.42	0.48	0.33	0.44	0.29	0.37	0.38	0.45	0.31	0.34	0.63	0.48	0.41	0.34	0.69	1.00	0.67
Portfolio	0.77	0.53	0.58	0.55	0.61	0.61	0.63	0.60	0.62	0.63	0.62	0.64	0.67	0.67	0.65	0.67	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

DIV Stocks Strict Criteria

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