Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DividendAristocrats, 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 May 4, 2023, corresponding to the inception date of KVUE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio DividendAristocrats | -0.14% | -5.96% | 2.24% | 4.59% | 7.68% | — | — | — |
| Portfolio components: | ||||||||
WBA Walgreens Boots Alliance, Inc. | — | — | — | — | — | — | — | — |
LEG Leggett & Platt, Incorporated | -1.52% | -13.67% | -11.48% | 10.76% | 19.06% | -30.20% | -23.89% | -11.54% |
MMM 3M Company | -0.54% | -8.84% | -9.36% | -8.22% | -0.42% | 22.35% | 1.44% | 3.72% |
O Realty Income Corporation | 0.53% | -6.12% | 11.80% | 6.39% | 15.07% | 5.34% | 4.90% | 5.14% |
AMCR Amcor plc | -1.89% | -15.35% | -2.99% | -0.19% | -13.68% | -6.10% | -2.76% | — |
TROW T. Rowe Price Group, Inc. | 0.33% | -2.04% | -10.61% | -8.92% | 1.21% | -2.50% | -8.23% | 5.96% |
BEN Franklin Resources, Inc. | -0.81% | -10.41% | -0.62% | 5.05% | 27.32% | 0.74% | -0.15% | -0.13% |
FRT Federal Realty Investment Trust | 0.69% | -2.38% | 8.30% | 10.25% | 12.72% | 7.21% | 4.84% | -0.03% |
CVX Chevron Corporation | 0.79% | 5.40% | 31.83% | 32.46% | 24.90% | 9.95% | 18.30% | 12.53% |
ABBV AbbVie Inc. | -2.86% | -10.70% | -7.86% | -10.37% | 5.19% | 13.21% | 18.43% | 18.22% |
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2023, DividendAristocrats's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 56% of months were positive and 44% were negative. The best month was Jun 2023 with a return of +7.9%, while the worst month was Dec 2024 at -7.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DividendAristocrats closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.63% | 4.47% | -7.24% | -0.12% | 2.24% | ||||||||
| 2025 | 3.61% | 1.22% | -1.67% | -3.47% | 2.07% | 1.25% | 0.90% | 3.31% | -0.77% | -1.06% | 3.84% | -0.28% | 9.01% |
| 2024 | -0.39% | 2.22% | 4.83% | -4.70% | 0.94% | -1.39% | 5.49% | 3.41% | 2.36% | -3.15% | 4.78% | -7.46% | 6.16% |
| 2023 | -4.10% | 7.90% | 2.48% | -2.27% | -5.68% | -3.59% | 6.57% | 5.41% | 5.87% |
Benchmark Metrics
DividendAristocrats has an annualized alpha of -1.57%, beta of 0.57, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since May 05, 2023.
- This portfolio participated in 110.62% of S&P 500 Index downside but only 68.44% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 may look defensive, but with R² of 0.46 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -1.57%
- Beta
- 0.57
- R²
- 0.46
- Upside Capture
- 68.44%
- Downside Capture
- 110.62%
Expense Ratio
DividendAristocrats 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.
Return for Risk
Risk / Return Rank
DividendAristocrats ranks 11 for risk / return — in the bottom 11% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.88 | -0.37 |
Sortino ratioReturn per unit of downside risk | 0.84 | 1.37 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.39 | -0.69 |
Martin ratioReturn relative to average drawdown | 2.56 | 6.43 | -3.88 |
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 | |
|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | — | — | — | — | — | — |
LEG Leggett & Platt, Incorporated | 56 | 0.33 | 1.04 | 1.13 | 1.01 | 2.21 |
MMM 3M Company | 36 | -0.01 | 0.20 | 1.03 | -0.02 | -0.06 |
O Realty Income Corporation | 66 | 0.90 | 1.29 | 1.16 | 1.35 | 4.03 |
AMCR Amcor plc | 19 | -0.47 | -0.46 | 0.94 | -0.58 | -1.16 |
TROW T. Rowe Price Group, Inc. | 39 | 0.04 | 0.28 | 1.04 | 0.15 | 0.38 |
BEN Franklin Resources, Inc. | 67 | 0.90 | 1.43 | 1.18 | 1.46 | 3.65 |
FRT Federal Realty Investment Trust | 59 | 0.59 | 0.99 | 1.12 | 0.97 | 3.83 |
CVX Chevron Corporation | 66 | 0.98 | 1.37 | 1.20 | 1.19 | 2.67 |
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
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Dividends
Dividend yield
DividendAristocrats provided a 2.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.55% | 2.53% | 2.84% | 2.56% | 2.40% | 2.10% | 2.41% | 2.24% | 2.58% | 2.07% | 2.22% | 2.39% |
| Portfolio components: | ||||||||||||
WBA Walgreens Boots Alliance, Inc. | 0.00% | 0.00% | 10.72% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% |
LEG Leggett & Platt, Incorporated | 2.06% | 1.82% | 6.35% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% |
MMM 3M Company | 2.06% | 1.82% | 16.27% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% |
O Realty Income Corporation | 5.20% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
AMCR Amcor plc | 6.45% | 6.15% | 5.34% | 5.11% | 4.05% | 3.93% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
TROW T. Rowe Price Group, Inc. | 5.67% | 4.96% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% |
BEN Franklin Resources, Inc. | 5.56% | 5.40% | 7.69% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% |
FRT Federal Realty Investment Trust | 4.20% | 4.39% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% |
CVX Chevron Corporation | 3.47% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
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 DividendAristocrats. 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 DividendAristocrats was 15.32%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current DividendAristocrats drawdown is 7.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.32% | Dec 2, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -13.06% | Jul 27, 2023 | 66 | Oct 27, 2023 | 79 | Feb 22, 2024 | 145 |
| -9.38% | Feb 12, 2026 | 26 | Mar 20, 2026 | — | — | — |
| -6.4% | Apr 1, 2024 | 69 | Jul 9, 2024 | 15 | Jul 30, 2024 | 84 |
| -5.19% | May 8, 2023 | 17 | May 31, 2023 | 9 | Jun 13, 2023 | 26 |
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 67 assets, with an effective number of assets of 67.00, 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.