Dividend-Paying Stocks Portfolio
This portfolio consists of 10 dividend-paying stocks that could generate constant money flow in the long term.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend-Paying Stocks Portfolio, 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 Quarterly
The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of APD
Returns By Period
As of Oct 30, 2024, the Dividend-Paying Stocks Portfolio returned 24.24% Year-To-Date and 9.27% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Dividend-Paying Stocks Portfolio | 24.24% | -2.92% | 16.65% | 32.57% | 10.65% | 9.27% |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
MMM 3M Company | 45.55% | -5.85% | 35.60% | 80.54% | 2.86% | 3.49% |
KO The Coca-Cola Company | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | 7.97% |
WMT Walmart Inc. | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | 14.73% |
CL Colgate-Palmolive Company | 21.45% | -8.17% | 4.09% | 31.04% | 9.23% | 6.00% |
APD Air Products and Chemicals, Inc. | 17.50% | 5.60% | 35.13% | 15.35% | 10.75% | 12.52% |
IBM International Business Machines Corporation | 32.27% | -4.71% | 28.99% | 53.39% | 15.88% | 7.50% |
KMB Kimberly-Clark Corporation | 13.73% | -5.63% | 0.23% | 16.75% | 3.74% | 5.52% |
EMR Emerson Electric Co. | 13.54% | -0.28% | 2.03% | 25.69% | 11.88% | 8.49% |
JNJ Johnson & Johnson | 4.53% | -0.81% | 12.46% | 12.33% | 6.85% | 6.95% |
Monthly Returns
The table below presents the monthly returns of Dividend-Paying Stocks Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.72% | 2.35% | 4.46% | -1.09% | 3.77% | 1.50% | 5.81% | 5.60% | 2.14% | 24.24% | |||
| 2023 | -3.46% | -4.54% | 3.50% | 2.74% | -6.00% | 6.79% | 2.46% | -0.43% | -4.70% | -0.08% | 3.33% | 2.42% | 1.15% |
| 2022 | -2.26% | -5.03% | 2.87% | 1.36% | -1.39% | -2.71% | 2.20% | -3.57% | -7.53% | 10.29% | 8.74% | -1.31% | 0.16% |
| 2021 | -3.72% | -1.17% | 7.87% | 1.39% | 2.84% | -0.78% | 1.86% | 0.17% | -5.35% | 2.96% | -3.44% | 9.37% | 11.50% |
| 2020 | 0.90% | -8.13% | -7.47% | 10.54% | 2.83% | -0.84% | 5.84% | 5.51% | -1.57% | -3.64% | 8.18% | 1.35% | 12.28% |
| 2019 | 5.62% | 3.31% | 3.05% | 2.69% | -5.26% | 7.31% | 1.39% | -0.54% | 2.72% | -1.77% | 2.74% | 2.28% | 25.54% |
| 2018 | 2.05% | -6.64% | -0.90% | -4.24% | -0.88% | 1.54% | 5.81% | 1.92% | 0.91% | -5.17% | 5.49% | -5.88% | -6.77% |
| 2017 | 1.09% | 5.70% | 0.14% | -0.04% | 2.54% | -0.17% | -0.34% | 0.30% | 0.92% | 3.40% | 3.69% | 1.51% | 20.18% |
| 2016 | 0.10% | 2.03% | 7.11% | -1.16% | 1.05% | 3.39% | 1.79% | -0.52% | -0.11% | -3.95% | 1.16% | 1.19% | 12.34% |
| 2015 | -3.55% | 3.55% | -2.40% | -0.84% | 0.34% | -3.66% | 1.61% | -6.43% | -0.86% | 4.73% | 0.75% | 0.77% | -6.36% |
| 2014 | -4.96% | 3.79% | 2.26% | 2.76% | -0.43% | 0.75% | -2.49% | 3.30% | 0.13% | 1.42% | 4.94% | -1.06% | 10.43% |
| 2013 | 5.81% | 2.39% | 3.55% | 1.31% | 0.24% | -1.42% | 6.59% | -4.50% | 2.19% | 5.50% | 2.58% | 0.52% | 27.10% |
Expense Ratio
Dividend-Paying Stocks Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend-Paying Stocks Portfolio is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
MMM 3M Company | 2.54 | 4.08 | 1.60 | 1.48 | 14.36 |
KO The Coca-Cola Company | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
WMT Walmart Inc. | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
CL Colgate-Palmolive Company | 2.33 | 3.15 | 1.43 | 2.79 | 11.56 |
APD Air Products and Chemicals, Inc. | 0.56 | 0.87 | 1.16 | 0.54 | 1.48 |
IBM International Business Machines Corporation | 2.45 | 3.18 | 1.49 | 3.17 | 7.95 |
KMB Kimberly-Clark Corporation | 1.07 | 1.49 | 1.23 | 1.14 | 7.19 |
EMR Emerson Electric Co. | 1.05 | 1.57 | 1.23 | 1.55 | 4.24 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
Dividends
Dividend yield
Dividend-Paying Stocks Portfolio provided a 2.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend-Paying Stocks Portfolio | 2.54% | 3.06% | 2.89% | 2.64% | 2.75% | 2.77% | 3.20% | 2.69% | 2.99% | 3.03% | 2.30% | 2.16% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
MMM 3M Company | 3.03% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
KO The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
WMT Walmart Inc. | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
CL Colgate-Palmolive Company | 2.09% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
APD Air Products and Chemicals, Inc. | 2.24% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
IBM International Business Machines Corporation | 3.16% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% | 1.97% |
KMB Kimberly-Clark Corporation | 3.60% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% | 0.00% |
EMR Emerson Electric Co. | 1.93% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
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 Dividend-Paying Stocks 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 Dividend-Paying Stocks Portfolio was 38.99%, occurring on Mar 9, 2009. Recovery took 387 trading sessions.
The current Dividend-Paying Stocks Portfolio drawdown is 4.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.99% | Dec 11, 2007 | 312 | Mar 9, 2009 | 387 | Sep 20, 2010 | 699 |
| -27.63% | Feb 7, 2020 | 31 | Mar 23, 2020 | 96 | Aug 7, 2020 | 127 |
| -21.35% | Mar 20, 2002 | 86 | Jul 22, 2002 | 349 | Dec 8, 2003 | 435 |
| -17.01% | Jan 6, 2022 | 190 | Oct 7, 2022 | 34 | Nov 25, 2022 | 224 |
| -15.83% | Dec 29, 2014 | 166 | Aug 25, 2015 | 143 | Mar 21, 2016 | 309 |
Volatility
Volatility Chart
The current Dividend-Paying Stocks Portfolio volatility is 2.93%, 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
| WMT | IBM | JNJ | EMR | APD | KO | KMB | CL | MMM | PG | |
|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.37 | 0.38 | 0.34 | 0.34 | 0.37 | 0.39 | 0.39 | 0.38 | 0.43 |
| IBM | 0.37 | 1.00 | 0.41 | 0.53 | 0.47 | 0.40 | 0.34 | 0.37 | 0.52 | 0.38 |
| JNJ | 0.38 | 0.41 | 1.00 | 0.37 | 0.39 | 0.44 | 0.44 | 0.44 | 0.45 | 0.49 |
| EMR | 0.34 | 0.53 | 0.37 | 1.00 | 0.57 | 0.38 | 0.32 | 0.34 | 0.61 | 0.36 |
| APD | 0.34 | 0.47 | 0.39 | 0.57 | 1.00 | 0.42 | 0.38 | 0.38 | 0.54 | 0.40 |
| KO | 0.37 | 0.40 | 0.44 | 0.38 | 0.42 | 1.00 | 0.49 | 0.52 | 0.43 | 0.54 |
| KMB | 0.39 | 0.34 | 0.44 | 0.32 | 0.38 | 0.49 | 1.00 | 0.61 | 0.40 | 0.62 |
| CL | 0.39 | 0.37 | 0.44 | 0.34 | 0.38 | 0.52 | 0.61 | 1.00 | 0.41 | 0.67 |
| MMM | 0.38 | 0.52 | 0.45 | 0.61 | 0.54 | 0.43 | 0.40 | 0.41 | 1.00 | 0.43 |
| PG | 0.43 | 0.38 | 0.49 | 0.36 | 0.40 | 0.54 | 0.62 | 0.67 | 0.43 | 1.00 |