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DivStocksCAD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


PEY.TO 25.00%CSH-UN.TO 25.00%EMA.TO 25.00%BNS.TO 25.00%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DivStocksCAD, 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 Nov 14, 2003, corresponding to the inception date of CSH-UN.TO

Returns By Period

As of Apr 4, 2026, the DivStocksCAD returned 6.23% Year-To-Date and 13.45% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-2.33%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
DivStocksCAD
0.30%-2.91%6.23%17.87%47.87%30.40%22.18%13.45%
PEY.TO
Peyto Exploration & Development Corp.
-0.49%-5.90%13.27%40.48%68.43%43.15%51.99%14.39%
CSH-UN.TO
Chartwell Retirement Residences
0.93%-1.75%5.50%6.72%34.37%40.47%15.68%8.76%
EMA.TO
Emera Incorporated
0.76%0.57%8.12%12.50%28.87%15.03%8.90%8.84%
BNS.TO
The Bank of Nova Scotia
-0.05%-2.88%-3.80%10.07%55.84%18.11%8.10%9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 4, 2009, DivStocksCAD's average daily return is +0.07%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2009 with a return of +25.5%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DivStocksCAD closed higher 54% of trading days. The best single day was Mar 25, 2020 with a return of +13.3%, while the worst single day was Mar 12, 2020 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.78%6.10%-4.37%0.88%6.23%
2025-0.69%2.67%4.25%5.27%6.53%2.88%-0.70%4.48%2.12%4.37%4.17%3.40%46.08%
20240.34%3.30%4.49%-2.64%2.33%-2.07%4.96%6.03%6.97%-3.07%6.59%-3.72%25.14%
20236.81%-5.33%0.88%3.17%-3.58%4.03%3.68%-0.75%0.28%-2.82%3.76%7.19%17.74%
20222.22%2.47%7.14%-3.68%9.02%-13.63%7.70%-9.88%-13.72%0.32%11.05%-4.15%-8.98%
20214.19%22.75%2.37%4.95%6.54%9.13%-3.33%-2.16%7.12%3.91%-2.82%6.06%73.35%

Benchmark Metrics

DivStocksCAD has an annualized alpha of 7.58%, beta of 0.79, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since March 04, 2009.

  • This portfolio captured 101.76% of S&P 500 Index gains but only 81.28% of its losses — a favorable profile for investors.
  • R² of 0.42 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
7.58%
Beta
0.79
0.42
Upside Capture
101.76%
Downside Capture
81.28%

Expense Ratio

DivStocksCAD 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

DivStocksCAD ranks 97 for risk / return — in the top 97% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DivStocksCAD Risk / Return Rank: 9797
Overall Rank
DivStocksCAD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DivStocksCAD Sortino Ratio Rank: 9898
Sortino Ratio Rank
DivStocksCAD Omega Ratio Rank: 9898
Omega Ratio Rank
DivStocksCAD Calmar Ratio Rank: 9494
Calmar Ratio Rank
DivStocksCAD Martin Ratio Rank: 9898
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.23

0.88

+2.35

Sortino ratio

Return per unit of downside risk

4.24

1.37

+2.88

Omega ratio

Gain probability vs. loss probability

1.59

1.21

+0.38

Calmar ratio

Return relative to maximum drawdown

4.83

1.39

+3.44

Martin ratio

Return relative to average drawdown

27.17

6.43

+20.74


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PEY.TO
Peyto Exploration & Development Corp.
831.702.321.293.068.92
CSH-UN.TO
Chartwell Retirement Residences
821.532.301.272.659.86
EMA.TO
Emera Incorporated
891.992.861.363.9913.12
BNS.TO
The Bank of Nova Scotia
953.074.091.604.1616.78

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.

DivStocksCAD Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 3.23
  • 5-Year: 1.21
  • 10-Year: 0.62
  • All Time: 0.83

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of DivStocksCAD 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

DivStocksCAD provided a 3.84% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.84%4.45%7.37%9.06%6.92%6.08%10.99%9.34%6.15%5.17%4.02%4.90%
PEY.TO
Peyto Exploration & Development Corp.
5.13%6.18%13.21%19.01%10.62%9.92%28.68%25.21%10.17%8.78%3.97%5.31%
CSH-UN.TO
Chartwell Retirement Residences
2.87%3.04%4.06%5.22%7.25%5.18%5.45%4.30%4.29%3.52%3.79%4.32%
EMA.TO
Emera Incorporated
3.98%4.30%6.71%5.54%5.18%4.08%4.58%4.26%5.22%4.54%4.40%3.85%
BNS.TO
The Bank of Nova Scotia
3.38%4.27%5.49%6.48%4.61%5.14%5.23%3.60%4.91%3.82%3.91%6.11%

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 DivStocksCAD. 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 DivStocksCAD was 61.48%, occurring on Mar 23, 2020. Recovery took 230 trading sessions.

The current DivStocksCAD drawdown is 3.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.48%Sep 7, 2016890Mar 23, 2020230Feb 19, 20211120
-31.36%Jun 8, 202293Oct 20, 2022458Aug 14, 2024551
-29.36%Jul 4, 2014386Jan 18, 201696Jun 3, 2016482
-18.54%Jul 22, 201151Oct 4, 2011188Jul 4, 2012239
-14.71%Jun 3, 200925Jul 8, 200912Jul 24, 200937

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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkPEY.TOEMA.TOCSH-UN.TOBNS.TOPortfolio
Benchmark1.000.360.380.430.610.56
PEY.TO0.361.000.290.290.410.80
EMA.TO0.380.291.000.400.480.61
CSH-UN.TO0.430.290.401.000.450.66
BNS.TO0.610.410.480.451.000.72
Portfolio0.560.800.610.660.721.00
The correlation results are calculated based on daily price changes starting from Mar 4, 2009