Dividend Stocks Porfolio v.1, May 25

Asset Allocation

Position	Category/Sector	Target Weight
CNQ Canadian Natural Resources Limited	Energy	5%
ENB Enbridge Inc.	Energy	5%
EPD Enterprise Products Partners L.P.	Energy	5%
MAIN Main Street Capital Corporation	Financial Services	5%
WMB The Williams Companies, Inc.	Energy	5%
AVGO Broadcom Inc.	Technology	5%
T AT&T Inc.	Communication Services	5%
BIP-UN.TO Brookfield Infrastructure Partners L.P	Utilities	4%
NTR Nutrien Ltd.	Basic Materials	4%
PM Philip Morris International Inc.	Consumer Defensive	4%
TXN Texas Instruments Incorporated	Technology	4%
BLK BlackRock, Inc.	Financial Services	4%
CSWC Capital Southwest Corporation	Financial Services	4%
O Realty Income Corporation	Real Estate	4%
RIO Rio Tinto Group	Basic Materials	4%
JPM JPMorgan Chase & Co.	Financial Services	4%
UL The Unilever Group	Consumer Defensive	4%
STAG STAG Industrial, Inc.	Real Estate	3%
FNV Franco-Nevada Corporation	Basic Materials	3%
BRO Brown & Brown, Inc.	Financial Services	3%
STX Seagate Technology plc	Technology	3%
CM Canadian Imperial Bank of Commerce	Financial Services	3%
ABBV AbbVie Inc.	Healthcare	2.50%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	2%
MFC Manulife Financial Corporation	Financial Services	2%
CAH Cardinal Health, Inc.	Healthcare	2%
SYF Synchrony Financial	Financial Services	1.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Stocks Porfolio v.1, May 25, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Dividend Stocks Porfolio v.1, May 25	0.19%	-0.25%	16.22%	16.37%	30.63%	28.62%	19.30%	—
Portfolio components:
ABBV AbbVie Inc.	-1.83%	10.68%	-0.77%	1.62%	21.34%	21.59%	18.74%	18.63%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
BIP-UN.TO Brookfield Infrastructure Partners L.P	-0.28%	6.80%	14.26%	12.81%	21.46%	7.66%	15.00%	29.22%
BLK BlackRock, Inc.	-0.08%	-7.79%	-6.02%	-5.28%	2.69%	15.91%	5.20%	13.89%
BRO Brown & Brown, Inc.	2.58%	4.57%	-25.76%	-24.50%	-46.29%	-1.96%	3.08%	13.47%
CAH Cardinal Health, Inc.	1.97%	12.01%	0.59%	3.97%	34.46%	36.85%	32.48%	13.05%
CALM Cal-Maine Foods, Inc.	1.60%	-0.58%	-3.66%	-9.50%	-18.87%	23.61%	22.30%	8.80%
CM Canadian Imperial Bank of Commerce	-0.25%	-1.06%	21.11%	21.40%	63.84%	43.33%	18.65%	16.58%
CNQ Canadian Natural Resources Limited	1.29%	3.95%	37.99%	38.89%	53.83%	23.71%	26.79%	18.22%
CSWC Capital Southwest Corporation	-1.44%	-2.02%	9.58%	12.21%	25.93%	20.07%	8.67%	17.23%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2018, Dividend Stocks Porfolio v.1, May 25's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dividend Stocks Porfolio v.1, May 25 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.11%	4.64%	-3.64%	8.49%	0.73%	-1.53%							16.22%
2025	4.22%	2.05%	-0.64%	0.21%	6.31%	4.68%	-0.54%	4.42%	2.80%	-2.52%	4.67%	0.01%	28.38%
2024	-0.16%	2.34%	5.32%	-2.27%	4.63%	1.18%	5.34%	3.27%	2.11%	1.16%	3.81%	-2.43%	26.74%
2023	7.98%	-3.83%	0.49%	0.59%	-3.07%	5.77%	3.60%	-1.84%	-2.26%	-4.03%	8.52%	6.54%	18.69%
2022	1.07%	1.72%	4.78%	-4.37%	2.36%	-7.43%	6.64%	-2.87%	-9.98%	9.06%	6.73%	-3.47%	2.27%
2021	0.32%	6.27%	5.58%	5.51%	3.47%	-0.35%	0.11%	0.93%	-2.09%	5.84%	-2.75%	5.98%	32.14%

Benchmark Metrics

Dividend Stocks Porfolio v.1, May 25 has an annualized alpha of 6.46%, beta of 0.83, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since January 03, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.28%) than losses (76.06%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 6.46%

Beta: 0.83

R²: 0.76

Upside Capture: 95.28%

Downside Capture: 76.06%

Expense Ratio

Dividend Stocks Porfolio v.1, May 25 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

Dividend Stocks Porfolio v.1, May 25 ranks 85 for risk / return — in the top 85% 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.

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

The table below presents risk-adjusted performance metrics for Dividend Stocks Porfolio v.1, May 25 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.96	1.94	+1.02
Sortino ratioReturn per unit of downside risk	4.11	2.63	+1.49
Omega ratioGain probability vs. loss probability	1.55	1.35	+0.19
Calmar ratioReturn relative to maximum drawdown	5.60	2.59	+3.02
Martin ratioReturn relative to average drawdown	20.69	11.84	+8.85
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	66	0.88	1.37	1.17	1.24	2.77
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
BIP-UN.TO Brookfield Infrastructure Partners L.P	73	1.22	1.79	1.21	1.87	4.05
BLK BlackRock, Inc.	42	0.10	0.32	1.04	0.12	0.27
BRO Brown & Brown, Inc.	3	-1.62	-2.40	0.69	-0.91	-1.57
CAH Cardinal Health, Inc.	75	1.17	1.99	1.26	1.72	4.56
CALM Cal-Maine Foods, Inc.	23	-0.51	-0.56	0.93	-0.46	-0.71
CM Canadian Imperial Bank of Commerce	96	3.42	4.26	1.58	5.97	24.07
CNQ Canadian Natural Resources Limited	85	1.87	2.34	1.30	3.82	8.73
CSWC Capital Southwest Corporation	78	1.46	2.14	1.26	1.77	5.70

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.

Dividend Stocks Porfolio v.1, May 25 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.96
5-Year: 1.34
All Time: 0.94

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 1.64 to 2.53, 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 Dividend Stocks Porfolio v.1, May 25 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

Dividend Stocks Porfolio v.1, May 25 provided a 3.86% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.86%	4.13%	4.34%	4.79%	5.22%	4.55%	4.99%	4.69%	5.08%	3.78%	3.71%	13.19%
Portfolio components:
ABBV AbbVie Inc.	3.02%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BIP-UN.TO Brookfield Infrastructure Partners L.P	4.51%	5.04%	4.85%	5.00%	4.23%	3.97%	5.61%	5.62%	6.65%	5.64%	5.16%	10.13%
BLK BlackRock, Inc.	2.20%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
BRO Brown & Brown, Inc.	1.10%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CAH Cardinal Health, Inc.	0.99%	0.99%	1.28%	1.98%	2.57%	3.80%	3.62%	3.80%	4.24%	3.00%	2.41%	1.68%
CALM Cal-Maine Foods, Inc.	6.35%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%
CM Canadian Imperial Bank of Commerce	2.72%	3.17%	4.21%	5.88%	7.77%	4.08%	5.06%	6.47%	5.48%	5.28%	5.93%	6.71%
CNQ Canadian Natural Resources Limited	3.76%	5.01%	5.02%	4.17%	6.31%	3.78%	5.26%	3.49%	4.56%	3.08%	2.94%	4.21%
CSWC Capital Southwest Corporation	12.70%	11.56%	11.59%	10.21%	12.46%	10.13%	11.49%	13.07%	10.77%	7.01%	2.35%	216.86%

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 Dividend Stocks Porfolio v.1, May 25. 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 Stocks Porfolio v.1, May 25 was 40.81%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

The current Dividend Stocks Porfolio v.1, May 25 drawdown is 2.92%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-40.81%Mar 2020	1mo 9d	7mo 28d	9mo 7dFeb 2020 - Nov 2020
Bear market2022	-17.92%Oct 2022	5mo 24d	8mo 24d	1y 2moApr 2022 - Jul 2023
Rate-hike selloffLate 2018	-17.54%Dec 2018	10mo 29d	2mo 3d	1y 27dJan 2018 - Feb 2019
2025 selloff2025	-12.51%Apr 2025	1mo 16d	29d	2mo 15dFeb 2025 - May 2025
2023 pullback2023	-8.90%Oct 2023	3mo 3d	1mo 5d	4mo 8dJul 2023 - Dec 2023

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 27 assets, with an effective number of assets of 24.97, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.66	2.04	1.87	1.62

The portfolio has a diversification ratio of 1.62, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Dividend Stocks Porfolio v.1, May 25 correlation to the S&P 500 Index

Dividend Stocks Porfolio v.1, May 25 has a 0.59 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 3, 2018	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. BLK has the highest benchmark correlation at 0.73, while CALM has the lowest at 0.21.

CALM

0.21

FNV

0.22

0.31

0.32

BIP-UN.TO

0.34

0.35

0.36

0.37

0.38

0.38

0.39

0.41

0.41

0.42

0.48

0.51

0.51

0.52

0.57

0.59

0.59

0.61

0.62

0.68

0.70

0.73

Portfolio Correlations

Correlation vs. Dividend Stocks Porfolio v.1, May 25. BLK has the highest portfolio correlation at 0.70, while CALM has the lowest at 0.28.

CALM

0.28

FNV

0.33

0.37

ABBV

0.39

BIP-UN.TO

0.41

0.44

0.45

CAH

0.45

0.47

0.48

0.49

0.54

0.55

0.56

0.57

0.59

0.60

0.61

0.61

0.62

0.64

0.64

0.65

0.67

0.69

MFC

0.70

BLK

0.70

Asset Correlations Table

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

	FNV	CALM	BIP-UN.TO	UL	ABBV	PM	CAH	T	O	CSWC	AVGO	NTR	STX	BRO	CNQ	EPD	RIO	STAG	MAIN	TXN	WMB	ENB	SYF	JPM	CM	BLK	MFC
FNV	1.00	0.03	0.11	0.21	0.08	0.14	0.07	0.11	0.18	0.08	0.16	0.19	0.17	0.10	0.18	0.14	0.32	0.18	0.12	0.16	0.19	0.27	0.07	0.08	0.22	0.19	0.17
CALM	0.03	1.00	0.11	0.15	0.13	0.17	0.20	0.18	0.14	0.16	0.10	0.16	0.13	0.20	0.16	0.16	0.14	0.20	0.18	0.12	0.19	0.16	0.19	0.21	0.17	0.17	0.17
BIP-UN.TO	0.11	0.11	1.00	0.18	0.16	0.19	0.18	0.18	0.24	0.23	0.18	0.22	0.22	0.20	0.18	0.20	0.21	0.27	0.27	0.22	0.23	0.27	0.26	0.25	0.31	0.30	0.31
UL	0.21	0.15	0.18	1.00	0.27	0.35	0.23	0.28	0.36	0.16	0.13	0.12	0.14	0.33	0.10	0.13	0.21	0.37	0.22	0.23	0.17	0.30	0.18	0.19	0.26	0.29	0.24
ABBV	0.08	0.13	0.16	0.27	1.00	0.31	0.37	0.29	0.27	0.16	0.16	0.18	0.19	0.30	0.18	0.23	0.19	0.28	0.23	0.26	0.27	0.27	0.21	0.28	0.23	0.29	0.26
PM	0.14	0.17	0.19	0.35	0.31	1.00	0.33	0.38	0.34	0.17	0.12	0.21	0.18	0.29	0.19	0.22	0.23	0.30	0.21	0.22	0.29	0.34	0.25	0.29	0.30	0.29	0.28
CAH	0.07	0.20	0.18	0.23	0.37	0.33	1.00	0.32	0.25	0.19	0.19	0.23	0.25	0.34	0.23	0.25	0.19	0.26	0.25	0.25	0.31	0.30	0.30	0.36	0.30	0.31	0.35
T	0.11	0.18	0.18	0.28	0.29	0.38	0.32	1.00	0.35	0.21	0.10	0.22	0.19	0.31	0.22	0.29	0.22	0.30	0.28	0.21	0.32	0.36	0.32	0.37	0.32	0.31	0.32
O	0.18	0.14	0.24	0.36	0.27	0.34	0.25	0.35	1.00	0.25	0.14	0.20	0.17	0.35	0.14	0.23	0.19	0.64	0.34	0.26	0.27	0.36	0.26	0.24	0.27	0.30	0.24
CSWC	0.08	0.16	0.23	0.16	0.16	0.17	0.19	0.21	0.25	1.00	0.26	0.24	0.27	0.24	0.26	0.29	0.24	0.32	0.56	0.25	0.28	0.29	0.38	0.36	0.36	0.37	0.38
AVGO	0.16	0.10	0.18	0.13	0.16	0.12	0.19	0.10	0.14	0.26	1.00	0.22	0.49	0.25	0.24	0.22	0.32	0.29	0.31	0.60	0.24	0.21	0.35	0.37	0.35	0.46	0.37
NTR	0.19	0.16	0.22	0.12	0.18	0.21	0.23	0.22	0.20	0.24	0.22	1.00	0.27	0.22	0.51	0.37	0.42	0.22	0.29	0.29	0.41	0.41	0.34	0.33	0.42	0.33	0.43
STX	0.17	0.13	0.22	0.14	0.19	0.18	0.25	0.19	0.17	0.27	0.49	0.27	1.00	0.26	0.25	0.24	0.36	0.28	0.34	0.51	0.26	0.23	0.38	0.38	0.38	0.43	0.40
BRO	0.10	0.20	0.20	0.33	0.30	0.29	0.34	0.31	0.35	0.24	0.25	0.22	0.26	1.00	0.19	0.26	0.19	0.42	0.36	0.32	0.26	0.30	0.34	0.40	0.31	0.45	0.36
CNQ	0.18	0.16	0.18	0.10	0.18	0.19	0.23	0.22	0.14	0.26	0.24	0.51	0.25	0.19	1.00	0.52	0.42	0.20	0.29	0.29	0.54	0.52	0.36	0.38	0.44	0.32	0.45
EPD	0.14	0.16	0.20	0.13	0.23	0.22	0.25	0.29	0.23	0.29	0.22	0.37	0.24	0.26	0.52	1.00	0.34	0.27	0.34	0.29	0.61	0.52	0.36	0.38	0.39	0.34	0.40
RIO	0.32	0.14	0.21	0.21	0.19	0.23	0.19	0.22	0.19	0.24	0.32	0.42	0.36	0.19	0.42	0.34	1.00	0.26	0.30	0.39	0.36	0.38	0.35	0.38	0.44	0.43	0.49
STAG	0.18	0.20	0.27	0.37	0.28	0.30	0.26	0.30	0.64	0.32	0.29	0.22	0.28	0.42	0.20	0.27	0.26	1.00	0.38	0.36	0.29	0.34	0.35	0.34	0.37	0.43	0.36
MAIN	0.12	0.18	0.27	0.22	0.23	0.21	0.25	0.28	0.34	0.56	0.31	0.29	0.34	0.36	0.29	0.34	0.30	0.38	1.00	0.34	0.36	0.35	0.46	0.44	0.42	0.47	0.45
TXN	0.16	0.12	0.22	0.23	0.26	0.22	0.25	0.21	0.26	0.25	0.60	0.29	0.51	0.32	0.29	0.29	0.39	0.36	0.34	1.00	0.29	0.27	0.44	0.42	0.39	0.55	0.43
WMB	0.19	0.19	0.23	0.17	0.27	0.29	0.31	0.32	0.27	0.28	0.24	0.41	0.26	0.26	0.54	0.61	0.36	0.29	0.36	0.29	1.00	0.59	0.38	0.41	0.44	0.36	0.42
ENB	0.27	0.16	0.27	0.30	0.27	0.34	0.30	0.36	0.36	0.29	0.21	0.41	0.23	0.30	0.52	0.52	0.38	0.34	0.35	0.27	0.59	1.00	0.33	0.37	0.49	0.37	0.45
SYF	0.07	0.19	0.26	0.18	0.21	0.25	0.30	0.32	0.26	0.38	0.35	0.34	0.38	0.34	0.36	0.36	0.35	0.35	0.46	0.44	0.38	0.33	1.00	0.68	0.56	0.57	0.59
JPM	0.08	0.21	0.25	0.19	0.28	0.29	0.36	0.37	0.24	0.36	0.37	0.33	0.38	0.40	0.38	0.38	0.38	0.34	0.44	0.42	0.41	0.37	0.68	1.00	0.60	0.62	0.60
CM	0.22	0.17	0.31	0.26	0.23	0.30	0.30	0.32	0.27	0.36	0.35	0.42	0.38	0.31	0.44	0.39	0.44	0.37	0.42	0.39	0.44	0.49	0.56	0.60	1.00	0.53	0.66
BLK	0.19	0.17	0.30	0.29	0.29	0.29	0.31	0.31	0.30	0.37	0.46	0.33	0.43	0.45	0.32	0.34	0.43	0.43	0.47	0.55	0.36	0.37	0.57	0.62	0.53	1.00	0.57
MFC	0.17	0.17	0.31	0.24	0.26	0.28	0.35	0.32	0.24	0.38	0.37	0.43	0.40	0.36	0.45	0.40	0.49	0.36	0.45	0.43	0.42	0.45	0.59	0.60	0.66	0.57	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

Diversification Analysis

Find what Dividend Stocks Porfolio v.1, May 25 is missing

See which holdings overlap, where Dividend Stocks Porfolio v.1, May 25 is concentrated, and which low-correlation assets could fill the gaps.

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