Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
LLY Eli Lilly and Company | Healthcare | 33.33% |
WMT Walmart Inc. | Consumer Defensive | 33.33% |
XOM Exxon Mobil Corporation | Energy | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Drie tickers XOM WMT LLY, 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 Jan 13, 1978, corresponding to the inception date of XOM
Returns By Period
As of Apr 4, 2026, the Drie tickers XOM WMT LLY returned 12.79% Year-To-Date and 23.43% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Drie tickers XOM WMT LLY | -0.44% | 3.02% | 12.79% | 30.37% | 52.28% | 33.87% | 33.15% | 23.43% |
| Portfolio components: | ||||||||
XOM Exxon Mobil Corporation | -0.06% | 6.59% | 34.42% | 44.07% | 59.30% | 15.29% | 27.66% | 11.56% |
WMT Walmart Inc. | 0.84% | 2.22% | 13.14% | 23.74% | 52.55% | 37.98% | 24.34% | 20.62% |
LLY Eli Lilly and Company | -1.98% | -4.85% | -12.80% | 11.75% | 27.67% | 39.72% | 39.64% | 31.19% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 16, 1978, Drie tickers XOM WMT LLY's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, your investment would double in approximately 4.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +16.2%, while the worst month was Oct 1987 at -19.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Drie tickers XOM WMT LLY closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.7%, while the worst single day was Oct 19, 1987 at -18.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.98% | 6.08% | 0.12% | -0.73% | 12.79% | ||||||||
| 2025 | 4.31% | 6.38% | -4.93% | 2.85% | -6.21% | 2.92% | -0.46% | 0.62% | 3.07% | 4.39% | 12.86% | 1.36% | 29.13% |
| 2024 | 6.14% | 8.86% | 5.58% | 0.27% | 5.35% | 3.89% | -2.25% | 10.42% | -1.12% | -1.74% | 3.79% | -4.54% | 39.14% |
| 2023 | 0.26% | -4.89% | 4.45% | 8.52% | -1.89% | 7.27% | -0.45% | 9.41% | 0.18% | -1.55% | 0.15% | -0.80% | 21.40% |
| 2022 | 3.24% | 1.37% | 9.59% | 2.65% | 1.90% | -4.32% | 7.77% | -2.53% | -1.59% | 16.23% | 3.59% | -2.97% | 38.63% |
| 2021 | 9.86% | 4.99% | -0.70% | 1.11% | 4.99% | 7.59% | -0.52% | 2.55% | -3.67% | 9.03% | -4.69% | 5.82% | 41.36% |
Benchmark Metrics
Drie tickers XOM WMT LLY has an annualized alpha of 10.29%, beta of 0.80, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 16, 1978.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.35%) than losses (53.01%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 10.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.29%
- Beta
- 0.80
- R²
- 0.54
- Upside Capture
- 95.35%
- Downside Capture
- 53.01%
Expense Ratio
Drie tickers XOM WMT LLY 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
Drie tickers XOM WMT LLY ranks 83 for risk / return — in the top 83% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.88 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.37 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.30 | 1.39 | +1.91 |
Martin ratioReturn relative to average drawdown | 11.51 | 6.43 | +5.08 |
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 | |
|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 80 | 1.58 | 2.06 | 1.28 | 2.51 | 6.57 |
WMT Walmart Inc. | 87 | 1.72 | 2.65 | 1.33 | 3.92 | 10.75 |
LLY Eli Lilly and Company | 51 | 0.36 | 0.78 | 1.11 | 0.56 | 1.37 |
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Dividends
Dividend yield
Drie tickers XOM WMT LLY provided a 1.31% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.58% | 1.72% | 1.97% | 1.96% | 2.82% | 3.90% | 2.89% | 2.97% | 2.73% | 2.99% | 3.09% |
| Portfolio components: | ||||||||||||
XOM Exxon Mobil Corporation | 2.51% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
LLY Eli Lilly and Company | 0.67% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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 Drie tickers XOM WMT LLY. 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 Drie tickers XOM WMT LLY was 38.38%, occurring on Dec 3, 1987. Recovery took 365 trading sessions.
The current Drie tickers XOM WMT LLY drawdown is 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.38% | Aug 12, 1987 | 80 | Dec 3, 1987 | 365 | May 15, 1989 | 445 |
| -33.25% | Jul 12, 2000 | 507 | Jul 22, 2002 | 442 | Apr 22, 2004 | 949 |
| -30.41% | Apr 17, 2008 | 221 | Mar 3, 2009 | 679 | Nov 8, 2011 | 900 |
| -23.43% | Jan 10, 2000 | 33 | Feb 25, 2000 | 78 | Jun 16, 2000 | 111 |
| -23.3% | Jan 15, 2020 | 47 | Mar 23, 2020 | 52 | Jun 5, 2020 | 99 |
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 3 assets, with an effective number of assets of 3.00, 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
| Benchmark | XOM | LLY | WMT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.48 | 0.48 | 0.67 |
| XOM | 0.53 | 1.00 | 0.25 | 0.25 | 0.64 |
| LLY | 0.48 | 0.25 | 1.00 | 0.29 | 0.70 |
| WMT | 0.48 | 0.25 | 0.29 | 1.00 | 0.71 |
| Portfolio | 0.67 | 0.64 | 0.70 | 0.71 | 1.00 |