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Drie tickers XOM WMT LLY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XOM 33.33%WMT 33.33%LLY 33.33%EquityEquity
PositionCategory/SectorTarget Weight
LLY
Eli Lilly and Company
Healthcare
33.33%
WMT
Walmart Inc.
Consumer Defensive
33.33%
XOM
Exxon Mobil Corporation
Energy
33.33%

S&P 500 Index

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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.98%6.08%0.12%-0.73%12.79%
20254.31%6.38%-4.93%2.85%-6.21%2.92%-0.46%0.62%3.07%4.39%12.86%1.36%29.13%
20246.14%8.86%5.58%0.27%5.35%3.89%-2.25%10.42%-1.12%-1.74%3.79%-4.54%39.14%
20230.26%-4.89%4.45%8.52%-1.89%7.27%-0.45%9.41%0.18%-1.55%0.15%-0.80%21.40%
20223.24%1.37%9.59%2.65%1.90%-4.32%7.77%-2.53%-1.59%16.23%3.59%-2.97%38.63%
20219.86%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
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.


The portfolio doesn't include any funds that charge management fees.

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.


Drie tickers XOM WMT LLY Risk / Return Rank: 8383
Overall Rank
Drie tickers XOM WMT LLY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
Drie tickers XOM WMT LLY Sortino Ratio Rank: 8484
Sortino Ratio Rank
Drie tickers XOM WMT LLY Omega Ratio Rank: 8383
Omega Ratio Rank
Drie tickers XOM WMT LLY Calmar Ratio Rank: 8484
Calmar Ratio Rank
Drie tickers XOM WMT LLY Martin Ratio Rank: 7878
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

1.86

0.88

+0.98

Sortino ratio

Return per unit of downside risk

2.54

1.37

+1.17

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

3.30

1.39

+1.91

Martin ratio

Return relative to average drawdown

11.51

6.43

+5.08


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
XOM
Exxon Mobil Corporation
801.582.061.282.516.57
WMT
Walmart Inc.
871.722.651.333.9210.75
LLY
Eli Lilly and Company
510.360.781.110.561.37

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.

Drie tickers XOM WMT LLY Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.86
  • 5-Year: 1.93
  • 10-Year: 1.29
  • All Time: 0.92

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 Drie tickers XOM WMT LLY 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

Drie tickers XOM WMT LLY provided a 1.31% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.31%1.58%1.72%1.97%1.96%2.82%3.90%2.89%2.97%2.73%2.99%3.09%
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, 198780Dec 3, 1987365May 15, 1989445
-33.25%Jul 12, 2000507Jul 22, 2002442Apr 22, 2004949
-30.41%Apr 17, 2008221Mar 3, 2009679Nov 8, 2011900
-23.43%Jan 10, 200033Feb 25, 200078Jun 16, 2000111
-23.3%Jan 15, 202047Mar 23, 202052Jun 5, 202099

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

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

BenchmarkXOMLLYWMTPortfolio
Benchmark1.000.530.480.480.67
XOM0.531.000.250.250.64
LLY0.480.251.000.290.70
WMT0.480.250.291.000.71
Portfolio0.670.640.700.711.00
The correlation results are calculated based on daily price changes starting from Jan 16, 1978