individual stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
JPM JPMorgan Chase & Co. | Financial Services | 10% |
SOFI SoFi Technologies, Inc. | Financial Services | 10% |
V Visa Inc. | Financial Services | 10% |
WM Waste Management, Inc. | Industrials | 10% |
WMT Walmart Inc. | Consumer Defensive | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in individual stocks, 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 30, 2020, corresponding to the inception date of SOFI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| individual stocks | 28.18% | 6.50% | 22.73% | 46.96% | N/A | N/A |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | 23.00% | 0.01% | 4.28% | 45.86% | 16.35% | 28.60% |
AAPL Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 32.42% | 26.80% |
WMT Walmart Inc. | 56.06% | 3.33% | 37.92% | 52.87% | 17.24% | 14.99% |
JPM JPMorgan Chase & Co. | 34.62% | 7.53% | 24.83% | 56.93% | 16.53% | 18.07% |
V Visa Inc. | 11.07% | -1.39% | 6.36% | 22.03% | 11.17% | 19.64% |
WM Waste Management, Inc. | 20.31% | 4.93% | 4.70% | 36.04% | 14.70% | 18.84% |
HD The Home Depot, Inc. | 23.10% | 9.23% | 27.39% | 47.97% | 14.77% | 19.38% |
CAT Caterpillar Inc. | 34.78% | 11.29% | 10.82% | 54.53% | 27.44% | 18.38% |
SOFI SoFi Technologies, Inc. | 0.90% | 23.65% | 40.81% | 29.21% | N/A | N/A |
COST Costco Wholesale Corporation | 35.04% | -1.10% | 25.14% | 58.94% | 26.21% | 24.34% |
Monthly Returns
The table below presents the monthly returns of individual stocks, 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 | 0.30% | 7.92% | 0.61% | -4.44% | 5.06% | 2.44% | 2.81% | 4.45% | 1.92% | 28.18% | |||
| 2023 | 12.11% | -3.70% | 1.55% | 2.12% | 1.04% | 10.38% | 6.47% | -3.30% | -4.38% | -1.71% | 6.74% | 9.64% | 41.41% |
| 2022 | -7.20% | -4.49% | 4.36% | -8.93% | -1.37% | -10.31% | 12.69% | -3.39% | -9.09% | 10.64% | 3.69% | -6.13% | -20.58% |
| 2021 | 7.83% | -3.78% | 4.60% | 5.13% | 1.84% | 0.37% | 0.10% | 1.72% | -2.30% | 7.87% | -0.91% | 2.83% | 27.50% |
| 2020 | 3.89% | 3.89% |
Expense Ratio
individual stocks 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 risk-adjusted rank of individual stocks is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 1.48 | 2.09 | 1.27 | 1.14 | 7.05 |
AAPL Apple Inc | 1.34 | 2.01 | 1.25 | 1.83 | 4.32 |
WMT Walmart Inc. | 2.83 | 3.74 | 1.58 | 4.92 | 14.80 |
JPM JPMorgan Chase & Co. | 2.75 | 3.21 | 1.50 | 3.41 | 15.82 |
V Visa Inc. | 1.28 | 1.69 | 1.24 | 1.66 | 4.21 |
WM Waste Management, Inc. | 1.97 | 2.58 | 1.44 | 2.98 | 8.91 |
HD The Home Depot, Inc. | 2.19 | 2.99 | 1.37 | 1.46 | 5.47 |
CAT Caterpillar Inc. | 1.79 | 2.32 | 1.32 | 2.25 | 6.24 |
SOFI SoFi Technologies, Inc. | 0.37 | 0.94 | 1.12 | 0.29 | 0.85 |
COST Costco Wholesale Corporation | 3.02 | 3.63 | 1.53 | 5.80 | 14.97 |
Dividends
Dividend yield
individual stocks granted a 1.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| individual stocks | 1.12% | 1.36% | 1.28% | 1.05% | 1.53% | 1.35% | 1.54% | 1.67% | 1.65% | 2.14% | 1.56% | 1.55% |
| Portfolio components: | ||||||||||||
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
WMT Walmart Inc. | 1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
V Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WM Waste Management, Inc. | 1.38% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
HD The Home Depot, Inc. | 2.11% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
CAT Caterpillar Inc. | 1.35% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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 individual stocks. 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 individual stocks was 27.16%, occurring on Jun 17, 2022. Recovery took 268 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.16% | Nov 9, 2021 | 153 | Jun 17, 2022 | 268 | Jul 14, 2023 | 421 |
| -11.19% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 12, 2023 | 94 |
| -9.31% | Jul 18, 2024 | 13 | Aug 5, 2024 | 18 | Aug 29, 2024 | 31 |
| -9.11% | Feb 5, 2021 | 19 | Mar 4, 2021 | 23 | Apr 7, 2021 | 42 |
| -5.34% | Mar 22, 2024 | 27 | Apr 30, 2024 | 11 | May 15, 2024 | 38 |
Volatility
Volatility Chart
The current individual stocks volatility is 3.52%, 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
| SOFI | WM | WMT | CAT | JPM | AMZN | V | AAPL | HD | COST | |
|---|---|---|---|---|---|---|---|---|---|---|
| SOFI | 1.00 | 0.07 | 0.13 | 0.31 | 0.33 | 0.44 | 0.29 | 0.37 | 0.33 | 0.27 |
| WM | 0.07 | 1.00 | 0.38 | 0.25 | 0.29 | 0.16 | 0.36 | 0.28 | 0.37 | 0.38 |
| WMT | 0.13 | 0.38 | 1.00 | 0.20 | 0.24 | 0.25 | 0.27 | 0.27 | 0.38 | 0.57 |
| CAT | 0.31 | 0.25 | 0.20 | 1.00 | 0.58 | 0.24 | 0.37 | 0.25 | 0.37 | 0.24 |
| JPM | 0.33 | 0.29 | 0.24 | 0.58 | 1.00 | 0.27 | 0.43 | 0.30 | 0.37 | 0.26 |
| AMZN | 0.44 | 0.16 | 0.25 | 0.24 | 0.27 | 1.00 | 0.41 | 0.60 | 0.40 | 0.47 |
| V | 0.29 | 0.36 | 0.27 | 0.37 | 0.43 | 0.41 | 1.00 | 0.46 | 0.41 | 0.41 |
| AAPL | 0.37 | 0.28 | 0.27 | 0.25 | 0.30 | 0.60 | 0.46 | 1.00 | 0.40 | 0.48 |
| HD | 0.33 | 0.37 | 0.38 | 0.37 | 0.37 | 0.40 | 0.41 | 0.40 | 1.00 | 0.49 |
| COST | 0.27 | 0.38 | 0.57 | 0.24 | 0.26 | 0.47 | 0.41 | 0.48 | 0.49 | 1.00 |