European Stocks Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - January 2025 (~55 years)
Consolidated Returns as of 31 January 2025
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1970)
Inflation Adjusted:
European Stocks Portfolio
1.00$
Initial Capital
February 1995
7.89$
Final Capital
January 2025
7.13%
Yearly Return
17.90%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
February 1995
3.72$
Final Capital
January 2025
4.48%
Yearly Return
17.90%
Std Deviation
-60.44%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
January 1970
100.63$
Final Capital
January 2025
8.73%
Yearly Return
17.33%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
January 1970
11.89$
Final Capital
January 2025
4.60%
Yearly Return
17.33%
Std Deviation
-60.44%
Max Drawdown
158months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
February 1995
21.92$
Final Capital
January 2025
10.84%
Yearly Return
15.57%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
February 1995
10.33$
Final Capital
January 2025
8.10%
Yearly Return
15.57%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1970
291.65$
Final Capital
January 2025
10.85%
Yearly Return
15.69%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
January 1970
34.45$
Final Capital
January 2025
6.64%
Yearly Return
15.69%
Std Deviation
-54.53%
Max Drawdown
124months
Recovery Period

As of January 2025, in the previous 30 Years, the European Stocks Portfolio obtained a 7.13% compound annual return, with a 17.90% standard deviation. It suffered a maximum drawdown of -59.77% that required 78 months to be recovered.

As of January 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.84% compound annual return, with a 15.57% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

European Stocks Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
VGK
Vanguard FTSE Europe
US Stocks Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
VTI
Vanguard Total Stock Market
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Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1970 - 31 January 2025 (~55 years)
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Return (%) as of Jan 31, 2025
YTD
(1M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp European Stocks
-- Market Benchmark 		6.35 6.35 -0.04 9.69 6.96 5.93 7.13 8.73
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		3.03 3.03 10.24 26.16 14.52 13.15 10.84 10.85
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

European Stocks Portfolio: an investment of 1$, since February 1995, now would be worth 7.89$, with a total return of 688.66% (7.13% annualized).

US Stocks Portfolio: an investment of 1$, since February 1995, now would be worth 21.92$, with a total return of 2091.62% (10.84% annualized).


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European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 100.63$, with a total return of 9962.82% (8.73% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 291.65$, with a total return of 29065.10% (10.85% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1970 - 31 January 2025 (~55 years)
Swipe left to see all data
European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.69 26.16
Infl. Adjusted Return (%) 6.43 22.41
DRAWDOWN
Deepest Drawdown Depth (%) -9.72 -4.34
Start to Recovery (months) 4* 2
Longest Drawdown Depth (%) -9.72 -3.04
Start to Recovery (months) 4* 2*
Longest Negative Period (months) 9 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.02 10.85
Sharpe Ratio 0.35 1.94
Sortino Ratio 0.49 2.46
Ulcer Index 4.00 1.49
Ratio: Return / Standard Deviation 0.74 2.41
Ratio: Return / Deepest Drawdown 1.00 6.02
Metrics calculated over the period 1 February 2024 - 31 January 2025
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.96 14.52
Infl. Adjusted Return (%) 2.58 9.83
DRAWDOWN
Deepest Drawdown Depth (%) -30.98 -24.81
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -30.98 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 33 30
RISK INDICATORS
Standard Deviation (%) 20.40 18.61
Sharpe Ratio 0.22 0.65
Sortino Ratio 0.31 0.87
Ulcer Index 10.23 9.11
Ratio: Return / Standard Deviation 0.34 0.78
Ratio: Return / Deepest Drawdown 0.22 0.59
Metrics calculated over the period 1 February 2020 - 31 January 2025
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.93 13.15
Infl. Adjusted Return (%) 2.73 9.73
DRAWDOWN
Deepest Drawdown Depth (%) -30.98 -24.81
Start to Recovery (months) 28 24
Longest Drawdown Depth (%) -30.98 -24.81
Start to Recovery (months) 28 24
Longest Negative Period (months) 64 30
RISK INDICATORS
Standard Deviation (%) 17.06 15.67
Sharpe Ratio 0.25 0.73
Sortino Ratio 0.35 0.98
Ulcer Index 9.74 6.95
Ratio: Return / Standard Deviation 0.35 0.84
Ratio: Return / Deepest Drawdown 0.19 0.53
Metrics calculated over the period 1 February 2015 - 31 January 2025
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.13 10.84
Infl. Adjusted Return (%) 4.48 8.10
DRAWDOWN
Deepest Drawdown Depth (%) -59.77 -50.84
Start to Recovery (months) 78 53
Longest Drawdown Depth (%) -59.77 -43.94
Start to Recovery (months) 78 67
Longest Negative Period (months) 155 139
RISK INDICATORS
Standard Deviation (%) 17.90 15.57
Sharpe Ratio 0.27 0.55
Sortino Ratio 0.36 0.71
Ulcer Index 18.65 14.30
Ratio: Return / Standard Deviation 0.40 0.70
Ratio: Return / Deepest Drawdown 0.12 0.21
Metrics calculated over the period 1 February 1995 - 31 January 2025
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.73 10.85
Infl. Adjusted Return (%) 4.60 6.64
DRAWDOWN
Deepest Drawdown Depth (%) -59.77 -50.84
Start to Recovery (months) 78 53
Longest Drawdown Depth (%) -59.77 -43.94
Start to Recovery (months) 78 67
Longest Negative Period (months) 155 139
RISK INDICATORS
Standard Deviation (%) 17.33 15.69
Sharpe Ratio 0.25 0.41
Sortino Ratio 0.34 0.55
Ulcer Index 15.47 12.64
Ratio: Return / Standard Deviation 0.50 0.69
Ratio: Return / Deepest Drawdown 0.15 0.21
Metrics calculated over the period 1 January 1970 - 31 January 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1970 - 31 January 2025 (~55 years)

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European Stocks US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-59.77 78 Nov 2007
Apr 2014
-50.84 53 Nov 2007
Mar 2012
-45.88 57 Apr 2000
Dec 2004
-43.94 67 Sep 2000
Mar 2006
-30.98 28 Sep 2021
Dec 2023
-25.65 11 Jan 2020
Nov 2020
-24.81 24 Jan 2022
Dec 2023
-20.91 36 Jun 2014
May 2017
-20.84 7 Jan 2020
Jul 2020
-19.44 23 Feb 2018
Dec 2019
-17.57 5 Jul 1998
Nov 1998
-16.03 9 Aug 1998
Apr 1999
-14.20 7 Oct 2018
Apr 2019
-9.72 4* Oct 2024
In progress
-8.84 12 Jun 2015
May 2016

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European Stocks US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-59.77 78 Nov 2007
Apr 2014
-50.84 53 Nov 2007
Mar 2012
-45.88 57 Apr 2000
Dec 2004
-45.86 48 Jan 1973
Dec 1976
-43.94 67 Sep 2000
Mar 2006
-38.16 30 Jan 1973
Jun 1975
-33.23 29 Dec 1980
Apr 1983
-30.98 28 Sep 2021
Dec 2023
-29.34 21 Sep 1987
May 1989
-26.83 15 Jan 1970
Mar 1971
-25.65 11 Jan 2020
Nov 2020
-24.81 24 Jan 2022
Dec 2023
-23.15 22 Oct 1987
Jul 1989
-20.91 36 Jun 2014
May 2017
-20.84 7 Jan 2020
Jul 2020

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 31 January 2025 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
European Stocks US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 6.35 0.00 3.03 0.00
2024
 1.87 -9.72 23.81 -4.34
2023
 20.21 -11.19 26.05 -9.11
2022
 -16.00 -30.58 -19.51 -24.81
2021
 16.88 -5.48 25.67 -4.46
2020
 6.11 -25.65 21.03 -20.84
2019
 24.86 -5.67 30.67 -6.45
2018
 -14.91 -19.44 -5.21 -14.20
2017
 26.99 -0.51 21.21 0.00
2016
 -0.37 -8.60 12.83 -5.73
2015
 -1.94 -11.47 0.36 -8.84
2014
 -7.10 -11.75 12.54 -3.17
2013
 24.38 -4.42 33.45 -3.03
2012
 21.57 -14.17 16.45 -6.82
2011
 -11.64 -27.74 0.97 -17.58
2010
 6.05 -17.10 17.42 -13.26
2009
 31.33 -22.78 28.89 -17.72
2008
 -44.71 -48.36 -36.98 -38.08
2007
 13.24 -5.77 5.37 -5.23
2006
 33.06 -2.93 15.69 -3.22
2005
 9.26 -4.49 6.31 -4.48
2004
 20.86 -3.93 12.79 -3.56
2003
 38.70 -9.25 30.75 -4.27
2002
 -17.95 -25.96 -20.47 -27.18
2001
 -20.30 -27.21 -10.97 -23.65
2000
 -8.21 -14.23 -10.57 -15.87
1999
 16.66 -4.90 23.81 -6.42
1998
 28.86 -16.03 23.26 -17.57
1997
 24.23 -5.68 30.99 -4.56
1996
 21.25 -1.20 20.96 -6.17
1995
 22.28 -3.97 35.79 -1.17
1994
 1.88 -7.00 -0.17 -7.43
1993
 29.13 -2.19 10.62 -2.77
1992
 -3.32 -12.85 9.11 -2.40
1991
 12.40 -12.16 32.39 -4.47
1990
 -3.87 -20.21 -6.08 -16.20
1989
 28.18 -6.85 28.12 -3.05
1988
 13.69 -6.81 17.32 -3.42
1987
 7.05 -23.15 2.61 -29.34
1986
 40.96 -8.83 14.57 -7.92
1985
 78.72 0.00 31.27 -4.77
1984
 0.52 -9.51 2.19 -9.02
1983
 20.82 -3.29 22.66 -4.00
1982
 3.86 -19.58 20.50 -11.21
1981
 -12.54 -16.77 -4.15 -12.79
1980
 11.80 -12.84 33.15 -11.98
1979
 12.18 -7.42 24.25 -7.22
1978
 21.77 -6.97 8.45 -11.64
1977
 21.77 -2.49 -3.36 -8.29
1976
 -7.88 -19.23 26.47 -2.10
1975
 41.32 -10.90 37.82 -11.74
1974
 -24.15 -32.15 -27.81 -34.15
1973
 -8.86 -10.68 -18.18 -19.22
1972
 14.25 -2.68 17.62 -2.45
1971
 26.21 -4.56 17.63 -6.54
1970
 -10.74 -26.83 4.79 -19.06
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