European Stocks Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1970 - December 2024 (~55 years)
Consolidated Returns as of 31 December 2024
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond December 2024.
Reset settings
Close
Results
30 Years
All (since January 1970)
European Stocks Portfolio
1.00$
Initial Capital
January 1995
7.37$
Final Capital
December 2024
6.89%
Yearly Return
17.87%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
1.00$
Initial Capital
January 1970
94.62$
Final Capital
December 2024
8.62%
Yearly Return
17.33%
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1995
21.74$
Final Capital
December 2024
10.81%
Yearly Return
15.57%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
January 1970
283.07$
Final Capital
December 2024
10.81%
Yearly Return
15.70%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period

As of December 2024, in the previous 30 Years, the European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.87% standard deviation. It suffered a maximum drawdown of -59.77% that required 78 months to be recovered.

As of December 2024, in the previous 30 Years, the US Stocks Portfolio obtained a 10.81% compound annual return, with a 15.57% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

Table of contents

Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Buy now
English book
Buy now
Italian book

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
Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy

Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1970 - 31 December 2024 (~55 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		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 		1.87 -2.74 -3.63 1.87 4.99 5.33 6.89 8.62
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		23.81 -3.04 9.02 23.81 13.82 12.50 10.81 10.81
Return over 1 year are annualized.
Looking for more portfolios? Choose Your Currency and Explore!

USD

CAD

EUR
Discover a wide range of portfolios in various currencies

Capital Growth as of Dec 31, 2024

European Stocks Portfolio: an investment of 1$, since January 1995, now would be worth 7.37$, with a total return of 637.16% (6.89% annualized).

US Stocks Portfolio: an investment of 1$, since January 1995, now would be worth 21.74$, with a total return of 2073.88% (10.81% annualized).


Loading data
Please wait
European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 94.62$, with a total return of 9362.03% (8.62% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 283.07$, with a total return of 28206.55% (10.81% annualized).


Loading data
Please wait
Readings that may interest you

Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1970 - 31 December 2024 (~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 (%) 1.87 23.81
Infl. Adjusted Return (%) -0.99 20.32
DRAWDOWN
Deepest Drawdown Depth (%) -9.72 -4.34
Start to Recovery (months) 3* 2
Longest Drawdown Depth (%) -9.72 -4.34
Start to Recovery (months) 3* 2
Longest Negative Period (months) 9* 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.78 10.82
Sharpe Ratio -0.28 1.72
Sortino Ratio -0.41 2.23
Ulcer Index 3.86 1.49
Ratio: Return / Standard Deviation 0.16 2.20
Ratio: Return / Deepest Drawdown 0.19 5.48
Metrics calculated over the period 1 January 2024 - 31 December 2024
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 (%) 4.99 13.82
Infl. Adjusted Return (%) 0.76 9.24
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) 34 30
RISK INDICATORS
Standard Deviation (%) 20.31 18.60
Sharpe Ratio 0.13 0.62
Sortino Ratio 0.18 0.82
Ulcer Index 10.69 9.11
Ratio: Return / Standard Deviation 0.25 0.74
Ratio: Return / Deepest Drawdown 0.16 0.56
Metrics calculated over the period 1 January 2020 - 31 December 2024
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 (%) 5.33 12.50
Infl. Adjusted Return (%) 2.26 9.22
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 (%) 16.96 15.71
Sharpe Ratio 0.22 0.69
Sortino Ratio 0.30 0.93
Ulcer Index 9.73 6.95
Ratio: Return / Standard Deviation 0.31 0.80
Ratio: Return / Deepest Drawdown 0.17 0.50
Metrics calculated over the period 1 January 2015 - 31 December 2024
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 (%) 6.89 10.81
Infl. Adjusted Return (%) 4.25 8.07
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 (%) 17.87 15.57
Sharpe Ratio 0.26 0.55
Sortino Ratio 0.35 0.71
Ulcer Index 18.65 14.30
Ratio: Return / Standard Deviation 0.39 0.69
Ratio: Return / Deepest Drawdown 0.12 0.21
Metrics calculated over the period 1 January 1995 - 31 December 2024
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 (%) 8.62 10.81
Infl. Adjusted Return (%) 4.50 6.60
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 15.70
Sharpe Ratio 0.24 0.41
Sortino Ratio 0.33 0.54
Ulcer Index 15.48 12.65
Ratio: Return / Standard Deviation 0.50 0.69
Ratio: Return / Deepest Drawdown 0.14 0.21
Metrics calculated over the period 1 January 1970 - 31 December 2024
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1970 - 31 December 2024 (~55 years)

Loading data
Please wait
Swipe left to see all data
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 3* Oct 2024
In progress
-8.84 12 Jun 2015
May 2016

Loading data
Please wait
Swipe left to see all data
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 December 2024 (~55 years)


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

Loading data
Please wait

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
(%)
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
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book