Warren Buffett vs US Stocks Portfolio Comparison

Period: January 1871 - October 2024 (~154 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Warren Buffett Portfolio
1.00$
Initial Capital
November 1994
18.29$
Final Capital
October 2024
10.17%
Yearly Return
13.65
Std Deviation
-45.52%
Max Drawdown
42months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
November 1994
20.50$
Final Capital
October 2024
10.59%
Yearly Return
15.54
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
Warren Buffett Portfolio
1.00$
Initial Capital
January 1871
417521.67$
Final Capital
October 2024
8.78%
Yearly Return
14.83
Std Deviation
-79.29%
Max Drawdown
178months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1871
743843.95$
Final Capital
October 2024
9.19%
Yearly Return
16.57
Std Deviation
-84.60%
Max Drawdown
184months
Recovery Period

The Warren Buffett Portfolio obtained a 10.17% compound annual return, with a 13.65% standard deviation, in the last 30 Years.

The US Stocks Portfolio obtained a 10.59% compound annual return, with a 15.54% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1871 - 31 October 2024 (~154 years)
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Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
Warren Buffett Portfolio
Warren Buffett 		19.12 -0.82 13.15 34.94 13.88 11.80 10.17 8.78
US Stocks 19.67 -0.75 13.79 37.87 14.53 12.39 10.59 9.19
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Warren Buffett Portfolio: an investment of 1$, since November 1994, now would be worth 18.29$, with a total return of 1728.74% (10.17% annualized).

US Stocks Portfolio: an investment of 1$, since November 1994, now would be worth 20.50$, with a total return of 1949.54% (10.59% annualized).


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Warren Buffett Portfolio: an investment of 1$, since January 1871, now would be worth 417521.67$, with a total return of 41752067.05% (8.78% annualized).

US Stocks Portfolio: an investment of 1$, since January 1871, now would be worth 743843.95$, with a total return of 74384295.38% (9.19% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1871 - 31 October 2024 (~154 years)
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Warren Buffett Portfolio US Stocks
Author Warren Buffett
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 34.94 37.87
Infl. Adjusted Return (%) 31.55 34.41
DRAWDOWN
Deepest Drawdown Depth (%) -3.67 -4.34
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -3.67 -4.34
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.15 11.34
Sharpe Ratio 2.92 2.87
Sortino Ratio 4.04 3.97
Ulcer Index 1.04 1.22
Ratio: Return / Standard Deviation 3.44 3.34
Ratio: Return / Deepest Drawdown 9.53 8.72
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Warren Buffett Portfolio US Stocks
Author Warren Buffett
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.88 14.53
Infl. Adjusted Return (%) 9.32 9.94
DRAWDOWN
Deepest Drawdown Depth (%) -23.08 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -23.08 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 28 30
RISK INDICATORS
Standard Deviation (%) 16.29 18.38
Sharpe Ratio 0.72 0.67
Sortino Ratio 0.94 0.89
Ulcer Index 8.32 9.10
Ratio: Return / Standard Deviation 0.85 0.79
Ratio: Return / Deepest Drawdown 0.60 0.59
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Warren Buffett Portfolio US Stocks
Author Warren Buffett
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.80 12.39
Infl. Adjusted Return (%) 8.67 9.24
DRAWDOWN
Deepest Drawdown Depth (%) -23.08 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -23.08 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 28 30
RISK INDICATORS
Standard Deviation (%) 13.78 15.56
Sharpe Ratio 0.75 0.70
Sortino Ratio 0.99 0.93
Ulcer Index 6.30 6.95
Ratio: Return / Standard Deviation 0.86 0.80
Ratio: Return / Deepest Drawdown 0.51 0.50
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Warren Buffett Portfolio US Stocks
Author Warren Buffett
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.17 10.59
Infl. Adjusted Return (%) 7.46 7.87
DRAWDOWN
Deepest Drawdown Depth (%) -45.52 -50.84
Start to Recovery (months) 42 53
Longest Drawdown Depth (%) -39.67 -43.94
Start to Recovery (months) 73 67
Longest Negative Period (months) 132 139
RISK INDICATORS
Standard Deviation (%) 13.65 15.54
Sharpe Ratio 0.58 0.53
Sortino Ratio 0.76 0.70
Ulcer Index 12.59 14.30
Ratio: Return / Standard Deviation 0.75 0.68
Ratio: Return / Deepest Drawdown 0.22 0.21
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Warren Buffett Portfolio US Stocks
Author Warren Buffett
ASSET ALLOCATION
Stocks 90% 100%
Fixed Income 10% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.78 9.19
Infl. Adjusted Return (%) 6.52 6.92
DRAWDOWN
Deepest Drawdown Depth (%) -79.29 -84.60
Start to Recovery (months) 178 184
Longest Drawdown Depth (%) -79.29 -84.60
Start to Recovery (months) 178 184
Longest Negative Period (months) 181 188
RISK INDICATORS
Standard Deviation (%) 14.83 16.57
Sharpe Ratio 0.32 0.31
Sortino Ratio 0.45 0.44
Ulcer Index 15.60 17.83
Ratio: Return / Standard Deviation 0.59 0.55
Ratio: Return / Deepest Drawdown 0.11 0.11
Metrics calculated over the period 1 January 1871 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1871 - 31 October 2024 (~154 years)

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Warren Buffett Portfolio US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-50.84 53 Nov 2007
Mar 2012
-45.52 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-39.67 73 Sep 2000
Sep 2006
-24.81 24 Jan 2022
Dec 2023
-23.08 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-17.57 5 Jul 1998
Nov 1998
-17.49 6 Feb 2020
Jul 2020
-15.04 10 May 2011
Feb 2012
-14.20 7 Oct 2018
Apr 2019
-13.83 5 Jul 1998
Nov 1998
-12.09 7 Oct 2018
Apr 2019
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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Warren Buffett Portfolio US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-84.60 184 Sep 1929
Dec 1944
-79.29 178 Sep 1929
Jun 1944
-50.84 53 Nov 2007
Mar 2012
-45.86 48 Jan 1973
Dec 1976
-45.52 42 Nov 2007
Apr 2011
-43.94 67 Sep 2000
Mar 2006
-40.52 42 Jan 1973
Jun 1976
-39.67 73 Sep 2000
Sep 2006
-34.11 35 Apr 1876
Feb 1879
-30.50 37 Apr 1876
Apr 1879
-30.27 26 Oct 1906
Nov 1908
-30.14 26 Oct 1906
Nov 1908
-30.06 28 Dec 1968
Mar 1971
-29.34 21 Sep 1987
May 1989
-27.35 21 Sep 1987
May 1989

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 31 October 2024 (~154 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.
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Warren Buffett Portfolio US Stocks
Year Return Drawdown Return Drawdown
2024
 19.12% -3.67% 19.67% -4.34%
2023
 24.86% -7.55% 26.05% -9.11%
2022
 -18.29% -23.08% -19.51% -24.81%
2021
 24.59% -4.32% 25.67% -4.46%
2020
 19.19% -17.49% 21.03% -20.84%
2019
 28.46% -5.73% 30.67% -6.45%
2018
 -3.84% -12.09% -5.21% -14.20%
2017
 19.83% 0.00% 21.21% 0.00%
2016
 10.69% -4.87% 12.83% -5.73%
2015
 0.96% -7.73% 0.36% -8.84%
2014
 12.08% -2.97% 12.54% -3.17%
2013
 29.44% -2.62% 33.45% -3.03%
2012
 14.59% -6.10% 16.45% -6.82%
2011
 1.43% -15.04% 0.97% -17.58%
2010
 14.55% -11.71% 17.42% -13.26%
2009
 24.66% -16.03% 28.89% -17.72%
2008
 -32.35% -33.45% -36.98% -38.08%
2007
 6.30% -4.37% 5.37% -5.23%
2006
 14.32% -2.48% 15.69% -3.22%
2005
 5.58% -3.97% 6.31% -4.48%
2004
 9.73% -2.96% 12.79% -3.56%
2003
 25.87% -3.66% 30.75% -4.27%
2002
 -19.13% -24.82% -20.47% -27.18%
2001
 -10.04% -20.31% -10.97% -23.65%
2000
 -7.27% -11.55% -10.57% -15.87%
1999
 19.15% -5.59% 23.81% -6.42%
1998
 26.49% -13.83% 23.26% -17.57%
1997
 30.52% -5.15% 30.99% -4.56%
1996
 21.03% -3.99% 20.96% -6.17%
1995
 34.91% -0.25% 35.79% -1.17%
1994
 1.01% -6.47% -0.17% -7.43%
1993
 9.53% -2.10% 10.62% -2.77%
1992
 7.36% -2.36% 9.11% -2.40%
1991
 28.35% -4.14% 32.39% -4.47%
1990
 -2.00% -12.77% -6.08% -16.20%
1989
 29.38% -2.30% 28.12% -3.05%
1988
 15.17% -3.40% 17.32% -3.42%
1987
 4.71% -27.35% 2.61% -29.34%
1986
 17.29% -7.59% 14.57% -7.92%
1985
 29.49% -3.46% 31.27% -4.77%
1984
 6.99% -6.07% 2.19% -9.02%
1983
 19.96% -3.02% 22.66% -4.00%
1982
 21.09% -7.70% 20.50% -11.21%
1981
 -3.26% -10.93% -4.15% -12.79%
1980
 29.60% -8.82% 33.15% -11.98%
1979
 17.05% -6.17% 24.25% -7.22%
1978
 5.62% -8.58% 8.45% -11.64%
1977
 -6.77% -10.10% -3.36% -8.29%
1976
 22.58% -1.97% 26.47% -2.10%
1975
 34.14% -11.01% 37.82% -11.74%
1974
 -23.54% -30.75% -27.81% -34.15%
1973
 -14.10% -15.10% -18.18% -19.22%
1972
 17.45% -1.74% 17.62% -2.45%
1971
 13.67% -7.10% 17.63% -6.54%
1970
 4.95% -17.25% 4.79% -19.06%
1969
 -7.28% -9.56% -10.28% -11.24%
1968
 10.36% -5.60% 13.39% -6.48%
1967
 21.92% -4.49% 27.39% -4.70%
1966
 -8.57% -14.09% -8.73% -14.78%
1965
 11.37% -4.53% 14.20% -4.80%
1964
 15.12% -1.23% 16.40% -1.37%
1963
 20.68% -2.38% 21.15% -2.74%
1962
 -7.50% -19.86% -9.62% -22.67%
1961
 24.37% -2.49% 26.94% -2.62%
1960
 1.29% -6.95% 0.92% -8.00%
1959
 10.87% -5.10% 12.78% -5.35%
1958
 39.17% -1.46% 44.81% -1.59%
1957
 -9.21% -12.91% -9.93% -14.61%
1956
 6.10% -6.96% 8.51% -7.23%
1955
 28.33% -2.43% 25.72% -3.23%
1954
 47.42% -2.78% 50.59% -3.14%
1953
 -0.68% -8.07% 0.66% -7.66%
1952
 16.84% -3.31% 13.62% -4.23%
1951
 22.18% -4.95% 20.75% -6.04%
1950
 27.56% -4.82% 30.33% -5.29%
1949
 16.43% -4.20% 19.97% -4.32%
1948
 4.72% -9.37% 2.36% -10.99%
1947
 4.83% -5.40% 3.84% -6.63%
1946
 -7.24% -19.89% -6.27% -20.85%
1945
 32.94% -3.82% 38.22% -4.09%
1944
 17.83% -1.51% 21.23% -1.55%
1943
 23.35% -8.12% 27.90% -8.06%
1942
 19.04% -10.12% 16.72% -12.33%
1941
 -10.47% -12.57% -10.09% -12.94%
1940
 -8.93% -21.91% -7.16% -23.05%
1939
 -0.71% -14.33% 2.33% -15.16%
1938
 30.06% -22.24% 28.38% -25.06%
1937
 -31.63% -35.23% -34.85% -38.63%
1936
 29.65% -6.77% 33.65% -7.38%
1935
 42.64% -8.74% 46.29% -10.15%
1934
 -1.85% -18.67% 2.31% -18.75%
1933
 47.84% -17.61% 57.18% -18.12%
1932
 -7.22% -40.36% -8.65% -44.97%
1931
 -39.39% -47.83% -44.12% -52.60%
1930
 -22.03% -33.22% -28.35% -39.08%
1929
 -7.44% -30.51% -11.30% -34.31%
1928
 39.15% -3.41% 38.68% -4.13%
1927
 33.87% -3.63% 33.33% -4.30%
1926
 10.43% -8.30% 11.46% -9.26%
1925
 26.87% -5.61% 25.78% -6.56%
1924
 23.76% -3.57% 27.03% -3.78%
1923
 4.17% -12.09% 5.38% -13.08%
1922
 25.52% -4.09% 29.04% -4.35%
1921
 14.22% -7.26% 10.09% -9.26%
1920
 -17.37% -17.55% -14.01% -15.38%
1919
 19.03% -6.76% 19.62% -7.49%
1918
 23.53% -2.81% 18.16% -3.76%
1917
 -22.57% -22.57% -18.65% -18.65%
1916
 8.31% -3.17% 8.05% -3.65%
1915
 32.47% -1.72% 31.16% -2.26%
1914
 -2.69% -16.94% -5.46% -20.24%
1913
 -8.10% -9.68% -4.77% -8.74%
1912
 7.42% -3.53% 7.12% -4.07%
1911
 5.58% -8.31% 3.47% -9.84%
1910
 -6.56% -12.23% -3.44% -11.27%
1909
 17.29% -2.20% 16.09% -2.75%
1908
 41.02% -2.76% 39.43% -3.59%
1907
 -26.28% -29.55% -24.23% -28.45%
1906
 6.52% -5.84% 0.60% -9.63%
1905
 17.87% -5.03% 21.23% -5.27%
1904
 28.41% -2.12% 32.12% -2.23%
1903
 -12.70% -20.83% -17.14% -25.30%
1902
 4.74% -7.42% 8.21% -7.32%
1901
 24.93% -5.95% 19.40% -8.08%
1900
 10.87% -6.21% 20.75% -5.37%
1899
 8.97% -5.80% 3.64% -8.88%
1898
 21.34% -5.52% 29.23% -4.56%
1897
 15.72% -5.41% 20.31% -5.49%
1896
 2.13% -11.61% 3.20% -12.04%
1895
 4.21% -8.87% 4.95% -9.39%
1894
 2.30% -5.30% 3.58% -5.55%
1893
 -13.61% -22.56% -18.85% -26.86%
1892
 5.62% -2.01% 6.08% -2.16%
1891
 21.07% -2.84% 18.83% -3.88%
1890
 -8.74% -14.28% -6.20% -13.89%
1889
 7.15% -2.07% 7.03% -2.45%
1888
 2.28% -3.19% 3.28% -3.34%
1887
 -1.95% -9.29% -0.70% -9.45%
1886
 11.65% -3.90% 11.92% -4.49%
1885
 24.10% -1.67% 29.98% -1.47%
1884
 -11.59% -13.08% -12.37% -13.99%
1883
 -2.16% -5.03% -5.53% -7.10%
1882
 2.42% -5.39% 3.58% -5.68%
1881
 7.13% -5.89% 0.18% -9.93%
1880
 22.34% -8.26% 26.50% -8.79%
1879
 44.89% -0.91% 49.29% -0.98%
1878
 10.78% -1.28% 16.25% -1.08%
1877
 -3.06% -18.64% -1.12% -19.66%
1876
 -10.41% -14.59% -14.18% -18.03%
1875
 2.65% -4.05% 5.35% -4.33%
1874
 9.72% -4.25% 4.67% -6.59%
1873
 -5.05% -15.65% -2.53% -15.75%
1872
 12.20% -2.37% 11.12% -3.07%
1871
 11.39% -4.36% 15.59% -4.38%