European Stocks vs US Stocks Portfolio Comparison

Simulation Settings
Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Currency: USD
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European Stocks Portfolio
1.00$
Initial Capital
December 1994
7.62$
Final Capital
November 2024
7.00%
Yearly Return
17.86
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
December 1994
22.70$
Final Capital
November 2024
10.97%
Yearly Return
15.55
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
European Stocks Portfolio
1.00$
Initial Capital
January 1970
97.29$
Final Capital
November 2024
8.69%
Yearly Return
17.34
Std Deviation
-59.77%
Max Drawdown
78months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
January 1970
291.94$
Final Capital
November 2024
10.89%
Yearly Return
15.70
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period

The European Stocks Portfolio obtained a 7.00% compound annual return, with a 17.86% standard deviation, in the last 30 Years.

The US Stocks Portfolio obtained a 10.97% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 30 November 2024 (~55 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		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 		4.75 -1.76 -3.84 10.40 6.51 5.12 7.00 8.69
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		27.69 6.70 15.90 34.45 15.16 12.85 10.97 10.89
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

European Stocks Portfolio: an investment of 1$, since December 1994, now would be worth 7.62$, with a total return of 661.88% (7.00% annualized).

US Stocks Portfolio: an investment of 1$, since December 1994, now would be worth 22.70$, with a total return of 2169.72% (10.97% annualized).


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European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 97.29$, with a total return of 9628.90% (8.69% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 291.94$, with a total return of 29094.20% (10.89% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 2024 (~55 years)
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.40 34.45
Infl. Adjusted Return (%) 7.47 30.88
DRAWDOWN
Deepest Drawdown Depth (%) -7.17 -4.34
Start to Recovery (months) 2* 2
Longest Drawdown Depth (%) -2.95 -4.34
Start to Recovery (months) 3 2
Longest Negative Period (months) 8* 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.31 9.97
Sharpe Ratio 0.42 2.93
Sortino Ratio 0.58 3.74
Ulcer Index 2.76 1.22
Ratio: Return / Standard Deviation 0.85 3.46
Ratio: Return / Deepest Drawdown 1.45 7.93
Metrics calculated over the period 1 December 2023 - 30 November 2024
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.51 15.16
Infl. Adjusted Return (%) 2.24 10.54
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) 35 30
RISK INDICATORS
Standard Deviation (%) 20.33 18.51
Sharpe Ratio 0.21 0.70
Sortino Ratio 0.29 0.92
Ulcer Index 10.62 9.10
Ratio: Return / Standard Deviation 0.32 0.82
Ratio: Return / Deepest Drawdown 0.21 0.61
Metrics calculated over the period 1 December 2019 - 30 November 2024
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.12 12.85
Infl. Adjusted Return (%) 2.13 9.63
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) 65 30
RISK INDICATORS
Standard Deviation (%) 17.01 15.66
Sharpe Ratio 0.21 0.72
Sortino Ratio 0.29 0.96
Ulcer Index 9.71 6.95
Ratio: Return / Standard Deviation 0.30 0.82
Ratio: Return / Deepest Drawdown 0.17 0.52
Metrics calculated over the period 1 December 2014 - 30 November 2024
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.00 10.97
Infl. Adjusted Return (%) 4.37 8.24
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 (%) 17.86 15.55
Sharpe Ratio 0.26 0.56
Sortino Ratio 0.35 0.73
Ulcer Index 18.64 14.30
Ratio: Return / Standard Deviation 0.39 0.71
Ratio: Return / Deepest Drawdown 0.12 0.22
Metrics calculated over the period 1 December 1994 - 30 November 2024
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European Stocks US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.69 10.89
Infl. Adjusted Return (%) 4.56 6.68
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 (%) 17.34 15.70
Sharpe Ratio 0.25 0.41
Sortino Ratio 0.34 0.55
Ulcer Index 15.49 12.66
Ratio: Return / Standard Deviation 0.50 0.69
Ratio: Return / Deepest Drawdown 0.15 0.21
Metrics calculated over the period 1 January 1970 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 2024 (~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
-8.84 12 Jun 2015
May 2016
-8.44 5 Apr 2000
Aug 2000

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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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 November 2024 (~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.
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European Stocks US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 4.75 -7.17 27.69 -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