Rob Arnott vs Scott Burns Couch Potato Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Rob Arnott Portfolio
1.00$
Initial Capital
December 1994
7.52$
Final Capital
November 2024
6.96%
Yearly Return
7.23
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
December 1994
11.97$
Final Capital
November 2024
8.63%
Yearly Return
8.72
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
Rob Arnott Portfolio
1.00$
Initial Capital
January 1985
23.36$
Final Capital
November 2024
8.21%
Yearly Return
7.16
Std Deviation
-24.27%
Max Drawdown
22months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.92$
Final Capital
November 2024
9.46%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period

The Rob Arnott Portfolio obtained a 6.96% compound annual return, with a 7.23% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.63% compound annual return, with a 8.72% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_author_none.webp Rob Arnott Portfolio
Rob Arnott 		6.92 1.83 6.45 11.52 3.79 4.13 6.96 8.21
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		15.56 3.83 9.97 20.17 8.62 7.54 8.63 9.46
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Rob Arnott Portfolio: an investment of 1$, since December 1994, now would be worth 7.52$, with a total return of 652.10% (6.96% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since December 1994, now would be worth 11.97$, with a total return of 1097.27% (8.63% annualized).


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Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 23.36$, with a total return of 2235.51% (8.21% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.92$, with a total return of 3592.49% (9.46% 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 1985 - 30 November 2024 (~40 years)
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Rob Arnott Portfolio Couch Potato
Author Rob Arnott Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 11.52 20.17
Infl. Adjusted Return (%) 8.55 16.97
DRAWDOWN
Deepest Drawdown Depth (%) -3.00 -3.08
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -0.76 -3.08
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 6.89 6.72
Sharpe Ratio 0.92 2.22
Sortino Ratio 1.17 2.72
Ulcer Index 1.11 0.92
Ratio: Return / Standard Deviation 1.67 3.00
Ratio: Return / Deepest Drawdown 3.85 6.55
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Rob Arnott Portfolio Couch Potato
Author Rob Arnott Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 3.79 8.62
Infl. Adjusted Return (%) -0.37 4.26
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.77
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -17.86 -19.77
Start to Recovery (months) 35* 27
Longest Negative Period (months) 45 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.88 11.56
Sharpe Ratio 0.15 0.55
Sortino Ratio 0.20 0.72
Ulcer Index 7.64 7.44
Ratio: Return / Standard Deviation 0.38 0.75
Ratio: Return / Deepest Drawdown 0.21 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Rob Arnott Portfolio Couch Potato
Author Rob Arnott Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 4.13 7.54
Infl. Adjusted Return (%) 1.17 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -17.86 -19.77
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -17.86 -19.77
Start to Recovery (months) 35* 27
Longest Negative Period (months) 45 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.84 9.35
Sharpe Ratio 0.33 0.64
Sortino Ratio 0.44 0.85
Ulcer Index 5.66 5.48
Ratio: Return / Standard Deviation 0.53 0.81
Ratio: Return / Deepest Drawdown 0.23 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Rob Arnott Portfolio Couch Potato
Author Rob Arnott Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.96 8.63
Infl. Adjusted Return (%) 4.32 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -27.04
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -17.86 -10.30
Start to Recovery (months) 35* 33
Longest Negative Period (months) 50 62
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 8.72
Sharpe Ratio 0.64 0.73
Sortino Ratio 0.84 0.95
Ulcer Index 4.63 5.17
Ratio: Return / Standard Deviation 0.96 0.99
Ratio: Return / Deepest Drawdown 0.29 0.32
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Rob Arnott Portfolio Couch Potato
Author Rob Arnott Scott Burns
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 8.21 9.46
Infl. Adjusted Return (%) 5.28 6.49
DRAWDOWN
Deepest Drawdown Depth (%) -24.27 -27.04
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -17.86 -10.30
Start to Recovery (months) 35* 33
Longest Negative Period (months) 50 62
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.16 9.06
Sharpe Ratio 0.71 0.70
Sortino Ratio 0.94 0.92
Ulcer Index 4.17 4.86
Ratio: Return / Standard Deviation 1.15 1.04
Ratio: Return / Deepest Drawdown 0.34 0.35
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Rob Arnott Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-24.27 22 Jun 2008
Mar 2010
-19.77 27 Jan 2022
Mar 2024
-17.86 35* Jan 2022
In progress
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.72 6 Feb 2020
Jul 2020
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.25 8 May 2011
Dec 2011
-6.23 16 Mar 2015
Jun 2016
-6.09 5 May 2010
Sep 2010
-5.66 10 May 2013
Feb 2014
-5.47 14 Mar 2015
Apr 2016
-4.84 6 Sep 2018
Feb 2019

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Rob Arnott Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-24.27 22 Jun 2008
Mar 2010
-19.77 27 Jan 2022
Mar 2024
-17.86 35* Jan 2022
In progress
-16.03 17 Sep 1987
Jan 1989
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 14 Feb 1994
Mar 1995
-8.72 6 Feb 2020
Jul 2020
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991
-7.37 16 Feb 1994
May 1995
-6.25 8 May 2011
Dec 2011
-6.23 16 Mar 2015
Jun 2016

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 1985 - 30 November 2024 (~40 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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Rob Arnott Portfolio Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 6.92 -3.00 15.56 -3.08
2023
 9.08 -7.06 14.66 -6.50
2022
 -14.81 -17.86 -16.31 -19.77
2021
 11.04 -1.71 15.67 -2.76
2020
 7.98 -8.72 15.93 -10.72
2019
 16.67 -0.49 19.51 -2.63
2018
 -4.12 -4.84 -3.32 -8.06
2017
 9.02 -0.37 12.07 0.00
2016
 7.14 -3.86 8.75 -2.08
2015
 -3.26 -5.73 -0.70 -5.47
2014
 7.59 -2.79 8.07 -2.34
2013
 1.41 -5.66 12.48 -3.18
2012
 10.55 -2.17 11.42 -2.32
2011
 7.73 -3.51 7.12 -6.25
2010
 11.89 -2.99 11.78 -6.09
2009
 14.59 -11.26 18.92 -9.98
2008
 -11.48 -21.15 -18.47 -22.29
2007
 7.64 -1.84 8.64 -1.70
2006
 8.97 -1.26 7.99 -1.54
2005
 7.74 -2.50 4.40 -1.83
2004
 11.93 -4.70 10.53 -3.54
2003
 17.00 -2.42 19.38 -1.09
2002
 8.16 -0.99 -1.93 -6.44
2001
 0.06 -2.47 -1.68 -8.57
2000
 12.87 -0.83 3.54 -5.60
1999
 7.22 -2.71 9.67 -3.30
1998
 6.53 -4.10 16.26 -8.06
1997
 7.20 -2.36 21.85 -3.41
1996
 11.02 -0.75 11.14 -2.76
1995
 21.23 0.00 29.40 0.00
1994
 -2.84 -7.37 -3.21 -8.78
1993
 13.77 -2.73 13.19 -1.53
1992
 6.56 -2.87 8.92 -2.25
1991
 18.67 -1.99 25.50 -2.55
1990
 2.80 -6.11 1.06 -7.58
1989
 17.53 -1.16 21.95 -1.62
1988
 13.48 -1.21 11.91 -2.50
1987
 6.41 -5.21 1.19 -16.03
1986
 21.76 -3.06 16.48 -5.55
1985
 27.17 -1.73 28.66 -1.87