US Stocks Quality vs Scott Burns Couch Potato Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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US Stocks Quality Portfolio
1.00$
Initial Capital
October 1994
30.64$
Final Capital
September 2024
12.08%
Yearly Return
15.09
Std Deviation
-46.25%
Max Drawdown
40 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
October 1994
11.54$
Final Capital
September 2024
8.49%
Yearly Return
8.71
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1985
130.66$
Final Capital
September 2024
13.04%
Yearly Return
15.17
Std Deviation
-46.25%
Max Drawdown
40 months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.02$
Final Capital
September 2024
9.44%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30 months
Recovery Period

The US Stocks Quality Portfolio obtained a 12.08% compound annual return, with a 15.09% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.49% compound annual return, with a 8.71% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
US Stocks Quality 22.76 1.16 9.65 37.56 15.81 13.46 12.08 13.04
Couch Potato
Scott Burns 		12.72 1.78 7.41 22.39 8.78 7.61 8.49 9.44
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

US Stocks Quality Portfolio: an investment of 1$, since October 1994, now would be worth 30.64$, with a total return of 2963.60% (12.08% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since October 1994, now would be worth 11.54$, with a total return of 1054.20% (8.49% annualized).


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US Stocks Quality Portfolio: an investment of 1$, since January 1985, now would be worth 130.66$, with a total return of 12965.88% (13.04% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.02$, with a total return of 3501.62% (9.44% annualized).


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Metrics as of Sep 30, 2024

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

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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US Stocks Quality Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 37.56 22.39
Infl. Adjusted Return (%) 34.33 19.51
DRAWDOWN
Deepest Drawdown Depth (%) -4.50 -3.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.48 -1.75
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.80 8.06
Sharpe Ratio 2.73 2.11
Sortino Ratio 3.65 2.83
Ulcer Index 1.31 0.98
Ratio: Return / Standard Deviation 3.18 2.78
Ratio: Return / Deepest Drawdown 8.35 7.27
Metrics calculated over the period 1 October 2023 - 30 September 2024
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US Stocks Quality Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.81 8.78
Infl. Adjusted Return (%) 11.17 4.41
DRAWDOWN
Deepest Drawdown Depth (%) -27.78 -19.77
Start to Recovery (months) 24 27
Longest Drawdown Depth (%) -27.78 -19.77
Start to Recovery (months) 24 27
Longest Negative Period (months) 27 32
RISK INDICATORS
Standard Deviation (%) 18.64 11.46
Sharpe Ratio 0.73 0.58
Sortino Ratio 0.96 0.75
Ulcer Index 9.53 7.44
Ratio: Return / Standard Deviation 0.85 0.77
Ratio: Return / Deepest Drawdown 0.57 0.44
Metrics calculated over the period 1 October 2019 - 30 September 2024
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US Stocks Quality Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.46 7.61
Infl. Adjusted Return (%) 10.31 4.62
DRAWDOWN
Deepest Drawdown Depth (%) -27.78 -19.77
Start to Recovery (months) 24 27
Longest Drawdown Depth (%) -27.78 -19.77
Start to Recovery (months) 24 27
Longest Negative Period (months) 27 32
RISK INDICATORS
Standard Deviation (%) 15.57 9.28
Sharpe Ratio 0.77 0.66
Sortino Ratio 1.03 0.87
Ulcer Index 7.16 5.48
Ratio: Return / Standard Deviation 0.86 0.82
Ratio: Return / Deepest Drawdown 0.48 0.38
Metrics calculated over the period 1 October 2014 - 30 September 2024
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US Stocks Quality Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.08 8.49
Infl. Adjusted Return (%) 9.33 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -46.25 -27.04
Start to Recovery (months) 40 30
Longest Drawdown Depth (%) -43.01 -10.30
Start to Recovery (months) 77 33
Longest Negative Period (months) 130 62
RISK INDICATORS
Standard Deviation (%) 15.09 8.71
Sharpe Ratio 0.65 0.71
Sortino Ratio 0.86 0.93
Ulcer Index 13.77 5.17
Ratio: Return / Standard Deviation 0.80 0.98
Ratio: Return / Deepest Drawdown 0.26 0.31
Metrics calculated over the period 1 October 1994 - 30 September 2024
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US Stocks Quality Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.04 9.44
Infl. Adjusted Return (%) 9.98 6.47
DRAWDOWN
Deepest Drawdown Depth (%) -46.25 -27.04
Start to Recovery (months) 40 30
Longest Drawdown Depth (%) -43.01 -10.30
Start to Recovery (months) 77 33
Longest Negative Period (months) 130 62
RISK INDICATORS
Standard Deviation (%) 15.17 9.06
Sharpe Ratio 0.65 0.70
Sortino Ratio 0.86 0.92
Ulcer Index 12.53 4.87
Ratio: Return / Standard Deviation 0.86 1.04
Ratio: Return / Deepest Drawdown 0.28 0.35
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

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

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US Stocks Quality Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.19 6 Apr 2012
Sep 2012
-6.64 3 Aug 2015
Oct 2015

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US Stocks Quality Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-19.34 7 Jan 2020
Jul 2020
-16.03 17 Sep 1987
Jan 1989
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-11.84 6 Aug 1990
Jan 1991
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 14 Feb 1994
Mar 1995

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 September 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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US Stocks Quality Couch Potato
Year Return Drawdown Return Drawdown
2024
 22.76% -4.50% 12.72% -3.08%
2023
 30.88% -6.88% 14.66% -6.50%
2022
 -20.49% -27.78% -16.31% -19.77%
2021
 26.93% -6.45% 15.67% -2.76%
2020
 17.03% -19.34% 15.93% -10.72%
2019
 33.89% -6.58% 19.51% -2.63%
2018
 -5.68% -14.61% -3.32% -8.06%
2017
 22.27% -0.04% 12.07% 0.00%
2016
 9.21% -4.62% 8.75% -2.08%
2015
 5.46% -6.64% -0.70% -5.47%
2014
 11.62% -4.19% 8.07% -2.34%
2013
 34.11% -2.85% 12.48% -3.18%
2012
 12.59% -7.19% 11.42% -2.32%
2011
 7.32% -13.90% 7.12% -6.25%
2010
 14.04% -12.90% 11.78% -6.09%
2009
 24.74% -18.35% 18.92% -9.98%
2008
 -31.36% -32.42% -18.47% -22.29%
2007
 9.91% -4.10% 8.64% -1.70%
2006
 12.62% -3.30% 7.99% -1.54%
2005
 5.28% -3.71% 4.40% -1.83%
2004
 8.51% -3.83% 10.53% -3.54%
2003
 23.58% -4.72% 19.38% -1.09%
2002
 -21.34% -27.87% -1.93% -6.44%
2001
 -10.47% -22.22% -1.68% -8.57%
2000
 -6.78% -12.22% 3.54% -5.60%
1999
 26.24% -4.34% 9.67% -3.30%
1998
 45.30% -12.07% 16.26% -8.06%
1997
 32.95% -5.23% 21.85% -3.41%
1996
 30.34% -3.76% 11.14% -2.76%
1995
 39.91% -0.17% 29.40% 0.00%
1994
 5.81% -6.09% -3.21% -8.78%
1993
 -1.84% -3.85% 13.19% -1.53%
1992
 2.36% -3.83% 8.92% -2.25%
1991
 42.31% -3.57% 25.50% -2.55%
1990
 3.83% -11.84% 1.06% -7.58%
1989
 36.63% -2.05% 21.95% -1.62%
1988
 15.66% -3.85% 11.91% -2.50%
1987
 4.18% -29.94% 1.19% -16.03%
1986
 24.86% -7.56% 16.48% -5.55%
1985
 33.09% -3.58% 28.66% -1.87%