Value Stock Geek Weird Portfolio vs US Stocks Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - February 2025 (~43 years)
Consolidated Returns as of 28 February 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1982)
Inflation Adjusted:
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
March 1995
12.14$
Final Capital
February 2025
8.68%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
March 1995
5.74$
Final Capital
February 2025
6.00%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1982
58.26$
Final Capital
February 2025
9.87%
Yearly Return
10.56%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1982
17.18$
Final Capital
February 2025
6.81%
Yearly Return
10.56%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
March 1995
40.58$
Final Capital
February 2025
13.14%
Yearly Return
15.46%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
March 1995
19.19$
Final Capital
February 2025
10.35%
Yearly Return
15.46%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1982
274.24$
Final Capital
February 2025
13.89%
Yearly Return
15.35%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1982
80.85$
Final Capital
February 2025
10.71%
Yearly Return
15.35%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period

As of February 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.68% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

As of February 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 13.14% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Value Stock Geek Weird Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
SCZ
iShares MSCI EAFE Small-Cap
20.00
VNQ
Vanguard Real Estate
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
US Stocks Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
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Portfolio Returns as of Feb 28, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1982 - 28 February 2025 (~43 years)
Swipe left to see all data
Return (%) as of Feb 28, 2025
YTD
(2M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek 		4.02 1.26 1.80 13.65 5.59 5.54 8.68 9.87
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark 		5.56 -0.32 11.30 20.79 13.86 13.23 13.14 13.89
Return over 1 year are annualized.
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Capital Growth as of Feb 28, 2025

Value Stock Geek Weird Portfolio: an investment of 1$, since March 1995, now would be worth 12.14$, with a total return of 1114.09% (8.68% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since March 1995, now would be worth 40.58$, with a total return of 3958.20% (13.14% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1982, now would be worth 58.26$, with a total return of 5726.23% (9.87% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 274.24$, with a total return of 27323.90% (13.89% annualized).


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Portfolio Metrics as of Feb 28, 2025

The following metrics, updated as of 28 February 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 March 2024 - 28 February 2025 (1 year)
Period: 1 March 2020 - 28 February 2025 (5 years)
Period: 1 March 2015 - 28 February 2025 (10 years)
Period: 1 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1982 - 28 February 2025 (~43 years)
Swipe left to see all data
Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 13.65 20.79
Infl. Adjusted Return (%) 10.76 17.71
DRAWDOWN
Deepest Drawdown Depth (%) -5.15 -5.47
Start to Recovery (months) 3* 3
Longest Drawdown Depth (%) -4.13 -5.47
Start to Recovery (months) 4 3
Longest Negative Period (months) 5 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.59 13.38
Sharpe Ratio 0.75 1.18
Sortino Ratio 0.96 1.54
Ulcer Index 2.12 1.98
Ratio: Return / Standard Deviation 1.18 1.55
Ratio: Return / Deepest Drawdown 2.65 3.80
Metrics calculated over the period 1 March 2024 - 28 February 2025
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.59 13.86
Infl. Adjusted Return (%) 1.29 9.22
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Negative Period (months) 41 38
RISK INDICATORS
Standard Deviation (%) 14.57 19.19
Sharpe Ratio 0.22 0.60
Sortino Ratio 0.30 0.83
Ulcer Index 10.20 14.25
Ratio: Return / Standard Deviation 0.38 0.72
Ratio: Return / Deepest Drawdown 0.23 0.46
Metrics calculated over the period 1 March 2020 - 28 February 2025
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.54 13.23
Infl. Adjusted Return (%) 2.38 9.83
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Drawdown Depth (%) -24.18 -30.16
Start to Recovery (months) 33 29
Longest Negative Period (months) 47 38
RISK INDICATORS
Standard Deviation (%) 11.65 16.01
Sharpe Ratio 0.33 0.72
Sortino Ratio 0.46 0.99
Ulcer Index 7.61 10.58
Ratio: Return / Standard Deviation 0.48 0.83
Ratio: Return / Deepest Drawdown 0.23 0.44
Metrics calculated over the period 1 March 2015 - 28 February 2025
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.68 13.14
Infl. Adjusted Return (%) 6.00 10.35
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -53.85
Start to Recovery (months) 29 63
Longest Drawdown Depth (%) -24.18 -53.85
Start to Recovery (months) 33 63
Longest Negative Period (months) 47 126
RISK INDICATORS
Standard Deviation (%) 10.97 15.46
Sharpe Ratio 0.58 0.70
Sortino Ratio 0.77 0.93
Ulcer Index 6.63 16.18
Ratio: Return / Standard Deviation 0.79 0.85
Ratio: Return / Deepest Drawdown 0.26 0.24
Metrics calculated over the period 1 March 1995 - 28 February 2025
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Weird Portfolio US Stocks Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.87 13.89
Infl. Adjusted Return (%) 6.81 10.71
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -53.85
Start to Recovery (months) 29 63
Longest Drawdown Depth (%) -24.18 -53.85
Start to Recovery (months) 33 63
Longest Negative Period (months) 47 126
RISK INDICATORS
Standard Deviation (%) 10.56 15.35
Sharpe Ratio 0.59 0.67
Sortino Ratio 0.80 0.90
Ulcer Index 5.93 14.18
Ratio: Return / Standard Deviation 0.94 0.91
Ratio: Return / Deepest Drawdown 0.30 0.26
Metrics calculated over the period 1 January 1982 - 28 February 2025
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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 March 1995 - 28 February 2025 (30 years)
Period: 1 January 1982 - 28 February 2025 (~43 years)

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Weird Portfolio US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.97 29 Nov 2007
Mar 2010
-30.16 29 Nov 2021
Mar 2024
-24.18 33 Jan 2022
Sep 2024
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-11.51 3 Aug 1998
Oct 1998
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.82 3 Sep 2020
Nov 2020
-7.78 10 Aug 2015
May 2016
-7.32 6 Apr 2004
Sep 2004

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Weird Portfolio US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.97 29 Nov 2007
Mar 2010
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-24.18 33 Jan 2022
Sep 2024
-17.90 5 Feb 2020
Jun 2020
-16.24 18 Dec 1989
May 1991
-15.44 9 Oct 2018
Jun 2019
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.56 8 Jun 1990
Jan 1991
-12.00 19 Jul 1983
Jan 1985
-11.51 3 Aug 1998
Oct 1998

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 1982 - 28 February 2025 (~43 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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Weird Portfolio US Stocks Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.02 0.00 5.56 -0.32
2024
 6.45 -5.15 32.89 -5.47
2023
 10.94 -12.66 9.15 -6.59
2022
 -18.17 -24.18 -18.26 -26.94
2021
 14.49 -3.51 13.37 -4.41
2020
 10.52 -13.36 29.85 -17.90
2019
 21.93 -1.68 27.26 -2.20
2018
 -8.01 -8.66 -1.66 -15.44
2017
 14.20 -0.31 37.50 0.00
2016
 10.34 -6.58 5.00 -5.03
2015
 -1.57 -7.20 8.93 -7.78
2014
 11.39 -5.08 14.61 -4.38
2013
 5.71 -6.89 34.58 -2.81
2012
 13.28 -4.45 14.94 -6.80
2011
 7.07 -5.96 5.93 -14.50
2010
 22.57 -4.90 18.02 -12.13
2009
 19.50 -17.34 17.45 -19.56
2008
 -15.22 -24.57 -40.96 -41.23
2007
 4.32 -4.58 17.64 -2.82
2006
 21.26 -3.05 10.56 -3.64
2005
 13.51 -2.30 19.14 -1.25
2004
 20.31 -7.32 16.70 -2.66
2003
 32.68 -1.93 25.99 -4.14
2002
 7.55 -8.65 -12.28 -22.85
2001
 4.90 -4.41 -17.35 -26.75
2000
 11.88 -2.51 -9.61 -13.35
1999
 2.11 -4.11 40.42 -1.57
1998
 -0.30 -13.23 48.76 -11.51
1997
 4.80 -3.83 36.86 -4.89
1996
 10.07 -2.17 29.83 -3.81
1995
 14.94 -1.53 42.32 -0.02
1994
 -4.11 -7.57 -1.09 -7.23
1993
 21.05 -2.35 13.22 -2.14
1992
 10.23 -2.71 4.32 -3.35
1991
 18.76 -2.61 36.90 -4.00
1990
 -10.86 -16.22 1.49 -12.56
1989
 13.23 -1.43 42.76 -1.57
1988
 12.98 -1.18 7.07 -5.33
1987
 8.44 -12.71 2.34 -30.55
1986
 28.08 -2.01 22.70 -7.79
1985
 30.14 -1.95 32.38 -3.74
1984
 5.34 -5.43 -0.83 -10.30
1983
 16.56 -1.96 16.95 -3.61
1982
 23.60 -8.30 30.44 -4.93
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