Value Stock Geek Weird vs US Stocks Quality Portfolio Comparison

Period: January 1976 - September 2024 (~49 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Value Stock Geek Weird Portfolio
1.00$
Initial Capital
October 1994
12.21$
Final Capital
September 2024
8.70%
Yearly Return
10.92
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
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
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1976
164.04$
Final Capital
September 2024
11.03%
Yearly Return
10.83
Std Deviation
-32.97%
Max Drawdown
29 months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1976
318.66$
Final Capital
September 2024
12.55%
Yearly Return
15.02
Std Deviation
-46.25%
Max Drawdown
40 months
Recovery Period

The Value Stock Geek Weird Portfolio obtained a 8.70% compound annual return, with a 10.92% standard deviation, in the last 30 Years.

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

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Weird Portfolio
Value Stock Geek 		11.87 2.85 10.77 27.38 5.84 6.62 8.70 11.03
US Stocks Quality 22.76 1.16 9.65 37.56 15.81 13.46 12.08 12.55
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since October 1994, now would be worth 12.21$, with a total return of 1120.81% (8.70% annualized).

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).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1976, now would be worth 164.04$, with a total return of 16303.73% (11.03% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 318.66$, with a total return of 31765.91% (12.55% 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 1976 - 30 September 2024 (~49 years)
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 27.38 37.56
Infl. Adjusted Return (%) 24.39 34.33
DRAWDOWN
Deepest Drawdown Depth (%) -4.13 -4.50
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -4.13 -1.48
Start to Recovery (months) 4 2
Longest Negative Period (months) 6 2
RISK INDICATORS
Standard Deviation (%) 13.99 11.80
Sharpe Ratio 1.57 2.73
Sortino Ratio 2.22 3.65
Ulcer Index 1.80 1.31
Ratio: Return / Standard Deviation 1.96 3.18
Ratio: Return / Deepest Drawdown 6.64 8.35
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.84 15.81
Infl. Adjusted Return (%) 1.59 11.17
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Negative Period (months) 47 27
RISK INDICATORS
Standard Deviation (%) 14.37 18.64
Sharpe Ratio 0.25 0.73
Sortino Ratio 0.35 0.96
Ulcer Index 10.30 9.53
Ratio: Return / Standard Deviation 0.41 0.85
Ratio: Return / Deepest Drawdown 0.24 0.57
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.62 13.46
Infl. Adjusted Return (%) 3.66 10.31
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Negative Period (months) 47 27
RISK INDICATORS
Standard Deviation (%) 11.54 15.57
Sharpe Ratio 0.44 0.77
Sortino Ratio 0.61 1.03
Ulcer Index 7.62 7.16
Ratio: Return / Standard Deviation 0.57 0.86
Ratio: Return / Deepest Drawdown 0.27 0.48
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.70 12.08
Infl. Adjusted Return (%) 6.03 9.33
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -46.25
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -43.01
Start to Recovery (months) 33 77
Longest Negative Period (months) 47 130
RISK INDICATORS
Standard Deviation (%) 10.92 15.09
Sharpe Ratio 0.59 0.65
Sortino Ratio 0.78 0.86
Ulcer Index 6.62 13.77
Ratio: Return / Standard Deviation 0.80 0.80
Ratio: Return / Deepest Drawdown 0.26 0.26
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 11.03 12.55
Infl. Adjusted Return (%) 7.15 8.62
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -46.25
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -43.01
Start to Recovery (months) 33 77
Longest Negative Period (months) 47 130
RISK INDICATORS
Standard Deviation (%) 10.83 15.02
Sharpe Ratio 0.63 0.55
Sortino Ratio 0.84 0.75
Ulcer Index 5.76 11.70
Ratio: Return / Standard Deviation 1.02 0.84
Ratio: Return / Deepest Drawdown 0.33 0.27
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1976 - 30 September 2024 (~49 years)

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Weird Portfolio US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-32.97 29 Nov 2007
Mar 2010
-27.78 24 Jan 2022
Dec 2023
-24.18 33 Jan 2022
Sep 2024
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.07 4 Jul 1998
Oct 1998
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016

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Weird Portfolio US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-32.97 29 Nov 2007
Mar 2010
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-24.18 33 Jan 2022
Sep 2024
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-16.24 18 Dec 1989
May 1991
-15.06 5 Feb 1980
Jun 1980
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000

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 1976 - 30 September 2024 (~49 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 Quality
Year Return Drawdown Return Drawdown
2024
 11.87% -4.13% 22.76% -4.50%
2023
 10.94% -12.66% 30.88% -6.88%
2022
 -18.17% -24.18% -20.49% -27.78%
2021
 14.49% -3.51% 26.93% -6.45%
2020
 10.52% -13.36% 17.03% -19.34%
2019
 21.93% -1.68% 33.89% -6.58%
2018
 -8.01% -8.66% -5.68% -14.61%
2017
 14.20% -0.31% 22.27% -0.04%
2016
 10.34% -6.58% 9.21% -4.62%
2015
 -1.57% -7.20% 5.46% -6.64%
2014
 11.39% -5.08% 11.62% -4.19%
2013
 5.71% -6.89% 34.11% -2.85%
2012
 13.28% -4.45% 12.59% -7.19%
2011
 7.07% -5.96% 7.32% -13.90%
2010
 22.57% -4.90% 14.04% -12.90%
2009
 19.50% -17.34% 24.74% -18.35%
2008
 -15.22% -24.57% -31.36% -32.42%
2007
 4.32% -4.58% 9.91% -4.10%
2006
 21.26% -3.05% 12.62% -3.30%
2005
 13.51% -2.30% 5.28% -3.71%
2004
 20.31% -7.32% 8.51% -3.83%
2003
 32.68% -1.93% 23.58% -4.72%
2002
 7.55% -8.65% -21.34% -27.87%
2001
 4.90% -4.41% -10.47% -22.22%
2000
 11.88% -2.51% -6.78% -12.22%
1999
 2.11% -4.11% 26.24% -4.34%
1998
 -0.30% -13.23% 45.30% -12.07%
1997
 4.80% -3.83% 32.95% -5.23%
1996
 10.07% -2.17% 30.34% -3.76%
1995
 14.94% -1.53% 39.91% -0.17%
1994
 -4.11% -7.57% 5.81% -6.09%
1993
 21.05% -2.35% -1.84% -3.85%
1992
 10.23% -2.71% 2.36% -3.83%
1991
 18.76% -2.61% 42.31% -3.57%
1990
 -10.86% -16.22% 3.83% -11.84%
1989
 13.23% -1.43% 36.63% -2.05%
1988
 12.98% -1.18% 15.66% -3.85%
1987
 8.44% -12.71% 4.18% -29.94%
1986
 28.08% -2.01% 24.86% -7.56%
1985
 30.14% -1.95% 33.09% -3.58%
1984
 5.34% -5.43% 8.49% -5.91%
1983
 16.56% -1.96% 16.46% -3.65%
1982
 23.60% -8.30% 19.76% -10.30%
1981
 -2.54% -10.01% -6.60% -13.09%
1980
 16.86% -15.06% 36.68% -9.37%
1979
 40.61% -8.18% 14.27% -7.04%
1978
 20.11% -6.79% 6.16% -9.35%
1977
 16.95% -0.10% -11.04% -14.07%
1976
 23.87% -2.72% 16.99% -3.07%