Emerging Markets Stocks Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - June 2025 (~50 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1976/01 - 2025/06)
Inflation Adjusted:
Emerging Markets Stocks Portfolio
1.00$
Invested Capital
July 1995
5.29$
Final Capital
June 2025
5.71%
Yearly Return
22.04%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
July 1995
2.52$
Final Capital
June 2025
3.12%
Yearly Return
22.04%
Std Deviation
-61.09%
Max Drawdown
159months
Recovery Period
1.00$
Invested Capital
January 1976
38.95$
Final Capital
June 2025
7.68%
Yearly Return
23.76%
Std Deviation
-60.44%
Max Drawdown
120months
Recovery Period
1.00$
Invested Capital
January 1976
6.75$
Final Capital
June 2025
3.93%
Yearly Return
23.76%
Std Deviation
-62.18%
Max Drawdown
131months
Recovery Period
Technology Portfolio
1.00$
Invested Capital
July 1995
49.14$
Final Capital
June 2025
13.86%
Yearly Return
24.00%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Invested Capital
July 1995
23.36$
Final Capital
June 2025
11.07%
Yearly Return
24.00%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period
1.00$
Invested Capital
January 1976
862.83$
Final Capital
June 2025
14.63%
Yearly Return
22.50%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Invested Capital
January 1976
149.61$
Final Capital
June 2025
10.65%
Yearly Return
22.50%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of June 2025, in the previous 30 Years, the Emerging Markets Stocks Portfolio obtained a 5.71% compound annual return, with a 22.04% standard deviation. It suffered a maximum drawdown of -60.44% that required 120 months to be recovered.

As of June 2025, in the previous 30 Years, the Technology Portfolio obtained a 13.86% compound annual return, with a 24.00% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 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.

Emerging Markets Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
EEM
iShares MSCI Emerging Markets
Technology Portfolio
Weight
(%)		 Ticker Name
100.00
QQQ
Invesco QQQ Trust
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1976/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 5.29 $ 429.40% 5.71%
Technology
 1 $ 49.14 $ 4 814.41% 13.86%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 2.52 $ 151.60% 3.12%
Technology
 1 $ 23.36 $ 2 235.65% 11.07%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 38.95 $ 3 795.30% 7.68%
Technology
 1 $ 862.83 $ 86 182.72% 14.63%
Jan 1976 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Emerging Markets Stocks
 1 $ 6.75 $ 575.41% 3.93%
Technology
 1 $ 149.61 $ 14 860.64% 10.65%
Jan 1976 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp Emerging Markets Stocks
-- Market Benchmark 		16.47 7.00 16.47 16.29 6.20 4.29 5.71 7.68
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Technology
-- Market Benchmark 		8.19 6.39 8.19 15.79 18.07 18.71 13.86 14.63
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1976 - 30 June 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/06)
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Emerging Markets Stocks Technology
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.29 15.79
Infl. Adjusted (%) 13.53 13.04
DRAWDOWN
Deepest Drawdown Depth (%) -7.27 -10.08
Start to Recovery (months) 8 5
Longest Drawdown Depth (%) -7.27 -10.08
Start to Recovery (months) 8 5
Longest Negative Period (months) 7 10
RISK INDICATORS
Standard Deviation (%) 10.30 14.70
Sharpe Ratio 1.13 0.76
Sortino Ratio 1.72 1.06
Ulcer Index 3.49 3.83
Ratio: Return / Standard Deviation 1.58 1.07
Ratio: Return / Deepest Drawdown 2.24 1.57
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Emerging Markets Stocks Technology
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.20 18.07
Infl. Adjusted (%) 1.60 12.96
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -32.58
Start to Recovery (months) 48* 24
Longest Drawdown Depth (%) -36.52 -32.58
Start to Recovery (months) 48* 24
Longest Negative Period (months) 53 28
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.13 20.50
Sharpe Ratio 0.22 0.75
Sortino Ratio 0.32 1.01
Ulcer Index 18.51 12.52
Ratio: Return / Standard Deviation 0.38 0.88
Ratio: Return / Deepest Drawdown 0.17 0.55
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Emerging Markets Stocks Technology
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.29 18.71
Infl. Adjusted (%) 1.21 15.21
DRAWDOWN
Deepest Drawdown Depth (%) -36.52 -32.58
Start to Recovery (months) 48* 24
Longest Drawdown Depth (%) -36.52 -32.58
Start to Recovery (months) 48* 24
Longest Negative Period (months) 85 28
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.04 18.75
Sharpe Ratio 0.14 0.90
Sortino Ratio 0.21 1.22
Ulcer Index 16.27 9.48
Ratio: Return / Standard Deviation 0.25 1.00
Ratio: Return / Deepest Drawdown 0.12 0.57
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Emerging Markets Stocks Technology
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.71 13.86
Infl. Adjusted (%) 3.12 11.07
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -81.08
Start to Recovery (months) 120 175
Longest Drawdown Depth (%) -60.44 -81.08
Start to Recovery (months) 120 175
Longest Negative Period (months) 195 174
RISK INDICATORS
Standard Deviation (%) 22.04 24.00
Sharpe Ratio 0.16 0.48
Sortino Ratio 0.21 0.66
Ulcer Index 21.50 39.57
Ratio: Return / Standard Deviation 0.26 0.58
Ratio: Return / Deepest Drawdown 0.09 0.17
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Emerging Markets Stocks Technology
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.68 14.63
Infl. Adjusted (%) 3.93 10.65
DRAWDOWN
Deepest Drawdown Depth (%) -60.44 -81.08
Start to Recovery (months) 120 175
Longest Drawdown Depth (%) -54.22 -81.08
Start to Recovery (months) 120 175
Longest Negative Period (months) 195 174
RISK INDICATORS
Standard Deviation (%) 23.76 22.50
Sharpe Ratio 0.15 0.46
Sortino Ratio 0.20 0.63
Ulcer Index 22.63 31.52
Ratio: Return / Standard Deviation 0.32 0.65
Ratio: Return / Deepest Drawdown 0.13 0.18
Metrics calculated over the period 1 January 1976 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1976 - 30 June 2025 (~50 years)
30 Years
(1995/07 - 2025/06)

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Emerging Markets Stocks Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-60.44 120 Nov 2007
Oct 2017
-53.99 78 Aug 1997
Jan 2004
-36.52 48* Jul 2021
In progress
-32.58 24 Jan 2022
Dec 2023
-29.69 34 Feb 2018
Nov 2020
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-11.25 7 Apr 2004
Oct 2004
-11.14 7 May 2006
Nov 2006
-10.50 7 Aug 1997
Feb 1998
-10.08 5 Feb 2025
Jun 2025
-9.82 8 Dec 2015
Jul 2016

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Emerging Markets Stocks Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-60.44 120 Nov 2007
Oct 2017
-55.33 31 Mar 1987
Sep 1989
-55.05 66 Dec 1980
May 1986
-54.22 120 Feb 1994
Jan 2004
-36.52 48* Jul 2021
In progress
-34.57 21 Sep 1987
May 1989
-34.47 7 Aug 1990
Feb 1991
-32.58 24 Jan 2022
Dec 2023
-29.69 34 Feb 2018
Nov 2020
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-23.01 11 Jun 1992
Apr 1993
-19.01 6 Feb 1980
Jul 1980

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 1976 - 30 June 2025 (~50 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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Emerging Markets Stocks Technology
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 16.47 0.00 8.19 -10.08
2024
 6.49 -7.27 25.58 -4.37
2023
 8.95 -12.51 54.86 -8.42
2022
 -20.56 -29.40 -32.58 -32.58
2021
 -3.61 -11.44 27.42 -5.68
2020
 17.03 -23.94 48.40 -12.90
2019
 18.20 -7.82 38.96 -8.23
2018
 -15.31 -22.75 -0.12 -16.96
2017
 37.28 -0.39 32.66 -2.32
2016
 10.87 -5.81 7.10 -8.37
2015
 -16.18 -23.20 9.45 -8.88
2014
 -3.93 -11.58 19.18 -3.04
2013
 -3.69 -13.17 36.63 -2.39
2012
 19.10 -14.96 18.12 -8.13
2011
 -18.82 -29.09 3.47 -10.79
2010
 16.51 -10.81 20.14 -12.93
2009
 68.93 -14.98 54.68 -7.43
2008
 -48.88 -53.98 -41.73 -43.03
2007
 33.31 -8.97 19.02 -6.83
2006
 31.19 -11.14 7.14 -11.54
2005
 32.62 -9.06 1.57 -12.37
2004
 24.63 -11.25 10.54 -9.86
2003
 57.65 -5.76 49.67 -2.90
2002
 -7.43 -24.27 -37.37 -46.75
2001
 -2.88 -30.79 -33.34 -54.93
2000
 -27.56 -31.63 -36.11 -46.69
1999
 61.57 -4.87 101.95 -9.49
1998
 -18.12 -40.98 85.30 -17.20
1997
 -16.82 -27.85 20.63 -13.51
1996
 15.83 -6.73 42.54 -8.14
1995
 0.56 -11.22 42.54 -3.77
1994
 -20.17 -25.83 1.50 -12.97
1993
 100.42 -5.91 10.58 -8.26
1992
 -10.90 -23.01 8.86 -13.48
1991
 111.70 -7.61 64.99 -8.89
1990
 -1.92 -34.47 -10.41 -27.64
1989
 98.20 -6.54 26.17 -4.64
1988
 36.81 -6.67 13.54 -10.50
1987
 -46.69 -55.33 10.50 -34.57
1986
 11.58 -9.07 6.89 -15.73
1985
 27.58 -4.87 35.61 -6.97
1984
 16.85 -4.31 -11.31 -17.55
1983
 14.20 -3.85 19.87 -13.85
1982
 -31.65 -40.30 18.67 -14.55
1981
 -20.21 -22.51 -3.21 -19.44
1980
 6.80 -13.68 33.88 -19.01
1979
 19.35 -6.39 28.11 -9.91
1978
 14.19 -7.84 12.31 -17.69
1977
 6.78 -3.89 7.33 -3.83
1976
 6.79 -7.97 26.10 -2.85
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