European Stocks vs US Stocks Value Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The US Stocks Value Portfolio obtained a 9.96% compound annual return, with a 15.37% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio US Stocks Value Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
30 Years Stats Return +6.89% +9.96%
Std Dev 17.88% 15.37%
Max Drawdown -59.77% -55.41%
All time Stats
(Since Jan 1975)
Return +9.94% +12.16%
Std Dev 17.38% 15.31%
Max Drawdown -59.77% -55.41%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1975

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.94
US Stocks Value Portfolio +2.83 +11.48 +20.53 +12.23 +10.17 +9.96 +12.16
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

US Stocks Value Portfolio: an investment of 1$, since March 1994, now would be worth 17.24$, with a total return of 1624.28% (9.96% annualized).

European Stocks Portfolio: an investment of 1$, since January 1975, now would be worth 105.59$, with a total return of 10459.31% (9.94% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 282.18$, with a total return of 28117.88% (12.16% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-12.56% Feb 2018 Dec 2018 (11) Apr 2019 (15) 5.22
-10.70% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.85
-9.27% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.98
-8.88% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.59
-7.76% May 2019 May 2019 (1) Jul 2019 (3) 3.88
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.25% Aug 1997 Aug 1997 (1) Nov 1997 (4) 2.78

Drawdown comparison chart since January 1975.

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European Stocks Portfolio
US Stocks Value Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-55.41% Jun 2007 Feb 2009 (21) Jan 2013 (68) 25.46
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-33.23% Dec 1980 Jul 1982 (20) Apr 1983 (29) 17.61
-32.49% Sep 2000 Sep 2002 (25) Feb 2004 (42) 17.09
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-30.17% Sep 1987 Nov 1987 (3) Apr 1989 (20) 15.87
-26.06% Jan 2020 Mar 2020 (3) Dec 2020 (12) 13.06
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.23% Feb 1976 Nov 1976 (10) Dec 1977 (23) 11.06
-17.60% Jul 1998 Aug 1998 (2) Dec 1998 (6) 8.56
-16.63% Jan 2022 Sep 2022 (9) Jan 2023 (13) 6.87
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-16.02% Jun 1990 Oct 1990 (5) Feb 1991 (9) 9.06
-13.50% Jan 1977 Feb 1978 (14) Jul 1978 (19) 7.20
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00

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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Year Return Drawdown Return Drawdown
2024
+1.15%
-1.23%
+2.94%
0.00%
2023
+20.21%
-11.19%
+21.75%
-9.27%
2022
-16.00%
-30.58%
-5.39%
-16.63%
2021
+16.88%
-5.48%
+25.21%
-3.32%
2020
+6.11%
-25.65%
+1.55%
-26.06%
2019
+24.86%
-5.67%
+31.48%
-7.76%
2018
-14.91%
-19.44%
-9.18%
-12.56%
2017
+26.99%
-0.51%
+15.08%
-1.63%
2016
-0.37%
-8.60%
+18.48%
-5.38%
2015
-1.94%
-11.47%
-4.32%
-10.50%
2014
-7.10%
-11.75%
+12.75%
-3.59%
2013
+24.38%
-4.42%
+32.19%
-3.90%
2012
+21.57%
-14.17%
+17.36%
-6.74%
2011
-11.64%
-27.74%
-0.29%
-19.14%
2010
+6.05%
-17.10%
+15.81%
-13.77%
2009
+31.33%
-22.78%
+19.61%
-23.38%
2008
-44.71%
-48.36%
-36.01%
-37.37%
2007
+13.24%
-5.77%
-1.38%
-9.05%
2006
+33.06%
-2.93%
+21.90%
-2.74%
2005
+9.26%
-4.49%
+6.59%
-3.67%
2004
+20.86%
-3.93%
+16.71%
-3.14%
2003
+38.70%
-9.25%
+31.72%
-5.06%
2002
-17.95%
-25.96%
-16.07%
-25.33%
2001
-20.30%
-27.21%
-4.82%
-13.49%
2000
-8.21%
-14.23%
+3.67%
-8.97%
1999
+16.66%
-4.90%
+8.54%
-8.88%
1998
+28.86%
-16.03%
+17.96%
-17.60%
1997
+24.23%
-5.68%
+32.64%
-5.25%
1996
+21.25%
-1.20%
+23.15%
-4.43%
1995
+22.28%
-3.97%
+39.35%
-0.21%
1994
+1.88%
-7.00%
+0.35%
-6.99%
1993
+29.13%
-2.19%
+10.42%
-2.38%
1992
-3.32%
-12.85%
+8.69%
-2.26%
1991
+12.40%
-12.16%
+29.07%
-4.66%
1990
-3.87%
-20.21%
-6.16%
-16.02%
1989
+28.18%
-6.85%
+28.73%
-3.12%
1988
+13.69%
-6.81%
+19.63%
-3.20%
1987
+7.05%
-23.15%
+3.51%
-30.17%
1986
+40.96%
-8.83%
+17.17%
-8.41%
1985
+78.72%
0.00%
+32.40%
-3.74%
1984
+0.52%
-9.51%
+8.57%
-5.86%
1983
+20.82%
-3.29%
+24.55%
-2.99%
1982
+3.86%
-19.58%
+21.31%
-9.40%
1981
-12.54%
-16.77%
+3.13%
-8.38%
1980
+11.80%
-12.84%
+28.37%
-10.15%
1979
+12.18%
-7.42%
+16.21%
-6.74%
1978
+21.77%
-6.97%
+5.15%
-9.56%
1977
+21.77%
-2.49%
-6.25%
-10.08%
1976
-7.88%
-19.23%
+31.05%
-1.56%
1975
+41.32%
-10.90%
+39.03%
-11.39%