US Stocks ESG vs Gold Portfolio Comparison

Last Update: 29 February 2024

The US Stocks ESG Portfolio obtained a 10.09% compound annual return, with a 16.04% standard deviation, in the last 10 Years.

The Gold Portfolio obtained a 4.02% compound annual return, with a 14.00% standard deviation, in the last 10 Years.

Summary

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US Stocks ESG Portfolio Gold Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 0%
Fixed Income 0% 0%
Commodities 0% 100%
10 Years Stats Return +10.09% +4.02%
Std Dev 16.04% 14.00%
Max Drawdown -27.79% -20.76%
All time Stats
(Since Sep 2005)
Return +9.43% +8.29%
Std Dev 17.17% 17.00%
Max Drawdown -52.70% -42.91%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from September 2005

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1M 6M 1Y 5Y 10Y MAX
US Stocks ESG Portfolio +5.39 +15.15 +32.35 +14.85 +10.09 +9.43
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +8.29
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks ESG Portfolio: an investment of 1$, since March 2014, now would be worth 2.61$, with a total return of 161.43% (10.09% annualized).

Gold Portfolio: an investment of 1$, since March 2014, now would be worth 1.48$, with a total return of 48.34% (4.02% annualized).

US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 5.30$, with a total return of 429.56% (9.43% annualized).

Gold Portfolio: an investment of 1$, since September 2005, now would be worth 4.36$, with a total return of 336.20% (8.29% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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US Stocks ESG Portfolio
Gold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-20.76% Jul 2014 Dec 2015 (18) Jul 2016 (25) 11.66
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-15.02% Aug 2016 Dec 2016 (5) Jun 2019 (35) 7.26
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.63% Mar 2014 May 2014 (3) Jun 2014 (4) 3.12
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61
-4.10% Sep 2019 Nov 2019 (3) Jan 2020 (5) 2.22
-3.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 2.04
-2.13% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.07
-1.76% Aug 2019 Aug 2019 (1) Oct 2019 (3) 0.89
-1.52% Mar 2017 May 2017 (3) Jun 2017 (4) 0.87
-1.42% Jan 2024 Jan 2024 (1) In progress (2) 1.00
-1.22% Aug 2017 Aug 2017 (1) Sep 2017 (2) 0.70
-1.08% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.63
-0.86% Feb 2020 Mar 2020 (2) Apr 2020 (3) 0.53

Drawdown comparison chart since September 2005.

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US Stocks ESG Portfolio
Gold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.70% Jun 2007 Feb 2009 (21) Feb 2011 (45) 25.25
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-23.59% May 2011 Sep 2011 (5) Jan 2013 (21) 9.88
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61
-4.20% May 2007 Jun 2007 (2) Sep 2007 (5) 2.14
-4.18% May 2011 Jun 2011 (2) Jul 2011 (3) 2.27
-3.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 2.04

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
+6.82%
0.00%
-0.97%
-1.42%
2023
+30.80%
-9.36%
+12.69%
-7.22%
2022
-24.04%
-27.79%
-0.77%
-15.91%
2021
+26.20%
-5.21%
-4.15%
-10.32%
2020
+25.67%
-19.14%
+24.81%
-10.12%
2019
+33.37%
-6.25%
+17.86%
-4.10%
2018
-15.69%
-17.80%
-1.94%
-11.66%
2017
+13.03%
-1.52%
+12.81%
-4.09%
2016
+11.65%
-6.66%
+8.03%
-15.02%
2015
+2.12%
-10.78%
-10.67%
-17.81%
2014
+9.13%
-4.63%
-2.19%
-12.44%
2013
+38.98%
-3.17%
-28.33%
-28.33%
2012
+17.37%
-9.30%
+6.60%
-10.45%
2011
-5.78%
-23.59%
+9.57%
-14.48%
2010
+19.88%
-12.90%
+29.27%
-5.09%
2009
+39.10%
-15.76%
+24.03%
-7.20%
2008
-39.83%
-43.27%
+4.92%
-25.83%
2007
+5.81%
-6.69%
+30.45%
-4.20%
2006
+18.46%
-2.59%
+22.55%
-8.63%