US Stocks vs Stocks/Bonds 80/20 Portfolio Comparison

Last Update: 29 February 2024

The US Stocks Portfolio obtained a 10.22% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

The Stocks/Bonds 80/20 Portfolio obtained a 9.29% compound annual return, with a 12.51% standard deviation, in the last 30 Years.

Summary

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US Stocks Portfolio Stocks/Bonds 80/20 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 80%
Fixed Income 0% 20%
Commodities 0% 0%
30 Years Stats Return +10.22% +9.29%
Std Dev 15.55% 12.51%
Max Drawdown -50.84% -41.09%
All time Stats
(Since Jan 1871)
Return +9.14% +8.48%
Std Dev 16.59% 13.30%
Max Drawdown -84.60% -75.27%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
US Stocks Portfolio +5.30 +13.69 +28.61 +13.82 +11.96 +10.22 +9.14
Stocks/Bonds 80/20 Portfolio +3.98 +11.46 +23.48 +11.27 +9.93 +9.29 +8.48
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 18.52$, with a total return of 1752.12% (10.22% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 14.38$, with a total return of 1337.99% (9.29% annualized).

US Stocks Portfolio: an investment of 1$, since January 1871, now would be worth 661814.47$, with a total return of 66181346.77% (9.14% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1871, now would be worth 260154.81$, with a total return of 26015381.27% (8.48% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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US Stocks Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-22.75% Jan 2022 Sep 2022 (9) Jan 2024 (25) 12.23
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.53% Feb 2020 Mar 2020 (2) Jul 2020 (6) 7.42
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.95% Jul 1998 Aug 1998 (2) Nov 1998 (5) 7.01
-13.35% May 2011 Sep 2011 (5) Feb 2012 (10) 5.69
-11.32% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.24
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-8.44% Apr 2000 May 2000 (2) Aug 2000 (5) 5.11
-7.05% Jun 2015 Sep 2015 (4) May 2016 (12) 3.70
-6.90% Apr 2000 May 2000 (2) Aug 2000 (5) 4.02
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-6.42% Jul 1999 Sep 1999 (3) Nov 1999 (5) 3.38

Drawdown comparison chart since January 1871.

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US Stocks Portfolio
Stocks/Bonds 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-84.60% Sep 1929 Jun 1932 (34) Dec 1944 (184) 46.31
-75.27% Sep 1929 May 1932 (33) Mar 1943 (163) 35.72
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-45.86% Jan 1973 Sep 1974 (21) Dec 1976 (48) 20.53
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-41.09% Nov 2007 Feb 2009 (16) Jan 2011 (39) 19.37
-36.88% Jan 1973 Sep 1974 (21) Mar 1976 (39) 16.98
-34.11% Apr 1876 Jun 1877 (15) Feb 1879 (35) 17.32
-33.33% Sep 2000 Sep 2002 (25) Jul 2005 (59) 17.37
-30.27% Oct 1906 Nov 1907 (14) Nov 1908 (26) 16.09
-30.06% Dec 1968 Jun 1970 (19) Mar 1971 (28) 14.60
-29.34% Sep 1987 Nov 1987 (3) May 1989 (21) 14.96
-27.16% Oct 1902 Oct 1903 (13) Nov 1904 (26) 17.06
-26.86% Feb 1893 Aug 1893 (7) Aug 1897 (55) 14.58
-26.75% Apr 1876 Jun 1877 (15) Jan 1879 (34) 13.17
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-24.55% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.14
-24.50% Dec 1968 Jun 1970 (19) Mar 1971 (28) 11.73
-24.11% Oct 1906 Nov 1907 (14) Nov 1908 (26) 12.38
-23.91% Jul 1881 Jan 1885 (43) Nov 1885 (53) 13.47

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
+6.47%
0.00%
+4.87%
0.00%
2023
+26.05%
-9.10%
+21.92%
-8.31%
2022
-19.51%
-24.81%
-18.23%
-22.75%
2021
+25.67%
-4.46%
+20.16%
-3.88%
2020
+21.03%
-20.84%
+18.36%
-16.53%
2019
+30.67%
-6.45%
+26.30%
-4.97%
2018
-5.21%
-14.20%
-4.19%
-11.32%
2017
+21.21%
0.00%
+17.68%
0.00%
2016
+12.83%
-5.73%
+10.77%
-4.34%
2015
+0.36%
-8.84%
+0.40%
-7.05%
2014
+12.54%
-3.17%
+11.20%
-2.23%
2013
+33.45%
-3.03%
+26.34%
-2.66%
2012
+16.45%
-6.82%
+13.79%
-5.21%
2011
+0.97%
-17.58%
+2.36%
-13.35%
2010
+17.42%
-13.26%
+15.18%
-10.23%
2009
+28.89%
-17.72%
+23.84%
-14.71%
2008
-36.98%
-38.08%
-28.21%
-30.13%
2007
+5.37%
-5.23%
+5.68%
-4.17%
2006
+15.69%
-3.22%
+13.41%
-2.63%
2005
+6.31%
-4.48%
+5.53%
-3.41%
2004
+12.79%
-3.56%
+11.08%
-2.95%
2003
+30.75%
-4.27%
+25.40%
-3.13%
2002
-20.47%
-27.18%
-14.73%
-20.47%
2001
-10.97%
-23.65%
-7.09%
-17.69%
2000
-10.57%
-15.87%
-6.18%
-12.05%
1999
+23.81%
-6.42%
+18.90%
-5.12%
1998
+23.26%
-17.57%
+20.33%
-13.95%
1997
+30.99%
-4.56%
+26.68%
-3.85%
1996
+20.96%
-6.17%
+17.49%
-4.78%
1995
+35.79%
-1.17%
+32.26%
-0.70%
1994
-0.17%
-7.43%
-0.67%
-6.95%
1993
+10.62%
-2.77%
+10.44%
-2.06%
1992
+9.11%
-2.40%
+8.71%
-2.02%
1991
+32.39%
-4.47%
+28.96%
-3.69%
1990
-6.08%
-16.20%
-3.13%
-12.23%
1989
+28.12%
-3.05%
+25.22%
-2.00%
1988
+17.32%
-3.42%
+15.32%
-2.84%
1987
+2.61%
-29.34%
+2.40%
-24.55%
1986
+14.57%
-7.92%
+14.68%
-6.76%
1985
+31.27%
-4.77%
+29.47%
-3.45%
1984
+2.19%
-9.02%
+4.75%
-7.80%
1983
+22.66%
-4.00%
+19.17%
-3.09%
1982
+20.50%
-11.21%
+22.62%
-7.08%
1981
-4.15%
-12.79%
-1.44%
-10.81%
1980
+33.15%
-11.98%
+27.10%
-10.71%
1979
+24.25%
-7.22%
+20.47%
-6.94%
1978
+8.45%
-11.64%
+6.99%
-9.83%
1977
-3.36%
-8.29%
-2.48%
-6.59%
1976
+26.47%
-2.10%
+23.93%
-1.62%
1975
+37.82%
-11.74%
+31.73%
-10.05%
1974
-27.81%
-34.15%
-21.11%
-27.27%
1973
-18.18%
-19.22%
-13.65%
-14.55%
1972
+17.62%
-2.45%
+14.64%
-1.96%
1971
+17.63%
-6.54%
+16.00%
-6.14%
1970
+4.79%
-19.06%
+7.28%
-14.57%
1969
-10.28%
-11.24%
-8.65%
-9.37%
1968
+13.39%
-6.48%
+11.29%
-4.08%
1967
+27.39%
-4.70%
+21.80%
-3.81%
1966
-8.73%
-14.78%
-5.99%
-12.18%
1965
+14.20%
-4.80%
+11.50%
-3.73%
1964
+16.40%
-1.37%
+13.90%
-1.08%
1963
+21.15%
-2.74%
+17.24%
-2.26%
1962
-9.62%
-22.67%
-6.55%
-17.65%
1961
+26.94%
-2.62%
+21.82%
-2.35%
1960
+0.92%
-8.00%
+3.34%
-5.42%
1959
+12.78%
-5.35%
+9.88%
-4.67%
1958
+44.81%
-1.59%
+35.29%
-1.18%
1957
-9.93%
-14.61%
-6.23%
-10.37%
1956
+8.51%
-7.23%
+6.50%
-6.18%
1955
+25.72%
-3.23%
+20.42%
-2.50%
1954
+50.59%
-3.14%
+41.03%
-2.67%
1953
+0.66%
-7.66%
+1.26%
-6.31%
1952
+13.62%
-4.23%
+11.34%
-3.17%
1951
+20.75%
-6.04%
+16.61%
-5.01%
1950
+30.33%
-5.29%
+24.24%
-4.40%
1949
+19.97%
-4.32%
+16.85%
-3.37%
1948
+2.36%
-10.99%
+2.41%
-8.79%
1947
+3.84%
-6.63%
+2.98%
-5.12%
1946
-6.27%
-20.85%
-4.87%
-17.16%
1945
+38.22%
-4.09%
+31.60%
-3.21%
1944
+21.23%
-1.55%
+17.44%
-1.24%
1943
+27.90%
-8.06%
+22.81%
-6.71%
1942
+16.72%
-12.33%
+13.64%
-9.90%
1941
-10.09%
-12.94%
-7.63%
-10.69%
1940
-7.16%
-23.05%
-4.87%
-18.76%
1939
+2.33%
-15.16%
+2.49%
-11.80%
1938
+28.38%
-25.06%
+23.58%
-20.31%
1937
-34.85%
-38.63%
-27.51%
-31.04%
1936
+33.65%
-7.38%
+27.82%
-5.96%
1935
+46.29%
-10.15%
+37.81%
-7.62%
1934
+2.31%
-18.75%
+3.30%
-14.20%
1933
+57.18%
-18.12%
+46.35%
-15.62%
1932
-8.65%
-44.97%
-4.47%
-35.31%
1931
-44.12%
-52.60%
-35.71%
-43.75%
1930
-28.35%
-39.08%
-21.13%
-31.14%
1929
-11.30%
-34.31%
-8.19%
-28.19%
1928
+38.68%
-4.13%
+30.76%
-3.44%
1927
+33.33%
-4.30%
+27.72%
-3.53%
1926
+11.46%
-9.26%
+10.11%
-7.22%
1925
+25.78%
-6.56%
+21.26%
-5.26%
1924
+27.03%
-3.78%
+23.20%
-2.70%
1923
+5.38%
-13.08%
+5.04%
-10.37%
1922
+29.04%
-4.35%
+24.33%
-3.61%
1921
+10.09%
-9.26%
+10.70%
-7.08%
1920
-14.01%
-15.38%
-11.16%
-12.22%
1919
+19.62%
-7.49%
+16.14%
-6.23%
1918
+18.16%
-3.76%
+15.45%
-2.95%
1917
-18.65%
-18.65%
-15.26%
-15.26%
1916
+8.05%
-3.65%
+7.17%
-2.83%
1915
+31.16%
-2.26%
+26.18%
-1.80%
1914
-5.46%
-20.24%
-3.07%
-15.69%
1913
-4.77%
-8.74%
-3.04%
-6.45%
1912
+7.12%
-4.07%
+6.01%
-3.29%
1911
+3.47%
-9.84%
+3.60%
-7.84%
1910
-3.44%
-11.27%
-1.92%
-8.66%
1909
+16.09%
-2.75%
+13.16%
-2.11%
1908
+39.43%
-3.59%
+33.83%
-2.66%
1907
-24.23%
-28.45%
-19.45%
-22.50%
1906
+0.60%
-9.63%
+0.63%
-7.84%
1905
+21.23%
-5.27%
+17.12%
-4.36%
1904
+32.12%
-2.23%
+26.86%
-1.84%
1903
-17.14%
-25.30%
-13.28%
-20.02%
1902
+8.21%
-7.32%
+6.77%
-6.04%
1901
+19.40%
-8.08%
+15.88%
-6.66%
1900
+20.75%
-5.37%
+17.38%
-4.20%
1899
+3.64%
-8.88%
+2.83%
-7.28%
1898
+29.23%
-4.56%
+24.31%
-4.46%
1897
+20.31%
-5.49%
+17.42%
-4.24%
1896
+3.20%
-12.04%
+3.38%
-10.33%
1895
+4.95%
-9.39%
+3.97%
-8.19%
1894
+3.58%
-5.55%
+4.08%
-4.26%
1893
-18.85%
-26.86%
-14.13%
-21.64%
1892
+6.08%
-2.16%
+5.29%
-1.86%
1891
+18.83%
-3.88%
+16.15%
-3.45%
1890
-6.20%
-13.89%
-4.72%
-10.81%
1889
+7.03%
-2.45%
+6.12%
-1.97%
1888
+3.28%
-3.34%
+3.72%
-2.84%
1887
-0.70%
-9.45%
-0.27%
-7.87%
1886
+11.92%
-4.49%
+9.69%
-3.72%
1885
+29.98%
-1.47%
+25.05%
-1.30%
1884
-12.37%
-13.99%
-9.11%
-11.70%
1883
-5.53%
-7.10%
-3.56%
-5.29%
1882
+3.58%
-5.68%
+3.48%
-4.68%
1881
+0.18%
-9.93%
+0.85%
-8.18%
1880
+26.50%
-8.79%
+22.26%
-7.02%
1879
+49.29%
-0.98%
+40.02%
-0.88%
1878
+16.25%
-1.08%
+14.30%
-0.73%
1877
-1.12%
-19.66%
-0.16%
-15.24%
1876
-14.18%
-18.03%
-9.91%
-13.58%
1875
+5.35%
-4.33%
+5.57%
-2.81%
1874
+4.67%
-6.59%
+6.48%
-4.60%
1873
-2.53%
-15.75%
-1.18%
-13.40%
1872
+11.12%
-3.07%
+9.26%
-2.91%
1871
+15.59%
-4.38%
+13.02%
-3.74%