All Country World Stocks Portfolio vs US Stocks Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - April 2025 (~43 years)
Consolidated Returns as of 30 April 2025
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1982)
Inflation Adjusted:
All Country World Stocks Portfolio
1.00$
Initial Capital
May 1995
9.54$
Final Capital
April 2025
7.81%
Yearly Return
15.72%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Initial Capital
May 1995
4.53$
Final Capital
April 2025
5.16%
Yearly Return
15.72%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
1.00$
Initial Capital
January 1982
64.20$
Final Capital
April 2025
10.08%
Yearly Return
15.56%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Initial Capital
January 1982
18.90$
Final Capital
April 2025
7.02%
Yearly Return
15.56%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
US Stocks Momentum Portfolio
1.00$
Initial Capital
May 1995
36.59$
Final Capital
April 2025
12.75%
Yearly Return
15.53%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
May 1995
17.37$
Final Capital
April 2025
9.98%
Yearly Return
15.53%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Initial Capital
January 1982
263.19$
Final Capital
April 2025
13.72%
Yearly Return
15.38%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1982
77.47$
Final Capital
April 2025
10.56%
Yearly Return
15.38%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period

As of April 2025, in the previous 30 Years, the All Country World Stocks Portfolio obtained a 7.81% compound annual return, with a 15.72% standard deviation. It suffered a maximum drawdown of -55.18% that required 69 months to be recovered.

As of April 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 12.75% compound annual return, with a 15.53% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 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.

All Country World Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VT
Vanguard Total World Stock
US Stocks Momentum Portfolio
Weight
(%)		 Ticker Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1982 - 30 April 2025 (~43 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_world.webp All Country World Stocks
-- Market Benchmark 		-0.42 0.56 0.65 11.58 13.25 8.68 7.81 10.08
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark 		1.31 3.71 3.93 19.15 13.20 13.00 12.75 13.72
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

All Country World Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 9.54$, with a total return of 853.78% (7.81% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since May 1995, now would be worth 36.59$, with a total return of 3559.05% (12.75% annualized).


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All Country World Stocks Portfolio: an investment of 1$, since January 1982, now would be worth 64.20$, with a total return of 6320.08% (10.08% annualized).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 263.19$, with a total return of 26219.05% (13.72% annualized).


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Portfolio Metrics as of Apr 30, 2025

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

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1982 - 30 April 2025 (~43 years)
Swipe left to see all data
All Country World Stocks US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.58 19.15
Infl. Adjusted Return (%) 9.32 16.73
DRAWDOWN
Deepest Drawdown Depth (%) -3.92 -7.76
Start to Recovery (months) 3* 3*
Longest Drawdown Depth (%) -3.92 -7.76
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 7* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.93 14.62
Sharpe Ratio 0.76 0.98
Sortino Ratio 0.99 1.25
Ulcer Index 1.76 2.77
Ratio: Return / Standard Deviation 1.30 1.31
Ratio: Return / Deepest Drawdown 2.96 2.47
Metrics calculated over the period 1 May 2024 - 30 April 2025
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All Country World Stocks US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.25 13.20
Infl. Adjusted Return (%) 8.34 8.29
DRAWDOWN
Deepest Drawdown Depth (%) -25.52 -30.16
Start to Recovery (months) 24 29
Longest Drawdown Depth (%) -25.52 -30.16
Start to Recovery (months) 24 29
Longest Negative Period (months) 31 38
RISK INDICATORS
Standard Deviation (%) 15.31 18.17
Sharpe Ratio 0.70 0.59
Sortino Ratio 0.96 0.82
Ulcer Index 8.30 14.22
Ratio: Return / Standard Deviation 0.87 0.73
Ratio: Return / Deepest Drawdown 0.52 0.44
Metrics calculated over the period 1 May 2020 - 30 April 2025
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All Country World Stocks US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.68 13.00
Infl. Adjusted Return (%) 5.44 9.63
DRAWDOWN
Deepest Drawdown Depth (%) -25.52 -30.16
Start to Recovery (months) 24 29
Longest Drawdown Depth (%) -25.52 -30.16
Start to Recovery (months) 24 29
Longest Negative Period (months) 34 38
RISK INDICATORS
Standard Deviation (%) 14.92 16.23
Sharpe Ratio 0.46 0.69
Sortino Ratio 0.62 0.94
Ulcer Index 7.38 10.61
Ratio: Return / Standard Deviation 0.58 0.80
Ratio: Return / Deepest Drawdown 0.34 0.43
Metrics calculated over the period 1 May 2015 - 30 April 2025
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All Country World Stocks US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.81 12.75
Infl. Adjusted Return (%) 5.16 9.98
DRAWDOWN
Deepest Drawdown Depth (%) -55.18 -53.85
Start to Recovery (months) 69 63
Longest Drawdown Depth (%) -55.18 -53.85
Start to Recovery (months) 69 63
Longest Negative Period (months) 132 126
RISK INDICATORS
Standard Deviation (%) 15.72 15.53
Sharpe Ratio 0.35 0.67
Sortino Ratio 0.47 0.89
Ulcer Index 15.84 16.18
Ratio: Return / Standard Deviation 0.50 0.82
Ratio: Return / Deepest Drawdown 0.14 0.24
Metrics calculated over the period 1 May 1995 - 30 April 2025
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All Country World Stocks US Stocks Momentum
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.08 13.72
Infl. Adjusted Return (%) 7.02 10.56
DRAWDOWN
Deepest Drawdown Depth (%) -55.18 -53.85
Start to Recovery (months) 69 63
Longest Drawdown Depth (%) -55.18 -53.85
Start to Recovery (months) 69 63
Longest Negative Period (months) 132 126
RISK INDICATORS
Standard Deviation (%) 15.56 15.38
Sharpe Ratio 0.42 0.66
Sortino Ratio 0.56 0.88
Ulcer Index 13.77 14.16
Ratio: Return / Standard Deviation 0.65 0.89
Ratio: Return / Deepest Drawdown 0.18 0.25
Metrics calculated over the period 1 January 1982 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1982 - 30 April 2025 (~43 years)

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All Country World Stocks US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.18 69 Nov 2007
Jul 2013
-53.85 63 Nov 2007
Jan 2013
-46.45 61 Sep 2000
Sep 2005
-43.19 59 Sep 2000
Jul 2005
-30.16 29 Nov 2021
Mar 2024
-25.52 24 Jan 2022
Dec 2023
-22.15 8 Jan 2020
Aug 2020
-17.90 5 Feb 2020
Jun 2020
-16.58 5 Jul 1998
Nov 1998
-15.44 9 Oct 2018
Jun 2019
-14.45 21 Feb 2018
Oct 2019
-13.76 19 Jun 2015
Dec 2016
-11.51 3 Aug 1998
Oct 1998
-7.82 3 Sep 2020
Nov 2020
-7.78 10 Aug 2015
May 2016

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All Country World Stocks US Stocks Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.18 69 Nov 2007
Jul 2013
-53.85 63 Nov 2007
Jan 2013
-46.45 61 Sep 2000
Sep 2005
-43.19 59 Sep 2000
Jul 2005
-30.55 23 Sep 1987
Jul 1989
-30.16 29 Nov 2021
Mar 2024
-26.12 17 Sep 1987
Jan 1989
-25.52 24 Jan 2022
Dec 2023
-24.26 43 Sep 1989
Mar 1993
-22.15 8 Jan 2020
Aug 2020
-17.90 5 Feb 2020
Jun 2020
-16.58 5 Jul 1998
Nov 1998
-15.44 9 Oct 2018
Jun 2019
-15.33 10 Jan 1982
Oct 1982
-14.45 21 Feb 2018
Oct 2019

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 1982 - 30 April 2025 (~43 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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All Country World Stocks US Stocks Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.42 -3.92 1.31 -7.76
2024
 16.49 -3.58 32.89 -5.47
2023
 22.03 -9.69 9.15 -6.59
2022
 -18.01 -25.52 -18.26 -26.94
2021
 18.27 -4.10 13.37 -4.41
2020
 16.61 -22.15 29.85 -17.90
2019
 26.82 -5.97 27.26 -2.20
2018
 -9.76 -14.45 -1.66 -15.44
2017
 24.49 0.00 37.50 0.00
2016
 8.51 -6.91 5.00 -5.03
2015
 -1.86 -11.65 8.93 -7.78
2014
 3.67 -4.44 14.61 -4.38
2013
 22.95 -3.20 34.58 -2.81
2012
 17.12 -10.01 14.94 -6.80
2011
 -7.50 -21.87 5.93 -14.50
2010
 13.08 -12.80 18.02 -12.13
2009
 32.65 -19.35 17.45 -19.56
2008
 -42.31 -42.46 -40.96 -41.23
2007
 12.23 -3.69 17.64 -2.82
2006
 22.32 -2.45 10.56 -3.64
2005
 11.83 -2.46 19.14 -1.25
2004
 16.95 -2.64 16.70 -2.66
2003
 36.08 -2.46 25.99 -4.14
2002
 -18.93 -26.51 -12.28 -22.85
2001
 -16.14 -25.94 -17.35 -26.75
2000
 -11.41 -14.09 -9.61 -13.35
1999
 26.30 -4.32 40.42 -1.57
1998
 22.57 -16.58 48.76 -11.51
1997
 15.14 -7.16 36.86 -4.89
1996
 13.05 -5.44 29.83 -3.81
1995
 19.28 -1.67 42.32 -0.02
1994
 5.70 -6.11 -1.09 -7.23
1993
 24.75 -1.19 13.22 -2.14
1992
 -4.32 -7.14 4.32 -3.35
1991
 19.77 -6.88 36.90 -4.00
1990
 -16.58 -22.62 1.49 -12.56
1989
 17.52 -4.87 42.76 -1.57
1988
 23.86 -2.72 7.07 -5.33
1987
 16.65 -26.12 2.34 -30.55
1986
 42.65 -5.84 22.70 -7.79
1985
 41.65 -2.26 32.38 -3.74
1984
 5.68 -7.06 -0.83 -10.30
1983
 23.14 -3.10 16.95 -3.61
1982
 11.14 -15.33 30.44 -4.93
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