US Stocks Equal Weight Portfolio vs US Stocks Portfolio Portfolio Comparison

Simulation Settings
Period: January 1971 - April 2025 (~54 years)
Consolidated Returns as of 30 April 2025
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1971)
Inflation Adjusted:
US Stocks Equal Weight Portfolio
1.00$
Initial Capital
May 1995
19.90$
Final Capital
April 2025
10.48%
Yearly Return
16.59%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
May 1995
9.45$
Final Capital
April 2025
7.77%
Yearly Return
16.59%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1971
463.24$
Final Capital
April 2025
11.96%
Yearly Return
16.07%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 1971
57.67$
Final Capital
April 2025
7.75%
Yearly Return
16.07%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period
US Stocks Portfolio
1.00$
Initial Capital
May 1995
18.35$
Final Capital
April 2025
10.19%
Yearly Return
15.62%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
May 1995
8.71$
Final Capital
April 2025
7.48%
Yearly Return
15.62%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1971
255.18$
Final Capital
April 2025
10.74%
Yearly Return
15.61%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
January 1971
31.77$
Final Capital
April 2025
6.57%
Yearly Return
15.61%
Std Deviation
-54.53%
Max Drawdown
124months
Recovery Period

As of April 2025, in the previous 30 Years, the US Stocks Equal Weight Portfolio obtained a 10.48% compound annual return, with a 16.59% standard deviation. It suffered a maximum drawdown of -55.58% that required 45 months to be recovered.

As of April 2025, in the previous 30 Years, the US Stocks Portfolio obtained a 10.19% compound annual return, with a 15.62% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 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.

US Stocks Equal Weight Portfolio
Weight
(%)		 Ticker Name
100.00
RSP
Invesco S&P 500® Equal Weight ETF
US Stocks Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
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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 1971 - 30 April 2025 (~54 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Equal Weight
-- Market Benchmark 		-3.01 -2.36 -3.26 6.64 13.82 9.44 10.48 11.96
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		-5.53 -0.73 -2.27 11.21 15.05 11.61 10.19 10.74
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Stocks Equal Weight Portfolio: an investment of 1$, since May 1995, now would be worth 19.90$, with a total return of 1890.37% (10.48% annualized).

US Stocks Portfolio: an investment of 1$, since May 1995, now would be worth 18.35$, with a total return of 1735.34% (10.19% annualized).


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US Stocks Equal Weight Portfolio: an investment of 1$, since January 1971, now would be worth 463.24$, with a total return of 46223.77% (11.96% annualized).

US Stocks Portfolio: an investment of 1$, since January 1971, now would be worth 255.18$, with a total return of 25417.93% (10.74% 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 1971 - 30 April 2025 (~54 years)
Swipe left to see all data
US Stocks Equal Weight US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.64 11.21
Infl. Adjusted Return (%) 4.48 8.95
DRAWDOWN
Deepest Drawdown Depth (%) -9.10 -8.40
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -9.10 -8.40
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 9* 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.15 11.66
Sharpe Ratio 0.15 0.55
Sortino Ratio 0.21 0.74
Ulcer Index 3.87 3.33
Ratio: Return / Standard Deviation 0.55 0.96
Ratio: Return / Deepest Drawdown 0.73 1.33
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Stocks Equal Weight US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.82 15.05
Infl. Adjusted Return (%) 8.88 10.06
DRAWDOWN
Deepest Drawdown Depth (%) -20.69 -24.81
Start to Recovery (months) 24 24
Longest Drawdown Depth (%) -20.69 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 31 30
RISK INDICATORS
Standard Deviation (%) 16.99 16.36
Sharpe Ratio 0.66 0.76
Sortino Ratio 0.94 1.04
Ulcer Index 6.51 8.63
Ratio: Return / Standard Deviation 0.81 0.92
Ratio: Return / Deepest Drawdown 0.67 0.61
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Stocks Equal Weight US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.44 11.61
Infl. Adjusted Return (%) 6.18 8.28
DRAWDOWN
Deepest Drawdown Depth (%) -26.65 -24.81
Start to Recovery (months) 11 24
Longest Drawdown Depth (%) -20.69 -24.81
Start to Recovery (months) 24 24
Longest Negative Period (months) 37 30
RISK INDICATORS
Standard Deviation (%) 16.81 15.78
Sharpe Ratio 0.46 0.62
Sortino Ratio 0.62 0.83
Ulcer Index 6.35 7.03
Ratio: Return / Standard Deviation 0.56 0.74
Ratio: Return / Deepest Drawdown 0.35 0.47
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Stocks Equal Weight US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.48 10.19
Infl. Adjusted Return (%) 7.77 7.48
DRAWDOWN
Deepest Drawdown Depth (%) -55.58 -50.84
Start to Recovery (months) 45 53
Longest Drawdown Depth (%) -55.58 -43.94
Start to Recovery (months) 45 67
Longest Negative Period (months) 121 139
RISK INDICATORS
Standard Deviation (%) 16.59 15.62
Sharpe Ratio 0.49 0.51
Sortino Ratio 0.66 0.66
Ulcer Index 11.14 14.32
Ratio: Return / Standard Deviation 0.63 0.65
Ratio: Return / Deepest Drawdown 0.19 0.20
Metrics calculated over the period 1 May 1995 - 30 April 2025
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US Stocks Equal Weight US Stocks
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.96 10.74
Infl. Adjusted Return (%) 7.75 6.57
DRAWDOWN
Deepest Drawdown Depth (%) -55.58 -50.84
Start to Recovery (months) 45 53
Longest Drawdown Depth (%) -55.58 -43.94
Start to Recovery (months) 45 67
Longest Negative Period (months) 121 139
RISK INDICATORS
Standard Deviation (%) 16.07 15.61
Sharpe Ratio 0.47 0.41
Sortino Ratio 0.64 0.55
Ulcer Index 10.49 12.67
Ratio: Return / Standard Deviation 0.74 0.69
Ratio: Return / Deepest Drawdown 0.22 0.21
Metrics calculated over the period 1 January 1971 - 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 1971 - 30 April 2025 (~54 years)

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US Stocks Equal Weight US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.58 45 Jun 2007
Feb 2011
-50.84 53 Nov 2007
Mar 2012
-43.94 67 Sep 2000
Mar 2006
-30.20 38 Sep 2000
Oct 2003
-26.65 11 Jan 2020
Nov 2020
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-20.69 24 Jan 2022
Dec 2023
-19.88 11 May 2011
Mar 2012
-19.20 8 May 1998
Dec 1998
-17.57 5 Jul 1998
Nov 1998
-14.20 7 Oct 2018
Apr 2019
-13.90 7 Oct 2018
Apr 2019
-10.58 12 Jun 2015
May 2016
-9.10 5* Dec 2024
In progress

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US Stocks Equal Weight US Stocks
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.58 45 Jun 2007
Feb 2011
-50.84 53 Nov 2007
Mar 2012
-46.00 37 Jan 1973
Jan 1976
-45.86 48 Jan 1973
Dec 1976
-43.94 67 Sep 2000
Mar 2006
-30.20 38 Sep 2000
Oct 2003
-29.71 20 Sep 1987
Apr 1989
-29.34 21 Sep 1987
May 1989
-26.65 11 Jan 2020
Nov 2020
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-20.69 24 Jan 2022
Dec 2023
-19.88 11 May 2011
Mar 2012
-19.20 8 May 1998
Dec 1998
-18.80 10 Jun 1990
Mar 1991

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 1971 - 30 April 2025 (~54 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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US Stocks Equal Weight US Stocks
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -3.01 -6.23 -5.53 -8.31
2024
 12.79 -6.27 23.81 -4.34
2023
 13.70 -11.92 26.05 -9.11
2022
 -11.62 -20.69 -19.51 -24.81
2021
 29.41 -3.79 25.67 -4.46
2020
 12.71 -26.65 21.03 -20.84
2019
 28.91 -6.93 30.67 -6.45
2018
 -7.82 -13.90 -5.21 -14.20
2017
 18.51 -1.00 21.21 0.00
2016
 14.50 -5.56 12.83 -5.73
2015
 -2.66 -9.53 0.36 -8.84
2014
 14.06 -2.96 12.54 -3.17
2013
 35.54 -2.92 33.45 -3.03
2012
 17.16 -7.69 16.45 -6.82
2011
 -0.67 -19.88 0.97 -17.58
2010
 21.37 -13.21 17.42 -13.26
2009
 44.64 -18.63 28.89 -17.72
2008
 -40.07 -41.86 -36.98 -38.08
2007
 0.90 -8.90 5.37 -5.23
2006
 15.46 -4.52 15.69 -3.22
2005
 7.41 -5.49 6.31 -4.48
2004
 16.48 -4.67 12.79 -3.56
2003
 41.02 -1.64 30.75 -4.27
2002
 -18.19 -26.09 -20.47 -27.18
2001
 -0.40 -15.68 -10.97 -23.65
2000
 9.61 -7.39 -10.57 -15.87
1999
 11.99 -7.93 23.81 -6.42
1998
 12.19 -19.20 23.26 -17.57
1997
 29.00 -5.58 30.99 -4.56
1996
 19.01 -4.83 20.96 -6.17
1995
 31.99 -0.70 35.79 -1.17
1994
 1.00 -6.89 -0.17 -7.43
1993
 15.11 -1.98 10.62 -2.77
1992
 15.59 -1.35 9.11 -2.40
1991
 35.50 -4.12 32.39 -4.47
1990
 -11.89 -18.80 -6.08 -16.20
1989
 25.79 -3.56 28.12 -3.05
1988
 20.20 -3.11 17.32 -3.42
1987
 4.89 -29.71 2.61 -29.34
1986
 17.90 -8.32 14.57 -7.92
1985
 30.60 -4.16 31.27 -4.77
1984
 3.60 -7.94 2.19 -9.02
1983
 30.30 -2.54 22.66 -4.00
1982
 30.19 -4.97 20.50 -11.21
1981
 4.81 -8.02 -4.15 -12.79
1980
 30.18 -9.97 33.15 -11.98
1979
 28.70 -5.41 24.25 -7.22
1978
 8.18 -8.94 8.45 -11.64
1977
 -2.00 -6.54 -3.36 -8.29
1976
 35.68 -1.21 26.47 -2.10
1975
 54.41 -8.28 37.82 -11.74
1974
 -22.91 -31.21 -27.81 -34.15
1973
 -21.50 -22.26 -18.18 -19.22
1972
 9.81 -3.43 17.62 -2.45
1971
 16.61 -6.86 17.63 -6.54
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