Scott Burns Couch Potato Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
April 1995
10.67$
Final Capital
March 2025
8.21%
Yearly Return
8.75%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
April 1995
5.05$
Final Capital
March 2025
5.54%
Yearly Return
8.75%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
35.92$
Final Capital
March 2025
9.31%
Yearly Return
9.05%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1985
11.85$
Final Capital
March 2025
6.34%
Yearly Return
9.05%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
April 1995
8.88$
Final Capital
March 2025
7.55%
Yearly Return
7.47%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
April 1995
4.20$
Final Capital
March 2025
4.90%
Yearly Return
7.47%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.57$
Final Capital
March 2025
8.69%
Yearly Return
7.52%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
9.43$
Final Capital
March 2025
5.73%
Yearly Return
7.52%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.21% compound annual return, with a 8.75% standard deviation. It suffered a maximum drawdown of -27.04% that required 30 months to be recovered.

As of March 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.55% compound annual return, with a 7.47% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 39 months and is still in progress.

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.

Scott Burns Couch Potato Portfolio
Weight
(%)		 ETF
Ticker		 Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1985 - 31 March 2025 (~40 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		-0.29 -2.55 -0.27 7.12 9.90 7.14 8.21 9.31
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.76 -1.21 -0.34 6.84 3.90 4.73 7.55 8.69
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Scott Burns Couch Potato Portfolio: an investment of 1$, since April 1995, now would be worth 10.67$, with a total return of 967.28% (8.21% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1995, now would be worth 8.88$, with a total return of 788.32% (7.55% annualized).


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Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 35.92$, with a total return of 3491.85% (9.31% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.57$, with a total return of 2757.47% (8.69% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)
Swipe left to see all data
Couch Potato All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 50% 30%
Fixed Income 50% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.12 6.84
Infl. Adjusted Return (%) 4.62 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -3.08 -3.73
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.73 -3.73
Start to Recovery (months) 4* 3
Longest Negative Period (months) 6* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.90 8.19
Sharpe Ratio 0.28 0.24
Sortino Ratio 0.37 0.29
Ulcer Index 1.38 1.65
Ratio: Return / Standard Deviation 0.90 0.84
Ratio: Return / Deepest Drawdown 2.31 1.84
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Couch Potato All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 50% 30%
Fixed Income 50% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.90 3.90
Infl. Adjusted Return (%) 5.30 -0.45
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -20.58
Start to Recovery (months) 27 39*
Longest Drawdown Depth (%) -19.77 -20.58
Start to Recovery (months) 27 39*
Longest Negative Period (months) 32 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.00 10.47
Sharpe Ratio 0.68 0.14
Sortino Ratio 0.91 0.19
Ulcer Index 7.29 9.54
Ratio: Return / Standard Deviation 0.90 0.37
Ratio: Return / Deepest Drawdown 0.50 0.19
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Couch Potato All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 50% 30%
Fixed Income 50% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.14 4.73
Infl. Adjusted Return (%) 3.93 1.60
DRAWDOWN
Deepest Drawdown Depth (%) -19.77 -20.58
Start to Recovery (months) 27 39*
Longest Drawdown Depth (%) -19.77 -20.58
Start to Recovery (months) 27 39*
Longest Negative Period (months) 32 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.43 8.46
Sharpe Ratio 0.57 0.36
Sortino Ratio 0.76 0.49
Ulcer Index 5.49 6.99
Ratio: Return / Standard Deviation 0.76 0.56
Ratio: Return / Deepest Drawdown 0.36 0.23
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Couch Potato All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 50% 30%
Fixed Income 50% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 8.21 7.55
Infl. Adjusted Return (%) 5.54 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -20.58
Start to Recovery (months) 30 39*
Longest Drawdown Depth (%) -10.30 -20.58
Start to Recovery (months) 33 39*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.75 7.47
Sharpe Ratio 0.68 0.70
Sortino Ratio 0.89 0.95
Ulcer Index 5.17 4.45
Ratio: Return / Standard Deviation 0.94 1.01
Ratio: Return / Deepest Drawdown 0.30 0.37
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Couch Potato All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 50% 30%
Fixed Income 50% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.31 8.69
Infl. Adjusted Return (%) 6.34 5.73
DRAWDOWN
Deepest Drawdown Depth (%) -27.04 -20.58
Start to Recovery (months) 30 39*
Longest Drawdown Depth (%) -10.30 -20.58
Start to Recovery (months) 33 39*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.05 7.52
Sharpe Ratio 0.68 0.74
Sortino Ratio 0.90 1.00
Ulcer Index 4.85 4.03
Ratio: Return / Standard Deviation 1.03 1.16
Ratio: Return / Deepest Drawdown 0.34 0.42
Metrics calculated over the period 1 January 1985 - 31 March 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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1985 - 31 March 2025 (~40 years)

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Couch Potato All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-20.58 39* Jan 2022
In progress
-19.77 27 Jan 2022
Mar 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010
-5.47 14 Mar 2015
Apr 2016
-5.29 9 May 2013
Jan 2014

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Couch Potato All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-20.58 39* Jan 2022
In progress
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 13 Sep 1987
Sep 1988
-8.78 14 Feb 1994
Mar 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991
-6.83 14 Feb 1994
Mar 1995
-6.66 17 Feb 2015
Jun 2016

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 1985 - 31 March 2025 (~40 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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Couch Potato All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.29 -2.55 2.76 -1.21
2024
 12.73 -3.08 6.36 -3.73
2023
 14.66 -6.50 9.95 -9.25
2022
 -16.31 -19.77 -18.39 -20.58
2021
 15.67 -2.76 8.27 -3.74
2020
 15.93 -10.72 15.88 -3.68
2019
 19.51 -2.63 17.93 -0.83
2018
 -3.32 -8.06 -3.02 -4.71
2017
 12.07 0.00 11.55 -0.49
2016
 8.75 -2.08 6.50 -6.42
2015
 -0.70 -5.47 -3.23 -6.66
2014
 8.07 -2.34 12.89 -2.52
2013
 12.48 -3.18 1.71 -5.29
2012
 11.42 -2.32 7.02 -1.33
2011
 7.12 -6.25 15.64 -2.00
2010
 11.78 -6.09 12.88 -0.69
2009
 18.92 -9.98 2.71 -11.57
2008
 -18.47 -22.29 2.38 -11.38
2007
 8.64 -1.70 11.88 -1.20
2006
 7.99 -1.54 6.93 -1.71
2005
 4.40 -1.83 8.55 -2.99
2004
 10.53 -3.54 9.41 -4.76
2003
 19.38 -1.09 13.96 -4.74
2002
 -1.93 -6.44 7.77 -1.56
2001
 -1.68 -8.57 -2.77 -4.61
2000
 3.54 -5.60 10.15 -2.26
1999
 9.67 -3.30 6.28 -3.79
1998
 16.26 -8.06 11.05 -4.83
1997
 21.85 -3.41 13.54 -2.89
1996
 11.14 -2.76 8.27 -2.11
1995
 29.40 0.00 27.44 0.00
1994
 -3.21 -8.78 -3.28 -6.83
1993
 13.19 -1.53 12.02 -1.98
1992
 8.92 -2.25 6.76 -2.23
1991
 25.50 -2.55 17.98 -1.86
1990
 1.06 -7.58 3.85 -5.51
1989
 21.95 -1.62 20.45 -1.14
1988
 11.91 -2.50 10.59 -1.93
1987
 1.19 -16.03 3.47 -8.78
1986
 16.48 -5.55 20.56 -3.75
1985
 28.66 -1.87 28.68 -2.13
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