US Stocks/Bonds 80/20 To CAD Portfolio vs Gyroscopic Investing US Desert Portfolio To CAD Portfolio Comparison

Simulation Settings
Period: August 1953 - May 2025 (~72 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: CAD
Inflation: Canada
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1953/08 - 2025/05)
Inflation Adjusted:
US Stocks/Bonds 80/20 To CAD Portfolio
1.00$
Invested Capital
June 1995
14.09$
Final Capital
May 2025
9.22%
Yearly Return
10.59%
Std Deviation
-33.84%
Max Drawdown
148months
Recovery Period
1.00$
Invested Capital
June 1995
7.56$
Final Capital
May 2025
6.98%
Yearly Return
10.59%
Std Deviation
-44.36%
Max Drawdown
159months
Recovery Period
1.00$
Invested Capital
August 1953
1.48 K$
Final Capital
May 2025
10.70%
Yearly Return
11.38%
Std Deviation
-37.54%
Max Drawdown
39months
Recovery Period
1.00$
Invested Capital
August 1953
125.93$
Final Capital
May 2025
6.96%
Yearly Return
11.38%
Std Deviation
-47.79%
Max Drawdown
95months
Recovery Period
Gyroscopic Investing US Desert Portfolio To CAD
1.00$
Invested Capital
June 1995
6.60$
Final Capital
May 2025
6.49%
Yearly Return
6.99%
Std Deviation
-13.02%
Max Drawdown
20months
Recovery Period
1.00$
Invested Capital
June 1995
3.54$
Final Capital
May 2025
4.31%
Yearly Return
6.99%
Std Deviation
-19.30%
Max Drawdown
82months
Recovery Period
1.00$
Invested Capital
August 1953
290.88$
Final Capital
May 2025
8.22%
Yearly Return
6.93%
Std Deviation
-13.02%
Max Drawdown
20months
Recovery Period
1.00$
Invested Capital
August 1953
24.74$
Final Capital
May 2025
4.57%
Yearly Return
6.93%
Std Deviation
-19.35%
Max Drawdown
54months
Recovery Period

As of May 2025, in the previous 30 Years, the US Stocks/Bonds 80/20 To CAD Portfolio obtained a 9.22% compound annual return, with a 10.59% standard deviation. It suffered a maximum drawdown of -33.84% that required 148 months to be recovered.

As of May 2025, in the previous 30 Years, the Gyroscopic Investing US Desert Portfolio To CAD obtained a 6.49% compound annual return, with a 6.99% standard deviation. It suffered a maximum drawdown of -13.02% that required 20 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/Bonds 80/20 To CAD Portfolio
Weight
(%)		 Ticker Name
80.00
VUN.TO
Vanguard US Total Market Index
20.00
ZUAG.TO
BMO US Aggregate Bond Index
Gyroscopic Investing US Desert Portfolio To CAD
Weight
(%)		 Ticker Name
30.00
VUN.TO
Vanguard US Total Market Index
60.00
ZTM.NE
BMO Mid-Term US Treasury Bond
10.00
ZGLD.TO
BMO Gold Bullion ETF CAD Units
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Portfolio Returns as of May 31, 2025

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1953/08 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks/Bonds 80/20 To CAD
 1 $ 14.09 $ 1 308.66% 9.22%
Gyroscopic Investing US Desert Portfolio To CAD
Gyroscopic Investing 		1 $ 6.60 $ 560.31% 6.49%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks/Bonds 80/20 To CAD
 1 $ 7.56 $ 656.05% 6.98%
Gyroscopic Investing US Desert Portfolio To CAD
Gyroscopic Investing 		1 $ 3.54 $ 254.40% 4.31%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks/Bonds 80/20 To CAD
 1 $ 1 480.36 $ 147 935.61% 10.70%
Gyroscopic Investing US Desert Portfolio To CAD
Gyroscopic Investing 		1 $ 290.88 $ 28 988.33% 8.22%
Aug 1953 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks/Bonds 80/20 To CAD
 1 $ 125.93 $ 12 492.99% 6.96%
Gyroscopic Investing US Desert Portfolio To CAD
Gyroscopic Investing 		1 $ 24.74 $ 2 374.47% 4.57%
Aug 1953 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~72Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks/Bonds 80/20
-- Market Benchmark 		-3.77 4.35 -4.26 12.19 11.62 10.82 9.22 10.70
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp US Desert Portfolio
Gyroscopic Investing 		-0.63 1.24 0.42 12.54 4.38 5.85 6.49 8.22
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

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

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1953 - 31 May 2025 (~72 years)
1 Year
5 Years
10 Years
30 Years
All (1953/08 - 2025/05)
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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 12.19 12.54
Infl. Adjusted (%) 10.89 11.23
DRAWDOWN
Deepest Drawdown Depth (%) -10.98 -4.57
Start to Recovery (months) 4* 3*
Longest Drawdown Depth (%) -10.98 -4.57
Start to Recovery (months) 4* 3*
Longest Negative Period (months) 7 5
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.79 6.26
Sharpe Ratio 0.63 1.25
Sortino Ratio 0.83 1.55
Ulcer Index 4.11 1.63
Ratio: Return / Standard Deviation 1.03 2.00
Ratio: Return / Deepest Drawdown 1.11 2.75
Metrics calculated over the period 1 June 2024 - 31 May 2025
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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 11.62 4.38
Infl. Adjusted (%) 7.62 0.63
DRAWDOWN
Deepest Drawdown Depth (%) -18.00 -10.50
Start to Recovery (months) 20 25
Longest Drawdown Depth (%) -18.00 -10.50
Start to Recovery (months) 20 25
Longest Negative Period (months) 26 41
RISK INDICATORS
Standard Deviation (%) 11.24 6.05
Sharpe Ratio 0.80 0.29
Sortino Ratio 1.08 0.41
Ulcer Index 6.05 4.02
Ratio: Return / Standard Deviation 1.03 0.72
Ratio: Return / Deepest Drawdown 0.65 0.42
Metrics calculated over the period 1 June 2020 - 31 May 2025
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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.82 5.85
Infl. Adjusted (%) 8.06 3.21
DRAWDOWN
Deepest Drawdown Depth (%) -18.00 -10.50
Start to Recovery (months) 20 25
Longest Drawdown Depth (%) -18.00 -10.50
Start to Recovery (months) 20 25
Longest Negative Period (months) 26 41
RISK INDICATORS
Standard Deviation (%) 11.22 6.57
Sharpe Ratio 0.81 0.62
Sortino Ratio 1.10 0.87
Ulcer Index 4.85 3.38
Ratio: Return / Standard Deviation 0.96 0.89
Ratio: Return / Deepest Drawdown 0.60 0.56
Metrics calculated over the period 1 June 2015 - 31 May 2025
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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.22 6.49
Infl. Adjusted (%) 6.98 4.31
DRAWDOWN
Deepest Drawdown Depth (%) -33.84 -13.02
Start to Recovery (months) 148 20
Longest Drawdown Depth (%) -33.84 -10.80
Start to Recovery (months) 148 48
Longest Negative Period (months) 151 84
RISK INDICATORS
Standard Deviation (%) 10.59 6.99
Sharpe Ratio 0.66 0.60
Sortino Ratio 0.89 0.88
Ulcer Index 11.96 3.76
Ratio: Return / Standard Deviation 0.87 0.93
Ratio: Return / Deepest Drawdown 0.27 0.50
Metrics calculated over the period 1 June 1995 - 31 May 2025
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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 80% 30%
Fixed Income 20% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.70 8.22
Infl. Adjusted (%) 6.96 4.57
DRAWDOWN
Deepest Drawdown Depth (%) -37.54 -13.02
Start to Recovery (months) 39 20
Longest Drawdown Depth (%) -33.84 -10.80
Start to Recovery (months) 148 48
Longest Negative Period (months) 151 84
RISK INDICATORS
Standard Deviation (%) 11.38 6.93
Sharpe Ratio 0.57 0.58
Sortino Ratio 0.79 0.85
Ulcer Index 9.54 3.25
Ratio: Return / Standard Deviation 0.94 1.19
Ratio: Return / Deepest Drawdown 0.28 0.63
Metrics calculated over the period 1 August 1953 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 August 1953 - 31 May 2025 (~72 years)
30 Years
(1995/06 - 2025/05)

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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.84 148 Sep 2000
Dec 2012
-18.00 20 Jan 2022
Aug 2023
-13.02 20 Mar 2007
Oct 2008
-11.67 4 Feb 2020
May 2020
-10.98 4* Feb 2025
In progress
-10.80 48 Jan 2003
Dec 2006
-10.50 25 Dec 2021
Dec 2023
-10.08 17 Apr 2009
Aug 2010
-9.26 4 Aug 1998
Nov 1998
-7.77 7 Sep 2018
Mar 2019
-7.77 7 Jan 2016
Jul 2016
-7.44 15 Jun 2017
Aug 2018
-6.56 6 Feb 2016
Jul 2016
-6.30 4 Aug 2015
Nov 2015
-5.65 6 May 2017
Oct 2017

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US Stocks/Bonds 80/20 To CAD US Desert Portfolio To CAD
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.54 39 Jan 1973
Mar 1976
-33.84 148 Sep 2000
Dec 2012
-25.12 23 Sep 1987
Jul 1989
-24.68 29 Dec 1968
Apr 1971
-18.00 20 Jan 2022
Aug 2023
-13.95 13 Jan 1962
Jan 1963
-13.02 20 Mar 2007
Oct 2008
-12.89 9 Jun 1990
Feb 1991
-12.18 12 Feb 1966
Jan 1967
-11.67 4 Feb 2020
May 2020
-11.59 20 Jun 1969
Jan 1971
-10.98 4* Feb 2025
In progress
-10.83 15 Jun 1981
Aug 1982
-10.80 48 Jan 2003
Dec 2006
-10.50 25 Dec 2021
Dec 2023

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 August 1953 - 31 May 2025 (~72 years)


Head To Head (Ptf 1 vs Ptf 2):
Canada 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/Bonds 80/20 To CAD US Desert Portfolio To CAD
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -3.77 -10.98 -0.63 -4.57
2024
 28.90 -2.58 19.63 -1.42
2023
 19.51 -4.45 8.36 -3.01
2022
 -12.80 -18.00 -6.72 -10.46
2021
 19.10 -3.66 3.65 -3.80
2020
 15.80 -11.67 10.86 -1.56
2019
 19.86 -4.15 8.70 -1.91
2018
 3.55 -7.77 5.32 -3.87
2017
 9.89 -5.65 0.74 -7.44
2016
 6.55 -7.77 1.92 -6.56
2015
 17.79 -6.30 18.47 -4.35
2014
 22.80 -0.56 15.78 -1.89
2013
 35.37 -0.21 13.62 -0.85
2012
 10.76 -1.86 3.86 -1.12
2011
 4.65 -6.50 8.61 -1.58
2010
 9.16 -6.07 6.09 -2.29
2009
 7.07 -10.76 -4.85 -10.08
2008
 -12.36 -13.38 18.51 -3.82
2007
 -9.62 -13.12 -5.37 -13.02
2006
 13.69 -7.54 9.12 -5.50
2005
 1.98 -5.50 1.53 -5.07
2004
 3.03 -8.42 -1.37 -8.55
2003
 3.41 -9.06 -7.12 -9.27
2002
 -15.76 -20.90 3.63 -5.18
2001
 -1.31 -13.24 7.61 -1.91
2000
 -2.76 -8.87 8.53 -1.78
1999
 12.33 -5.08 -0.69 -4.24
1998
 28.83 -9.26 21.26 -0.44
1997
 32.11 -2.67 17.35 -1.31
1996
 18.05 -4.34 7.49 -2.46
1995
 28.72 -0.94 19.80 -1.55
1994
 5.36 -3.52 3.03 -3.15
1993
 14.82 -1.13 16.26 -0.11
1992
 19.60 -1.58 17.52 -1.52
1991
 28.50 -3.94 18.01 -1.70
1990
 -3.02 -12.89 3.67 -3.93
1989
 21.75 -2.42 13.62 -0.93
1988
 5.82 -4.72 -1.98 -4.47
1987
 -3.73 -25.12 -2.06 -9.18
1986
 13.24 -6.67 13.89 -2.46
1985
 36.99 -2.76 30.49 -0.60
1984
 11.25 -4.12 14.41 -2.49
1983
 19.70 -3.03 8.61 -2.24
1982
 27.15 -4.07 32.02 -0.70
1981
 -2.40 -10.83 0.15 -7.07
1980
 30.01 -10.02 15.79 -9.28
1979
 19.47 -6.38 22.12 -5.06
1978
 15.04 -8.11 14.96 -3.46
1977
 5.08 -4.23 9.78 -3.50
1976
 24.46 -2.19 16.28 -1.77
1975
 35.15 -10.06 16.23 -5.91
1974
 -22.00 -27.85 0.55 -9.71
1973
 -13.43 -14.35 4.80 -3.38
1972
 14.36 -2.69 11.54 -1.06
1971
 13.82 -4.87 10.53 -3.25
1970
 1.53 -14.77 6.35 -7.37
1969
 -8.44 -10.35 -5.76 -8.34
1968
 10.54 -3.49 6.83 -2.18
1967
 21.52 -3.81 7.67 -2.10
1966
 -5.39 -12.18 0.98 -6.03
1965
 11.74 -3.96 4.96 -1.27
1964
 13.42 -1.21 6.78 -0.46
1963
 17.29 -2.13 7.34 -0.86
1962
 -3.47 -13.95 3.82 -2.57
1961
 28.91 -1.99 14.90 -0.86
1960
 6.72 -5.42 11.98 -1.54
1959
 8.79 -4.54 1.78 -3.24
1958
 33.20 -2.01 10.02 -1.01
1957
 -4.32 -8.69 4.26 -2.98
1956
 2.27 -7.50 -2.41 -5.34
1955
 24.33 -1.72 10.70 -0.34
1954
 40.03 -3.11 15.94 -1.73
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