US Stocks ESG vs US Stocks Portfolio Comparison

Last Update: 30 April 2024

The US Stocks ESG Portfolio obtained a 9.82% compound annual return, with a 16.15% standard deviation, in the last 10 Years.

The US Stocks Portfolio obtained a 11.72% compound annual return, with a 15.59% standard deviation, in the last 10 Years.

Summary

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US Stocks ESG Portfolio US Stocks Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
10 Years Stats Return +9.82% +11.72%
Std Dev 16.15% 15.59%
Max Drawdown -27.79% -24.81%
All time Stats
(Since Sep 2005)
Return +9.21% +9.89%
Std Dev 17.15% 15.79%
Max Drawdown -52.70% -50.84%
Last Update: 30 April 2024

Historical Returns as of Apr 30, 2024

Comparison period starts from September 2005

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1M 6M 1Y 5Y 10Y MAX
US Stocks ESG Portfolio -4.89 +21.75 +23.84 +12.96 +9.82 +9.21
US Stocks Portfolio -4.34 +20.73 +21.94 +12.27 +11.72 +9.89
Return over 1 year are annualized.

Capital Growth as of Apr 30, 2024

US Stocks ESG Portfolio: an investment of 1$, since May 2014, now would be worth 2.55$, with a total return of 155.19% (9.82% annualized).

US Stocks Portfolio: an investment of 1$, since May 2014, now would be worth 3.03$, with a total return of 202.98% (11.72% annualized).

US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 5.18$, with a total return of 417.84% (9.21% annualized).

US Stocks Portfolio: an investment of 1$, since September 2005, now would be worth 5.81$, with a total return of 481.42% (9.89% annualized).

Drawdowns

Drawdown comparison chart since May 2014.

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US Stocks ESG Portfolio
US Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.46
-5.42% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-4.89% Apr 2024 Apr 2024 (1) In progress (1) 3.46
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61
-4.46% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.58
-4.34% Apr 2024 Apr 2024 (1) In progress (1) 3.07
-3.54% Jul 2014 Jul 2014 (1) Aug 2014 (2) 2.04
-2.78% Dec 2014 Jan 2015 (2) Feb 2015 (3) 1.39
-2.19% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.27

Drawdown comparison chart since September 2005.

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US Stocks ESG Portfolio
US Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.70% Jun 2007 Feb 2009 (21) Feb 2011 (45) 25.25
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-27.79% Jan 2022 Sep 2022 (9) Jan 2024 (25) 15.67
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-23.59% May 2011 Sep 2011 (5) Jan 2013 (21) 9.88
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-19.14% Feb 2020 Mar 2020 (2) Jul 2020 (6) 8.48
-17.80% Feb 2018 Dec 2018 (11) Jul 2019 (18) 7.36
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.26% Jul 2015 Jan 2016 (7) Nov 2016 (17) 6.04
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-5.81% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.48
-5.64% Feb 2018 Mar 2018 (2) Jul 2018 (6) 3.46
-5.42% Sep 2020 Oct 2020 (2) Nov 2020 (3) 3.24
-5.23% Jun 2007 Jul 2007 (2) Oct 2007 (5) 2.75
-5.21% Sep 2021 Sep 2021 (1) Oct 2021 (2) 3.01
-4.89% Apr 2024 Apr 2024 (1) In progress (1) 3.46
-4.63% Sep 2014 Sep 2014 (1) Nov 2014 (3) 2.61

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
+4.45%
-4.89%
+4.80%
-4.34%
2023
+30.80%
-9.36%
+26.05%
-9.10%
2022
-24.04%
-27.79%
-19.51%
-24.81%
2021
+26.20%
-5.21%
+25.67%
-4.46%
2020
+25.67%
-19.14%
+21.03%
-20.84%
2019
+33.37%
-6.25%
+30.67%
-6.45%
2018
-15.69%
-17.80%
-5.21%
-14.20%
2017
+13.03%
-1.52%
+21.21%
0.00%
2016
+11.65%
-6.66%
+12.83%
-5.73%
2015
+2.12%
-10.78%
+0.36%
-8.84%
2014
+9.13%
-4.63%
+12.54%
-3.17%
2013
+38.98%
-3.17%
+33.45%
-3.03%
2012
+17.37%
-9.30%
+16.45%
-6.82%
2011
-5.78%
-23.59%
+0.97%
-17.58%
2010
+19.88%
-12.90%
+17.42%
-13.26%
2009
+39.10%
-15.76%
+28.89%
-17.72%
2008
-39.83%
-43.27%
-36.98%
-38.08%
2007
+5.81%
-6.69%
+5.37%
-5.23%
2006
+18.46%
-2.59%
+15.69%
-3.22%