US Stocks Momentum Portfolio vs US Stocks Equal Weight Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - April 2026 (~44 years)
Consolidated Returns as of 30 April 2026
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1996/05 - 2026/04)
All Data
(1982/01 - 2026/04)
Inflation Adjusted:
US Stocks Momentum Portfolio
1.00$
Invested Capital
May 1996
37.13$
Final Capital
April 2026
12.80%
Yearly Return
15.97%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
May 1996
17.54$
Final Capital
April 2026
10.02%
Yearly Return
15.97%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Invested Capital
January 1982
360.34$
Final Capital
April 2026
14.20%
Yearly Return
15.54%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1982
102.63$
Final Capital
April 2026
11.01%
Yearly Return
15.54%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
US Stocks Equal Weight Portfolio
1.00$
Invested Capital
May 1996
19.52$
Final Capital
April 2026
10.41%
Yearly Return
16.66%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
1.00$
Invested Capital
May 1996
9.22$
Final Capital
April 2026
7.69%
Yearly Return
16.66%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period
1.00$
Invested Capital
January 1982
187.44$
Final Capital
April 2026
12.53%
Yearly Return
16.02%
Std Deviation
-55.58%
Max Drawdown
45months
Recovery Period
1.00$
Invested Capital
January 1982
53.39$
Final Capital
April 2026
9.39%
Yearly Return
16.02%
Std Deviation
-56.82%
Max Drawdown
68months
Recovery Period

As of April 2026, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 12.80% compound annual return, with a 15.97% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

As of April 2026, in the previous 30 Years, the US Stocks Equal Weight Portfolio obtained a 10.41% compound annual return, with a 16.66% standard deviation. It suffered a maximum drawdown of -55.58% that required 45 months to be recovered.

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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.

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

US Stocks Momentum Portfolio
Weight
(%)		 Ticker Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
US Stocks Equal Weight Portfolio
Weight
(%)		 Ticker Name
100.00
RSP
Invesco S&P 500® Equal Weight ETF
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Portfolio Returns as of Apr 30, 2026

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1996/05 - 2026/04)
All Data
(1982/01 - 2026/04)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 37.13 $ 3 613.27% 12.80%
US Stocks Equal Weight
 1 $ 19.52 $ 1 851.85% 10.41%
May 1996 Apr 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 17.54 $ 1 654.48% 10.02%
US Stocks Equal Weight
 1 $ 9.22 $ 822.23% 7.69%
May 1996 Apr 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 360.34 $ 35 933.87% 14.20%
US Stocks Equal Weight
 1 $ 187.44 $ 18 644.21% 12.53%
Jan 1982 Apr 2026

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 102.63 $ 10 163.38% 11.01%
US Stocks Equal Weight
 1 $ 53.39 $ 5 238.84% 9.39%
Jan 1982 Apr 2026

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Return (%) as of Apr 30, 2026
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~44Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Momentum
-- Market Benchmark 		13.55 18.33 12.11 36.56 11.78 15.97 12.80 14.20
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Equal Weight
-- Market Benchmark 		6.66 6.00 9.15 22.30 8.29 11.73 10.41 12.53
Returns over 1 year are annualized.
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Portfolio Metrics as of Apr 30, 2026

The following metrics, updated as of 30 April 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2025 - 30 April 2026 (1 year)
Period: 1 May 2021 - 30 April 2026 (5 years)
Period: 1 May 2016 - 30 April 2026 (10 years)
Period: 1 May 1996 - 30 April 2026 (30 years)
Period: 1 January 1982 - 30 April 2026 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2026/04)
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US Stocks Momentum US Stocks Equal Weight
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 36.56 22.30
Infl. Adjusted (%) 32.44 18.61
DRAWDOWN
Deepest Drawdown Depth (%) -6.13 -5.97
Start to Recovery (months) 3 2*
Longest Drawdown Depth (%) -2.42 -5.97
Start to Recovery (months) 4 2*
Longest Negative Period (months) 7 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 20.82 10.18
Sharpe Ratio 1.57 1.80
Sortino Ratio 2.92 2.21
Ulcer Index 1.96 1.68
Ratio: Return / Standard Deviation 1.76 2.19
Ratio: Return / Deepest Drawdown 5.96 3.74
Metrics calculated over the period 1 May 2025 - 30 April 2026
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US Stocks Momentum US Stocks Equal Weight
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.78 8.29
Infl. Adjusted (%) 7.10 3.76
DRAWDOWN
Deepest Drawdown Depth (%) -30.16 -20.69
Start to Recovery (months) 29 24
Longest Drawdown Depth (%) -30.16 -20.69
Start to Recovery (months) 29 24
Longest Negative Period (months) 33 30
RISK INDICATORS
Standard Deviation (%) 18.89 15.76
Sharpe Ratio 0.45 0.31
Sortino Ratio 0.66 0.44
Ulcer Index 14.20 6.57
Ratio: Return / Standard Deviation 0.62 0.53
Ratio: Return / Deepest Drawdown 0.39 0.40
Metrics calculated over the period 1 May 2021 - 30 April 2026
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US Stocks Momentum US Stocks Equal Weight
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.97 11.73
Infl. Adjusted (%) 12.28 8.17
DRAWDOWN
Deepest Drawdown Depth (%) -30.16 -26.65
Start to Recovery (months) 29 11
Longest Drawdown Depth (%) -30.16 -20.69
Start to Recovery (months) 29 24
Longest Negative Period (months) 38 37
RISK INDICATORS
Standard Deviation (%) 17.10 16.52
Sharpe Ratio 0.81 0.58
Sortino Ratio 1.14 0.78
Ulcer Index 10.57 6.12
Ratio: Return / Standard Deviation 0.93 0.71
Ratio: Return / Deepest Drawdown 0.53 0.44
Metrics calculated over the period 1 May 2016 - 30 April 2026
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US Stocks Momentum US Stocks Equal Weight
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.80 10.41
Infl. Adjusted (%) 10.02 7.69
DRAWDOWN
Deepest Drawdown Depth (%) -53.85 -55.58
Start to Recovery (months) 63 45
Longest Drawdown Depth (%) -53.85 -55.58
Start to Recovery (months) 63 45
Longest Negative Period (months) 126 121
RISK INDICATORS
Standard Deviation (%) 15.97 16.66
Sharpe Ratio 0.66 0.49
Sortino Ratio 0.89 0.66
Ulcer Index 16.19 11.15
Ratio: Return / Standard Deviation 0.80 0.62
Ratio: Return / Deepest Drawdown 0.24 0.19
Metrics calculated over the period 1 May 1996 - 30 April 2026
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US Stocks Momentum US Stocks Equal Weight
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.20 12.53
Infl. Adjusted (%) 11.01 9.39
DRAWDOWN
Deepest Drawdown Depth (%) -53.85 -55.58
Start to Recovery (months) 63 45
Longest Drawdown Depth (%) -53.85 -55.58
Start to Recovery (months) 63 45
Longest Negative Period (months) 126 121
RISK INDICATORS
Standard Deviation (%) 15.54 16.02
Sharpe Ratio 0.68 0.56
Sortino Ratio 0.92 0.74
Ulcer Index 14.00 9.87
Ratio: Return / Standard Deviation 0.91 0.78
Ratio: Return / Deepest Drawdown 0.26 0.23
Metrics calculated over the period 1 January 1982 - 30 April 2026
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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 1996 - 30 April 2026 (30 years)
Period: 1 January 1982 - 30 April 2026 (~44 years)
30 Years
(1996/05 - 2026/04)

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US Stocks Momentum US Stocks Equal Weight
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.58 45 Jun 2007
Feb 2011
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-30.20 38 Sep 2000
Oct 2003
-30.16 29 Nov 2021
Mar 2024
-26.65 11 Jan 2020
Nov 2020
-20.69 24 Jan 2022
Dec 2023
-19.88 11 May 2011
Mar 2012
-19.20 8 May 1998
Dec 1998
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-13.90 7 Oct 2018
Apr 2019
-11.51 3 Aug 1998
Oct 1998
-10.58 12 Jun 2015
May 2016
-9.10 9 Dec 2024
Aug 2025

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US Stocks Momentum US Stocks Equal Weight
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.58 45 Jun 2007
Feb 2011
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-30.55 23 Sep 1987
Jul 1989
-30.20 38 Sep 2000
Oct 2003
-30.16 29 Nov 2021
Mar 2024
-29.71 20 Sep 1987
Apr 1989
-26.65 11 Jan 2020
Nov 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
-17.90 5 Feb 2020
Jun 2020
-15.44 9 Oct 2018
Jun 2019
-13.90 7 Oct 2018
Apr 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 2026 (~44 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 Momentum US Stocks Equal Weight
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 13.55 -6.13 6.66 -5.97
2025
 22.15 -7.52 11.21 -6.23
2024
 32.89 -5.47 12.79 -6.27
2023
 9.15 -6.59 13.70 -11.92
2022
 -18.26 -26.94 -11.62 -20.69
2021
 13.37 -4.41 29.41 -3.79
2020
 29.85 -17.90 12.71 -26.65
2019
 27.26 -2.20 28.91 -6.93
2018
 -1.66 -15.44 -7.82 -13.90
2017
 37.50 0.00 18.51 -1.00
2016
 5.00 -5.03 14.50 -5.56
2015
 8.93 -7.78 -2.66 -9.53
2014
 14.61 -4.38 14.06 -2.96
2013
 34.58 -2.81 35.54 -2.92
2012
 14.94 -6.80 17.16 -7.69
2011
 5.93 -14.50 -0.67 -19.88
2010
 18.02 -12.13 21.37 -13.21
2009
 17.45 -19.56 44.64 -18.63
2008
 -40.96 -41.23 -40.07 -41.86
2007
 17.64 -2.82 0.90 -8.90
2006
 10.56 -3.64 15.46 -4.52
2005
 19.14 -1.25 7.41 -5.49
2004
 16.70 -2.66 16.48 -4.67
2003
 25.99 -4.14 41.02 -1.64
2002
 -12.28 -22.85 -18.19 -26.09
2001
 -17.35 -26.75 -0.40 -15.68
2000
 -9.61 -13.35 9.61 -7.39
1999
 40.42 -1.57 11.99 -7.93
1998
 48.76 -11.51 12.19 -19.20
1997
 36.86 -4.89 29.00 -5.58
1996
 29.83 -3.81 19.01 -4.83
1995
 42.32 -0.02 31.99 -0.70
1994
 -1.09 -7.23 1.00 -6.89
1993
 13.22 -2.14 15.11 -1.98
1992
 4.32 -3.35 15.59 -1.35
1991
 36.90 -4.00 35.50 -4.12
1990
 1.49 -12.56 -11.89 -18.80
1989
 42.76 -1.57 25.79 -3.56
1988
 7.07 -5.33 20.20 -3.11
1987
 2.34 -30.55 4.89 -29.71
1986
 22.70 -7.79 17.90 -8.32
1985
 32.38 -3.74 30.60 -4.16
1984
 -0.83 -10.30 3.60 -7.94
1983
 16.95 -3.61 30.30 -2.54
1982
 30.44 -4.93 30.19 -4.97
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