US Stocks Momentum Portfolio vs US Stocks Value Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - July 2025 (~44 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/08 - 2025/07)
All Data
(1982/01 - 2025/07)
Inflation Adjusted:
US Stocks Momentum Portfolio
1.00$
Invested Capital
August 1995
38.36$
Final Capital
July 2025
12.93%
Yearly Return
15.61%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
August 1995
18.17$
Final Capital
July 2025
10.15%
Yearly Return
15.61%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
1.00$
Invested Capital
January 1982
304.35$
Final Capital
July 2025
14.02%
Yearly Return
15.40%
Std Deviation
-53.85%
Max Drawdown
63months
Recovery Period
1.00$
Invested Capital
January 1982
88.88$
Final Capital
July 2025
10.84%
Yearly Return
15.40%
Std Deviation
-54.61%
Max Drawdown
67months
Recovery Period
US Stocks Value Portfolio
1.00$
Invested Capital
August 1995
15.59$
Final Capital
July 2025
9.59%
Yearly Return
15.46%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Invested Capital
August 1995
7.38$
Final Capital
July 2025
6.89%
Yearly Return
15.46%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period
1.00$
Invested Capital
January 1982
115.64$
Final Capital
July 2025
11.52%
Yearly Return
15.29%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Invested Capital
January 1982
33.77$
Final Capital
July 2025
8.41%
Yearly Return
15.29%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period

As of July 2025, in the previous 30 Years, the US Stocks Momentum Portfolio obtained a 12.93% compound annual return, with a 15.61% standard deviation. It suffered a maximum drawdown of -53.85% that required 63 months to be recovered.

As of July 2025, in the previous 30 Years, the US Stocks Value Portfolio obtained a 9.59% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -55.41% that required 68 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 Momentum Portfolio
Weight
(%)		 Ticker Name
100.00
MTUM
iShares Edge MSCI USA Momentum Fctr
US Stocks Value Portfolio
Weight
(%)		 Ticker Name
100.00
IUSV
iShares Core S&P U.S. Value ETF
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Portfolio Returns as of Jul 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/08 - 2025/07)
All Data
(1982/01 - 2025/07)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 38.36 $ 3 736.26% 12.93%
US Stocks Value
 1 $ 15.59 $ 1 458.73% 9.59%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 18.17 $ 1 716.84% 10.15%
US Stocks Value
 1 $ 7.38 $ 638.21% 6.89%
Aug 1995 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 304.35 $ 30 334.54% 14.02%
US Stocks Value
 1 $ 115.64 $ 11 464.36% 11.52%
Jan 1982 Jul 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
US Stocks Momentum
 1 $ 88.88 $ 8 788.13% 10.84%
US Stocks Value
 1 $ 33.77 $ 3 277.27% 8.41%
Jan 1982 Jul 2025

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Return (%) as of Jul 31, 2025
YTD
(7M) 		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 		17.15 0.40 10.62 27.65 12.70 13.89 12.93 14.02
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Value
-- Market Benchmark 		3.93 0.81 0.92 5.37 14.38 10.33 9.59 11.52
Returns over 1 year are annualized.
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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON
Period: 1 August 2024 - 31 July 2025 (1 year)
Period: 1 August 2020 - 31 July 2025 (5 years)
Period: 1 August 2015 - 31 July 2025 (10 years)
Period: 1 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1982 - 31 July 2025 (~44 years)
1 Year
5 Years
10 Years
30 Years
All (1982/01 - 2025/07)
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US Stocks Momentum US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 27.65 5.37
Infl. Adjusted (%) 24.21 2.53
DRAWDOWN
Deepest Drawdown Depth (%) -7.52 -10.35
Start to Recovery (months) 4 8*
Longest Drawdown Depth (%) -7.52 -10.35
Start to Recovery (months) 4 8*
Longest Negative Period (months) 5 9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 15.99 12.20
Sharpe Ratio 1.45 0.07
Sortino Ratio 1.94 0.09
Ulcer Index 2.63 4.95
Ratio: Return / Standard Deviation 1.73 0.44
Ratio: Return / Deepest Drawdown 3.68 0.52
Metrics calculated over the period 1 August 2024 - 31 July 2025
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US Stocks Momentum US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.70 14.38
Infl. Adjusted (%) 7.84 9.44
DRAWDOWN
Deepest Drawdown Depth (%) -30.16 -16.63
Start to Recovery (months) 29 13
Longest Drawdown Depth (%) -30.16 -16.63
Start to Recovery (months) 29 13
Longest Negative Period (months) 38 22
RISK INDICATORS
Standard Deviation (%) 18.31 15.79
Sharpe Ratio 0.54 0.74
Sortino Ratio 0.77 1.06
Ulcer Index 14.21 4.47
Ratio: Return / Standard Deviation 0.69 0.91
Ratio: Return / Deepest Drawdown 0.42 0.86
Metrics calculated over the period 1 August 2020 - 31 July 2025
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US Stocks Momentum US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 13.89 10.33
Infl. Adjusted (%) 10.49 7.04
DRAWDOWN
Deepest Drawdown Depth (%) -30.16 -26.06
Start to Recovery (months) 29 12
Longest Drawdown Depth (%) -30.16 -12.56
Start to Recovery (months) 29 15
Longest Negative Period (months) 38 37
RISK INDICATORS
Standard Deviation (%) 16.46 15.89
Sharpe Ratio 0.73 0.53
Sortino Ratio 1.00 0.72
Ulcer Index 10.61 5.91
Ratio: Return / Standard Deviation 0.84 0.65
Ratio: Return / Deepest Drawdown 0.46 0.40
Metrics calculated over the period 1 August 2015 - 31 July 2025
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US Stocks Momentum US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 12.93 9.59
Infl. Adjusted (%) 10.15 6.89
DRAWDOWN
Deepest Drawdown Depth (%) -53.85 -55.41
Start to Recovery (months) 63 68
Longest Drawdown Depth (%) -53.85 -55.41
Start to Recovery (months) 63 68
Longest Negative Period (months) 126 132
RISK INDICATORS
Standard Deviation (%) 15.61 15.46
Sharpe Ratio 0.68 0.47
Sortino Ratio 0.91 0.62
Ulcer Index 16.18 13.17
Ratio: Return / Standard Deviation 0.83 0.62
Ratio: Return / Deepest Drawdown 0.24 0.17
Metrics calculated over the period 1 August 1995 - 31 July 2025
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US Stocks Momentum US Stocks Value
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 14.02 11.52
Infl. Adjusted (%) 10.84 8.41
DRAWDOWN
Deepest Drawdown Depth (%) -53.85 -55.41
Start to Recovery (months) 63 68
Longest Drawdown Depth (%) -53.85 -55.41
Start to Recovery (months) 63 68
Longest Negative Period (months) 126 132
RISK INDICATORS
Standard Deviation (%) 15.40 15.29
Sharpe Ratio 0.68 0.52
Sortino Ratio 0.90 0.68
Ulcer Index 14.11 11.54
Ratio: Return / Standard Deviation 0.91 0.75
Ratio: Return / Deepest Drawdown 0.26 0.21
Metrics calculated over the period 1 January 1982 - 31 July 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 August 1995 - 31 July 2025 (30 years)
Period: 1 January 1982 - 31 July 2025 (~44 years)
30 Years
(1995/08 - 2025/07)

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US Stocks Momentum US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.49 42 Sep 2000
Feb 2004
-30.16 29 Nov 2021
Mar 2024
-26.06 12 Jan 2020
Dec 2020
-17.90 5 Feb 2020
Jun 2020
-17.60 6 Jul 1998
Dec 1998
-16.63 13 Jan 2022
Jan 2023
-15.44 9 Oct 2018
Jun 2019
-12.56 15 Feb 2018
Apr 2019
-11.51 3 Aug 1998
Oct 1998
-10.70 13 Jun 2015
Jun 2016
-10.35 8* Dec 2024
In progress
-9.28 5 Aug 2023
Dec 2023

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US Stocks Momentum US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-53.85 63 Nov 2007
Jan 2013
-43.19 59 Sep 2000
Jul 2005
-32.49 42 Sep 2000
Feb 2004
-30.55 23 Sep 1987
Jul 1989
-30.17 20 Sep 1987
Apr 1989
-30.16 29 Nov 2021
Mar 2024
-26.06 12 Jan 2020
Dec 2020
-17.90 5 Feb 2020
Jun 2020
-17.60 6 Jul 1998
Dec 1998
-16.63 13 Jan 2022
Jan 2023
-16.02 9 Jun 1990
Feb 1991
-15.44 9 Oct 2018
Jun 2019
-12.56 15 Feb 2018
Apr 2019
-12.56 8 Jun 1990
Jan 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 1982 - 31 July 2025 (~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 Value
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 17.15 -7.52 3.93 -6.64
2024
 32.89 -5.47 12.18 -6.90
2023
 9.15 -6.59 21.73 -9.28
2022
 -18.26 -26.94 -5.39 -16.63
2021
 13.37 -4.41 25.21 -3.32
2020
 29.85 -17.90 1.55 -26.06
2019
 27.26 -2.20 31.48 -7.76
2018
 -1.66 -15.44 -9.18 -12.56
2017
 37.50 0.00 15.08 -1.63
2016
 5.00 -5.03 18.48 -5.38
2015
 8.93 -7.78 -4.32 -10.50
2014
 14.61 -4.38 12.75 -3.59
2013
 34.58 -2.81 32.19 -3.90
2012
 14.94 -6.80 17.36 -6.74
2011
 5.93 -14.50 -0.29 -19.14
2010
 18.02 -12.13 15.81 -13.77
2009
 17.45 -19.56 19.61 -23.38
2008
 -40.96 -41.23 -36.01 -37.37
2007
 17.64 -2.82 -1.38 -9.05
2006
 10.56 -3.64 21.90 -2.74
2005
 19.14 -1.25 6.59 -3.67
2004
 16.70 -2.66 16.71 -3.14
2003
 25.99 -4.14 31.72 -5.06
2002
 -12.28 -22.85 -16.07 -25.33
2001
 -17.35 -26.75 -4.82 -13.49
2000
 -9.61 -13.35 3.67 -8.97
1999
 40.42 -1.57 8.54 -8.88
1998
 48.76 -11.51 17.96 -17.60
1997
 36.86 -4.89 32.64 -5.25
1996
 29.83 -3.81 23.15 -4.43
1995
 42.32 -0.02 39.35 -0.21
1994
 -1.09 -7.23 0.35 -6.99
1993
 13.22 -2.14 10.42 -2.38
1992
 4.32 -3.35 8.69 -2.26
1991
 36.90 -4.00 29.07 -4.66
1990
 1.49 -12.56 -6.16 -16.02
1989
 42.76 -1.57 28.73 -3.12
1988
 7.07 -5.33 19.63 -3.20
1987
 2.34 -30.55 3.51 -30.17
1986
 22.70 -7.79 17.17 -8.41
1985
 32.38 -3.74 32.40 -3.74
1984
 -0.83 -10.30 8.57 -5.86
1983
 16.95 -3.61 24.55 -2.99
1982
 30.44 -4.93 21.31 -9.40
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