US Stocks Portfolio vs US Stocks ESG Portfolio Portfolio Comparison

Simulation Settings
Period: September 2005 - April 2025 (~20 years)
Consolidated Returns as of 30 April 2025
Currency: USD
Inflation: US
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Results
10 Years
All (since September 2005)
Inflation Adjusted:
US Stocks Portfolio
1.00$
Initial Capital
May 2015
3.00$
Final Capital
April 2025
11.61%
Yearly Return
15.78%
Std Deviation
-24.81%
Max Drawdown
24months
Recovery Period
1.00$
Initial Capital
May 2015
2.22$
Final Capital
April 2025
8.28%
Yearly Return
15.78%
Std Deviation
-28.75%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
September 2005
6.49$
Final Capital
April 2025
9.98%
Yearly Return
15.61%
Std Deviation
-50.84%
Max Drawdown
53months
Recovery Period
1.00$
Initial Capital
September 2005
3.98$
Final Capital
April 2025
7.28%
Yearly Return
15.61%
Std Deviation
-51.65%
Max Drawdown
63months
Recovery Period
US Stocks ESG Portfolio
1.00$
Initial Capital
May 2015
2.48$
Final Capital
April 2025
9.52%
Yearly Return
16.23%
Std Deviation
-27.79%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
May 2015
1.83$
Final Capital
April 2025
6.25%
Yearly Return
16.23%
Std Deviation
-31.57%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
September 2005
5.76$
Final Capital
April 2025
9.31%
Yearly Return
16.94%
Std Deviation
-52.70%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
September 2005
3.53$
Final Capital
April 2025
6.63%
Yearly Return
16.94%
Std Deviation
-54.03%
Max Drawdown
68months
Recovery Period

As of April 2025, over the analyzed timeframe, the US Stocks Portfolio obtained a 9.98% compound annual return, with a 15.61% standard deviation. It suffered a maximum drawdown of -50.84% that required 53 months to be recovered.

As of April 2025, over the analyzed timeframe, the US Stocks ESG Portfolio obtained a 9.31% compound annual return, with a 16.94% standard deviation. It suffered a maximum drawdown of -52.70% that required 45 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 Portfolio
Weight
(%)		 Ticker Name
100.00
VTI
Vanguard Total Stock Market
US Stocks ESG Portfolio
Weight
(%)		 Ticker Name
100.00
ESGV
Vanguard ESG U.S. Stock ETF
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 September 2005 - 30 April 2025 (~20 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y MAX
(~20Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks
-- Market Benchmark 		-5.53 -0.73 -2.27 11.21 15.05 11.61 9.98
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks ESG
-- Market Benchmark 		-6.79 -0.45 -2.72 11.28 14.76 9.52 9.31
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

US Stocks Portfolio: an investment of 1$, since May 2015, now would be worth 3.00$, with a total return of 199.96% (11.61% annualized).

US Stocks ESG Portfolio: an investment of 1$, since May 2015, now would be worth 2.48$, with a total return of 148.20% (9.52% annualized).


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US Stocks Portfolio: an investment of 1$, since September 2005, now would be worth 6.49$, with a total return of 548.87% (9.98% annualized).

US Stocks ESG Portfolio: an investment of 1$, since September 2005, now would be worth 5.76$, with a total return of 476.19% (9.31% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 September 2005 - 30 April 2025 (~20 years)
Swipe left to see all data
US Stocks US Stocks ESG
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.21 11.28
Infl. Adjusted Return (%) 8.95 9.02
DRAWDOWN
Deepest Drawdown Depth (%) -8.40 -9.40
Start to Recovery (months) 5* 3*
Longest Drawdown Depth (%) -8.40 -9.40
Start to Recovery (months) 5* 3*
Longest Negative Period (months) 8* 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.66 12.29
Sharpe Ratio 0.55 0.53
Sortino Ratio 0.74 0.70
Ulcer Index 3.33 3.73
Ratio: Return / Standard Deviation 0.96 0.92
Ratio: Return / Deepest Drawdown 1.33 1.20
Metrics calculated over the period 1 May 2024 - 30 April 2025
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US Stocks US Stocks ESG
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.05 14.76
Infl. Adjusted Return (%) 10.06 9.78
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -27.79
Start to Recovery (months) 24 25
Longest Drawdown Depth (%) -24.81 -27.79
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 30
RISK INDICATORS
Standard Deviation (%) 16.36 17.10
Sharpe Ratio 0.76 0.72
Sortino Ratio 1.04 0.96
Ulcer Index 8.63 10.45
Ratio: Return / Standard Deviation 0.92 0.86
Ratio: Return / Deepest Drawdown 0.61 0.53
Metrics calculated over the period 1 May 2020 - 30 April 2025
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US Stocks US Stocks ESG
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 11.61 9.52
Infl. Adjusted Return (%) 8.28 6.25
DRAWDOWN
Deepest Drawdown Depth (%) -24.81 -27.79
Start to Recovery (months) 24 25
Longest Drawdown Depth (%) -24.81 -27.79
Start to Recovery (months) 24 25
Longest Negative Period (months) 30 43
RISK INDICATORS
Standard Deviation (%) 15.78 16.23
Sharpe Ratio 0.62 0.48
Sortino Ratio 0.83 0.65
Ulcer Index 7.03 8.56
Ratio: Return / Standard Deviation 0.74 0.59
Ratio: Return / Deepest Drawdown 0.47 0.34
Metrics calculated over the period 1 May 2015 - 30 April 2025
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US Stocks US Stocks ESG
Author
ASSET ALLOCATION
Stocks 100% 100%
Fixed Income 0% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.98 9.31
Infl. Adjusted Return (%) 7.28 6.63
DRAWDOWN
Deepest Drawdown Depth (%) -50.84 -52.70
Start to Recovery (months) 53 45
Longest Drawdown Depth (%) -50.84 -52.70
Start to Recovery (months) 53 45
Longest Negative Period (months) 66 65
RISK INDICATORS
Standard Deviation (%) 15.61 16.94
Sharpe Ratio 0.54 0.46
Sortino Ratio 0.71 0.61
Ulcer Index 12.13 13.06
Ratio: Return / Standard Deviation 0.64 0.55
Ratio: Return / Deepest Drawdown 0.20 0.18
Metrics calculated over the period 1 September 2005 - 30 April 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 May 2015 - 30 April 2025 (10 years)
Period: 1 September 2005 - 30 April 2025 (~20 years)

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US Stocks US Stocks ESG
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.79 25 Jan 2022
Jan 2024
-24.81 24 Jan 2022
Dec 2023
-20.84 7 Jan 2020
Jul 2020
-19.14 6 Feb 2020
Jul 2020
-17.80 18 Feb 2018
Jul 2019
-14.20 7 Oct 2018
Apr 2019
-13.26 17 Jul 2015
Nov 2016
-9.40 3* Feb 2025
In progress
-8.84 12 Jun 2015
May 2016
-8.40 5* Dec 2024
In progress
-6.45 2 May 2019
Jun 2019
-5.81 3 Sep 2020
Nov 2020
-5.64 6 Feb 2018
Jul 2018
-5.42 3 Sep 2020
Nov 2020
-5.21 2 Sep 2021
Oct 2021

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US Stocks US Stocks ESG
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-52.70 45 Jun 2007
Feb 2011
-50.84 53 Nov 2007
Mar 2012
-27.79 25 Jan 2022
Jan 2024
-24.81 24 Jan 2022
Dec 2023
-23.59 21 May 2011
Jan 2013
-20.84 7 Jan 2020
Jul 2020
-19.14 6 Feb 2020
Jul 2020
-17.80 18 Feb 2018
Jul 2019
-14.20 7 Oct 2018
Apr 2019
-13.26 17 Jul 2015
Nov 2016
-9.40 3* Feb 2025
In progress
-8.84 12 Jun 2015
May 2016
-8.40 5* Dec 2024
In progress
-6.82 5 Apr 2012
Aug 2012
-6.45 2 May 2019
Jun 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 September 2005 - 30 April 2025 (~20 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 US Stocks ESG
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -5.53 -8.31 -6.79 -9.40
2024
 23.81 -4.34 24.69 -4.89
2023
 26.05 -9.11 30.80 -9.37
2022
 -19.51 -24.81 -24.04 -27.79
2021
 25.67 -4.46 26.20 -5.21
2020
 21.03 -20.84 25.67 -19.14
2019
 30.67 -6.45 33.37 -6.25
2018
 -5.21 -14.20 -15.69 -17.80
2017
 21.21 0.00 13.03 -1.52
2016
 12.83 -5.73 11.65 -6.66
2015
 0.36 -8.84 2.12 -10.78
2014
 12.54 -3.17 9.13 -4.63
2013
 33.45 -3.03 38.98 -3.17
2012
 16.45 -6.82 17.37 -9.30
2011
 0.97 -17.58 -5.78 -23.59
2010
 17.42 -13.26 19.88 -12.90
2009
 28.89 -17.72 39.10 -15.76
2008
 -36.98 -38.08 -39.83 -43.27
2007
 5.37 -5.23 5.81 -6.69
2006
 15.69 -3.22 18.46 -2.59
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