Value Stock Geek Weird Portfolio vs Stocks/Bonds 80/20 Momentum Portfolio Portfolio Comparison

Simulation Settings
Period: January 1982 - December 2024 (~43 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1982)
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
January 1995
11.78$
Final Capital
December 2024
8.57%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1982
56.01$
Final Capital
December 2024
9.81%
Yearly Return
10.57%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
Stocks/Bonds 80/20 Momentum Portfolio
1.00$
Initial Capital
January 1995
28.45$
Final Capital
December 2024
11.81%
Yearly Return
12.49%
Std Deviation
-43.61%
Max Drawdown
52months
Recovery Period
1.00$
Initial Capital
January 1982
163.79$
Final Capital
December 2024
12.59%
Yearly Return
12.57%
Std Deviation
-43.61%
Max Drawdown
52months
Recovery Period

As of December 2024, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.57% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

As of December 2024, in the previous 30 Years, the Stocks/Bonds 80/20 Momentum Portfolio obtained a 11.81% compound annual return, with a 12.49% standard deviation. It suffered a maximum drawdown of -43.61% that required 52 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Value Stock Geek Weird Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
SCZ
iShares MSCI EAFE Small-Cap
20.00
VNQ
Vanguard Real Estate
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
Stocks/Bonds 80/20 Momentum Portfolio
Weight
(%)		 ETF
Ticker		 Name
80.00
MTUM
iShares Edge MSCI USA Momentum Fctr
20.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1982 - 31 December 2024 (~43 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek 		6.45 -5.15 6.49 6.45 4.11 5.46 8.57 9.81
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 80/20 Momentum
-- Market Benchmark 		26.59 -3.72 5.98 26.59 9.46 10.87 11.81 12.59
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1995, now would be worth 11.78$, with a total return of 1078.23% (8.57% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1995, now would be worth 28.45$, with a total return of 2744.85% (11.81% annualized).


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Value Stock Geek Weird Portfolio: an investment of 1$, since January 1982, now would be worth 56.01$, with a total return of 5501.17% (9.81% annualized).

Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 163.79$, with a total return of 16278.69% (12.59% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)
Swipe left to see all data
Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.45 26.59
Infl. Adjusted Return (%) 3.46 23.02
DRAWDOWN
Deepest Drawdown Depth (%) -5.15 -4.94
Start to Recovery (months) 1* 3
Longest Drawdown Depth (%) -4.13 -4.94
Start to Recovery (months) 4 3
Longest Negative Period (months) 6 2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.18 12.91
Sharpe Ratio 0.10 1.66
Sortino Ratio 0.14 2.14
Ulcer Index 2.28 1.76
Ratio: Return / Standard Deviation 0.53 2.06
Ratio: Return / Deepest Drawdown 1.25 5.38
Metrics calculated over the period 1 January 2024 - 31 December 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 4.11 9.46
Infl. Adjusted Return (%) -0.09 5.05
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Negative Period (months) 46 39
RISK INDICATORS
Standard Deviation (%) 14.65 16.23
Sharpe Ratio 0.12 0.44
Sortino Ratio 0.17 0.60
Ulcer Index 10.32 13.00
Ratio: Return / Standard Deviation 0.28 0.58
Ratio: Return / Deepest Drawdown 0.17 0.35
Metrics calculated over the period 1 January 2020 - 31 December 2024
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Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.46 10.87
Infl. Adjusted Return (%) 2.38 7.64
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Drawdown Depth (%) -24.18 -27.23
Start to Recovery (months) 33 32
Longest Negative Period (months) 47 39
RISK INDICATORS
Standard Deviation (%) 11.69 13.26
Sharpe Ratio 0.33 0.70
Sortino Ratio 0.45 0.95
Ulcer Index 7.64 9.47
Ratio: Return / Standard Deviation 0.47 0.82
Ratio: Return / Deepest Drawdown 0.23 0.40
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.57 11.81
Infl. Adjusted Return (%) 5.89 9.05
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -43.61
Start to Recovery (months) 29 52
Longest Drawdown Depth (%) -24.18 -32.75
Start to Recovery (months) 33 52
Longest Negative Period (months) 47 112
RISK INDICATORS
Standard Deviation (%) 10.97 12.49
Sharpe Ratio 0.57 0.76
Sortino Ratio 0.76 1.00
Ulcer Index 6.63 11.97
Ratio: Return / Standard Deviation 0.78 0.95
Ratio: Return / Deepest Drawdown 0.26 0.27
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
Weird Portfolio Stocks/Bonds 80/20 Momentum
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.81 12.59
Infl. Adjusted Return (%) 6.75 9.45
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -43.61
Start to Recovery (months) 29 52
Longest Drawdown Depth (%) -24.18 -32.75
Start to Recovery (months) 33 52
Longest Negative Period (months) 47 112
RISK INDICATORS
Standard Deviation (%) 10.57 12.57
Sharpe Ratio 0.59 0.72
Sortino Ratio 0.79 0.95
Ulcer Index 5.94 10.58
Ratio: Return / Standard Deviation 0.93 1.00
Ratio: Return / Deepest Drawdown 0.30 0.29
Metrics calculated over the period 1 January 1982 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1982 - 31 December 2024 (~43 years)

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Weird Portfolio Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.61 52 Nov 2007
Feb 2012
-32.97 29 Nov 2007
Mar 2010
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-24.18 33 Jan 2022
Sep 2024
-14.33 5 Feb 2020
Jun 2020
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.46 9 Oct 2018
Jun 2019
-9.24 3 Aug 1998
Oct 1998
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016
-6.89 6 May 2013
Oct 2013

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Weird Portfolio Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.61 52 Nov 2007
Feb 2012
-32.97 29 Nov 2007
Mar 2010
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-25.63 21 Sep 1987
May 1989
-24.18 33 Jan 2022
Sep 2024
-16.24 18 Dec 1989
May 1991
-14.33 5 Feb 2020
Jun 2020
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.46 9 Oct 2018
Jun 2019
-10.02 6 Aug 1990
Jan 1991
-9.41 16 Jul 1983
Oct 1984
-9.24 3 Aug 1998
Oct 1998

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 December 2024 (~43 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.

Swipe left to see all data
Weird Portfolio Stocks/Bonds 80/20 Momentum
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 6.45 -5.15 26.59 -4.94
2023
 10.94 -12.66 8.40 -5.89
2022
 -18.17 -24.18 -17.23 -24.45
2021
 14.49 -3.51 10.32 -3.67
2020
 10.52 -13.36 25.42 -14.33
2019
 21.93 -1.68 23.57 -1.46
2018
 -8.01 -8.66 -1.35 -12.46
2017
 14.20 -0.31 30.71 0.00
2016
 10.34 -6.58 4.51 -3.62
2015
 -1.57 -7.20 7.25 -6.22
2014
 11.39 -5.08 12.86 -3.39
2013
 5.71 -6.89 27.24 -2.48
2012
 13.28 -4.45 12.58 -5.19
2011
 7.07 -5.96 6.33 -10.88
2010
 22.57 -4.90 15.66 -9.31
2009
 19.50 -17.34 14.68 -16.18
2008
 -15.22 -24.57 -31.40 -32.66
2007
 4.32 -4.58 15.50 -1.97
2006
 21.26 -3.05 9.30 -2.94
2005
 13.51 -2.30 15.79 -1.04
2004
 20.31 -7.32 14.21 -2.13
2003
 32.68 -1.93 21.59 -3.04
2002
 7.55 -8.65 -8.17 -17.08
2001
 4.90 -4.41 -12.19 -20.18
2000
 11.88 -2.51 -5.41 -9.70
1999
 2.11 -4.11 32.18 -1.61
1998
 -0.30 -13.23 40.72 -9.24
1997
 4.80 -3.83 31.37 -4.22
1996
 10.07 -2.17 24.58 -3.09
1995
 14.94 -1.53 37.49 0.00
1994
 -4.11 -7.57 -1.40 -6.80
1993
 21.05 -2.35 12.52 -1.57
1992
 10.23 -2.71 4.88 -2.94
1991
 18.76 -2.61 32.57 -3.31
1990
 -10.86 -16.22 2.93 -10.02
1989
 13.23 -1.43 36.94 -1.39
1988
 12.98 -1.18 7.13 -4.35
1987
 8.44 -12.71 2.18 -25.63
1986
 28.08 -2.01 21.18 -6.69
1985
 30.14 -1.95 30.36 -2.61
1984
 5.34 -5.43 2.34 -8.41
1983
 16.56 -1.96 14.60 -3.36
1982
 23.60 -8.30 30.58 -3.58
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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Italian book