Value Stock Geek Weird Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings

Period: January 1975 - August 2025 (~51 years)
Consolidated Returns as of 31 August 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1995/09 - 2025/08)

All Data
(1975/01 - 2025/08)

Inflation Adjusted:

Value Stock Geek Weird Portfolio

1.00$
Invested Capital
September 1995
12.14$
Final Capital
August 2025
8.68%
Yearly Return
10.99%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
September 1995
5.74$
Final Capital
August 2025
6.00%
Yearly Return
10.99%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1975
210.22$
Final Capital
August 2025
11.13%
Yearly Return
10.84%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
January 1975
33.73$
Final Capital
August 2025
7.19%
Yearly Return
10.84%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

Technology Portfolio

1.00$
Invested Capital
September 1995
47.40$
Final Capital
August 2025
13.73%
Yearly Return
23.99%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period

1.00$
Invested Capital
September 1995
22.41$
Final Capital
August 2025
10.92%
Yearly Return
23.99%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

1.00$
Invested Capital
January 1975
1.16 K$
Final Capital
August 2025
14.94%
Yearly Return
22.42%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period

1.00$
Invested Capital
January 1975
185.75$
Final Capital
August 2025
10.86%
Yearly Return
22.42%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of August 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.68% compound annual return, with a 10.99% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

As of August 2025, in the previous 30 Years, the Technology Portfolio obtained a 13.73% compound annual return, with a 23.99% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 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.

Value Stock Geek Weird Portfolio

Weight (%)	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

Technology Portfolio

Weight (%)	Ticker	Name
100.00	QQQ	Invesco QQQ Trust

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Portfolio Returns as of Aug 31, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/09 - 2025/08)

All Data
(1975/01 - 2025/08)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	12.14 $	1 114.12%	8.68%
Technology	1 $	47.40 $	4 640.23%	13.73%
	Sep 1995	Aug 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	5.74 $	473.94%	6.00%
Technology	1 $	22.41 $	2 140.80%	10.92%
	Sep 1995	Aug 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	210.22 $	20 922.40%	11.13%
Technology	1 $	1 157.64 $	115 664.36%	14.94%
	Jan 1975	Aug 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Weird Portfolio Value Stock Geek	1 $	33.73 $	3 273.23%	7.19%
Technology	1 $	185.75 $	18 475.41%	10.86%
	Jan 1975	Aug 2025

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		Return (%) as of Aug 31, 2025
		YTD (8M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~51Y)
	Weird Portfolio Value Stock Geek	13.33	4.26	8.95	10.91	6.03	7.09	8.68	11.13
	Technology -- Market Benchmark	11.87	0.95	12.54	20.44	14.78	19.42	13.73	14.94
Returns over 1 year are annualized.

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Portfolio Metrics as of Aug 31, 2025

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

METRIC COMPARISON

Period: 1 September 2024 - 31 August 2025 (1 year)

Period: 1 September 2020 - 31 August 2025 (5 years)

Period: 1 September 2015 - 31 August 2025 (10 years)

Period: 1 September 1995 - 31 August 2025 (30 years)

Period: 1 January 1975 - 31 August 2025 (~51 years)

1 Year

5 Years

10 Years

30 Years

All (1975/01 - 2025/08)

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	Weird Portfolio	Technology
Author	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	100%
Fixed Income	20%	0%
Commodities	20%	0%
PERFORMANCES
Annualized Return (%)	10.91	20.44
Infl. Adjusted (%)	7.72	16.97
DRAWDOWN
Deepest Drawdown Depth (%)	-5.15	-10.08
Start to Recovery (months)	6	5
Longest Drawdown Depth (%)	-5.15	-10.08
Start to Recovery (months)	6	5
Longest Negative Period (months)	7	7
RISK INDICATORS
Standard Deviation (%)	8.54	14.39
Sharpe Ratio	0.76	1.11
Sortino Ratio	0.93	1.51
Ulcer Index	1.79	3.80
Ratio: Return / Standard Deviation	1.28	1.42
Ratio: Return / Deepest Drawdown	2.12	2.03
Metrics calculated over the period 1 September 2024 - 31 August 2025

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	Weird Portfolio	Technology
Author	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	100%
Fixed Income	20%	0%
Commodities	20%	0%
PERFORMANCES
Annualized Return (%)	6.03	14.78
Infl. Adjusted (%)	1.44	9.82
DRAWDOWN
Deepest Drawdown Depth (%)	-24.18	-32.58
Start to Recovery (months)	33	24
Longest Drawdown Depth (%)	-24.18	-32.58
Start to Recovery (months)	33	24
Longest Negative Period (months)	41	28
RISK INDICATORS
Standard Deviation (%)	13.40	19.88
Sharpe Ratio	0.24	0.60
Sortino Ratio	0.33	0.81
Ulcer Index	10.10	12.52
Ratio: Return / Standard Deviation	0.45	0.74
Ratio: Return / Deepest Drawdown	0.25	0.45
Metrics calculated over the period 1 September 2020 - 31 August 2025

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	Weird Portfolio	Technology
Author	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	100%
Fixed Income	20%	0%
Commodities	20%	0%
PERFORMANCES
Annualized Return (%)	7.09	19.42
Infl. Adjusted (%)	3.85	15.81
DRAWDOWN
Deepest Drawdown Depth (%)	-24.18	-32.58
Start to Recovery (months)	33	24
Longest Drawdown Depth (%)	-24.18	-32.58
Start to Recovery (months)	33	24
Longest Negative Period (months)	47	28
RISK INDICATORS
Standard Deviation (%)	11.64	18.54
Sharpe Ratio	0.45	0.95
Sortino Ratio	0.61	1.28
Ulcer Index	7.51	9.43
Ratio: Return / Standard Deviation	0.61	1.05
Ratio: Return / Deepest Drawdown	0.29	0.60
Metrics calculated over the period 1 September 2015 - 31 August 2025

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	Weird Portfolio	Technology
Author	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	100%
Fixed Income	20%	0%
Commodities	20%	0%
PERFORMANCES
Annualized Return (%)	8.68	13.73
Infl. Adjusted (%)	6.00	10.92
DRAWDOWN
Deepest Drawdown Depth (%)	-32.97	-81.08
Start to Recovery (months)	29	175
Longest Drawdown Depth (%)	-24.18	-81.08
Start to Recovery (months)	33	175
Longest Negative Period (months)	47	174
RISK INDICATORS
Standard Deviation (%)	10.99	23.99
Sharpe Ratio	0.58	0.48
Sortino Ratio	0.77	0.65
Ulcer Index	6.63	39.57
Ratio: Return / Standard Deviation	0.79	0.57
Ratio: Return / Deepest Drawdown	0.26	0.17
Metrics calculated over the period 1 September 1995 - 31 August 2025

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	Weird Portfolio	Technology
Author	Value Stock Geek
ASSET ALLOCATION
Stocks	60%	100%
Fixed Income	20%	0%
Commodities	20%	0%
PERFORMANCES
Annualized Return (%)	11.13	14.94
Infl. Adjusted (%)	7.19	10.86
DRAWDOWN
Deepest Drawdown Depth (%)	-32.97	-81.08
Start to Recovery (months)	29	175
Longest Drawdown Depth (%)	-24.18	-81.08
Start to Recovery (months)	33	175
Longest Negative Period (months)	47	174
RISK INDICATORS
Standard Deviation (%)	10.84	22.42
Sharpe Ratio	0.63	0.48
Sortino Ratio	0.85	0.65
Ulcer Index	5.70	31.17
Ratio: Return / Standard Deviation	1.03	0.67
Ratio: Return / Deepest Drawdown	0.34	0.18
Metrics calculated over the period 1 January 1975 - 31 August 2025

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 September 1995 - 31 August 2025 (30 years)

Period: 1 January 1975 - 31 August 2025 (~51 years)

30 Years
(1995/09 - 2025/08)

Chart Table

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Weird Portfolio			Technology
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-81.08	175	Apr 2000 Oct 2014
-32.97	29	Nov 2007 Mar 2010
			-32.58	24	Jan 2022 Dec 2023
-24.18	33	Jan 2022 Sep 2024
			-17.20	3	Aug 1998 Oct 1998
			-16.96	8	Sep 2018 Apr 2019
			-13.51	4	Feb 1997 May 1997
-13.36	6	Feb 2020 Jul 2020
-13.23	27	Apr 1998 Jun 2000
			-12.90	3	Feb 2020 Apr 2020
			-10.50	7	Aug 1997 Feb 1998
			-10.08	5	Feb 2025 Jun 2025
			-9.82	8	Dec 2015 Jul 2016
			-9.49	3	Feb 1999 Apr 1999
			-8.88	3	Aug 2015 Oct 2015

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Weird Portfolio			Technology
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-81.08	175	Apr 2000 Oct 2014
			-34.57	21	Sep 1987 May 1989
-32.97	29	Nov 2007 Mar 2010
			-32.58	24	Jan 2022 Dec 2023
			-27.93	29	Jul 1983 Nov 1985
			-27.64	8	Jul 1990 Feb 1991
			-25.11	18	Jun 1981 Nov 1982
-24.18	33	Jan 2022 Sep 2024
			-19.01	6	Feb 1980 Jul 1980
			-17.69	10	Sep 1978 Jun 1979
			-17.20	3	Aug 1998 Oct 1998
			-16.96	8	Sep 2018 Apr 2019
-16.24	18	Dec 1989 May 1991
			-15.73	8	Jun 1986 Jan 1987
-15.06	5	Feb 1980 Jun 1980

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 1975 - 31 August 2025 (~51 years)

Rolling Period:

Weird Portfolio
Technology

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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	Weird Portfolio		Technology
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	13.33	-0.19	11.87	-10.08
2024	6.45	-5.15	25.58	-4.37
2023	10.94	-12.66	54.86	-8.42
2022	-18.17	-24.18	-32.58	-32.58
2021	14.49	-3.51	27.42	-5.68
2020	10.52	-13.36	48.40	-12.90
2019	21.93	-1.68	38.96	-8.23
2018	-8.01	-8.66	-0.12	-16.96
2017	14.20	-0.31	32.66	-2.32
2016	10.34	-6.58	7.10	-8.37
2015	-1.57	-7.20	9.45	-8.88
2014	11.39	-5.08	19.18	-3.04
2013	5.71	-6.89	36.63	-2.39
2012	13.28	-4.45	18.12	-8.13
2011	7.07	-5.96	3.47	-10.79
2010	22.57	-4.90	20.14	-12.93
2009	19.50	-17.34	54.68	-7.43
2008	-15.22	-24.57	-41.73	-43.03
2007	4.32	-4.58	19.02	-6.83
2006	21.26	-3.05	7.14	-11.54
2005	13.51	-2.30	1.57	-12.37
2004	20.31	-7.32	10.54	-9.86
2003	32.68	-1.93	49.67	-2.90
2002	7.55	-8.65	-37.37	-46.75
2001	4.90	-4.41	-33.34	-54.93
2000	11.88	-2.51	-36.11	-46.69
1999	2.11	-4.11	101.95	-9.49
1998	-0.30	-13.23	85.30	-17.20
1997	4.80	-3.83	20.63	-13.51
1996	10.07	-2.17	42.54	-8.14
1995	14.94	-1.53	42.54	-3.77
1994	-4.11	-7.57	1.50	-12.97
1993	21.05	-2.35	10.58	-8.26
1992	10.23	-2.71	8.86	-13.48
1991	18.76	-2.61	64.99	-8.89
1990	-10.86	-16.22	-10.41	-27.64
1989	13.23	-1.43	26.17	-4.64
1988	12.98	-1.18	13.54	-10.50
1987	8.44	-12.71	10.50	-34.57
1986	28.08	-2.01	6.89	-15.73
1985	30.14	-1.95	35.61	-6.97
1984	5.34	-5.43	-11.31	-17.55
1983	16.56	-1.96	19.87	-13.85
1982	23.60	-8.30	18.67	-14.55
1981	-2.54	-10.01	-3.21	-19.44
1980	16.86	-15.06	33.88	-19.01
1979	40.61	-8.18	28.11	-9.91
1978	20.11	-6.79	12.31	-17.69
1977	16.95	-0.10	7.33	-3.83
1976	23.87	-2.72	26.10	-2.85
1975	18.84	-10.11	29.76	-14.58

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Aug 31, 2025

Portfolio Metrics as of Aug 31, 2025

Drawdowns

Rolling Returns

Yearly Returns