Value Stock Geek Weird Portfolio vs US Stocks Quality Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - January 2025 (~49 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond January 2025.
Reset settings
Close
Results
30 Years
All (since January 1976)
Inflation Adjusted:
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
February 1995
12.18$
Final Capital
January 2025
8.69%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
February 1995
5.74$
Final Capital
January 2025
6.00%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1976
160.34$
Final Capital
January 2025
10.90%
Yearly Return
10.85%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1976
27.93$
Final Capital
January 2025
7.02%
Yearly Return
10.85%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
US Stocks Quality Portfolio
1.00$
Initial Capital
February 1995
30.12$
Final Capital
January 2025
12.02%
Yearly Return
15.11%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
February 1995
14.20$
Final Capital
January 2025
9.25%
Yearly Return
15.11%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Initial Capital
January 1976
326.85$
Final Capital
January 2025
12.52%
Yearly Return
15.00%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1976
56.94$
Final Capital
January 2025
8.58%
Yearly Return
15.00%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of January 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.69% 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 January 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 12.02% compound annual return, with a 15.11% standard deviation. It suffered a maximum drawdown of -46.25% that required 40 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.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD

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
US Stocks Quality Portfolio
Weight
(%)
ETF
Ticker
Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
Evaluate your portfolio strategy in 7 different currencies

Portfolio Returns as of Jan 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1976 - 31 January 2025 (~49 years)
Swipe left to see all data
Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek
2.72 2.72 2.52 13.14 4.53 5.32 8.69 10.90
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark
2.96 2.96 7.39 23.10 14.40 13.42 12.02 12.52
Return over 1 year are annualized.
Tailored Portfolios for every Investment Strategy

Capital Growth as of Jan 31, 2025

Value Stock Geek Weird Portfolio: an investment of 1$, since February 1995, now would be worth 12.18$, with a total return of 1117.61% (8.69% annualized).

US Stocks Quality Portfolio: an investment of 1$, since February 1995, now would be worth 30.12$, with a total return of 2912.33% (12.02% annualized).


Loading data
Please wait
Value Stock Geek Weird Portfolio: an investment of 1$, since January 1976, now would be worth 160.34$, with a total return of 15934.39% (10.90% annualized).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 326.85$, with a total return of 32584.86% (12.52% annualized).


Loading data
Please wait

Portfolio Metrics as of Jan 31, 2025

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

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1976 - 31 January 2025 (~49 years)
Swipe left to see all data
Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 13.14 23.10
Infl. Adjusted Return (%) 9.78 19.44
DRAWDOWN
Deepest Drawdown Depth (%) -5.15 -4.50
Start to Recovery (months) 2* 2
Longest Drawdown Depth (%) -4.13 -3.60
Start to Recovery (months) 4 2*
Longest Negative Period (months) 5 3
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.59 11.68
Sharpe Ratio 0.69 1.54
Sortino Ratio 0.90 1.98
Ulcer Index 2.09 1.67
Ratio: Return / Standard Deviation 1.13 1.98
Ratio: Return / Deepest Drawdown 2.55 5.14
Metrics calculated over the period 1 February 2024 - 31 January 2025
Swipe left to see all data
Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 4.53 14.40
Infl. Adjusted Return (%) 0.24 9.71
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Negative Period (months) 45 27
RISK INDICATORS
Standard Deviation (%) 14.69 18.81
Sharpe Ratio 0.15 0.64
Sortino Ratio 0.20 0.85
Ulcer Index 10.33 9.50
Ratio: Return / Standard Deviation 0.31 0.77
Ratio: Return / Deepest Drawdown 0.19 0.52
Metrics calculated over the period 1 February 2020 - 31 January 2025
Swipe left to see all data
Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 5.32 13.42
Infl. Adjusted Return (%) 2.13 9.99
DRAWDOWN
Deepest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Drawdown Depth (%) -24.18 -27.78
Start to Recovery (months) 33 24
Longest Negative Period (months) 47 27
RISK INDICATORS
Standard Deviation (%) 11.66 15.68
Sharpe Ratio 0.31 0.75
Sortino Ratio 0.43 1.00
Ulcer Index 7.64 7.17
Ratio: Return / Standard Deviation 0.46 0.86
Ratio: Return / Deepest Drawdown 0.22 0.48
Metrics calculated over the period 1 February 2015 - 31 January 2025
Swipe left to see all data
Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.69 12.02
Infl. Adjusted Return (%) 6.00 9.25
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -46.25
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -43.01
Start to Recovery (months) 33 77
Longest Negative Period (months) 47 130
RISK INDICATORS
Standard Deviation (%) 10.97 15.11
Sharpe Ratio 0.58 0.64
Sortino Ratio 0.77 0.85
Ulcer Index 6.63 13.77
Ratio: Return / Standard Deviation 0.79 0.80
Ratio: Return / Deepest Drawdown 0.26 0.26
Metrics calculated over the period 1 February 1995 - 31 January 2025
Swipe left to see all data
Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.90 12.52
Infl. Adjusted Return (%) 7.02 8.58
DRAWDOWN
Deepest Drawdown Depth (%) -32.97 -46.25
Start to Recovery (months) 29 40
Longest Drawdown Depth (%) -24.18 -43.01
Start to Recovery (months) 33 77
Longest Negative Period (months) 47 130
RISK INDICATORS
Standard Deviation (%) 10.85 15.00
Sharpe Ratio 0.61 0.55
Sortino Ratio 0.82 0.75
Ulcer Index 5.75 11.66
Ratio: Return / Standard Deviation 1.00 0.83
Ratio: Return / Deepest Drawdown 0.33 0.27
Metrics calculated over the period 1 January 1976 - 31 January 2025
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing

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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1976 - 31 January 2025 (~49 years)

Loading data
Please wait
Swipe left to see all data
Weird Portfolio US Stocks Quality
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-32.97 29 Nov 2007
Mar 2010
-27.78 24 Jan 2022
Dec 2023
-24.18 33 Jan 2022
Sep 2024
-19.34 7 Jan 2020
Jul 2020
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.07 4 Jul 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

Loading data
Please wait
Swipe left to see all data
Weird Portfolio US Stocks Quality
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-46.25 40 Nov 2007
Feb 2011
-43.01 77 Sep 2000
Jan 2007
-32.97 29 Nov 2007
Mar 2010
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-24.18 33 Jan 2022
Sep 2024
-19.34 7 Jan 2020
Jul 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-16.24 18 Dec 1989
May 1991
-15.06 5 Feb 1980
Jun 1980
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000

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 1976 - 31 January 2025 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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 US Stocks Quality
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
2.72 0.00 2.96 0.00
2024
6.45 -5.15 22.29 -4.50
2023
10.94 -12.66 30.88 -6.88
2022
-18.17 -24.18 -20.49 -27.78
2021
14.49 -3.51 26.93 -6.45
2020
10.52 -13.36 17.03 -19.34
2019
21.93 -1.68 33.89 -6.58
2018
-8.01 -8.66 -5.68 -14.61
2017
14.20 -0.31 22.27 -0.04
2016
10.34 -6.58 9.21 -4.62
2015
-1.57 -7.20 5.46 -6.64
2014
11.39 -5.08 11.62 -4.19
2013
5.71 -6.89 34.11 -2.85
2012
13.28 -4.45 12.59 -7.19
2011
7.07 -5.96 7.32 -13.90
2010
22.57 -4.90 14.04 -12.90
2009
19.50 -17.34 24.74 -18.35
2008
-15.22 -24.57 -31.36 -32.42
2007
4.32 -4.58 9.91 -4.10
2006
21.26 -3.05 12.62 -3.30
2005
13.51 -2.30 5.28 -3.71
2004
20.31 -7.32 8.51 -3.83
2003
32.68 -1.93 23.58 -4.72
2002
7.55 -8.65 -21.34 -27.87
2001
4.90 -4.41 -10.47 -22.22
2000
11.88 -2.51 -6.78 -12.22
1999
2.11 -4.11 26.24 -4.34
1998
-0.30 -13.23 45.30 -12.07
1997
4.80 -3.83 32.95 -5.23
1996
10.07 -2.17 30.34 -3.76
1995
14.94 -1.53 39.91 -0.17
1994
-4.11 -7.57 5.81 -6.09
1993
21.05 -2.35 -1.84 -3.85
1992
10.23 -2.71 2.36 -3.83
1991
18.76 -2.61 42.31 -3.57
1990
-10.86 -16.22 3.83 -11.84
1989
13.23 -1.43 36.63 -2.05
1988
12.98 -1.18 15.66 -3.85
1987
8.44 -12.71 4.18 -29.94
1986
28.08 -2.01 24.86 -7.56
1985
30.14 -1.95 33.09 -3.58
1984
5.34 -5.43 8.49 -5.91
1983
16.56 -1.96 16.46 -3.65
1982
23.60 -8.30 19.76 -10.30
1981
-2.54 -10.01 -6.60 -13.09
1980
16.86 -15.06 36.68 -9.37
1979
40.61 -8.18 14.27 -7.04
1978
20.11 -6.79 6.16 -9.35
1977
16.95 -0.10 -11.04 -14.07
1976
23.87 -2.72 16.99 -3.07
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing