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

Simulation Settings
Period: January 1976 - June 2025 (~50 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1976/01 - 2025/06)
Inflation Adjusted:
Value Stock Geek Weird Portfolio
1.00$
Invested Capital
July 1995
11.92$
Final Capital
June 2025
8.61%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
July 1995
5.67$
Final Capital
June 2025
5.95%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1976
169.99$
Final Capital
June 2025
10.93%
Yearly Return
10.80%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
January 1976
29.48$
Final Capital
June 2025
7.07%
Yearly Return
10.80%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
US Stocks Quality Portfolio
1.00$
Invested Capital
July 1995
25.66$
Final Capital
June 2025
11.42%
Yearly Return
15.15%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
July 1995
12.20$
Final Capital
June 2025
8.69%
Yearly Return
15.15%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period
1.00$
Invested Capital
January 1976
327.34$
Final Capital
June 2025
12.41%
Yearly Return
14.99%
Std Deviation
-46.25%
Max Drawdown
40months
Recovery Period
1.00$
Invested Capital
January 1976
56.76$
Final Capital
June 2025
8.50%
Yearly Return
14.99%
Std Deviation
-50.85%
Max Drawdown
149months
Recovery Period

As of June 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.61% 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 June 2025, in the previous 30 Years, the US Stocks Quality Portfolio obtained a 11.42% compound annual return, with a 15.15% 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.
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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
US Stocks Quality Portfolio
Weight
(%)		 Ticker Name
100.00
QUAL
iShares Edge MSCI USA Quality Factor ETF
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1976/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Value Stock Geek Weird Portfolio
Value Stock Geek 		1 $ 11.92 $ 1 092.23% 8.61%
US Stocks Quality
 1 $ 25.66 $ 2 466.37% 11.42%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Value Stock Geek Weird Portfolio
Value Stock Geek 		1 $ 5.67 $ 466.63% 5.95%
US Stocks Quality
 1 $ 12.20 $ 1 119.71% 8.69%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Value Stock Geek Weird Portfolio
Value Stock Geek 		1 $ 169.99 $ 16 899.41% 10.93%
US Stocks Quality
 1 $ 327.34 $ 32 633.63% 12.41%
Jan 1976 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Value Stock Geek Weird Portfolio
Value Stock Geek 		1 $ 29.48 $ 2 847.54% 7.07%
US Stocks Quality
 1 $ 56.76 $ 5 575.71% 8.50%
Jan 1976 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek 		8.91 2.43 8.91 15.98 6.43 6.40 8.61 10.93
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Quality
-- Market Benchmark 		3.12 3.48 3.12 8.19 15.26 12.97 11.42 12.41
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

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

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1976 - 30 June 2025 (~50 years)
1 Year
5 Years
10 Years
30 Years
All (1976/01 - 2025/06)
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 15.98 8.19
Infl. Adjusted (%) 13.22 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -5.15 -8.11
Start to Recovery (months) 6 7*
Longest Drawdown Depth (%) -5.15 -8.11
Start to Recovery (months) 6 7*
Longest Negative Period (months) 7 9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.67 11.14
Sharpe Ratio 1.17 0.32
Sortino Ratio 1.52 0.42
Ulcer Index 1.79 3.44
Ratio: Return / Standard Deviation 1.65 0.74
Ratio: Return / Deepest Drawdown 3.10 1.01
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.43 15.26
Infl. Adjusted (%) 1.82 10.27
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) 41 27
RISK INDICATORS
Standard Deviation (%) 13.46 17.02
Sharpe Ratio 0.28 0.74
Sortino Ratio 0.39 0.98
Ulcer Index 10.10 9.16
Ratio: Return / Standard Deviation 0.48 0.90
Ratio: Return / Deepest Drawdown 0.27 0.55
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.40 12.97
Infl. Adjusted (%) 3.26 9.64
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 (%) 11.62 15.78
Sharpe Ratio 0.39 0.71
Sortino Ratio 0.54 0.94
Ulcer Index 7.52 7.25
Ratio: Return / Standard Deviation 0.55 0.82
Ratio: Return / Deepest Drawdown 0.26 0.47
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.61 11.42
Infl. Adjusted (%) 5.95 8.69
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 15.15
Sharpe Ratio 0.58 0.60
Sortino Ratio 0.77 0.80
Ulcer Index 6.63 13.79
Ratio: Return / Standard Deviation 0.78 0.75
Ratio: Return / Deepest Drawdown 0.26 0.25
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Weird Portfolio US Stocks Quality
Author Value Stock Geek
ASSET ALLOCATION
Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 10.93 12.41
Infl. Adjusted (%) 7.07 8.50
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 (%) 10.80 14.99
Sharpe Ratio 0.62 0.55
Sortino Ratio 0.83 0.74
Ulcer Index 5.73 11.63
Ratio: Return / Standard Deviation 1.01 0.83
Ratio: Return / Deepest Drawdown 0.33 0.27
Metrics calculated over the period 1 January 1976 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1976 - 30 June 2025 (~50 years)
30 Years
(1995/07 - 2025/06)

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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
-8.11 7* Dec 2024
In progress
-7.32 6 Apr 2004
Sep 2004

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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 - 30 June 2025 (~50 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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Weird Portfolio US Stocks Quality
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 8.91 0.00 3.12 -7.42
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
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