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10 Low Volatility Stocks In A Rising Volatility Environment
10 Low Volatility Stocks In A Rising Volatility Environment
live (public) 0.02% April 26
10
Low Volatility Stocks In A Rising Volatility Environment
We are seeing big swings in the market as has become usual in the era of
computer triggered trading and the uncertainties that we now face.
We continue to look for portfolio ideas from industry luminaries and
measure them against a portfolio of dividend producing ETFs with broad
diversification.
Today, we look at the selection made by Scott
Rothbort / Lake View Asset Management, LLC
He has found ten stocks with low volatility over the past year and we measure them against our benchmark.
| Symbol / Co | Last Price | Change | Analysis |
|---|---|---|---|
| PG The Procter & Gam... |
$62.79 | -0.23 (-0.36%) |
1 YR Realized Volatility 11.34 Dividend Yield 3.47 PE Ratio 15.4 |
| PEP PepsiCo Inc |
$63.41 | -0.07 (-0.11%) |
1 YR Realized Volatility 12.98 Dividend Yield 3.19 PE Ratio 16.5 |
| JNJ Johnson & Johnson |
$65.29 | 0.32 (0.49%) |
1 YR Realized Volatility 12.61 Dividend Yield 3.64 PE Ratio 15.0 |
| WMT Wal-Mart Stores Inc |
$53.10 | -0.11 (-0.21%) |
1 YR Realized Volatility 12.64 Dividend Yield 2.87 PE Ratio 11.1 |
| SO Southern Co |
$41.14 | 0.52 (1.28%) |
1 YR Realized Volatility 10.07 Dividend Yield 4.74 PE Ratio 17.49 |
| CB Chubb Corp |
$60.08 | 0.05 (0.08%) |
1 YR Realized Volatility 14.14 Dividend Yield 2.62 PE Ratio 8.59 |
| MO Altria Group Inc. |
$26.44 | 0.00 (0.02%) |
1 YR Realized Volatility 15.37 Dividend Yield 6.03 PE Ratio 15.4 |
| T AT&T Inc |
$29.25 | 0.27 (0.93%) |
1 YR Realized Volatility 16.13 Dividend Yield 6.09 PE Ratio 8.2 |
| NLY Annaly Capital Ma... |
$17.88 | -0.39 (-2.13%) |
1 YR Realized Volatility 19.47 Dividend Yield 14.54 PE Ratio 6.3 |
| MCK McKesson Inc. |
$75.54 | -0.07 (-0.09%) |
1 YR Realized Volatility 16.24 Dividend Yield 2.45 PE Ratio 15.9 |
These are top drawer companies and many of them have been mentioned
before when looking for long term, dividend producing equities. It
provides access to worldwide markets and to real estate. So, we know
that this is a good list. On the other hand, there is no international
or commodities exposure.
Holdings (As of 04/26/2024)
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Asset1 | PG (Procter & Gamble Company) | 0.78% | 7.24% |
| Asset1 | PEP (PepsiCo Inc) | 0.62% | 6.30% |
| Asset1 | JNJ (Johnson & Johnson) | 0.46% | 5.18% |
| Asset1 | WMT (Walmart Inc) | 0.08% | 1.74% |
| Asset1 | SO (Southern Company) | 1.56% | 10.07% |
| Asset1 | CB (Chubb Ltd) | 0.21% | 8.84% |
| Asset1 | MO (Altria Group) | 0.37% | 15.58% |
| Asset1 | T (AT&T Inc) | 1.03% | 1.19% |
| Asset1 | NLY (Annaly Capital Management Inc) | 1.02% | 25.33% |
| Asset1 | MCK (McKesson Corporation) | 0.62% | 18.53% |
* Day change on 04/26/2024.
Previous
Performance (As of 04/26/2024)
Since 12/29/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| 10 Low Volatility Stocks In A Rising Volatility Environment | 4.3% | 10.7% | 17.0% | 13.7% | 10.2% | 12.8% |
| VFINX (Vanguard (S&P 500) Index) | 6.0% | 22.5% | 7.9% | 13.2% | 12.4% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.0% | 14.4% | 2.6% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/29/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.2 | 4.3 | 10.7 | 17.0 | 13.7 | 10.2 | 12.8 | 10.5 | 10.2 | 3.9 | 33.0 | 18.5 | 2.3 | 20.4 | -16.8 | 11.4 | 10.3 | 6.1 | 22.3 | 17.6 | 7.7 | 13.7 | 17.5 | 16.4 | -13.6 | 19.5 | 15.4 | 1.2 | 13.9 | 13.7 | -0.4 | 13.2 | 0.0 |
| Sharpe Ratio | NA | 0.27 | 0.63 | 0.82 | 0.59 | 0.55 | NA | NA | 0.57 | -0.03 | 1.18 | 1.55 | 0.06 | 1.8 | -1.31 | 1.38 | 0.95 | 0.47 | 2.57 | 1.6 | 0.95 | 0.96 | 1.6 | 0.9 | -0.42 | 1.22 | 1.33 | -0.1 | 1.31 | 0.96 | -0.08 | NA | NA |
| Draw Down(%) | NA | 6.1 | 10.2 | 13.9 | 33.5 | 33.5 | NA | NA | 33.5 | 11.3 | 13.9 | 6.0 | 33.5 | 4.6 | 20.5 | 9.1 | 9.2 | 8.1 | 3.9 | 8.7 | 8.6 | 10.3 | 5.3 | 17.5 | 27.7 | 7.1 | 4.8 | 9.2 | 7.3 | 11.9 | 21.0 | 11.7 | 0.0 |
| Standard Deviation(%) | NA | 11.6 | 11.0 | 18.1 | 20.6 | 16.5 | NA | NA | 16.0 | 11.7 | 26.8 | 12.0 | 31.6 | 10.6 | 13.9 | 7.8 | 10.6 | 12.9 | 8.7 | 10.9 | 8.1 | 14.2 | 10.9 | 18.1 | 34.7 | 13.5 | 9.2 | 10.2 | 9.8 | 13.6 | 18.3 | 0.0 | NA |
| Treynor Ratio | NA | 0.08 | 0.13 | 0.3 | 0.18 | 0.18 | NA | NA | 0.94 | 0.0 | 0.69 | 0.32 | 0.02 | 0.36 | -1.06 | -0.92 | 1.76 | -0.7 | 8.64 | -3.64 | -2.24 | -1.18 | -2.15 | -1.03 | 0.7 | -0.64 | 376.94 | 0.08 | -3.82 | -0.92 | 0.62 | NA | NA |
| Alpha | NA | 0.01 | -0.01 | 0.05 | 0.02 | 0.02 | NA | NA | 0.04 | -0.04 | 0.16 | 0.01 | -0.04 | 0.02 | -0.07 | 0.05 | 0.04 | 0.03 | 0.08 | 0.07 | 0.03 | 0.06 | 0.07 | 0.08 | -0.07 | 0.06 | 0.05 | 0.0 | 0.05 | 0.07 | 0.0 | NA | NA |
| Beta | NA | 0.37 | 0.54 | 0.49 | 0.67 | 0.5 | NA | NA | 0.1 | 0.62 | 0.46 | 0.59 | 0.82 | 0.52 | 0.17 | -0.12 | 0.06 | -0.09 | 0.03 | -0.05 | -0.03 | -0.12 | -0.08 | -0.16 | -0.21 | -0.26 | 0.0 | -0.12 | -0.03 | -0.14 | -0.02 | NA | NA |
| RSquared | NA | 0.14 | 0.34 | 0.2 | 0.46 | 0.28 | NA | NA | 0.01 | 0.49 | 0.15 | 0.41 | 0.8 | 0.38 | 0.04 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.04 | 0.02 | 0.06 | 0.06 | 0.09 | 0.0 | 0.02 | 0.0 | 0.03 | 0.0 | NA | NA |
| Sortino Ratio | NA | 0.34 | 0.86 | 1.49 | 0.9 | 0.82 | NA | NA | 0.83 | -0.04 | 2.54 | 2.2 | 0.09 | 2.51 | -1.63 | 1.98 | 1.31 | 0.67 | 4.05 | 2.43 | 1.41 | 1.35 | 2.35 | 1.3 | -0.59 | 1.75 | 2.03 | -0.14 | 1.94 | 1.41 | -0.12 | NA | NA |
| Yield(%) | N/A | 2.24 | 6.92 | 5.75 | 4.97 | 4.3 | N/A | N/A | 5.58 | 5.67 | 5.59 | 5.04 | 3.14 | 4.02 | 1.68 | 1.14 | 5.76 | 4.69 | 4.84 | 5.3 | 6.04 | 6.6 | 7.08 | 7.04 | 15.55 | 7.6 | 3.16 | 3.49 | 4.74 | 4.65 | 5.18 | 7.99 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/29/2000
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