Historical Stock And Bond Returns (1793-2024)
I tried sharing some data yesterday, but the automods blocked it, so here goes. These are the average returns of the US stock and bond markets for 1793-2024. My sources will be provided after the table.
| Data | Stock Market | Bond Market | 60/40 Portfolio |
|---|---|---|---|
| Average Return | 8.30% | 5.48% | 7.45% |
| Standard Deviation | 17.34% | 6.16% | 11.33% |
| Best Year | 57.10% (1879) | 49.92% (1843) | 53.14% (1843) |
| Worst Year | -43.84% (1931) | -22.88% (1841) | -29.04% (1931) |
| Up Years | 170 | 205 | 180 |
| Down Years | 62 | 27 | 52 |
Damodaran, A. (2025, January). Historical Returns on Stocks, Bonds and Bills: 1928-2024. Retrieved from NYS Stern School of Business: https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.html
Goetzmann, W. N., Ibbotson, R. G., & Peng, L. (2001). A new historical database for the NYSE 1825 to 1925: Performance and predictability. Journal of Financial Markets, 1-32.
McQuarrie, E. F. (2020, May 19). Returns on stocks and bonds 1793 to 2019 version 2-0. Santa Clara, California, USA.
Shiller, R. J. (2024, January). U.S. Stock Markets 1871-Present and CAPE Ratio. Retrieved from Home Page of Robert J. Shiller: http://www.econ.yale.edu/~shiller/
Siegel, J. J. (1992). The Equity Premium: Stock and Bond Returns Since 1802. Financial Analysts Journal, 28-38.
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