Diversifiable Risk

FundamentalRisk Management2 min read

Quick Definition

Risk specific to individual securities or sectors that can be eliminated by holding a well-diversified portfolio of investments.

What Is Diversifiable Risk?

Diversifiable risk is the portion of total investment risk that can be reduced or eliminated through diversification. It's the same concept as unsystematic risk or specific risk.

Diversification and Risk Reduction:

Portfolio SizeTotal RiskDiversifiable RiskMarket Risk (Remaining)
1 stock100%~70%~30%
5 stocks~60%~30%~30%
10 stocks~45%~15%~30%
20 stocks~35%~5%~30%
30+ stocks~32%~2%~30%
Total market~30%~0%~30%

Types of Diversifiable Risk:

Risk TypeExampleDiversification Solution
Company failureEnron bankruptcyHold 30+ stocks
Sector declineOil price crash hits energyDiversify across sectors
Geographic riskCountry-specific recessionGlobal diversification
Management riskCEO scandalMultiple companies
Product riskProduct recallMultiple industries

Key Insight — The Free Lunch: Diversification is called "the only free lunch in investing" because it reduces risk without reducing expected return. You eliminate uncompensated risk while maintaining exposure to compensated (market) risk.

Common Diversification Mistakes:

  • Holding 50 tech stocks is NOT diversified (same sector risk)
  • Owning 5 different S&P 500 index funds is NOT diversified (all track same index)
  • True diversification requires variety in: sector, geography, asset class, and style

Diversifiable Risk Example

  • 1Holding 30 stocks across sectors eliminates ~95% of diversifiable risk — only market risk remains
  • 2An index fund holding 500+ stocks has virtually zero diversifiable risk