Rollover IRA before 5 Aug 24
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Rollover IRA before 5 Aug 24
Last updated Nov 7, 2024
"Rollover IRA" i.e. stock and ETF portion of my IRA. Created 30 Jun 24. Few positions changed August 5, 2024 and later so this is not CURRENT rollover IRA.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 5.50% |
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.10% |
ADP Automatic Data Processing, Inc. | Industrials | 3.50% |
AJG Arthur J. Gallagher & Co. | Financial Services | 2.40% |
ARCC Ares Capital Corporation | Financial Services | 4.10% |
BAESY BAE Systems PLC | Industrials | 5.70% |
BBY Best Buy Co., Inc. | Consumer Cyclical | 1% |
BRO Brown & Brown, Inc. | Financial Services | 4.40% |
CNI Canadian National Railway Company | Industrials | 3% |
COF Capital One Financial Corporation | Financial Services | 2.90% |
CSWC Capital Southwest Corporation | Financial Services | 4.25% |
CVS CVS Health Corporation | Healthcare | 2.50% |
GD General Dynamics Corporation | 4.25% | |
GIS General Mills, Inc. | Consumer Defensive | 4.20% |
ITOCY Itochu Corp ADR | Industrials | 2% |
JHG Janus Henderson Group plc | Financial Services | 3.60% |
KLAC KLA Corporation | Technology | 5.30% |
LMT Lockheed Martin Corporation | Industrials | 7.80% |
NTR Nutrien Ltd. | Basic Materials | 2.80% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 4% |
STLD | 1.20% | |
STRL | 5.40% | |
SYF | 5.60% | |
TDG | 4.40% | |
TMO | 4.40% | |
TROW | 2.70% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rollover IRA before 5 Aug 24, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jan 2, 2018, corresponding to the inception date of NTR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.30% | 4.09% | 14.29% | 35.42% | 13.95% | 11.33% |
| Rollover IRA before 5 Aug 24 | 25.46% | 3.36% | 12.98% | 40.00% | 20.92% | N/A |
| Portfolio components: | ||||||
ABT Abbott Laboratories | 8.24% | 2.38% | 12.71% | 25.75% | 8.79% | 12.57% |
ADM Archer-Daniels-Midland Company | -24.31% | -7.45% | -13.27% | -23.64% | 7.06% | 3.38% |
ADP Automatic Data Processing, Inc. | 33.18% | 6.92% | 25.84% | 38.44% | 15.89% | 16.26% |
AJG Arthur J. Gallagher & Co. | 30.15% | -0.85% | 17.94% | 19.45% | 27.83% | 22.19% |
ARCC Ares Capital Corporation | 14.55% | 1.86% | 7.14% | 20.34% | 13.33% | 13.07% |
BAESY BAE Systems PLC | 20.67% | -0.42% | -3.33% | 28.36% | 22.58% | 13.23% |
BBY Best Buy Co., Inc. | 17.90% | -9.08% | 22.96% | 46.16% | 6.94% | 13.64% |
BRO Brown & Brown, Inc. | 56.76% | 5.43% | 29.79% | 55.66% | 25.00% | 22.47% |
CNI Canadian National Railway Company | -9.24% | -0.99% | -10.83% | 3.95% | 5.66% | 6.93% |
COF Capital One Financial Corporation | 47.57% | 27.74% | 35.19% | 85.20% | 16.52% | 10.83% |
CSWC Capital Southwest Corporation | 3.56% | -9.90% | -10.83% | 15.35% | 14.72% | 14.58% |
CVS CVS Health Corporation | -18.71% | -5.47% | 13.15% | -6.64% | -0.22% | -0.90% |
GD General Dynamics Corporation | 21.19% | 4.39% | 5.25% | 30.03% | 13.50% | 10.69% |
GIS General Mills, Inc. | 4.98% | -8.20% | -4.37% | 4.74% | 8.16% | 6.08% |
JHG Janus Henderson Group plc | 53.29% | 14.43% | 37.89% | 91.13% | 18.96% | N/A |
KLAC KLA Corporation | 15.90% | -14.57% | -5.41% | 32.17% | 32.75% | 29.11% |
LMT Lockheed Martin Corporation | 24.16% | -9.25% | 19.27% | 27.46% | 10.59% | 14.56% |
NTR Nutrien Ltd. | -9.26% | 1.94% | -13.03% | -3.03% | 3.77% | N/A |
ODFL Old Dominion Freight Line, Inc. | 14.03% | 19.79% | 26.03% | 18.59% | 29.51% | 25.33% |
STLD | 32.05% | 21.48% | 15.29% | 43.35% | 40.39% | N/A |
STRL | 99.50% | 16.06% | 40.16% | 166.80% | 63.48% | N/A |
SYF | 80.73% | 32.48% | 47.93% | 135.41% | 15.91% | N/A |
TDG | 44.30% | 0.51% | 10.68% | 69.06% | 25.01% | N/A |
TMO | 5.65% | -6.01% | -3.03% | 23.52% | 14.01% | N/A |
TROW | 16.45% | 13.80% | 11.48% | 33.78% | 4.27% | N/A |
ITOCY Itochu Corp ADR | 28.24% | -1.47% | 12.46% | 38.20% | 19.85% | 19.22% |
Monthly Returns
The table below presents the monthly returns of Rollover IRA before 5 Aug 24, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.24% | 6.35% | 4.39% | -3.21% | 4.07% | -0.81% | 5.37% | 1.68% | 1.66% | -1.80% | 25.46% | ||
| 2023 | 4.93% | -1.36% | -0.52% | 0.78% | -1.33% | 8.12% | 4.52% | 0.26% | -4.78% | -1.22% | 5.74% | 7.35% | 23.88% |
| 2022 | -3.50% | 4.19% | 0.98% | -5.25% | 0.47% | -7.56% | 8.65% | -2.30% | -8.96% | 11.69% | 7.34% | -3.63% | -0.26% |
| 2021 | -0.18% | 6.05% | 5.70% | 3.80% | 4.38% | -0.81% | 2.31% | 2.29% | -1.77% | 6.47% | -1.52% | 5.48% | 36.73% |
| 2020 | 1.25% | -8.65% | -16.65% | 11.38% | 6.08% | 1.44% | 3.68% | 8.02% | -1.60% | -1.20% | 13.56% | 4.13% | 18.97% |
| 2019 | 10.83% | 5.59% | -0.01% | 4.98% | -6.50% | 7.85% | 2.56% | 0.21% | 3.27% | 2.75% | 3.00% | 1.09% | 40.66% |
| 2018 | 4.69% | -4.06% | -1.58% | -0.28% | 3.49% | -0.62% | 4.42% | 1.35% | 1.10% | -8.63% | 2.22% | -9.18% | -7.99% |
Expense Ratio
Rollover IRA before 5 Aug 24 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Rollover IRA before 5 Aug 24 is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABT Abbott Laboratories | 1.40 | 2.05 | 1.25 | 0.81 | 3.19 |
ADM Archer-Daniels-Midland Company | -0.72 | -0.72 | 0.87 | -0.52 | -1.24 |
ADP Automatic Data Processing, Inc. | 2.79 | 3.81 | 1.50 | 2.62 | 15.48 |
AJG Arthur J. Gallagher & Co. | 1.12 | 1.49 | 1.21 | 1.62 | 4.24 |
ARCC Ares Capital Corporation | 1.79 | 2.51 | 1.33 | 2.92 | 12.41 |
BAESY BAE Systems PLC | 1.38 | 1.85 | 1.25 | 2.83 | 6.32 |
BBY Best Buy Co., Inc. | 1.20 | 2.20 | 1.25 | 0.79 | 6.11 |
BRO Brown & Brown, Inc. | 3.07 | 4.00 | 1.55 | 6.86 | 19.48 |
CNI Canadian National Railway Company | 0.20 | 0.40 | 1.05 | 0.20 | 0.44 |
COF Capital One Financial Corporation | 2.82 | 4.07 | 1.50 | 2.18 | 17.66 |
CSWC Capital Southwest Corporation | 0.83 | 1.12 | 1.16 | 1.06 | 3.25 |
CVS CVS Health Corporation | -0.29 | -0.18 | 0.97 | -0.20 | -0.50 |
GD General Dynamics Corporation | 1.82 | 2.63 | 1.34 | 4.51 | 14.11 |
GIS General Mills, Inc. | 0.26 | 0.48 | 1.06 | 0.16 | 0.98 |
JHG Janus Henderson Group plc | 3.88 | 4.83 | 1.63 | 1.98 | 27.37 |
KLAC KLA Corporation | 0.82 | 1.27 | 1.18 | 1.39 | 3.57 |
LMT Lockheed Martin Corporation | 1.63 | 2.30 | 1.34 | 1.72 | 6.92 |
NTR Nutrien Ltd. | -0.15 | -0.02 | 1.00 | -0.07 | -0.31 |
ODFL Old Dominion Freight Line, Inc. | 0.52 | 0.91 | 1.12 | 0.70 | 1.43 |
STLD | 1.27 | 2.09 | 1.24 | 1.46 | 3.34 |
STRL | 2.52 | 2.90 | 1.41 | 5.47 | 12.97 |
SYF | 3.79 | 4.91 | 1.61 | 3.23 | 28.16 |
TDG | 3.12 | 4.01 | 1.51 | 5.97 | 18.99 |
TMO | 1.15 | 1.75 | 1.21 | 0.70 | 5.18 |
TROW | 1.42 | 2.05 | 1.25 | 0.62 | 5.33 |
ITOCY Itochu Corp ADR | 1.35 | 1.98 | 1.25 | 2.30 | 7.48 |
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Rollover IRA before 5 Aug 24 provided a 2.84% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 2.75% | 2.85% | 2.42% | 2.94% | 3.31% | 3.00% | 2.60% | 2.52% | 2.23% | 3.72% | 2.41% |
| Portfolio components: | ||||||||||||
ABT Abbott Laboratories | 1.88% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
ADM Archer-Daniels-Midland Company | 3.66% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
ADP Automatic Data Processing, Inc. | 1.83% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
AJG Arthur J. Gallagher & Co. | 0.81% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
ARCC Ares Capital Corporation | 8.97% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
BAESY BAE Systems PLC | 2.39% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% | 4.20% |
BBY Best Buy Co., Inc. | 4.18% | 4.70% | 4.39% | 2.76% | 2.20% | 2.28% | 3.40% | 1.99% | 3.68% | 4.70% | 1.85% | 1.71% |
BRO Brown & Brown, Inc. | 0.49% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
CNI Canadian National Railway Company | 2.18% | 1.85% | 2.34% | 2.00% | 1.71% | 1.94% | 1.88% | 1.55% | 1.70% | 1.73% | 1.31% | 1.44% |
COF Capital One Financial Corporation | 1.26% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% | 1.24% |
CSWC Capital Southwest Corporation | 11.12% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.32% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
GD General Dynamics Corporation | 1.81% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
GIS General Mills, Inc. | 3.61% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% | 2.85% |
JHG Janus Henderson Group plc | 3.50% | 5.17% | 6.59% | 3.58% | 5.54% | 5.89% | 6.76% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.87% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
LMT Lockheed Martin Corporation | 2.28% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
NTR Nutrien Ltd. | 4.34% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ODFL Old Dominion Freight Line, Inc. | 0.43% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
STLD | 1.17% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 2.33% | 2.25% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF | 1.48% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% | 0.00% |
TDG | 7.96% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
TMO | 0.27% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
TROW | 4.07% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Rollover IRA before 5 Aug 24. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rollover IRA before 5 Aug 24 was 39.01%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.01% | Feb 14, 2020 | 26 | Mar 23, 2020 | 139 | Oct 8, 2020 | 165 |
| -20.72% | Sep 24, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -17.65% | Apr 21, 2022 | 40 | Jun 16, 2022 | 156 | Jan 31, 2023 | 196 |
| -9.45% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
| -8.45% | Aug 11, 2023 | 55 | Oct 27, 2023 | 24 | Dec 1, 2023 | 79 |
Volatility
Volatility Chart
The current Rollover IRA before 5 Aug 24 volatility is 5.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Rollover IRA before 5 Aug 24
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| GIS | BAESY | ITOCY | CSWC | LMT | CVS | ABT | STRL | NTR | TMO | KLAC | BBY | ARCC | ODFL | STLD | ADM | AJG | CNI | TDG | BRO | GD | SYF | ADP | JHG | COF | TROW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GIS | 1.00 | 0.05 | 0.06 | 0.09 | 0.29 | 0.29 | 0.25 | 0.04 | 0.08 | 0.19 | 0.01 | 0.14 | 0.10 | 0.09 | 0.04 | 0.28 | 0.25 | 0.18 | 0.07 | 0.26 | 0.24 | 0.10 | 0.25 | 0.12 | 0.08 | 0.14 |
| BAESY | 0.05 | 1.00 | 0.17 | 0.16 | 0.25 | 0.15 | 0.08 | 0.16 | 0.23 | 0.08 | 0.11 | 0.09 | 0.21 | 0.13 | 0.20 | 0.21 | 0.17 | 0.23 | 0.25 | 0.17 | 0.29 | 0.20 | 0.17 | 0.21 | 0.21 | 0.18 |
| ITOCY | 0.06 | 0.17 | 1.00 | 0.22 | 0.18 | 0.19 | 0.25 | 0.25 | 0.27 | 0.24 | 0.31 | 0.27 | 0.26 | 0.27 | 0.26 | 0.25 | 0.25 | 0.35 | 0.31 | 0.24 | 0.27 | 0.30 | 0.26 | 0.33 | 0.29 | 0.35 |
| CSWC | 0.09 | 0.16 | 0.22 | 1.00 | 0.19 | 0.23 | 0.16 | 0.29 | 0.27 | 0.22 | 0.25 | 0.29 | 0.50 | 0.27 | 0.30 | 0.27 | 0.26 | 0.26 | 0.33 | 0.26 | 0.28 | 0.38 | 0.28 | 0.35 | 0.37 | 0.37 |
| LMT | 0.29 | 0.25 | 0.18 | 0.19 | 1.00 | 0.33 | 0.27 | 0.23 | 0.27 | 0.24 | 0.16 | 0.24 | 0.26 | 0.23 | 0.28 | 0.38 | 0.39 | 0.32 | 0.41 | 0.38 | 0.66 | 0.29 | 0.40 | 0.26 | 0.30 | 0.31 |
| CVS | 0.29 | 0.15 | 0.19 | 0.23 | 0.33 | 1.00 | 0.33 | 0.27 | 0.29 | 0.29 | 0.20 | 0.31 | 0.31 | 0.25 | 0.33 | 0.41 | 0.33 | 0.32 | 0.28 | 0.35 | 0.39 | 0.37 | 0.37 | 0.35 | 0.39 | 0.36 |
| ABT | 0.25 | 0.08 | 0.25 | 0.16 | 0.27 | 0.33 | 1.00 | 0.17 | 0.19 | 0.64 | 0.36 | 0.31 | 0.28 | 0.34 | 0.20 | 0.28 | 0.45 | 0.39 | 0.28 | 0.46 | 0.32 | 0.27 | 0.49 | 0.34 | 0.28 | 0.44 |
| STRL | 0.04 | 0.16 | 0.25 | 0.29 | 0.23 | 0.27 | 0.17 | 1.00 | 0.32 | 0.21 | 0.38 | 0.36 | 0.34 | 0.39 | 0.43 | 0.34 | 0.27 | 0.35 | 0.44 | 0.31 | 0.38 | 0.42 | 0.32 | 0.43 | 0.43 | 0.42 |
| NTR | 0.08 | 0.23 | 0.27 | 0.27 | 0.27 | 0.29 | 0.19 | 0.32 | 1.00 | 0.24 | 0.29 | 0.31 | 0.36 | 0.29 | 0.47 | 0.51 | 0.25 | 0.44 | 0.35 | 0.27 | 0.38 | 0.40 | 0.34 | 0.39 | 0.42 | 0.38 |
| TMO | 0.19 | 0.08 | 0.24 | 0.22 | 0.24 | 0.29 | 0.64 | 0.21 | 0.24 | 1.00 | 0.44 | 0.32 | 0.28 | 0.40 | 0.25 | 0.27 | 0.42 | 0.39 | 0.32 | 0.46 | 0.30 | 0.26 | 0.48 | 0.37 | 0.29 | 0.46 |
| KLAC | 0.01 | 0.11 | 0.31 | 0.25 | 0.16 | 0.20 | 0.36 | 0.38 | 0.29 | 0.44 | 1.00 | 0.43 | 0.34 | 0.47 | 0.37 | 0.29 | 0.36 | 0.40 | 0.44 | 0.37 | 0.30 | 0.40 | 0.43 | 0.46 | 0.41 | 0.56 |
| BBY | 0.14 | 0.09 | 0.27 | 0.29 | 0.24 | 0.31 | 0.31 | 0.36 | 0.31 | 0.32 | 0.43 | 1.00 | 0.34 | 0.41 | 0.40 | 0.35 | 0.32 | 0.37 | 0.37 | 0.36 | 0.35 | 0.44 | 0.39 | 0.44 | 0.45 | 0.51 |
| ARCC | 0.10 | 0.21 | 0.26 | 0.50 | 0.26 | 0.31 | 0.28 | 0.34 | 0.36 | 0.28 | 0.34 | 0.34 | 1.00 | 0.34 | 0.36 | 0.37 | 0.37 | 0.38 | 0.45 | 0.38 | 0.39 | 0.48 | 0.39 | 0.43 | 0.48 | 0.47 |
| ODFL | 0.09 | 0.13 | 0.27 | 0.27 | 0.23 | 0.25 | 0.34 | 0.39 | 0.29 | 0.40 | 0.47 | 0.41 | 0.34 | 1.00 | 0.40 | 0.30 | 0.35 | 0.46 | 0.43 | 0.42 | 0.38 | 0.37 | 0.45 | 0.47 | 0.41 | 0.53 |
| STLD | 0.04 | 0.20 | 0.26 | 0.30 | 0.28 | 0.33 | 0.20 | 0.43 | 0.47 | 0.25 | 0.37 | 0.40 | 0.36 | 0.40 | 1.00 | 0.47 | 0.33 | 0.42 | 0.42 | 0.36 | 0.43 | 0.50 | 0.35 | 0.46 | 0.53 | 0.46 |
| ADM | 0.28 | 0.21 | 0.25 | 0.27 | 0.38 | 0.41 | 0.28 | 0.34 | 0.51 | 0.27 | 0.29 | 0.35 | 0.37 | 0.30 | 0.47 | 1.00 | 0.35 | 0.42 | 0.35 | 0.35 | 0.47 | 0.47 | 0.40 | 0.39 | 0.47 | 0.43 |
| AJG | 0.25 | 0.17 | 0.25 | 0.26 | 0.39 | 0.33 | 0.45 | 0.27 | 0.25 | 0.42 | 0.36 | 0.32 | 0.37 | 0.35 | 0.33 | 0.35 | 1.00 | 0.41 | 0.44 | 0.78 | 0.46 | 0.37 | 0.57 | 0.39 | 0.37 | 0.47 |
| CNI | 0.18 | 0.23 | 0.35 | 0.26 | 0.32 | 0.32 | 0.39 | 0.35 | 0.44 | 0.39 | 0.40 | 0.37 | 0.38 | 0.46 | 0.42 | 0.42 | 0.41 | 1.00 | 0.43 | 0.44 | 0.44 | 0.42 | 0.48 | 0.46 | 0.44 | 0.51 |
| TDG | 0.07 | 0.25 | 0.31 | 0.33 | 0.41 | 0.28 | 0.28 | 0.44 | 0.35 | 0.32 | 0.44 | 0.37 | 0.45 | 0.43 | 0.42 | 0.35 | 0.44 | 0.43 | 1.00 | 0.45 | 0.51 | 0.48 | 0.48 | 0.48 | 0.48 | 0.49 |
| BRO | 0.26 | 0.17 | 0.24 | 0.26 | 0.38 | 0.35 | 0.46 | 0.31 | 0.27 | 0.46 | 0.37 | 0.36 | 0.38 | 0.42 | 0.36 | 0.35 | 0.78 | 0.44 | 0.45 | 1.00 | 0.49 | 0.38 | 0.59 | 0.45 | 0.41 | 0.52 |
| GD | 0.24 | 0.29 | 0.27 | 0.28 | 0.66 | 0.39 | 0.32 | 0.38 | 0.38 | 0.30 | 0.30 | 0.35 | 0.39 | 0.38 | 0.43 | 0.47 | 0.46 | 0.44 | 0.51 | 0.49 | 1.00 | 0.45 | 0.49 | 0.42 | 0.47 | 0.48 |
| SYF | 0.10 | 0.20 | 0.30 | 0.38 | 0.29 | 0.37 | 0.27 | 0.42 | 0.40 | 0.26 | 0.40 | 0.44 | 0.48 | 0.37 | 0.50 | 0.47 | 0.37 | 0.42 | 0.48 | 0.38 | 0.45 | 1.00 | 0.40 | 0.58 | 0.85 | 0.58 |
| ADP | 0.25 | 0.17 | 0.26 | 0.28 | 0.40 | 0.37 | 0.49 | 0.32 | 0.34 | 0.48 | 0.43 | 0.39 | 0.39 | 0.45 | 0.35 | 0.40 | 0.57 | 0.48 | 0.48 | 0.59 | 0.49 | 0.40 | 1.00 | 0.44 | 0.42 | 0.56 |
| JHG | 0.12 | 0.21 | 0.33 | 0.35 | 0.26 | 0.35 | 0.34 | 0.43 | 0.39 | 0.37 | 0.46 | 0.44 | 0.43 | 0.47 | 0.46 | 0.39 | 0.39 | 0.46 | 0.48 | 0.45 | 0.42 | 0.58 | 0.44 | 1.00 | 0.60 | 0.69 |
| COF | 0.08 | 0.21 | 0.29 | 0.37 | 0.30 | 0.39 | 0.28 | 0.43 | 0.42 | 0.29 | 0.41 | 0.45 | 0.48 | 0.41 | 0.53 | 0.47 | 0.37 | 0.44 | 0.48 | 0.41 | 0.47 | 0.85 | 0.42 | 0.60 | 1.00 | 0.60 |
| TROW | 0.14 | 0.18 | 0.35 | 0.37 | 0.31 | 0.36 | 0.44 | 0.42 | 0.38 | 0.46 | 0.56 | 0.51 | 0.47 | 0.53 | 0.46 | 0.43 | 0.47 | 0.51 | 0.49 | 0.52 | 0.48 | 0.58 | 0.56 | 0.69 | 0.60 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jan 3, 2018