Diversity & Inclusion
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversity & Inclusion
Last updated Jul 25, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 4.35% |
BMY Bristol-Myers Squibb Company | Healthcare | 4.35% |
CI Cigna Corporation | Healthcare | 4.35% |
CVS CVS Health Corporation | Healthcare | 4.35% |
DIS The Walt Disney Company | Communication Services | 4.35% |
GILD Gilead Sciences, Inc. | Healthcare | 4.35% |
GOOG Alphabet Inc. | Communication Services | 4.35% |
HD The Home Depot, Inc. | Consumer Cyclical | 4.35% |
INTC Intel Corporation | Technology | 4.35% |
JNJ Johnson & Johnson | Healthcare | 4.35% |
KO The Coca-Cola Company | Consumer Defensive | 4.35% |
MCD McDonald's Corporation | Consumer Cyclical | 4.35% |
META Meta Platforms, Inc. | Communication Services | 4.35% |
MSFT Microsoft Corporation | Technology | 4.35% |
NFLX Netflix, Inc. | Communication Services | 4.35% |
NVDA NVIDIA Corporation | Technology | 4.35% |
PEP PepsiCo, Inc. | Consumer Defensive | 4.35% |
PFE Pfizer Inc. | Healthcare | 4.35% |
PG The Procter & Gamble Company | Consumer Defensive | 4.35% |
PGR The Progressive Corporation | Financial Services | 4.35% |
SBUX | 4.35% | |
TJX | 4.35% | |
UNH | 4.35% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversity & Inclusion, 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
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Diversity & Inclusion returned 10.65% Year-To-Date and 18.15% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Diversity & Inclusion | 10.65% | 0.40% | 7.55% | 15.96% | 16.86% | 18.15% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.81% | 5.00% | 12.66% | 13.47% | 34.37% | 26.10% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 26.14% | 27.53% |
GOOG Alphabet Inc. | 23.87% | -3.55% | 16.11% | 42.17% | 22.88% | 19.55% |
UNH | 7.19% | 14.24% | 9.96% | 11.26% | 19.05% | 22.70% |
JNJ Johnson & Johnson | 1.28% | 4.80% | -0.14% | -6.51% | 6.55% | 7.26% |
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.64% | 75.22% |
META Meta Platforms, Inc. | 30.58% | -7.54% | 18.31% | 56.97% | 18.33% | 19.96% |
PG The Procter & Gamble Company | 16.81% | 0.33% | 11.82% | 12.01% | 10.67% | 10.88% |
PEP PepsiCo, Inc. | 0.56% | 0.05% | 3.13% | -9.44% | 8.13% | 9.40% |
KO The Coca-Cola Company | 13.44% | 2.88% | 13.48% | 9.11% | 7.27% | 8.25% |
HD The Home Depot, Inc. | 2.40% | -0.16% | 2.18% | 10.58% | 12.81% | 18.53% |
PFE Pfizer Inc. | 7.29% | 5.71% | 9.04% | -14.58% | -2.06% | 4.41% |
DIS The Walt Disney Company | -0.08% | -11.54% | -3.51% | 5.70% | -8.87% | 1.33% |
CI Cigna Corporation | 15.23% | -0.27% | 13.32% | 18.16% | 16.86% | 14.32% |
MCD McDonald's Corporation | -13.51% | -2.69% | -14.64% | -11.28% | 5.72% | 13.15% |
INTC Intel Corporation | -36.47% | 3.70% | -34.97% | -5.74% | -6.89% | 1.97% |
BMY Bristol-Myers Squibb Company | -9.57% | 7.36% | -8.71% | -26.50% | 3.22% | 2.09% |
SBUX | -21.15% | -6.33% | -17.75% | -25.65% | -3.54% | 8.67% |
NFLX Netflix, Inc. | 30.63% | -4.94% | 16.72% | 48.70% | 13.67% | 26.63% |
CVS CVS Health Corporation | -23.61% | -4.10% | -19.43% | -19.60% | 4.10% | -0.39% |
GILD Gilead Sciences, Inc. | -7.22% | 3.92% | -5.49% | -0.83% | 6.18% | 1.19% |
TJX | 19.45% | 0.18% | 18.01% | 29.35% | 16.42% | 17.18% |
PGR The Progressive Corporation | 36.07% | 2.31% | 20.90% | 75.54% | 24.30% | 27.65% |
Monthly Returns
The table below presents the monthly returns of Diversity & Inclusion, 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 | 2.01% | 5.08% | 3.65% | -6.61% | 2.98% | 2.61% | 10.65% | ||||||
| 2023 | 4.72% | -2.19% | 6.66% | 2.05% | 0.04% | 4.88% | 2.96% | -2.06% | -3.44% | 0.52% | 5.83% | 3.33% | 25.21% |
| 2022 | -5.25% | -4.58% | 2.17% | -7.38% | 1.31% | -5.21% | 5.73% | -2.63% | -6.23% | 8.36% | 6.98% | -4.41% | -12.11% |
| 2021 | -1.18% | 0.40% | 6.14% | 3.97% | 1.33% | 1.99% | 2.69% | 2.85% | -4.86% | 5.09% | 1.39% | 7.20% | 29.87% |
| 2020 | 1.39% | -5.50% | -6.58% | 12.05% | 3.87% | -0.14% | 4.10% | 7.82% | -2.95% | -3.53% | 9.48% | 3.91% | 24.37% |
| 2019 | 6.47% | 1.25% | 2.45% | 3.69% | -5.05% | 6.26% | 1.97% | -0.57% | 0.49% | 4.53% | 4.90% | 2.88% | 32.79% |
| 2018 | 6.30% | -2.57% | -2.57% | 0.55% | 2.51% | 1.25% | 3.47% | 4.94% | 2.25% | -4.81% | 2.01% | -8.18% | 4.23% |
| 2017 | 2.37% | 3.62% | 1.23% | 2.64% | 3.02% | -0.24% | 3.77% | 1.87% | 1.21% | 3.07% | 3.48% | 0.26% | 29.59% |
| 2016 | -4.03% | -0.24% | 6.37% | -1.70% | 2.50% | 0.20% | 3.54% | -1.07% | 0.54% | -0.74% | 2.72% | 2.96% | 11.15% |
| 2015 | 0.54% | 6.67% | -1.29% | 1.39% | 3.40% | 0.30% | 4.40% | -4.28% | 0.10% | 8.92% | 1.23% | 0.38% | 23.23% |
| 2014 | -0.61% | 3.95% | 2.06% | -0.06% | 6.27% | -0.17% | 2.89% | 3.11% | -0.88% | 17.56% |
Expense Ratio
Diversity & Inclusion 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 rank of Diversity & Inclusion is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Diversity & Inclusion
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
GOOG Alphabet Inc. | 1.56 | 2.07 | 1.30 | 2.33 | 9.47 |
UNH | 0.54 | 0.92 | 1.12 | 0.59 | 1.57 |
JNJ Johnson & Johnson | -0.37 | -0.42 | 0.95 | -0.31 | -0.58 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
META Meta Platforms, Inc. | 1.58 | 2.40 | 1.31 | 2.26 | 9.09 |
PG The Procter & Gamble Company | 0.90 | 1.36 | 1.17 | 1.28 | 3.57 |
PEP PepsiCo, Inc. | -0.55 | -0.66 | 0.92 | -0.51 | -0.92 |
KO The Coca-Cola Company | 0.67 | 1.02 | 1.13 | 0.51 | 1.52 |
HD The Home Depot, Inc. | 0.53 | 0.91 | 1.11 | 0.35 | 1.17 |
PFE Pfizer Inc. | -0.63 | -0.79 | 0.91 | -0.28 | -0.80 |
DIS The Walt Disney Company | 0.17 | 0.44 | 1.06 | 0.07 | 0.44 |
CI Cigna Corporation | 0.71 | 1.29 | 1.19 | 0.85 | 3.13 |
MCD McDonald's Corporation | -0.75 | -0.97 | 0.89 | -0.71 | -1.41 |
INTC Intel Corporation | -0.12 | 0.10 | 1.01 | -0.08 | -0.21 |
BMY Bristol-Myers Squibb Company | -1.20 | -1.63 | 0.79 | -0.58 | -1.33 |
SBUX | -0.92 | -1.21 | 0.83 | -0.65 | -1.58 |
NFLX Netflix, Inc. | 1.46 | 2.32 | 1.29 | 0.97 | 7.36 |
CVS CVS Health Corporation | -0.66 | -0.69 | 0.89 | -0.41 | -1.33 |
GILD Gilead Sciences, Inc. | -0.06 | 0.09 | 1.01 | -0.05 | -0.10 |
TJX | 1.91 | 2.71 | 1.33 | 3.52 | 9.17 |
PGR The Progressive Corporation | 3.25 | 4.75 | 1.60 | 4.30 | 32.30 |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversity & Inclusion granted a 2.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diversity & Inclusion | 2.06% | 1.87% | 1.75% | 1.75% | 1.76% | 1.85% | 1.96% | 1.76% | 1.89% | 1.76% | 1.80% | 1.70% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
JNJ Johnson & Johnson | 3.08% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PG The Procter & Gamble Company | 2.32% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
PEP PepsiCo, Inc. | 3.06% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
KO The Coca-Cola Company | 2.87% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
HD The Home Depot, Inc. | 2.48% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
PFE Pfizer Inc. | 5.54% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
DIS The Walt Disney Company | 0.84% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
CI Cigna Corporation | 1.54% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
MCD McDonald's Corporation | 2.58% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
INTC Intel Corporation | 1.58% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
BMY Bristol-Myers Squibb Company | 5.31% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
SBUX | 3.00% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 1.00% | 0.67% | 0.57% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVS CVS Health Corporation | 4.44% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
GILD Gilead Sciences, Inc. | 4.14% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
TJX | 1.23% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% | 0.86% |
PGR The Progressive Corporation | 0.53% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Diversity & Inclusion. 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 Diversity & Inclusion was 28.15%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Diversity & Inclusion drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.15% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.75% | Dec 30, 2021 | 117 | Jun 16, 2022 | 247 | Jun 12, 2023 | 364 |
| -16.46% | Oct 4, 2018 | 56 | Dec 24, 2018 | 71 | Apr 8, 2019 | 127 |
| -10.96% | Aug 19, 2015 | 5 | Aug 25, 2015 | 38 | Oct 19, 2015 | 43 |
| -10.87% | Dec 30, 2015 | 27 | Feb 8, 2016 | 35 | Mar 30, 2016 | 62 |
Volatility
Volatility Chart
The current Diversity & Inclusion volatility is 2.45%, 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.
Diversity & Inclusion
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.
| NFLX | BMY | CI | GILD | NVDA | PGR | PFE | CVS | META | PG | TJX | DIS | MCD | INTC | KO | UNH | JNJ | PEP | AAPL | HD | SBUX | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.17 | 0.16 | 0.25 | 0.46 | 0.19 | 0.18 | 0.14 | 0.51 | 0.17 | 0.26 | 0.33 | 0.20 | 0.39 | 0.13 | 0.23 | 0.18 | 0.18 | 0.44 | 0.31 | 0.33 | 0.48 | 0.49 |
| BMY | 0.17 | 1.00 | 0.34 | 0.42 | 0.16 | 0.27 | 0.47 | 0.38 | 0.21 | 0.32 | 0.26 | 0.25 | 0.29 | 0.24 | 0.32 | 0.37 | 0.47 | 0.32 | 0.23 | 0.28 | 0.27 | 0.24 | 0.25 |
| CI | 0.16 | 0.34 | 1.00 | 0.30 | 0.20 | 0.30 | 0.34 | 0.50 | 0.21 | 0.25 | 0.32 | 0.29 | 0.27 | 0.26 | 0.28 | 0.61 | 0.33 | 0.26 | 0.25 | 0.30 | 0.29 | 0.25 | 0.25 |
| GILD | 0.25 | 0.42 | 0.30 | 1.00 | 0.21 | 0.27 | 0.42 | 0.36 | 0.25 | 0.28 | 0.27 | 0.27 | 0.27 | 0.30 | 0.28 | 0.32 | 0.42 | 0.32 | 0.27 | 0.30 | 0.29 | 0.28 | 0.29 |
| NVDA | 0.46 | 0.16 | 0.20 | 0.21 | 1.00 | 0.21 | 0.19 | 0.16 | 0.51 | 0.17 | 0.29 | 0.33 | 0.22 | 0.55 | 0.15 | 0.23 | 0.16 | 0.18 | 0.52 | 0.37 | 0.33 | 0.52 | 0.58 |
| PGR | 0.19 | 0.27 | 0.30 | 0.27 | 0.21 | 1.00 | 0.31 | 0.33 | 0.23 | 0.38 | 0.33 | 0.28 | 0.35 | 0.28 | 0.37 | 0.35 | 0.37 | 0.38 | 0.27 | 0.35 | 0.33 | 0.27 | 0.32 |
| PFE | 0.18 | 0.47 | 0.34 | 0.42 | 0.19 | 0.31 | 1.00 | 0.42 | 0.21 | 0.34 | 0.25 | 0.25 | 0.28 | 0.26 | 0.34 | 0.39 | 0.51 | 0.35 | 0.26 | 0.31 | 0.28 | 0.27 | 0.30 |
| CVS | 0.14 | 0.38 | 0.50 | 0.36 | 0.16 | 0.33 | 0.42 | 1.00 | 0.18 | 0.34 | 0.36 | 0.32 | 0.32 | 0.26 | 0.36 | 0.49 | 0.42 | 0.37 | 0.25 | 0.38 | 0.33 | 0.25 | 0.26 |
| META | 0.51 | 0.21 | 0.21 | 0.25 | 0.51 | 0.23 | 0.21 | 0.18 | 1.00 | 0.20 | 0.32 | 0.38 | 0.29 | 0.43 | 0.20 | 0.24 | 0.21 | 0.24 | 0.51 | 0.36 | 0.40 | 0.66 | 0.58 |
| PG | 0.17 | 0.32 | 0.25 | 0.28 | 0.17 | 0.38 | 0.34 | 0.34 | 0.20 | 1.00 | 0.28 | 0.26 | 0.42 | 0.27 | 0.61 | 0.35 | 0.48 | 0.65 | 0.27 | 0.37 | 0.35 | 0.27 | 0.34 |
| TJX | 0.26 | 0.26 | 0.32 | 0.27 | 0.29 | 0.33 | 0.25 | 0.36 | 0.32 | 0.28 | 1.00 | 0.44 | 0.38 | 0.33 | 0.34 | 0.34 | 0.27 | 0.32 | 0.32 | 0.53 | 0.46 | 0.36 | 0.35 |
| DIS | 0.33 | 0.25 | 0.29 | 0.27 | 0.33 | 0.28 | 0.25 | 0.32 | 0.38 | 0.26 | 0.44 | 1.00 | 0.33 | 0.40 | 0.32 | 0.29 | 0.26 | 0.29 | 0.39 | 0.42 | 0.48 | 0.42 | 0.40 |
| MCD | 0.20 | 0.29 | 0.27 | 0.27 | 0.22 | 0.35 | 0.28 | 0.32 | 0.29 | 0.42 | 0.38 | 0.33 | 1.00 | 0.29 | 0.49 | 0.32 | 0.39 | 0.46 | 0.32 | 0.40 | 0.53 | 0.33 | 0.38 |
| INTC | 0.39 | 0.24 | 0.26 | 0.30 | 0.55 | 0.28 | 0.26 | 0.26 | 0.43 | 0.27 | 0.33 | 0.40 | 0.29 | 1.00 | 0.26 | 0.28 | 0.28 | 0.29 | 0.49 | 0.39 | 0.35 | 0.47 | 0.54 |
| KO | 0.13 | 0.32 | 0.28 | 0.28 | 0.15 | 0.37 | 0.34 | 0.36 | 0.20 | 0.61 | 0.34 | 0.32 | 0.49 | 0.26 | 1.00 | 0.34 | 0.45 | 0.72 | 0.27 | 0.35 | 0.40 | 0.30 | 0.34 |
| UNH | 0.23 | 0.37 | 0.61 | 0.32 | 0.23 | 0.35 | 0.39 | 0.49 | 0.24 | 0.35 | 0.34 | 0.29 | 0.32 | 0.28 | 0.34 | 1.00 | 0.43 | 0.35 | 0.32 | 0.36 | 0.33 | 0.33 | 0.34 |
| JNJ | 0.18 | 0.47 | 0.33 | 0.42 | 0.16 | 0.37 | 0.51 | 0.42 | 0.21 | 0.48 | 0.27 | 0.26 | 0.39 | 0.28 | 0.45 | 0.43 | 1.00 | 0.48 | 0.27 | 0.34 | 0.34 | 0.30 | 0.31 |
| PEP | 0.18 | 0.32 | 0.26 | 0.32 | 0.18 | 0.38 | 0.35 | 0.37 | 0.24 | 0.65 | 0.32 | 0.29 | 0.46 | 0.29 | 0.72 | 0.35 | 0.48 | 1.00 | 0.32 | 0.38 | 0.41 | 0.31 | 0.37 |
| AAPL | 0.44 | 0.23 | 0.25 | 0.27 | 0.52 | 0.27 | 0.26 | 0.25 | 0.51 | 0.27 | 0.32 | 0.39 | 0.32 | 0.49 | 0.27 | 0.32 | 0.27 | 0.32 | 1.00 | 0.40 | 0.41 | 0.58 | 0.62 |
| HD | 0.31 | 0.28 | 0.30 | 0.30 | 0.37 | 0.35 | 0.31 | 0.38 | 0.36 | 0.37 | 0.53 | 0.42 | 0.40 | 0.39 | 0.35 | 0.36 | 0.34 | 0.38 | 0.40 | 1.00 | 0.46 | 0.40 | 0.45 |
| SBUX | 0.33 | 0.27 | 0.29 | 0.29 | 0.33 | 0.33 | 0.28 | 0.33 | 0.40 | 0.35 | 0.46 | 0.48 | 0.53 | 0.35 | 0.40 | 0.33 | 0.34 | 0.41 | 0.41 | 0.46 | 1.00 | 0.45 | 0.45 |
| GOOG | 0.48 | 0.24 | 0.25 | 0.28 | 0.52 | 0.27 | 0.27 | 0.25 | 0.66 | 0.27 | 0.36 | 0.42 | 0.33 | 0.47 | 0.30 | 0.33 | 0.30 | 0.31 | 0.58 | 0.40 | 0.45 | 1.00 | 0.69 |
| MSFT | 0.49 | 0.25 | 0.25 | 0.29 | 0.58 | 0.32 | 0.30 | 0.26 | 0.58 | 0.34 | 0.35 | 0.40 | 0.38 | 0.54 | 0.34 | 0.34 | 0.31 | 0.37 | 0.62 | 0.45 | 0.45 | 0.69 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014