Candidate (3/18/25)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Candidate (3/18/25)
Last updated Apr 18, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5.16% |
AEP American Electric Power Company, Inc. | Utilities | 0.24% |
AON Aon plc | Financial Services | 1.02% |
APD Air Products and Chemicals, Inc. | Basic Materials | 0.57% |
AVGO Broadcom Inc. | Technology | 1.58% |
BDX Becton, Dickinson and Company | Healthcare | 0.90% |
BSX Boston Scientific Corporation | Healthcare | 4.22% |
CEG Constellation Energy Corp | Utilities | 0.18% |
CME CME Group Inc. | Financial Services | 12.19% |
COR Cencora Inc. | Healthcare | 0.94% |
DUK Duke Energy Corporation | Utilities | 0.96% |
EOG EOG Resources, Inc. | Energy | 1.94% |
FTNT Fortinet, Inc. | Technology | 0.05% |
GEV GE Vernova Inc. | Utilities | 0.97% |
GILD Gilead Sciences, Inc. | Healthcare | 6.43% |
GOOGL Alphabet Inc. | Communication Services | 1.81% |
HWM Howmet Aerospace Inc. | Industrials | 0.52% |
JNJ Johnson & Johnson | Healthcare | 2.96% |
KMI Kinder Morgan, Inc. | Energy | 5.02% |
KO | 2.27% | |
LMT | 1.64% | |
MCK | 4.19% | |
META | 0.95% | |
MMM | 0.71% | |
MO | 9.18% | |
NFLX | 2.23% | |
NOC | 0.91% | |
NVDA | 2.97% | |
PGR | 0.14% | |
PM | 6.85% | |
RTX | 1.32% | |
T | 7.86% | |
TMUS | 2.46% | |
UBER | 1.15% | |
WELL | 3.54% | |
WMT | 3.27% | |
XOM | 0.71% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Candidate (3/18/25), 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 every 3 months.
Candidate (3/18/25)
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 27, 2024, corresponding to the inception date of GEV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Candidate (3/18/25) | 9.26% | -0.68% | 13.50% | 45.61% | N/A | N/A |
| Portfolio components: | ||||||
CME CME Group Inc. | 13.61% | -1.49% | 19.57% | 31.79% | 10.96% | 15.80% |
MO | 13.23% | 1.49% | 21.35% | 53.02% | N/A | N/A |
T | 22.06% | 3.11% | 27.90% | 77.24% | N/A | N/A |
PM | 36.81% | 7.03% | 38.57% | 88.27% | N/A | N/A |
GILD Gilead Sciences, Inc. | 13.97% | -5.16% | 21.52% | 62.06% | 8.80% | 3.90% |
AAPL Apple Inc | -21.25% | -7.39% | -14.96% | 17.80% | 23.54% | 21.38% |
KMI Kinder Morgan, Inc. | -0.05% | -1.53% | 11.63% | 60.57% | 20.00% | 0.37% |
BSX Boston Scientific Corporation | 6.49% | -4.13% | 10.07% | 39.96% | 20.01% | 18.03% |
MCK | 22.45% | 5.36% | 37.33% | 33.16% | N/A | N/A |
WELL | 17.38% | -1.80% | 13.71% | 67.71% | N/A | N/A |
WMT | 3.46% | 9.21% | 15.82% | 58.05% | N/A | N/A |
NVDA | -24.42% | -12.08% | -25.87% | 20.80% | N/A | N/A |
JNJ Johnson & Johnson | 9.76% | -4.13% | -2.72% | 12.26% | 3.58% | 7.58% |
TMUS | 19.11% | 0.50% | 18.88% | 65.99% | N/A | N/A |
KO | 18.12% | 5.22% | 6.00% | 28.50% | N/A | N/A |
NFLX | 9.17% | 4.63% | 41.50% | 58.55% | N/A | N/A |
EOG EOG Resources, Inc. | -8.38% | -9.02% | -11.60% | -13.97% | 27.19% | 4.10% |
GOOGL Alphabet Inc. | -20.06% | -5.92% | -7.01% | -2.31% | 18.94% | 18.80% |
LMT | -3.79% | -1.11% | -22.83% | 4.43% | N/A | N/A |
AVGO Broadcom Inc. | -26.02% | -9.10% | -5.27% | 34.94% | 48.99% | 33.58% |
RTX | 11.94% | -2.86% | 3.56% | 30.74% | N/A | N/A |
UBER | 24.73% | 5.16% | -5.83% | 4.59% | N/A | N/A |
AON Aon plc | 2.48% | -5.80% | 2.79% | 21.53% | 14.96% | 15.33% |
GEV GE Vernova Inc. | -1.64% | 1.45% | 19.04% | 140.29% | N/A | N/A |
DUK Duke Energy Corporation | 14.10% | 0.86% | 2.92% | 33.87% | 10.64% | 8.96% |
META | -14.28% | -13.89% | -12.93% | 1.85% | N/A | N/A |
COR Cencora Inc. | 27.91% | 8.56% | 22.24% | 21.25% | 27.99% | 11.39% |
NOC | 15.67% | 10.33% | 3.25% | 21.60% | N/A | N/A |
BDX Becton, Dickinson and Company | -12.01% | -14.39% | -16.55% | -12.93% | -3.46% | 5.05% |
MMM | 1.37% | -13.72% | -3.05% | 46.41% | N/A | N/A |
XOM | 0.28% | -5.91% | -9.63% | -6.83% | N/A | N/A |
APD Air Products and Chemicals, Inc. | -8.24% | -9.36% | -19.05% | 17.71% | 5.99% | 8.80% |
HWM Howmet Aerospace Inc. | 12.76% | -3.91% | 16.20% | 94.76% | 60.84% | N/A |
AEP American Electric Power Company, Inc. | 17.88% | 1.62% | 8.79% | 37.69% | 8.44% | 10.54% |
CEG Constellation Energy Corp | -7.44% | -1.98% | -23.53% | 12.24% | N/A | N/A |
PGR | 13.03% | -6.26% | 7.76% | 29.62% | N/A | N/A |
FTNT Fortinet, Inc. | 1.75% | -0.80% | 18.88% | 48.67% | 33.68% | 30.16% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Candidate (3/18/25), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.21% | 7.00% | 0.60% | -2.61% | 9.26% | ||||||||
| 2024 | 0.01% | -1.23% | 5.35% | 2.70% | 4.47% | 6.05% | 2.19% | 3.35% | 5.99% | -2.91% | 28.69% |
Expense Ratio
Candidate (3/18/25) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, Candidate (3/18/25) is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
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: 3.97
^GSPC: 0.24
Portfolio: 4.73
^GSPC: 0.47
Portfolio: 1.92
^GSPC: 1.07
Portfolio: 5.55
^GSPC: 0.24
Portfolio: 30.66
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CME CME Group Inc. | 1.91 | 2.53 | 1.33 | 3.22 | 7.88 |
MO | 2.94 | 4.04 | 1.54 | 5.28 | 12.69 |
T | 3.46 | 4.09 | 1.61 | 9.08 | 28.67 |
PM | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
GILD Gilead Sciences, Inc. | 2.46 | 3.47 | 1.44 | 4.56 | 14.27 |
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.50 | 2.03 |
KMI Kinder Morgan, Inc. | 2.47 | 2.89 | 1.48 | 3.33 | 9.47 |
BSX Boston Scientific Corporation | 1.76 | 2.27 | 1.36 | 2.55 | 11.06 |
MCK | 1.20 | 1.61 | 1.27 | 1.36 | 3.36 |
WELL | 3.40 | 4.25 | 1.56 | 5.42 | 17.26 |
WMT | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
NVDA | 0.27 | 0.79 | 1.10 | 0.44 | 1.20 |
JNJ Johnson & Johnson | 0.66 | 1.00 | 1.14 | 0.87 | 2.04 |
TMUS | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
KO | 1.80 | 2.53 | 1.33 | 1.90 | 4.21 |
NFLX | 1.71 | 2.34 | 1.32 | 3.01 | 9.42 |
EOG EOG Resources, Inc. | -0.50 | -0.52 | 0.93 | -0.61 | -1.73 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
LMT | 0.21 | 0.42 | 1.07 | 0.16 | 0.33 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
RTX | 1.34 | 1.90 | 1.28 | 2.26 | 7.17 |
UBER | 0.03 | 0.37 | 1.05 | 0.05 | 0.11 |
AON Aon plc | 1.06 | 1.62 | 1.22 | 1.27 | 4.20 |
GEV GE Vernova Inc. | 2.58 | 2.76 | 1.39 | 3.89 | 11.75 |
DUK Duke Energy Corporation | 2.06 | 2.79 | 1.34 | 3.13 | 8.05 |
META | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
COR Cencora Inc. | 1.13 | 1.66 | 1.22 | 1.81 | 3.93 |
NOC | 1.01 | 1.54 | 1.20 | 1.10 | 2.56 |
BDX Becton, Dickinson and Company | -0.59 | -0.67 | 0.91 | -0.63 | -2.02 |
MMM | 1.34 | 2.45 | 1.33 | 2.54 | 9.32 |
XOM | -0.29 | -0.24 | 0.97 | -0.36 | -0.86 |
APD Air Products and Chemicals, Inc. | 0.67 | 1.18 | 1.16 | 0.71 | 2.32 |
HWM Howmet Aerospace Inc. | 2.30 | 3.15 | 1.44 | 4.79 | 18.17 |
AEP American Electric Power Company, Inc. | 2.11 | 2.75 | 1.36 | 3.11 | 7.81 |
CEG Constellation Energy Corp | 0.17 | 0.74 | 1.10 | 0.23 | 0.60 |
PGR | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
FTNT Fortinet, Inc. | 1.17 | 2.14 | 1.30 | 1.88 | 6.25 |
Candidate (3/18/25)
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Candidate (3/18/25) provided a 2.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.72% | 3.01% | 3.62% | 3.53% | 3.37% | 3.60% | 2.97% | 3.24% | 2.62% | 2.72% | 3.34% | 2.63% |
| Portfolio components: | ||||||||||||
CME CME Group Inc. | 4.00% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
MO | 6.95% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
T | 4.09% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
PM | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
GILD Gilead Sciences, Inc. | 2.97% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
KMI Kinder Morgan, Inc. | 4.24% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MCK | 0.39% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
WELL | 1.78% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
TMUS | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EOG EOG Resources, Inc. | 3.41% | 2.97% | 4.80% | 6.79% | 4.07% | 2.83% | 1.21% | 0.87% | 0.62% | 0.66% | 0.95% | 0.56% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT | 2.78% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
RTX | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AON Aon plc | 0.73% | 0.74% | 0.83% | 0.73% | 0.66% | 0.84% | 0.83% | 1.07% | 1.05% | 1.16% | 1.25% | 0.98% |
GEV GE Vernova Inc. | 0.08% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DUK Duke Energy Corporation | 3.42% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% |
META | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COR Cencora Inc. | 0.74% | 0.93% | 0.96% | 1.13% | 1.34% | 1.74% | 1.88% | 2.07% | 1.61% | 1.77% | 1.17% | 1.10% |
NOC | 1.52% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% |
BDX Becton, Dickinson and Company | 2.00% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
MMM | 2.17% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
XOM | 3.63% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
APD Air Products and Chemicals, Inc. | 2.70% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
HWM Howmet Aerospace Inc. | 0.25% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% | 0.00% | 0.00% |
AEP American Electric Power Company, Inc. | 3.36% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% | 3.34% |
CEG Constellation Energy Corp | 0.70% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PGR | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
FTNT Fortinet, 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% |
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.
Candidate (3/18/25)
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Candidate (3/18/25). 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 Candidate (3/18/25) was 8.25%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Candidate (3/18/25) drawdown is 2.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.25% | Apr 1, 2025 | 6 | Apr 8, 2025 | — | — | — |
| -4.03% | Dec 6, 2024 | 9 | Dec 18, 2024 | 22 | Jan 23, 2025 | 31 |
| -3.57% | Apr 1, 2024 | 12 | Apr 16, 2024 | 14 | May 6, 2024 | 26 |
| -3.26% | Mar 4, 2025 | 8 | Mar 13, 2025 | 12 | Mar 31, 2025 | 20 |
| -2.42% | Aug 5, 2024 | 1 | Aug 5, 2024 | 6 | Aug 13, 2024 | 7 |
Volatility
Volatility Chart
The current Candidate (3/18/25) volatility is 8.48%, 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.
Candidate (3/18/25)
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.
| EOG | AAPL | UBER | FTNT | CME | GILD | XOM | MCK | PGR | COR | TMUS | WMT | GEV | GOOGL | BDX | T | META | CEG | NFLX | APD | WELL | PM | NOC | MMM | AVGO | HWM | KMI | BSX | AON | RTX | NVDA | LMT | MO | JNJ | KO | AEP | DUK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EOG | 1.00 | 0.05 | 0.13 | 0.11 | -0.05 | 0.11 | 0.74 | 0.10 | 0.21 | 0.03 | 0.11 | 0.11 | 0.10 | 0.08 | 0.12 | 0.11 | -0.02 | 0.17 | 0.02 | 0.15 | -0.02 | 0.05 | 0.14 | 0.23 | 0.05 | 0.20 | 0.41 | 0.11 | 0.16 | 0.24 | 0.02 | 0.18 | 0.13 | 0.13 | 0.06 | 0.11 | 0.07 |
| AAPL | 0.05 | 1.00 | 0.23 | 0.25 | -0.10 | 0.12 | 0.12 | 0.04 | -0.01 | -0.08 | 0.15 | 0.22 | 0.13 | 0.41 | 0.12 | 0.01 | 0.30 | 0.16 | 0.35 | 0.24 | 0.09 | 0.08 | -0.06 | 0.18 | 0.33 | 0.27 | 0.02 | 0.21 | 0.10 | 0.02 | 0.30 | -0.10 | 0.05 | 0.02 | 0.13 | 0.00 | -0.04 |
| UBER | 0.13 | 0.23 | 1.00 | 0.29 | -0.08 | -0.04 | 0.11 | -0.02 | -0.07 | -0.12 | -0.09 | 0.11 | 0.29 | 0.30 | 0.08 | -0.06 | 0.35 | 0.28 | 0.35 | 0.14 | 0.01 | 0.01 | -0.12 | 0.10 | 0.30 | 0.23 | 0.12 | 0.22 | 0.08 | 0.04 | 0.35 | -0.13 | -0.07 | -0.02 | -0.08 | -0.10 | -0.15 |
| FTNT | 0.11 | 0.25 | 0.29 | 1.00 | -0.09 | 0.04 | 0.08 | 0.14 | 0.01 | 0.08 | 0.11 | 0.19 | 0.30 | 0.37 | 0.15 | 0.01 | 0.32 | 0.31 | 0.46 | 0.12 | 0.09 | 0.04 | -0.01 | 0.24 | 0.35 | 0.33 | 0.32 | 0.37 | 0.16 | 0.15 | 0.36 | -0.03 | -0.06 | -0.10 | -0.01 | -0.07 | -0.05 |
| CME | -0.05 | -0.10 | -0.08 | -0.09 | 1.00 | 0.11 | 0.02 | 0.16 | 0.24 | 0.19 | 0.19 | 0.19 | -0.07 | -0.16 | 0.05 | 0.23 | -0.12 | -0.10 | -0.07 | 0.06 | 0.28 | 0.24 | 0.34 | 0.07 | -0.21 | -0.06 | 0.09 | 0.02 | 0.23 | 0.23 | -0.22 | 0.29 | 0.31 | 0.25 | 0.31 | 0.35 | 0.37 |
| GILD | 0.11 | 0.12 | -0.04 | 0.04 | 0.11 | 1.00 | 0.21 | 0.14 | 0.20 | 0.13 | 0.24 | 0.19 | -0.09 | 0.07 | 0.28 | 0.28 | -0.05 | -0.12 | -0.03 | 0.27 | 0.18 | 0.23 | 0.23 | 0.22 | -0.03 | -0.00 | 0.14 | 0.07 | 0.30 | 0.14 | -0.14 | 0.26 | 0.28 | 0.47 | 0.34 | 0.24 | 0.23 |
| XOM | 0.74 | 0.12 | 0.11 | 0.08 | 0.02 | 0.21 | 1.00 | 0.16 | 0.24 | 0.12 | 0.19 | 0.08 | 0.09 | 0.03 | 0.25 | 0.19 | 0.01 | 0.11 | 0.07 | 0.20 | 0.05 | 0.13 | 0.23 | 0.24 | -0.04 | 0.17 | 0.42 | 0.15 | 0.20 | 0.30 | 0.01 | 0.29 | 0.21 | 0.27 | 0.20 | 0.24 | 0.17 |
| MCK | 0.10 | 0.04 | -0.02 | 0.14 | 0.16 | 0.14 | 0.16 | 1.00 | 0.29 | 0.70 | 0.32 | 0.23 | 0.00 | -0.05 | 0.24 | 0.17 | -0.07 | -0.02 | 0.04 | 0.19 | 0.19 | 0.18 | 0.22 | 0.09 | -0.10 | 0.10 | 0.10 | 0.20 | 0.27 | 0.22 | -0.04 | 0.30 | 0.25 | 0.28 | 0.27 | 0.22 | 0.26 |
| PGR | 0.21 | -0.01 | -0.07 | 0.01 | 0.24 | 0.20 | 0.24 | 0.29 | 1.00 | 0.29 | 0.35 | 0.23 | 0.04 | -0.08 | 0.11 | 0.25 | -0.01 | 0.04 | 0.06 | 0.06 | 0.26 | 0.26 | 0.27 | 0.25 | -0.05 | 0.16 | 0.24 | 0.15 | 0.39 | 0.31 | -0.10 | 0.30 | 0.29 | 0.25 | 0.36 | 0.26 | 0.34 |
| COR | 0.03 | -0.08 | -0.12 | 0.08 | 0.19 | 0.13 | 0.12 | 0.70 | 0.29 | 1.00 | 0.32 | 0.15 | -0.02 | -0.16 | 0.29 | 0.30 | -0.16 | -0.06 | -0.04 | 0.18 | 0.19 | 0.21 | 0.25 | 0.11 | -0.13 | 0.03 | 0.12 | 0.14 | 0.28 | 0.24 | -0.10 | 0.34 | 0.24 | 0.34 | 0.34 | 0.28 | 0.34 |
| TMUS | 0.11 | 0.15 | -0.09 | 0.11 | 0.19 | 0.24 | 0.19 | 0.32 | 0.35 | 0.32 | 1.00 | 0.24 | -0.01 | -0.00 | 0.20 | 0.39 | -0.01 | -0.01 | 0.08 | 0.25 | 0.33 | 0.33 | 0.22 | 0.16 | -0.01 | 0.13 | 0.15 | 0.23 | 0.26 | 0.19 | 0.01 | 0.23 | 0.36 | 0.23 | 0.36 | 0.32 | 0.34 |
| WMT | 0.11 | 0.22 | 0.11 | 0.19 | 0.19 | 0.19 | 0.08 | 0.23 | 0.23 | 0.15 | 0.24 | 1.00 | 0.22 | 0.17 | 0.10 | 0.22 | 0.25 | 0.20 | 0.27 | 0.28 | 0.38 | 0.20 | 0.15 | 0.19 | 0.14 | 0.22 | 0.20 | 0.34 | 0.24 | 0.21 | 0.07 | 0.14 | 0.18 | 0.16 | 0.30 | 0.16 | 0.19 |
| GEV | 0.10 | 0.13 | 0.29 | 0.30 | -0.07 | -0.09 | 0.09 | 0.00 | 0.04 | -0.02 | -0.01 | 0.22 | 1.00 | 0.36 | 0.05 | -0.05 | 0.37 | 0.59 | 0.42 | 0.23 | 0.13 | 0.04 | -0.01 | 0.37 | 0.45 | 0.51 | 0.37 | 0.41 | 0.11 | 0.27 | 0.49 | -0.02 | -0.11 | -0.18 | -0.12 | -0.08 | -0.07 |
| GOOGL | 0.08 | 0.41 | 0.30 | 0.37 | -0.16 | 0.07 | 0.03 | -0.05 | -0.08 | -0.16 | -0.00 | 0.17 | 0.36 | 1.00 | 0.08 | -0.14 | 0.55 | 0.35 | 0.45 | 0.21 | 0.03 | -0.07 | -0.11 | 0.23 | 0.46 | 0.33 | 0.19 | 0.35 | 0.08 | 0.05 | 0.42 | -0.11 | -0.13 | -0.13 | -0.09 | -0.20 | -0.18 |
| BDX | 0.12 | 0.12 | 0.08 | 0.15 | 0.05 | 0.28 | 0.25 | 0.24 | 0.11 | 0.29 | 0.20 | 0.10 | 0.05 | 0.08 | 1.00 | 0.22 | -0.03 | -0.05 | -0.07 | 0.38 | 0.28 | 0.24 | 0.29 | 0.30 | 0.01 | 0.19 | 0.23 | 0.25 | 0.34 | 0.37 | -0.02 | 0.31 | 0.27 | 0.38 | 0.35 | 0.29 | 0.32 |
| T | 0.11 | 0.01 | -0.06 | 0.01 | 0.23 | 0.28 | 0.19 | 0.17 | 0.25 | 0.30 | 0.39 | 0.22 | -0.05 | -0.14 | 0.22 | 1.00 | -0.11 | -0.07 | -0.04 | 0.17 | 0.29 | 0.37 | 0.17 | 0.16 | -0.16 | 0.08 | 0.20 | 0.10 | 0.24 | 0.21 | -0.17 | 0.24 | 0.41 | 0.37 | 0.35 | 0.41 | 0.44 |
| META | -0.02 | 0.30 | 0.35 | 0.32 | -0.12 | -0.05 | 0.01 | -0.07 | -0.01 | -0.16 | -0.01 | 0.25 | 0.37 | 0.55 | -0.03 | -0.11 | 1.00 | 0.51 | 0.49 | 0.09 | 0.07 | -0.02 | -0.19 | 0.20 | 0.50 | 0.38 | 0.13 | 0.38 | 0.08 | -0.02 | 0.47 | -0.22 | -0.21 | -0.23 | -0.13 | -0.19 | -0.22 |
| CEG | 0.17 | 0.16 | 0.28 | 0.31 | -0.10 | -0.12 | 0.11 | -0.02 | 0.04 | -0.06 | -0.01 | 0.20 | 0.59 | 0.35 | -0.05 | -0.07 | 0.51 | 1.00 | 0.43 | 0.17 | 0.06 | -0.04 | -0.13 | 0.26 | 0.52 | 0.44 | 0.34 | 0.37 | 0.01 | 0.16 | 0.52 | -0.11 | -0.17 | -0.22 | -0.14 | -0.09 | -0.12 |
| NFLX | 0.02 | 0.35 | 0.35 | 0.46 | -0.07 | -0.03 | 0.07 | 0.04 | 0.06 | -0.04 | 0.08 | 0.27 | 0.42 | 0.45 | -0.07 | -0.04 | 0.49 | 0.43 | 1.00 | 0.13 | 0.07 | -0.02 | -0.12 | 0.20 | 0.49 | 0.45 | 0.21 | 0.42 | 0.08 | 0.12 | 0.53 | -0.13 | -0.13 | -0.25 | -0.10 | -0.18 | -0.20 |
| APD | 0.15 | 0.24 | 0.14 | 0.12 | 0.06 | 0.27 | 0.20 | 0.19 | 0.06 | 0.18 | 0.25 | 0.28 | 0.23 | 0.21 | 0.38 | 0.17 | 0.09 | 0.17 | 0.13 | 1.00 | 0.31 | 0.24 | 0.09 | 0.41 | 0.15 | 0.30 | 0.23 | 0.24 | 0.27 | 0.30 | 0.09 | 0.22 | 0.22 | 0.29 | 0.31 | 0.25 | 0.24 |
| WELL | -0.02 | 0.09 | 0.01 | 0.09 | 0.28 | 0.18 | 0.05 | 0.19 | 0.26 | 0.19 | 0.33 | 0.38 | 0.13 | 0.03 | 0.28 | 0.29 | 0.07 | 0.06 | 0.07 | 0.31 | 1.00 | 0.39 | 0.23 | 0.14 | 0.02 | 0.20 | 0.33 | 0.30 | 0.34 | 0.29 | -0.03 | 0.19 | 0.31 | 0.28 | 0.42 | 0.44 | 0.45 |
| PM | 0.05 | 0.08 | 0.01 | 0.04 | 0.24 | 0.23 | 0.13 | 0.18 | 0.26 | 0.21 | 0.33 | 0.20 | 0.04 | -0.07 | 0.24 | 0.37 | -0.02 | -0.04 | -0.02 | 0.24 | 0.39 | 1.00 | 0.21 | 0.23 | -0.14 | 0.09 | 0.16 | 0.22 | 0.23 | 0.21 | -0.16 | 0.23 | 0.57 | 0.40 | 0.50 | 0.52 | 0.51 |
| NOC | 0.14 | -0.06 | -0.12 | -0.01 | 0.34 | 0.23 | 0.23 | 0.22 | 0.27 | 0.25 | 0.22 | 0.15 | -0.01 | -0.11 | 0.29 | 0.17 | -0.19 | -0.13 | -0.12 | 0.09 | 0.23 | 0.21 | 1.00 | 0.13 | -0.16 | 0.04 | 0.17 | 0.11 | 0.28 | 0.44 | -0.26 | 0.69 | 0.36 | 0.30 | 0.43 | 0.36 | 0.36 |
| MMM | 0.23 | 0.18 | 0.10 | 0.24 | 0.07 | 0.22 | 0.24 | 0.09 | 0.25 | 0.11 | 0.16 | 0.19 | 0.37 | 0.23 | 0.30 | 0.16 | 0.20 | 0.26 | 0.20 | 0.41 | 0.14 | 0.23 | 0.13 | 1.00 | 0.26 | 0.44 | 0.35 | 0.33 | 0.38 | 0.34 | 0.16 | 0.16 | 0.18 | 0.19 | 0.18 | 0.17 | 0.18 |
| AVGO | 0.05 | 0.33 | 0.30 | 0.35 | -0.21 | -0.03 | -0.04 | -0.10 | -0.05 | -0.13 | -0.01 | 0.14 | 0.45 | 0.46 | 0.01 | -0.16 | 0.50 | 0.52 | 0.49 | 0.15 | 0.02 | -0.14 | -0.16 | 0.26 | 1.00 | 0.44 | 0.14 | 0.29 | 0.06 | 0.08 | 0.69 | -0.13 | -0.21 | -0.27 | -0.19 | -0.27 | -0.25 |
| HWM | 0.20 | 0.27 | 0.23 | 0.33 | -0.06 | -0.00 | 0.17 | 0.10 | 0.16 | 0.03 | 0.13 | 0.22 | 0.51 | 0.33 | 0.19 | 0.08 | 0.38 | 0.44 | 0.45 | 0.30 | 0.20 | 0.09 | 0.04 | 0.44 | 0.44 | 1.00 | 0.39 | 0.43 | 0.23 | 0.50 | 0.46 | 0.13 | -0.04 | -0.13 | -0.01 | -0.02 | -0.03 |
| KMI | 0.41 | 0.02 | 0.12 | 0.32 | 0.09 | 0.14 | 0.42 | 0.10 | 0.24 | 0.12 | 0.15 | 0.20 | 0.37 | 0.19 | 0.23 | 0.20 | 0.13 | 0.34 | 0.21 | 0.23 | 0.33 | 0.16 | 0.17 | 0.35 | 0.14 | 0.39 | 1.00 | 0.36 | 0.32 | 0.37 | 0.21 | 0.17 | 0.17 | 0.12 | 0.19 | 0.25 | 0.31 |
| BSX | 0.11 | 0.21 | 0.22 | 0.37 | 0.02 | 0.07 | 0.15 | 0.20 | 0.15 | 0.14 | 0.23 | 0.34 | 0.41 | 0.35 | 0.25 | 0.10 | 0.38 | 0.37 | 0.42 | 0.24 | 0.30 | 0.22 | 0.11 | 0.33 | 0.29 | 0.43 | 0.36 | 1.00 | 0.27 | 0.36 | 0.29 | 0.12 | 0.08 | 0.02 | 0.12 | 0.05 | 0.15 |
| AON | 0.16 | 0.10 | 0.08 | 0.16 | 0.23 | 0.30 | 0.20 | 0.27 | 0.39 | 0.28 | 0.26 | 0.24 | 0.11 | 0.08 | 0.34 | 0.24 | 0.08 | 0.01 | 0.08 | 0.27 | 0.34 | 0.23 | 0.28 | 0.38 | 0.06 | 0.23 | 0.32 | 0.27 | 1.00 | 0.34 | -0.05 | 0.25 | 0.27 | 0.31 | 0.36 | 0.35 | 0.37 |
| RTX | 0.24 | 0.02 | 0.04 | 0.15 | 0.23 | 0.14 | 0.30 | 0.22 | 0.31 | 0.24 | 0.19 | 0.21 | 0.27 | 0.05 | 0.37 | 0.21 | -0.02 | 0.16 | 0.12 | 0.30 | 0.29 | 0.21 | 0.44 | 0.34 | 0.08 | 0.50 | 0.37 | 0.36 | 0.34 | 1.00 | 0.02 | 0.53 | 0.21 | 0.22 | 0.16 | 0.22 | 0.25 |
| NVDA | 0.02 | 0.30 | 0.35 | 0.36 | -0.22 | -0.14 | 0.01 | -0.04 | -0.10 | -0.10 | 0.01 | 0.07 | 0.49 | 0.42 | -0.02 | -0.17 | 0.47 | 0.52 | 0.53 | 0.09 | -0.03 | -0.16 | -0.26 | 0.16 | 0.69 | 0.46 | 0.21 | 0.29 | -0.05 | 0.02 | 1.00 | -0.19 | -0.23 | -0.35 | -0.24 | -0.28 | -0.28 |
| LMT | 0.18 | -0.10 | -0.13 | -0.03 | 0.29 | 0.26 | 0.29 | 0.30 | 0.30 | 0.34 | 0.23 | 0.14 | -0.02 | -0.11 | 0.31 | 0.24 | -0.22 | -0.11 | -0.13 | 0.22 | 0.19 | 0.23 | 0.69 | 0.16 | -0.13 | 0.13 | 0.17 | 0.12 | 0.25 | 0.53 | -0.19 | 1.00 | 0.32 | 0.30 | 0.41 | 0.35 | 0.37 |
| MO | 0.13 | 0.05 | -0.07 | -0.06 | 0.31 | 0.28 | 0.21 | 0.25 | 0.29 | 0.24 | 0.36 | 0.18 | -0.11 | -0.13 | 0.27 | 0.41 | -0.21 | -0.17 | -0.13 | 0.22 | 0.31 | 0.57 | 0.36 | 0.18 | -0.21 | -0.04 | 0.17 | 0.08 | 0.27 | 0.21 | -0.23 | 0.32 | 1.00 | 0.49 | 0.52 | 0.53 | 0.51 |
| JNJ | 0.13 | 0.02 | -0.02 | -0.10 | 0.25 | 0.47 | 0.27 | 0.28 | 0.25 | 0.34 | 0.23 | 0.16 | -0.18 | -0.13 | 0.38 | 0.37 | -0.23 | -0.22 | -0.25 | 0.29 | 0.28 | 0.40 | 0.30 | 0.19 | -0.27 | -0.13 | 0.12 | 0.02 | 0.31 | 0.22 | -0.35 | 0.30 | 0.49 | 1.00 | 0.50 | 0.50 | 0.51 |
| KO | 0.06 | 0.13 | -0.08 | -0.01 | 0.31 | 0.34 | 0.20 | 0.27 | 0.36 | 0.34 | 0.36 | 0.30 | -0.12 | -0.09 | 0.35 | 0.35 | -0.13 | -0.14 | -0.10 | 0.31 | 0.42 | 0.50 | 0.43 | 0.18 | -0.19 | -0.01 | 0.19 | 0.12 | 0.36 | 0.16 | -0.24 | 0.41 | 0.52 | 0.50 | 1.00 | 0.53 | 0.54 |
| AEP | 0.11 | 0.00 | -0.10 | -0.07 | 0.35 | 0.24 | 0.24 | 0.22 | 0.26 | 0.28 | 0.32 | 0.16 | -0.08 | -0.20 | 0.29 | 0.41 | -0.19 | -0.09 | -0.18 | 0.25 | 0.44 | 0.52 | 0.36 | 0.17 | -0.27 | -0.02 | 0.25 | 0.05 | 0.35 | 0.22 | -0.28 | 0.35 | 0.53 | 0.50 | 0.53 | 1.00 | 0.80 |
| DUK | 0.07 | -0.04 | -0.15 | -0.05 | 0.37 | 0.23 | 0.17 | 0.26 | 0.34 | 0.34 | 0.34 | 0.19 | -0.07 | -0.18 | 0.32 | 0.44 | -0.22 | -0.12 | -0.20 | 0.24 | 0.45 | 0.51 | 0.36 | 0.18 | -0.25 | -0.03 | 0.31 | 0.15 | 0.37 | 0.25 | -0.28 | 0.37 | 0.51 | 0.51 | 0.54 | 0.80 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 28, 2024