Water Resources
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Water Resources
Last updated Apr 19, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AWK American Water Works Company, Inc. | Utilities | 3.70% |
XYL | 3.70% | |
IEX IDEX Corporation | Industrials | 3.70% |
WMS | 3.70% | |
VMI Valmont Industries, Inc. | Industrials | 3.70% |
ECL Ecolab Inc. | Basic Materials | 3.70% |
AOS A. O. Smith Corporation | Industrials | 3.70% |
ZWS | 3.70% | |
TTEK Tetra Tech, Inc. | Industrials | 3.70% |
PNR Pentair plc | Industrials | 3.70% |
CWT California Water Service Group | Utilities | 3.70% |
PRMW Primo Water Corporation | Consumer Defensive | 3.70% |
VIE.PA Veolia Environnement S.A. | Industrials | 3.70% |
TTC The Toro Company | Industrials | 3.70% |
AWR American States Water Company | Utilities | 3.70% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | Utilities | 3.70% |
MSEX Middlesex Water Company | Utilities | 3.70% |
LNN Lindsay Corporation | Industrials | 3.70% |
WTRG | 3.70% | |
BMI Badger Meter, Inc. | Industrials | 3.70% |
WAT | 3.70% | |
FELE Franklin Electric Co., Inc. | Industrials | 3.70% |
SVT Servotronics, Inc. | Industrials | 3.70% |
WTS | 3.70% | |
MWA Mueller Water Products, Inc. | Industrials | 3.70% |
WTTR | 3.70% | |
ITRI Itron, Inc. | Technology | 3.70% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Water Resources, 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
Water Resources
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 23, 2008, corresponding to the inception date of AWK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 5.06% | -3.23% | 17.14% | 20.62% | 11.54% | 10.37% |
| Water Resources | 1.42% | -2.56% | 17.99% | 13.84% | 12.51% | N/A |
| Portfolio components: | ||||||
AWK American Water Works Company, Inc. | -10.58% | -0.63% | 2.51% | -19.88% | 3.97% | 12.06% |
XYL | 11.52% | -1.20% | 39.36% | 23.83% | 9.99% | N/A |
IEX IDEX Corporation | 4.46% | -6.14% | 17.67% | 5.36% | 8.93% | 13.39% |
WMS | 11.59% | -9.19% | 43.74% | 86.46% | 42.22% | N/A |
VMI Valmont Industries, Inc. | -9.94% | -3.12% | -9.27% | -29.81% | 10.64% | 4.33% |
ECL Ecolab Inc. | 10.80% | -4.11% | 37.81% | 34.90% | 4.65% | 8.56% |
AOS A. O. Smith Corporation | 5.57% | -1.08% | 31.18% | 28.79% | 10.77% | 15.82% |
ZWS | 7.75% | -2.98% | 24.17% | 53.84% | 3.12% | N/A |
TTEK Tetra Tech, Inc. | 12.08% | 3.15% | 19.40% | 33.49% | 24.32% | 21.83% |
PNR Pentair plc | 8.29% | -4.62% | 26.57% | 49.56% | 16.77% | 5.72% |
CWT California Water Service Group | -12.95% | -3.42% | -3.64% | -21.68% | -0.47% | 9.11% |
PRMW Primo Water Corporation | 21.07% | 0.50% | 38.19% | 19.83% | 5.82% | 10.60% |
VIE.PA Veolia Environnement S.A. | -3.32% | -3.99% | 13.61% | -0.51% | 9.66% | 11.67% |
TTC The Toro Company | -11.61% | -5.03% | 3.58% | -17.78% | 3.95% | 11.77% |
AWR American States Water Company | -15.01% | -4.80% | -11.12% | -23.94% | 1.37% | 10.25% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 3.35% | 0.06% | 30.95% | 68.05% | 10.82% | 7.45% |
MSEX Middlesex Water Company | -28.50% | -9.30% | -24.02% | -39.28% | -1.48% | 10.72% |
LNN Lindsay Corporation | -9.54% | 2.74% | 1.34% | -7.31% | 6.91% | 4.10% |
WTRG | -5.04% | -3.57% | 8.70% | -16.08% | 1.31% | N/A |
BMI Badger Meter, Inc. | 15.82% | 13.35% | 30.80% | 34.77% | 26.45% | 22.64% |
WAT | -10.63% | -15.54% | 16.00% | -1.80% | 4.09% | N/A |
FELE Franklin Electric Co., Inc. | 4.26% | -2.50% | 18.62% | 14.16% | 15.02% | 10.70% |
SVT Servotronics, Inc. | -6.00% | -6.00% | 10.49% | 1.82% | -0.90% | 6.11% |
WTS | -4.01% | -3.28% | 16.31% | 24.54% | 18.88% | N/A |
MWA Mueller Water Products, Inc. | 10.86% | 1.34% | 30.98% | 19.70% | 9.41% | 6.97% |
WTTR | 20.21% | -0.33% | 22.93% | 28.48% | -4.51% | N/A |
ITRI Itron, Inc. | 19.84% | 1.81% | 57.90% | 74.22% | 12.21% | 9.88% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.19% | 5.80% | 4.23% | |||||||||
| 2023 | -7.65% | -3.87% | 8.83% | 7.24% |
Expense Ratio
The Water Resources 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 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 | |
|---|---|---|---|---|---|
AWK American Water Works Company, Inc. | -0.91 | -1.29 | 0.86 | -0.52 | -1.47 |
XYL | 1.25 | 1.84 | 1.23 | 0.69 | 2.54 |
IEX IDEX Corporation | 0.55 | 0.94 | 1.11 | 0.46 | 1.42 |
WMS | 2.56 | 3.83 | 1.44 | 1.92 | 10.93 |
VMI Valmont Industries, Inc. | -0.88 | -1.10 | 0.85 | -0.61 | -1.27 |
ECL Ecolab Inc. | 1.81 | 2.98 | 1.38 | 1.06 | 6.26 |
AOS A. O. Smith Corporation | 1.33 | 1.97 | 1.24 | 1.22 | 5.27 |
ZWS | 2.10 | 3.09 | 1.36 | 0.80 | 9.35 |
TTEK Tetra Tech, Inc. | 1.53 | 2.20 | 1.28 | 1.23 | 6.44 |
PNR Pentair plc | 1.67 | 2.33 | 1.28 | 1.31 | 5.83 |
CWT California Water Service Group | -0.80 | -1.10 | 0.88 | -0.53 | -1.38 |
PRMW Primo Water Corporation | 0.88 | 1.54 | 1.18 | 0.67 | 2.71 |
VIE.PA Veolia Environnement S.A. | 0.02 | 0.16 | 1.02 | 0.02 | 0.05 |
TTC The Toro Company | -0.60 | -0.65 | 0.91 | -0.57 | -1.23 |
AWR American States Water Company | -1.07 | -1.51 | 0.83 | -0.70 | -1.72 |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.51 | 3.35 | 1.40 | 2.01 | 19.25 |
MSEX Middlesex Water Company | -1.24 | -1.86 | 0.79 | -0.59 | -1.58 |
LNN Lindsay Corporation | -0.09 | 0.12 | 1.02 | -0.07 | -0.37 |
WTRG | -0.70 | -0.90 | 0.90 | -0.42 | -1.13 |
BMI Badger Meter, Inc. | 1.18 | 1.99 | 1.26 | 1.73 | 3.79 |
WAT | -0.05 | 0.13 | 1.02 | -0.03 | -0.15 |
FELE Franklin Electric Co., Inc. | 0.60 | 1.01 | 1.12 | 0.63 | 1.28 |
SVT Servotronics, Inc. | -0.07 | 0.23 | 1.03 | -0.08 | -0.20 |
WTS | 0.98 | 1.49 | 1.20 | 1.00 | 4.38 |
MWA Mueller Water Products, Inc. | 0.72 | 1.23 | 1.17 | 0.78 | 1.53 |
WTTR | 0.97 | 1.70 | 1.20 | 0.45 | 3.73 |
ITRI Itron, Inc. | 1.68 | 3.32 | 1.40 | 1.31 | 5.86 |
Water Resources
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Water Resources granted a 1.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Water Resources | 1.44% | 1.40% | 1.26% | 0.89% | 1.12% | 1.34% | 1.51% | 2.85% | 1.34% | 1.52% | 1.52% | 1.56% |
| Portfolio components: | ||||||||||||
AWK American Water Works Company, Inc. | 2.41% | 2.10% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
XYL | 1.06% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% | 1.34% | 1.35% |
IEX IDEX Corporation | 1.13% | 1.16% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% | 1.21% |
WMS | 0.36% | 0.38% | 0.57% | 0.31% | 0.43% | 3.47% | 1.24% | 1.09% | 1.08% | 0.76% | 0.17% | 0.00% |
VMI Valmont Industries, Inc. | 1.14% | 1.03% | 0.67% | 0.80% | 1.03% | 1.00% | 1.35% | 0.90% | 1.06% | 1.41% | 1.08% | 0.65% |
ECL Ecolab Inc. | 1.00% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.21% | 1.17% | 1.11% | 0.93% |
AOS A. O. Smith Corporation | 1.78% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% | 0.85% |
ZWS | 0.95% | 0.99% | 0.95% | 0.82% | 0.81% | 0.00% | 0.00% | 41.74% | 0.00% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.56% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% | 0.00% |
PNR Pentair plc | 1.15% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
CWT California Water Service Group | 2.32% | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% |
PRMW Primo Water Corporation | 1.82% | 2.13% | 1.80% | 1.36% | 1.53% | 1.75% | 1.72% | 1.44% | 2.11% | 2.18% | 3.40% | 2.86% |
VIE.PA Veolia Environnement S.A. | 3.91% | 3.92% | 4.17% | 2.09% | 2.50% | 3.88% | 4.68% | 3.76% | 4.51% | 3.20% | 4.92% | 6.12% |
TTC The Toro Company | 1.66% | 1.44% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% | 0.97% |
AWR American States Water Company | 2.48% | 2.06% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.61% | 1.66% | 1.88% | 1.09% | 2.94% | 1.99% | 3.85% | 3.67% | 0.70% | 2.31% | 4.86% | 6.46% |
MSEX Middlesex Water Company | 2.73% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% |
LNN Lindsay Corporation | 1.19% | 1.07% | 0.82% | 0.86% | 0.99% | 1.29% | 1.27% | 1.34% | 1.53% | 1.52% | 1.24% | 0.59% |
WTRG | 3.44% | 3.18% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% | 2.37% | 2.48% |
BMI Badger Meter, Inc. | 0.58% | 0.64% | 0.78% | 0.72% | 0.74% | 0.99% | 1.14% | 1.03% | 1.16% | 1.33% | 1.25% | 1.28% |
WAT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FELE Franklin Electric Co., Inc. | 0.92% | 0.93% | 0.98% | 0.74% | 0.90% | 1.01% | 1.09% | 0.92% | 1.02% | 1.42% | 0.93% | 0.68% |
SVT Servotronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.59% | 1.61% | 1.35% | 1.49% | 1.80% | 0.00% | 1.98% |
WTS | 0.72% | 0.66% | 0.79% | 0.52% | 0.76% | 0.90% | 1.27% | 0.99% | 1.09% | 1.33% | 0.91% | 0.81% |
MWA Mueller Water Products, Inc. | 1.57% | 1.72% | 2.18% | 1.55% | 1.72% | 1.71% | 2.20% | 1.28% | 0.83% | 0.90% | 0.68% | 0.75% |
WTTR | 2.43% | 2.77% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITRI Itron, 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.
Water Resources
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Water Resources. 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 Water Resources was 36.44%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The current Water Resources drawdown is 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.44% | Feb 18, 2020 | 25 | Mar 23, 2020 | 164 | Nov 9, 2020 | 189 |
| -25.48% | Jan 3, 2022 | 118 | Jun 16, 2022 | 280 | Jul 17, 2023 | 398 |
| -15.38% | Jul 27, 2023 | 67 | Oct 27, 2023 | 40 | Dec 22, 2023 | 107 |
| -15.18% | Sep 24, 2018 | 66 | Dec 24, 2018 | 29 | Feb 5, 2019 | 95 |
| -8.91% | Jan 29, 2018 | 45 | Apr 2, 2018 | 101 | Aug 21, 2018 | 146 |
Volatility
Volatility Chart
The current Water Resources volatility is 4.19%, 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.
Water Resources
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.
| SVT | SBS | WTTR | VIE.PA | PRMW | AWK | WTRG | MSEX | AWR | CWT | WAT | WMS | LNN | ITRI | TTEK | TTC | ECL | AOS | BMI | VMI | ZWS | PNR | IEX | MWA | XYL | WTS | FELE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SVT | 1.00 | 0.02 | 0.05 | 0.06 | 0.04 | 0.07 | 0.07 | 0.09 | 0.09 | 0.08 | 0.09 | 0.09 | 0.08 | 0.09 | 0.07 | 0.06 | 0.05 | 0.07 | 0.08 | 0.08 | 0.06 | 0.08 | 0.07 | 0.09 | 0.08 | 0.10 | 0.09 |
| SBS | 0.02 | 1.00 | 0.19 | 0.18 | 0.22 | 0.21 | 0.25 | 0.21 | 0.22 | 0.23 | 0.20 | 0.22 | 0.21 | 0.23 | 0.21 | 0.20 | 0.22 | 0.20 | 0.20 | 0.24 | 0.25 | 0.23 | 0.21 | 0.20 | 0.22 | 0.23 | 0.20 |
| WTTR | 0.05 | 0.19 | 1.00 | 0.18 | 0.23 | 0.02 | 0.11 | 0.14 | 0.10 | 0.13 | 0.18 | 0.25 | 0.32 | 0.33 | 0.27 | 0.23 | 0.20 | 0.25 | 0.26 | 0.40 | 0.36 | 0.28 | 0.26 | 0.34 | 0.26 | 0.33 | 0.32 |
| VIE.PA | 0.06 | 0.18 | 0.18 | 1.00 | 0.26 | 0.26 | 0.27 | 0.20 | 0.21 | 0.24 | 0.21 | 0.24 | 0.21 | 0.24 | 0.25 | 0.24 | 0.32 | 0.23 | 0.23 | 0.24 | 0.26 | 0.24 | 0.23 | 0.25 | 0.27 | 0.25 | 0.24 |
| PRMW | 0.04 | 0.22 | 0.23 | 0.26 | 1.00 | 0.24 | 0.25 | 0.25 | 0.24 | 0.25 | 0.33 | 0.34 | 0.33 | 0.37 | 0.36 | 0.34 | 0.37 | 0.35 | 0.36 | 0.35 | 0.38 | 0.37 | 0.37 | 0.40 | 0.37 | 0.39 | 0.38 |
| AWK | 0.07 | 0.21 | 0.02 | 0.26 | 0.24 | 1.00 | 0.78 | 0.60 | 0.69 | 0.66 | 0.32 | 0.22 | 0.23 | 0.21 | 0.28 | 0.28 | 0.41 | 0.24 | 0.30 | 0.22 | 0.22 | 0.27 | 0.32 | 0.25 | 0.31 | 0.28 | 0.26 |
| WTRG | 0.07 | 0.25 | 0.11 | 0.27 | 0.25 | 0.78 | 1.00 | 0.61 | 0.70 | 0.69 | 0.31 | 0.24 | 0.26 | 0.26 | 0.30 | 0.30 | 0.41 | 0.28 | 0.32 | 0.27 | 0.28 | 0.29 | 0.33 | 0.31 | 0.33 | 0.30 | 0.31 |
| MSEX | 0.09 | 0.21 | 0.14 | 0.20 | 0.25 | 0.60 | 0.61 | 1.00 | 0.70 | 0.69 | 0.30 | 0.29 | 0.33 | 0.29 | 0.37 | 0.29 | 0.36 | 0.29 | 0.38 | 0.29 | 0.31 | 0.31 | 0.33 | 0.36 | 0.32 | 0.37 | 0.39 |
| AWR | 0.09 | 0.22 | 0.10 | 0.21 | 0.24 | 0.69 | 0.70 | 0.70 | 1.00 | 0.85 | 0.31 | 0.25 | 0.29 | 0.26 | 0.36 | 0.31 | 0.39 | 0.28 | 0.35 | 0.28 | 0.31 | 0.30 | 0.35 | 0.34 | 0.33 | 0.37 | 0.37 |
| CWT | 0.08 | 0.23 | 0.13 | 0.24 | 0.25 | 0.66 | 0.69 | 0.69 | 0.85 | 1.00 | 0.32 | 0.26 | 0.34 | 0.30 | 0.38 | 0.33 | 0.40 | 0.31 | 0.38 | 0.31 | 0.32 | 0.32 | 0.36 | 0.37 | 0.34 | 0.39 | 0.40 |
| WAT | 0.09 | 0.20 | 0.18 | 0.21 | 0.33 | 0.32 | 0.31 | 0.30 | 0.31 | 0.32 | 1.00 | 0.36 | 0.36 | 0.42 | 0.42 | 0.45 | 0.48 | 0.45 | 0.43 | 0.41 | 0.45 | 0.51 | 0.51 | 0.41 | 0.51 | 0.46 | 0.45 |
| WMS | 0.09 | 0.22 | 0.25 | 0.24 | 0.34 | 0.22 | 0.24 | 0.29 | 0.25 | 0.26 | 0.36 | 1.00 | 0.44 | 0.47 | 0.48 | 0.46 | 0.43 | 0.49 | 0.49 | 0.48 | 0.53 | 0.51 | 0.48 | 0.54 | 0.48 | 0.54 | 0.53 |
| LNN | 0.08 | 0.21 | 0.32 | 0.21 | 0.33 | 0.23 | 0.26 | 0.33 | 0.29 | 0.34 | 0.36 | 0.44 | 1.00 | 0.46 | 0.46 | 0.49 | 0.40 | 0.48 | 0.49 | 0.61 | 0.52 | 0.49 | 0.49 | 0.54 | 0.48 | 0.54 | 0.56 |
| ITRI | 0.09 | 0.23 | 0.33 | 0.24 | 0.37 | 0.21 | 0.26 | 0.29 | 0.26 | 0.30 | 0.42 | 0.47 | 0.46 | 1.00 | 0.49 | 0.45 | 0.44 | 0.49 | 0.56 | 0.49 | 0.52 | 0.51 | 0.49 | 0.56 | 0.54 | 0.54 | 0.55 |
| TTEK | 0.07 | 0.21 | 0.27 | 0.25 | 0.36 | 0.28 | 0.30 | 0.37 | 0.36 | 0.38 | 0.42 | 0.48 | 0.46 | 0.49 | 1.00 | 0.48 | 0.46 | 0.44 | 0.53 | 0.49 | 0.52 | 0.49 | 0.50 | 0.52 | 0.52 | 0.54 | 0.55 |
| TTC | 0.06 | 0.20 | 0.23 | 0.24 | 0.34 | 0.28 | 0.30 | 0.29 | 0.31 | 0.33 | 0.45 | 0.46 | 0.49 | 0.45 | 0.48 | 1.00 | 0.48 | 0.55 | 0.47 | 0.52 | 0.51 | 0.55 | 0.59 | 0.51 | 0.55 | 0.55 | 0.56 |
| ECL | 0.05 | 0.22 | 0.20 | 0.32 | 0.37 | 0.41 | 0.41 | 0.36 | 0.39 | 0.40 | 0.48 | 0.43 | 0.40 | 0.44 | 0.46 | 0.48 | 1.00 | 0.51 | 0.47 | 0.45 | 0.50 | 0.55 | 0.57 | 0.50 | 0.58 | 0.52 | 0.52 |
| AOS | 0.07 | 0.20 | 0.25 | 0.23 | 0.35 | 0.24 | 0.28 | 0.29 | 0.28 | 0.31 | 0.45 | 0.49 | 0.48 | 0.49 | 0.44 | 0.55 | 0.51 | 1.00 | 0.49 | 0.52 | 0.59 | 0.64 | 0.59 | 0.56 | 0.61 | 0.59 | 0.62 |
| BMI | 0.08 | 0.20 | 0.26 | 0.23 | 0.36 | 0.30 | 0.32 | 0.38 | 0.35 | 0.38 | 0.43 | 0.49 | 0.49 | 0.56 | 0.53 | 0.47 | 0.47 | 0.49 | 1.00 | 0.50 | 0.54 | 0.52 | 0.51 | 0.58 | 0.57 | 0.58 | 0.61 |
| VMI | 0.08 | 0.24 | 0.40 | 0.24 | 0.35 | 0.22 | 0.27 | 0.29 | 0.28 | 0.31 | 0.41 | 0.48 | 0.61 | 0.49 | 0.49 | 0.52 | 0.45 | 0.52 | 0.50 | 1.00 | 0.57 | 0.57 | 0.56 | 0.58 | 0.57 | 0.61 | 0.62 |
| ZWS | 0.06 | 0.25 | 0.36 | 0.26 | 0.38 | 0.22 | 0.28 | 0.31 | 0.31 | 0.32 | 0.45 | 0.53 | 0.52 | 0.52 | 0.52 | 0.51 | 0.50 | 0.59 | 0.54 | 0.57 | 1.00 | 0.63 | 0.58 | 0.62 | 0.62 | 0.65 | 0.65 |
| PNR | 0.08 | 0.23 | 0.28 | 0.24 | 0.37 | 0.27 | 0.29 | 0.31 | 0.30 | 0.32 | 0.51 | 0.51 | 0.49 | 0.51 | 0.49 | 0.55 | 0.55 | 0.64 | 0.52 | 0.57 | 0.63 | 1.00 | 0.66 | 0.62 | 0.69 | 0.64 | 0.65 |
| IEX | 0.07 | 0.21 | 0.26 | 0.23 | 0.37 | 0.32 | 0.33 | 0.33 | 0.35 | 0.36 | 0.51 | 0.48 | 0.49 | 0.49 | 0.50 | 0.59 | 0.57 | 0.59 | 0.51 | 0.56 | 0.58 | 0.66 | 1.00 | 0.60 | 0.70 | 0.64 | 0.65 |
| MWA | 0.09 | 0.20 | 0.34 | 0.25 | 0.40 | 0.25 | 0.31 | 0.36 | 0.34 | 0.37 | 0.41 | 0.54 | 0.54 | 0.56 | 0.52 | 0.51 | 0.50 | 0.56 | 0.58 | 0.58 | 0.62 | 0.62 | 0.60 | 1.00 | 0.63 | 0.69 | 0.68 |
| XYL | 0.08 | 0.22 | 0.26 | 0.27 | 0.37 | 0.31 | 0.33 | 0.32 | 0.33 | 0.34 | 0.51 | 0.48 | 0.48 | 0.54 | 0.52 | 0.55 | 0.58 | 0.61 | 0.57 | 0.57 | 0.62 | 0.69 | 0.70 | 0.63 | 1.00 | 0.67 | 0.66 |
| WTS | 0.10 | 0.23 | 0.33 | 0.25 | 0.39 | 0.28 | 0.30 | 0.37 | 0.37 | 0.39 | 0.46 | 0.54 | 0.54 | 0.54 | 0.54 | 0.55 | 0.52 | 0.59 | 0.58 | 0.61 | 0.65 | 0.64 | 0.64 | 0.69 | 0.67 | 1.00 | 0.72 |
| FELE | 0.09 | 0.20 | 0.32 | 0.24 | 0.38 | 0.26 | 0.31 | 0.39 | 0.37 | 0.40 | 0.45 | 0.53 | 0.56 | 0.55 | 0.55 | 0.56 | 0.52 | 0.62 | 0.61 | 0.62 | 0.65 | 0.65 | 0.65 | 0.68 | 0.66 | 0.72 | 1.00 |