Diversity & Inclusion
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversity & Inclusion
Last updated May 3, 2025
Asset Allocation
| Position | Category/Sector | Target 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 | 4.35% | |
SBUX | 4.35% | |
TJX | 4.35% | |
UNH | 4.35% |
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 every 3 months.
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of May 3, 2025, the Diversity & Inclusion returned 2.96% Year-To-Date and 17.25% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| Diversity & Inclusion | 2.96% | -0.04% | 2.86% | 15.94% | 16.95% | 17.31% |
| Portfolio components: | ||||||
AAPL Apple Inc | -17.91% | 1.06% | -7.67% | 12.51% | 23.70% | 22.15% |
MSFT Microsoft Corporation | 3.48% | 16.66% | 6.50% | 7.86% | 20.59% | 27.06% |
GOOG Alphabet Inc. | -12.83% | 8.64% | -3.74% | -1.42% | 20.29% | 20.38% |
UNH | -20.60% | -26.00% | -28.96% | -17.49% | 8.43% | 15.22% |
JNJ Johnson & Johnson | 8.82% | -2.32% | -0.94% | 7.94% | 3.93% | 7.60% |
NVDA NVIDIA Corporation | -14.73% | 12.48% | -15.42% | 28.99% | 73.93% | 71.36% |
META Meta Platforms, Inc. | 2.06% | 12.30% | 5.44% | 32.58% | 24.01% | 22.68% |
PG The Procter & Gamble Company | -3.05% | -6.29% | -1.55% | 0.01% | 9.45% | 10.21% |
PEP PepsiCo, Inc. | -11.26% | -11.64% | -17.81% | -21.54% | 3.42% | 6.53% |
KO The Coca-Cola Company | 15.93% | -2.09% | 11.87% | 18.70% | 13.15% | 9.27% |
HD The Home Depot, Inc. | -5.70% | 2.42% | -6.07% | 8.96% | 13.17% | 15.63% |
PFE Pfizer Inc. | -7.27% | -0.37% | -11.06% | -7.53% | -3.29% | 1.25% |
DIS The Walt Disney Company | -16.94% | 4.11% | -3.04% | -17.89% | -1.93% | -0.88% |
CI Cigna Corporation | 21.82% | -1.09% | 6.74% | -0.29% | 14.36% | 11.19% |
MCD McDonald's Corporation | 8.23% | -1.98% | 6.92% | 18.22% | 14.04% | 15.37% |
INTC Intel Corporation | 2.84% | -8.07% | -11.12% | -32.57% | -16.75% | -1.94% |
BMY Bristol-Myers Squibb Company | -8.62% | -11.59% | -4.86% | 20.61% | 0.18% | 0.75% |
SBUX | -6.69% | -4.04% | -13.34% | 18.79% | 5.60% | 7.72% |
NFLX Netflix, Inc. | 29.75% | 26.11% | 52.95% | 99.62% | 22.06% | 30.70% |
CVS CVS Health Corporation | 53.76% | 0.96% | 23.67% | 26.26% | 5.72% | -0.96% |
GILD Gilead Sciences, Inc. | 13.03% | -7.75% | 17.62% | 66.06% | 9.63% | 3.65% |
TJX | 7.28% | 3.01% | 15.67% | 37.68% | 23.73% | 16.32% |
PGR | 20.42% | -1.46% | 18.88% | 38.36% | 32.88% | 29.77% |
*Annualized
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.67% | 3.88% | -3.29% | -3.17% | 1.12% | 2.96% | |||||||
| 2024 | 2.01% | 5.08% | 3.65% | -6.61% | 2.98% | 2.61% | 2.75% | 3.02% | 2.69% | -1.70% | 5.79% | -5.31% | 17.34% |
| 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% | 6.65% | -1.29% | 1.39% | 3.40% | 0.30% | 4.40% | -4.28% | 0.10% | 8.92% | 1.23% | 0.38% | 23.21% |
| 2014 | -0.61% | 3.93% | 2.06% | -0.06% | 6.26% | -0.17% | 2.90% | 3.09% | -0.88% | 17.50% |
Expense Ratio
Diversity & Inclusion 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 83, Diversity & Inclusion is among the top 17% 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: 1.15
^GSPC: 0.67
Portfolio: 1.70
^GSPC: 1.05
Portfolio: 1.24
^GSPC: 1.16
Portfolio: 1.38
^GSPC: 0.68
Portfolio: 5.16
^GSPC: 2.70
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.65 | 1.11 | 1.16 | 0.63 | 2.29 |
MSFT Microsoft Corporation | 0.49 | 0.88 | 1.12 | 0.53 | 1.19 |
GOOG Alphabet Inc. | 0.04 | 0.26 | 1.03 | 0.04 | 0.09 |
UNH | -0.43 | -0.32 | 0.94 | -0.45 | -1.26 |
JNJ Johnson & Johnson | 0.60 | 0.93 | 1.13 | 0.66 | 1.82 |
NVDA NVIDIA Corporation | 0.55 | 1.12 | 1.14 | 0.88 | 2.24 |
META Meta Platforms, Inc. | 1.08 | 1.66 | 1.22 | 1.15 | 3.71 |
PG The Procter & Gamble Company | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
PEP PepsiCo, Inc. | -1.10 | -1.46 | 0.82 | -0.78 | -1.80 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
HD The Home Depot, Inc. | 0.51 | 0.87 | 1.10 | 0.54 | 1.47 |
PFE Pfizer Inc. | 0.02 | 0.20 | 1.02 | 0.01 | 0.03 |
DIS The Walt Disney Company | -0.54 | -0.59 | 0.91 | -0.27 | -1.01 |
CI Cigna Corporation | -0.17 | -0.06 | 0.99 | -0.17 | -0.38 |
MCD McDonald's Corporation | 0.84 | 1.28 | 1.17 | 0.99 | 3.21 |
INTC Intel Corporation | -0.51 | -0.41 | 0.95 | -0.45 | -0.96 |
BMY Bristol-Myers Squibb Company | 0.69 | 1.26 | 1.15 | 0.44 | 2.87 |
SBUX | -0.04 | 0.26 | 1.04 | -0.05 | -0.18 |
NFLX Netflix, Inc. | 3.39 | 4.10 | 1.56 | 5.44 | 18.81 |
CVS CVS Health Corporation | 0.10 | 0.44 | 1.06 | 0.07 | 0.34 |
GILD Gilead Sciences, Inc. | 2.56 | 3.55 | 1.45 | 2.19 | 13.84 |
TJX | 2.07 | 3.00 | 1.38 | 3.55 | 11.41 |
PGR | 1.56 | 2.08 | 1.29 | 3.14 | 7.84 |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversity & Inclusion provided a 2.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.14% | 1.87% | 1.75% | 1.75% | 1.76% | 1.85% | 1.96% | 1.76% | 1.89% | 1.76% | 1.77% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.49% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
GOOG Alphabet Inc. | 0.48% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 2.10% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
JNJ Johnson & Johnson | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
META Meta Platforms, Inc. | 0.34% | 0.34% | 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 | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
PEP PepsiCo, Inc. | 4.07% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
HD The Home Depot, Inc. | 2.48% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
PFE Pfizer Inc. | 6.98% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
DIS The Walt Disney Company | 1.03% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% |
CI Cigna Corporation | 1.71% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
INTC Intel Corporation | 1.21% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
BMY Bristol-Myers Squibb Company | 4.82% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
SBUX | 2.79% | 2.54% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% |
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 | 3.94% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% |
GILD Gilead Sciences, Inc. | 2.99% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
TJX | 1.16% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
PGR | 1.73% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
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.
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 5.49%.
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 |
| -11.94% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -10.96% | Aug 19, 2015 | 5 | Aug 25, 2015 | 38 | Oct 19, 2015 | 43 |
Volatility
Volatility Chart
The current Diversity & Inclusion volatility is 10.17%, 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
Diversification Metrics
Number of Effective Assets
Effective Assets: 23.00
The portfolio contains 23 assets, with an effective number of assets of 23.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | NFLX | BMY | CI | GILD | PGR | NVDA | PFE | CVS | PG | META | UNH | JNJ | KO | MCD | TJX | DIS | INTC | PEP | AAPL | SBUX | HD | GOOG | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.51 | 0.37 | 0.41 | 0.41 | 0.45 | 0.63 | 0.42 | 0.44 | 0.41 | 0.61 | 0.45 | 0.42 | 0.44 | 0.47 | 0.55 | 0.60 | 0.63 | 0.44 | 0.68 | 0.58 | 0.62 | 0.70 | 0.75 | 0.90 |
| NFLX | 0.51 | 1.00 | 0.16 | 0.15 | 0.24 | 0.19 | 0.47 | 0.17 | 0.13 | 0.16 | 0.51 | 0.21 | 0.16 | 0.12 | 0.19 | 0.27 | 0.34 | 0.39 | 0.16 | 0.44 | 0.32 | 0.31 | 0.48 | 0.49 | 0.56 |
| BMY | 0.37 | 0.16 | 1.00 | 0.34 | 0.43 | 0.27 | 0.13 | 0.47 | 0.37 | 0.32 | 0.19 | 0.35 | 0.47 | 0.32 | 0.28 | 0.25 | 0.25 | 0.22 | 0.32 | 0.21 | 0.26 | 0.28 | 0.22 | 0.22 | 0.47 |
| CI | 0.41 | 0.15 | 0.34 | 1.00 | 0.31 | 0.30 | 0.18 | 0.33 | 0.49 | 0.26 | 0.19 | 0.60 | 0.34 | 0.29 | 0.27 | 0.31 | 0.28 | 0.25 | 0.27 | 0.23 | 0.28 | 0.31 | 0.23 | 0.23 | 0.49 |
| GILD | 0.41 | 0.24 | 0.43 | 0.31 | 1.00 | 0.27 | 0.19 | 0.41 | 0.34 | 0.29 | 0.24 | 0.31 | 0.42 | 0.28 | 0.27 | 0.27 | 0.26 | 0.29 | 0.33 | 0.27 | 0.28 | 0.29 | 0.26 | 0.27 | 0.50 |
| PGR | 0.45 | 0.19 | 0.27 | 0.30 | 0.27 | 1.00 | 0.19 | 0.30 | 0.31 | 0.38 | 0.21 | 0.35 | 0.37 | 0.38 | 0.34 | 0.32 | 0.27 | 0.26 | 0.38 | 0.25 | 0.31 | 0.34 | 0.25 | 0.30 | 0.47 |
| NVDA | 0.63 | 0.47 | 0.13 | 0.18 | 0.19 | 0.19 | 1.00 | 0.17 | 0.16 | 0.14 | 0.51 | 0.21 | 0.12 | 0.11 | 0.21 | 0.29 | 0.32 | 0.53 | 0.15 | 0.50 | 0.31 | 0.36 | 0.52 | 0.59 | 0.61 |
| PFE | 0.42 | 0.17 | 0.47 | 0.33 | 0.41 | 0.30 | 0.17 | 1.00 | 0.40 | 0.34 | 0.19 | 0.37 | 0.51 | 0.34 | 0.28 | 0.25 | 0.25 | 0.26 | 0.35 | 0.26 | 0.28 | 0.31 | 0.25 | 0.29 | 0.49 |
| CVS | 0.44 | 0.13 | 0.37 | 0.49 | 0.34 | 0.31 | 0.16 | 0.40 | 1.00 | 0.31 | 0.17 | 0.49 | 0.40 | 0.34 | 0.31 | 0.35 | 0.32 | 0.25 | 0.35 | 0.24 | 0.32 | 0.38 | 0.24 | 0.25 | 0.52 |
| PG | 0.41 | 0.16 | 0.32 | 0.26 | 0.29 | 0.38 | 0.14 | 0.34 | 0.31 | 1.00 | 0.18 | 0.33 | 0.48 | 0.61 | 0.42 | 0.29 | 0.25 | 0.25 | 0.65 | 0.26 | 0.33 | 0.36 | 0.24 | 0.32 | 0.48 |
| META | 0.61 | 0.51 | 0.19 | 0.19 | 0.24 | 0.21 | 0.51 | 0.19 | 0.17 | 0.18 | 1.00 | 0.22 | 0.17 | 0.17 | 0.27 | 0.32 | 0.38 | 0.42 | 0.21 | 0.50 | 0.39 | 0.35 | 0.65 | 0.58 | 0.62 |
| UNH | 0.45 | 0.21 | 0.35 | 0.60 | 0.31 | 0.35 | 0.21 | 0.37 | 0.49 | 0.33 | 0.22 | 1.00 | 0.41 | 0.33 | 0.32 | 0.32 | 0.27 | 0.25 | 0.34 | 0.29 | 0.31 | 0.34 | 0.31 | 0.31 | 0.54 |
| JNJ | 0.42 | 0.16 | 0.47 | 0.34 | 0.42 | 0.37 | 0.12 | 0.51 | 0.40 | 0.48 | 0.17 | 0.41 | 1.00 | 0.46 | 0.38 | 0.27 | 0.25 | 0.27 | 0.48 | 0.25 | 0.32 | 0.33 | 0.26 | 0.28 | 0.50 |
| KO | 0.44 | 0.12 | 0.32 | 0.29 | 0.28 | 0.38 | 0.11 | 0.34 | 0.34 | 0.61 | 0.17 | 0.33 | 0.46 | 1.00 | 0.48 | 0.34 | 0.30 | 0.25 | 0.71 | 0.26 | 0.39 | 0.34 | 0.26 | 0.31 | 0.50 |
| MCD | 0.47 | 0.19 | 0.28 | 0.27 | 0.27 | 0.34 | 0.21 | 0.28 | 0.31 | 0.42 | 0.27 | 0.32 | 0.38 | 0.48 | 1.00 | 0.38 | 0.33 | 0.28 | 0.46 | 0.32 | 0.50 | 0.40 | 0.31 | 0.36 | 0.53 |
| TJX | 0.55 | 0.27 | 0.25 | 0.31 | 0.27 | 0.32 | 0.29 | 0.25 | 0.35 | 0.29 | 0.32 | 0.32 | 0.27 | 0.34 | 0.38 | 1.00 | 0.44 | 0.33 | 0.31 | 0.32 | 0.45 | 0.53 | 0.35 | 0.35 | 0.57 |
| DIS | 0.60 | 0.34 | 0.25 | 0.28 | 0.26 | 0.27 | 0.32 | 0.25 | 0.32 | 0.25 | 0.38 | 0.27 | 0.25 | 0.30 | 0.33 | 0.44 | 1.00 | 0.39 | 0.28 | 0.38 | 0.47 | 0.42 | 0.41 | 0.40 | 0.58 |
| INTC | 0.63 | 0.39 | 0.22 | 0.25 | 0.29 | 0.26 | 0.53 | 0.26 | 0.25 | 0.25 | 0.42 | 0.25 | 0.27 | 0.25 | 0.28 | 0.33 | 0.39 | 1.00 | 0.27 | 0.47 | 0.34 | 0.38 | 0.45 | 0.52 | 0.62 |
| PEP | 0.44 | 0.16 | 0.32 | 0.27 | 0.33 | 0.38 | 0.15 | 0.35 | 0.35 | 0.65 | 0.21 | 0.34 | 0.48 | 0.71 | 0.46 | 0.31 | 0.28 | 0.27 | 1.00 | 0.30 | 0.39 | 0.38 | 0.27 | 0.34 | 0.52 |
| AAPL | 0.68 | 0.44 | 0.21 | 0.23 | 0.27 | 0.25 | 0.50 | 0.26 | 0.24 | 0.26 | 0.50 | 0.29 | 0.25 | 0.26 | 0.32 | 0.32 | 0.38 | 0.47 | 0.30 | 1.00 | 0.40 | 0.39 | 0.57 | 0.61 | 0.65 |
| SBUX | 0.58 | 0.32 | 0.26 | 0.28 | 0.28 | 0.31 | 0.31 | 0.28 | 0.32 | 0.33 | 0.39 | 0.31 | 0.32 | 0.39 | 0.50 | 0.45 | 0.47 | 0.34 | 0.39 | 0.40 | 1.00 | 0.46 | 0.42 | 0.43 | 0.62 |
| HD | 0.62 | 0.31 | 0.28 | 0.31 | 0.29 | 0.34 | 0.36 | 0.31 | 0.38 | 0.36 | 0.35 | 0.34 | 0.33 | 0.34 | 0.40 | 0.53 | 0.42 | 0.38 | 0.38 | 0.39 | 0.46 | 1.00 | 0.39 | 0.44 | 0.62 |
| GOOG | 0.70 | 0.48 | 0.22 | 0.23 | 0.26 | 0.25 | 0.52 | 0.25 | 0.24 | 0.24 | 0.65 | 0.31 | 0.26 | 0.26 | 0.31 | 0.35 | 0.41 | 0.45 | 0.27 | 0.57 | 0.42 | 0.39 | 1.00 | 0.68 | 0.68 |
| MSFT | 0.75 | 0.49 | 0.22 | 0.23 | 0.27 | 0.30 | 0.59 | 0.29 | 0.25 | 0.32 | 0.58 | 0.31 | 0.28 | 0.31 | 0.36 | 0.35 | 0.40 | 0.52 | 0.34 | 0.61 | 0.43 | 0.44 | 0.68 | 1.00 | 0.72 |
| Portfolio | 0.90 | 0.56 | 0.47 | 0.49 | 0.50 | 0.47 | 0.61 | 0.49 | 0.52 | 0.48 | 0.62 | 0.54 | 0.50 | 0.50 | 0.53 | 0.57 | 0.58 | 0.62 | 0.52 | 0.65 | 0.62 | 0.62 | 0.68 | 0.72 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014