Diversity & Inclusion
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversity & Inclusion
Last updated Jan 25, 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 Jan 25, 2025, the Diversity & Inclusion returned 5.37% Year-To-Date and 32.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.22% | 0.69% | 10.04% | 22.93% | 12.98% | 11.70% |
| Diversity & Inclusion | 5.47% | 3.53% | 23.49% | 87.00% | 43.34% | 32.47% |
| Portfolio components: | ||||||
AAPL Apple Inc | -8.21% | -10.07% | 5.56% | 20.04% | 24.04% | 24.39% |
MSFT Microsoft Corporation | 5.35% | 3.14% | 4.46% | 10.76% | 22.64% | 29.14% |
GOOG Alphabet Inc. | 6.02% | 4.05% | 18.27% | 31.75% | 22.77% | 22.57% |
UNH | 5.27% | 4.42% | -5.35% | 7.48% | 15.23% | 19.36% |
JNJ Johnson & Johnson | 1.52% | 1.22% | -5.95% | -5.04% | 2.31% | 6.83% |
NVDA NVIDIA Corporation | 6.20% | 4.09% | 27.83% | 133.73% | 88.22% | 77.76% |
META Meta Platforms, Inc. | 10.59% | 7.95% | 39.28% | 64.91% | 23.94% | 24.04% |
PG The Procter & Gamble Company | -1.51% | -2.60% | -2.26% | 7.70% | 8.26% | 9.96% |
PEP PepsiCo, Inc. | -1.93% | -2.47% | -12.51% | -8.31% | 3.99% | 7.87% |
KO The Coca-Cola Company | -0.55% | -0.85% | -6.00% | 7.48% | 4.89% | 7.56% |
HD The Home Depot, Inc. | 6.56% | 5.51% | 15.91% | 19.52% | 14.91% | 17.56% |
PFE Pfizer Inc. | -0.03% | -0.37% | -12.33% | 0.93% | -1.60% | 2.90% |
DIS The Walt Disney Company | 0.73% | 0.55% | 22.27% | 18.68% | -3.57% | 2.97% |
CI Cigna Corporation | 6.34% | 5.36% | -14.58% | 0.22% | 9.24% | 11.46% |
MCD McDonald's Corporation | -1.53% | -2.78% | 10.50% | 0.05% | 8.40% | 14.87% |
INTC Intel Corporation | 3.89% | 2.61% | -32.01% | -51.64% | -18.73% | -1.95% |
BMY Bristol-Myers Squibb Company | 6.66% | 4.59% | 24.55% | 26.06% | 2.20% | 3.12% |
SBUX | 8.28% | 7.11% | 33.01% | 9.25% | 4.88% | 10.61% |
NFLX Netflix, Inc. | 9.68% | 7.72% | 55.93% | 71.38% | 23.39% | 31.64% |
CVS CVS Health Corporation | 23.06% | 24.17% | -9.28% | -21.87% | -1.99% | -3.04% |
GILD Gilead Sciences, Inc. | 0.76% | -1.11% | 21.87% | 21.82% | 12.22% | 2.21% |
TJX | 1.59% | -0.98% | 9.75% | 29.10% | 16.56% | 15.70% |
PGR | 1.65% | 1.06% | 14.06% | 35.94% | 26.87% | 28.37% |
*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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 14.36% | 18.46% | 9.70% | -4.71% | 19.39% | 9.97% | -3.54% | 2.98% | 1.96% | 5.91% | 4.94% | -3.07% | 102.89% |
| 2023 | 12.69% | 4.87% | 11.22% | 1.29% | 15.99% | 8.59% | 6.46% | 2.02% | -8.22% | -2.10% | 10.87% | 4.20% | 89.06% |
| 2022 | -11.34% | -3.79% | 6.05% | -18.98% | 0.60% | -9.86% | 11.03% | -7.37% | -10.33% | 9.19% | 10.71% | -7.29% | -31.31% |
| 2021 | -1.34% | 1.67% | 3.00% | 6.56% | 2.30% | 8.71% | 0.90% | 7.29% | -5.29% | 12.87% | 10.75% | -1.34% | 54.81% |
| 2020 | 2.18% | -2.00% | -5.53% | 12.27% | 7.28% | 3.12% | 6.72% | 13.29% | -2.55% | -4.61% | 7.35% | 2.94% | 45.91% |
| 2019 | 8.39% | 2.45% | 4.05% | 3.64% | -7.91% | 8.02% | 1.15% | -1.64% | -0.04% | 5.65% | 5.37% | 3.79% | 36.85% |
| 2018 | 11.02% | -1.63% | -2.86% | 0.67% | 5.83% | 0.18% | 1.06% | 7.58% | 1.43% | -10.27% | -3.60% | -9.62% | -2.39% |
| 2017 | 3.03% | 2.28% | 2.13% | 2.12% | 7.12% | -0.64% | 5.78% | 2.12% | 1.90% | 6.15% | 2.02% | -0.31% | 39.02% |
| 2016 | -4.64% | -0.15% | 6.58% | -2.01% | 3.06% | -0.16% | 4.25% | -0.73% | 1.05% | 0.13% | 4.40% | 3.95% | 16.26% |
| 2015 | 0.39% | 6.60% | -1.21% | 1.09% | 3.75% | 0.70% | 4.13% | -4.41% | -0.39% | 8.61% | 1.53% | 0.08% | 22.20% |
| 2014 | -0.61% | 3.93% | 2.06% | 0.02% | 6.30% | -0.21% | 2.71% | 2.92% | -1.04% | 17.01% |
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
With an overall rank of 79, Diversity & Inclusion is among the top 21% 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 components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.81 | 1.28 | 1.16 | 1.13 | 2.84 |
MSFT Microsoft Corporation | 0.55 | 0.84 | 1.11 | 0.72 | 1.56 |
GOOG Alphabet Inc. | 1.25 | 1.78 | 1.24 | 1.56 | 3.83 |
UNH | 0.19 | 0.45 | 1.06 | 0.24 | 0.68 |
JNJ Johnson & Johnson | -0.30 | -0.34 | 0.96 | -0.26 | -0.67 |
NVDA NVIDIA Corporation | 2.49 | 2.98 | 1.37 | 4.90 | 14.74 |
META Meta Platforms, Inc. | 1.81 | 2.68 | 1.36 | 3.60 | 10.89 |
PG The Procter & Gamble Company | 0.71 | 1.03 | 1.14 | 0.90 | 2.83 |
PEP PepsiCo, Inc. | -0.43 | -0.50 | 0.94 | -0.30 | -0.91 |
KO The Coca-Cola Company | 0.65 | 1.01 | 1.12 | 0.54 | 1.27 |
HD The Home Depot, Inc. | 1.09 | 1.58 | 1.19 | 1.26 | 2.60 |
PFE Pfizer Inc. | -0.03 | 0.13 | 1.01 | -0.01 | -0.07 |
DIS The Walt Disney Company | 0.83 | 1.35 | 1.19 | 0.37 | 1.27 |
CI Cigna Corporation | -0.08 | 0.04 | 1.01 | -0.07 | -0.20 |
MCD McDonald's Corporation | -0.15 | -0.09 | 0.99 | -0.16 | -0.34 |
INTC Intel Corporation | -1.10 | -1.64 | 0.77 | -0.82 | -1.30 |
BMY Bristol-Myers Squibb Company | 0.86 | 1.52 | 1.19 | 0.52 | 2.15 |
SBUX | 0.27 | 0.74 | 1.11 | 0.26 | 0.84 |
NFLX Netflix, Inc. | 2.69 | 3.54 | 1.47 | 3.89 | 17.66 |
CVS CVS Health Corporation | -0.62 | -0.67 | 0.90 | -0.41 | -0.96 |
GILD Gilead Sciences, Inc. | 0.98 | 1.61 | 1.20 | 0.73 | 2.27 |
TJX | 1.84 | 2.68 | 1.34 | 3.59 | 9.23 |
PGR | 1.81 | 2.64 | 1.32 | 3.37 | 8.81 |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversity & Inclusion provided a 2.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 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 | 0.43% | 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 | 0.69% | 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. | 0.30% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.54% | 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 | 3.34% | 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 | 0.02% | 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. | 0.31% | 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 | 2.45% | 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. | 3.57% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
KO The Coca-Cola Company | 3.13% | 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. | 2.17% | 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. | 6.48% | 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 | 0.85% | 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 | 1.91% | 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 | 2.38% | 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 | 1.80% | 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 | 4.06% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% |
SBUX | 2.35% | 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 | 4.88% | 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. | 3.31% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
TJX | 1.19% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
PGR | 2.05% | 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 41.73%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Diversity & Inclusion drawdown is 2.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.73% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -28.72% | Feb 20, 2020 | 22 | Mar 20, 2020 | 42 | May 20, 2020 | 64 |
| -27.6% | Oct 2, 2018 | 58 | Dec 24, 2018 | 227 | Nov 18, 2019 | 285 |
| -20.79% | Jul 11, 2024 | 20 | Aug 7, 2024 | 43 | Oct 8, 2024 | 63 |
| -14.54% | Mar 26, 2024 | 18 | Apr 19, 2024 | 22 | May 21, 2024 | 40 |
Volatility
Volatility Chart
The current Diversity & Inclusion volatility is 10.19%, 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.
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 | NVDA | GILD | PGR | PFE | CVS | META | PG | TJX | DIS | UNH | INTC | MCD | KO | JNJ | PEP | AAPL | SBUX | HD | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.17 | 0.16 | 0.46 | 0.25 | 0.19 | 0.17 | 0.13 | 0.51 | 0.17 | 0.26 | 0.33 | 0.22 | 0.39 | 0.20 | 0.12 | 0.17 | 0.17 | 0.44 | 0.32 | 0.31 | 0.48 | 0.49 |
| BMY | 0.17 | 1.00 | 0.33 | 0.15 | 0.42 | 0.26 | 0.46 | 0.37 | 0.20 | 0.31 | 0.25 | 0.25 | 0.36 | 0.23 | 0.28 | 0.32 | 0.47 | 0.31 | 0.22 | 0.26 | 0.28 | 0.23 | 0.23 |
| CI | 0.16 | 0.33 | 1.00 | 0.19 | 0.30 | 0.30 | 0.33 | 0.50 | 0.20 | 0.25 | 0.31 | 0.29 | 0.61 | 0.25 | 0.27 | 0.28 | 0.33 | 0.26 | 0.23 | 0.29 | 0.31 | 0.25 | 0.24 |
| NVDA | 0.46 | 0.15 | 0.19 | 1.00 | 0.20 | 0.20 | 0.17 | 0.15 | 0.50 | 0.15 | 0.29 | 0.32 | 0.22 | 0.54 | 0.22 | 0.13 | 0.13 | 0.16 | 0.51 | 0.32 | 0.36 | 0.52 | 0.58 |
| GILD | 0.25 | 0.42 | 0.30 | 0.20 | 1.00 | 0.27 | 0.41 | 0.35 | 0.25 | 0.28 | 0.27 | 0.27 | 0.32 | 0.29 | 0.27 | 0.28 | 0.42 | 0.31 | 0.27 | 0.28 | 0.29 | 0.27 | 0.28 |
| PGR | 0.19 | 0.26 | 0.30 | 0.20 | 0.27 | 1.00 | 0.30 | 0.32 | 0.22 | 0.38 | 0.32 | 0.27 | 0.35 | 0.27 | 0.34 | 0.37 | 0.37 | 0.38 | 0.26 | 0.32 | 0.34 | 0.26 | 0.31 |
| PFE | 0.17 | 0.46 | 0.33 | 0.17 | 0.41 | 0.30 | 1.00 | 0.41 | 0.20 | 0.33 | 0.25 | 0.25 | 0.37 | 0.26 | 0.28 | 0.34 | 0.51 | 0.34 | 0.25 | 0.28 | 0.31 | 0.26 | 0.29 |
| CVS | 0.13 | 0.37 | 0.50 | 0.15 | 0.35 | 0.32 | 0.41 | 1.00 | 0.17 | 0.32 | 0.35 | 0.33 | 0.49 | 0.25 | 0.31 | 0.35 | 0.41 | 0.36 | 0.24 | 0.32 | 0.38 | 0.24 | 0.25 |
| META | 0.51 | 0.20 | 0.20 | 0.50 | 0.25 | 0.22 | 0.20 | 0.17 | 1.00 | 0.19 | 0.32 | 0.37 | 0.23 | 0.42 | 0.28 | 0.19 | 0.19 | 0.22 | 0.50 | 0.39 | 0.35 | 0.65 | 0.57 |
| PG | 0.17 | 0.31 | 0.25 | 0.15 | 0.28 | 0.38 | 0.33 | 0.32 | 0.19 | 1.00 | 0.28 | 0.26 | 0.34 | 0.26 | 0.41 | 0.60 | 0.47 | 0.64 | 0.26 | 0.33 | 0.36 | 0.25 | 0.33 |
| TJX | 0.26 | 0.25 | 0.31 | 0.29 | 0.27 | 0.32 | 0.25 | 0.35 | 0.32 | 0.28 | 1.00 | 0.44 | 0.33 | 0.33 | 0.38 | 0.34 | 0.27 | 0.32 | 0.32 | 0.45 | 0.52 | 0.35 | 0.35 |
| DIS | 0.33 | 0.25 | 0.29 | 0.32 | 0.27 | 0.27 | 0.25 | 0.33 | 0.37 | 0.26 | 0.44 | 1.00 | 0.28 | 0.39 | 0.33 | 0.31 | 0.26 | 0.28 | 0.38 | 0.47 | 0.41 | 0.41 | 0.40 |
| UNH | 0.22 | 0.36 | 0.61 | 0.22 | 0.32 | 0.35 | 0.37 | 0.49 | 0.23 | 0.34 | 0.33 | 0.28 | 1.00 | 0.26 | 0.32 | 0.33 | 0.42 | 0.35 | 0.30 | 0.32 | 0.35 | 0.32 | 0.32 |
| INTC | 0.39 | 0.23 | 0.25 | 0.54 | 0.29 | 0.27 | 0.26 | 0.25 | 0.42 | 0.26 | 0.33 | 0.39 | 0.26 | 1.00 | 0.29 | 0.25 | 0.27 | 0.28 | 0.48 | 0.34 | 0.38 | 0.46 | 0.53 |
| MCD | 0.20 | 0.28 | 0.27 | 0.22 | 0.27 | 0.34 | 0.28 | 0.31 | 0.28 | 0.41 | 0.38 | 0.33 | 0.32 | 0.29 | 1.00 | 0.48 | 0.38 | 0.46 | 0.32 | 0.51 | 0.40 | 0.32 | 0.37 |
| KO | 0.12 | 0.32 | 0.28 | 0.13 | 0.28 | 0.37 | 0.34 | 0.35 | 0.19 | 0.60 | 0.34 | 0.31 | 0.33 | 0.25 | 0.48 | 1.00 | 0.45 | 0.71 | 0.27 | 0.39 | 0.34 | 0.28 | 0.32 |
| JNJ | 0.17 | 0.47 | 0.33 | 0.13 | 0.42 | 0.37 | 0.51 | 0.41 | 0.19 | 0.47 | 0.27 | 0.26 | 0.42 | 0.27 | 0.38 | 0.45 | 1.00 | 0.47 | 0.25 | 0.33 | 0.33 | 0.28 | 0.29 |
| PEP | 0.17 | 0.31 | 0.26 | 0.16 | 0.31 | 0.38 | 0.34 | 0.36 | 0.22 | 0.64 | 0.32 | 0.28 | 0.35 | 0.28 | 0.46 | 0.71 | 0.47 | 1.00 | 0.31 | 0.39 | 0.38 | 0.29 | 0.35 |
| AAPL | 0.44 | 0.22 | 0.23 | 0.51 | 0.27 | 0.26 | 0.25 | 0.24 | 0.50 | 0.26 | 0.32 | 0.38 | 0.30 | 0.48 | 0.32 | 0.27 | 0.25 | 0.31 | 1.00 | 0.40 | 0.39 | 0.57 | 0.62 |
| SBUX | 0.32 | 0.26 | 0.29 | 0.32 | 0.28 | 0.32 | 0.28 | 0.32 | 0.39 | 0.33 | 0.45 | 0.47 | 0.32 | 0.34 | 0.51 | 0.39 | 0.33 | 0.39 | 0.40 | 1.00 | 0.45 | 0.43 | 0.44 |
| HD | 0.31 | 0.28 | 0.31 | 0.36 | 0.29 | 0.34 | 0.31 | 0.38 | 0.35 | 0.36 | 0.52 | 0.41 | 0.35 | 0.38 | 0.40 | 0.34 | 0.33 | 0.38 | 0.39 | 0.45 | 1.00 | 0.39 | 0.44 |
| GOOG | 0.48 | 0.23 | 0.25 | 0.52 | 0.27 | 0.26 | 0.26 | 0.24 | 0.65 | 0.25 | 0.35 | 0.41 | 0.32 | 0.46 | 0.32 | 0.28 | 0.28 | 0.29 | 0.57 | 0.43 | 0.39 | 1.00 | 0.68 |
| MSFT | 0.49 | 0.23 | 0.24 | 0.58 | 0.28 | 0.31 | 0.29 | 0.25 | 0.57 | 0.33 | 0.35 | 0.40 | 0.32 | 0.53 | 0.37 | 0.32 | 0.29 | 0.35 | 0.62 | 0.44 | 0.44 | 0.68 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014