Diversity & Inclusion
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Diversity & Inclusion
Last updated Dec 21, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 21, 2024, the Diversity & Inclusion returned 17.67% Year-To-Date and 17.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Diversity & Inclusion | 17.67% | -3.71% | 6.57% | 18.56% | 15.94% | 17.72% |
| Portfolio components: | ||||||
AAPL Apple Inc | 32.83% | 10.71% | 22.93% | 32.10% | 29.97% | 26.22% |
MSFT Microsoft Corporation | 16.97% | 4.70% | -2.56% | 17.43% | 23.82% | 26.65% |
GOOG Alphabet Inc. | 37.41% | 15.97% | 7.31% | 35.69% | 23.67% | 22.13% |
UNH | -3.52% | -15.03% | 4.40% | -2.37% | 12.86% | 19.00% |
JNJ Johnson & Johnson | -4.91% | -6.15% | -1.35% | -4.13% | 2.61% | 6.19% |
NVDA NVIDIA Corporation | 172.06% | -5.10% | 6.44% | 175.91% | 87.05% | 75.46% |
META Meta Platforms, Inc. | 65.98% | 4.75% | 18.49% | 66.24% | 23.51% | 22.01% |
PG The Procter & Gamble Company | 17.54% | -4.66% | 1.07% | 18.56% | 8.74% | 9.13% |
PEP PepsiCo, Inc. | -7.15% | -4.88% | -7.18% | -5.95% | 5.23% | 7.75% |
KO The Coca-Cola Company | 9.38% | -1.40% | 1.09% | 10.53% | 5.97% | 7.21% |
HD The Home Depot, Inc. | 16.06% | -6.03% | 11.60% | 15.38% | 15.00% | 17.00% |
PFE Pfizer Inc. | -2.84% | 2.77% | -2.14% | -1.51% | -2.59% | 2.77% |
DIS The Walt Disney Company | 25.20% | -2.70% | 10.54% | 24.20% | -4.85% | 2.58% |
CI Cigna Corporation | -6.00% | -15.33% | -17.89% | -5.58% | 7.80% | 11.07% |
MCD McDonald's Corporation | 1.11% | 1.43% | 14.18% | 2.77% | 10.85% | 14.97% |
INTC Intel Corporation | -60.63% | -20.33% | -36.82% | -58.79% | -17.98% | -3.80% |
BMY Bristol-Myers Squibb Company | 17.38% | -2.62% | 40.36% | 15.18% | 1.61% | 2.84% |
SBUX | -5.98% | -14.18% | 11.44% | -5.26% | 2.04% | 10.14% |
NFLX Netflix, Inc. | 86.71% | 1.25% | 32.49% | 86.76% | 22.31% | 34.05% |
CVS CVS Health Corporation | -41.47% | -23.53% | -26.09% | -41.32% | -7.10% | -5.09% |
GILD Gilead Sciences, Inc. | 18.94% | 3.50% | 33.32% | 20.96% | 11.26% | 3.58% |
TJX | 31.85% | 0.44% | 10.62% | 34.66% | 16.68% | 15.29% |
PGR The Progressive Corporation | 51.62% | -9.81% | 14.81% | 53.08% | 30.30% | 27.68% |
*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 | 2.01% | 5.08% | 3.65% | -6.61% | 2.98% | 2.61% | 2.75% | 3.02% | 2.69% | -1.70% | 5.79% | 17.67% | |
| 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% | 29.60% |
| 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% | 2.89% | 3.09% | -0.88% | 17.50% |
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 62, indicating average performance compared to other portfolios on our website. Here’s 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 | 1.38 | 2.04 | 1.26 | 1.88 | 4.89 |
MSFT Microsoft Corporation | 0.94 | 1.30 | 1.18 | 1.21 | 2.77 |
GOOG Alphabet Inc. | 1.40 | 1.93 | 1.26 | 1.74 | 4.26 |
UNH | -0.06 | 0.11 | 1.02 | -0.07 | -0.20 |
JNJ Johnson & Johnson | -0.18 | -0.16 | 0.98 | -0.16 | -0.46 |
NVDA NVIDIA Corporation | 3.44 | 3.64 | 1.46 | 6.66 | 20.59 |
META Meta Platforms, Inc. | 1.88 | 2.74 | 1.38 | 3.70 | 11.37 |
PG The Procter & Gamble Company | 1.32 | 1.88 | 1.26 | 2.22 | 7.48 |
PEP PepsiCo, Inc. | -0.30 | -0.31 | 0.96 | -0.26 | -0.80 |
KO The Coca-Cola Company | 0.93 | 1.40 | 1.17 | 0.80 | 2.33 |
HD The Home Depot, Inc. | 0.75 | 1.15 | 1.14 | 0.87 | 1.86 |
PFE Pfizer Inc. | 0.05 | 0.26 | 1.03 | 0.02 | 0.14 |
DIS The Walt Disney Company | 0.92 | 1.47 | 1.21 | 0.42 | 1.46 |
CI Cigna Corporation | -0.20 | -0.13 | 0.98 | -0.18 | -0.63 |
MCD McDonald's Corporation | 0.21 | 0.41 | 1.05 | 0.22 | 0.47 |
INTC Intel Corporation | -1.10 | -1.64 | 0.77 | -0.82 | -1.37 |
BMY Bristol-Myers Squibb Company | 0.64 | 1.21 | 1.15 | 0.38 | 1.57 |
SBUX | -0.13 | 0.08 | 1.01 | -0.12 | -0.40 |
NFLX Netflix, Inc. | 2.90 | 3.77 | 1.51 | 2.66 | 20.77 |
CVS CVS Health Corporation | -1.11 | -1.53 | 0.78 | -0.71 | -1.80 |
GILD Gilead Sciences, Inc. | 0.91 | 1.38 | 1.20 | 0.76 | 1.55 |
TJX | 2.22 | 3.15 | 1.40 | 4.32 | 12.04 |
PGR The Progressive Corporation | 2.68 | 3.73 | 1.47 | 5.09 | 18.11 |
Diversity & Inclusion
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Diversity & Inclusion provided a 2.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 1.87% | 1.75% | 1.75% | 1.76% | 1.85% | 1.96% | 1.76% | 1.89% | 1.76% | 1.77% | 1.68% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.39% | 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 | 0.71% | 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. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.64% | 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 | 3.40% | 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% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
META Meta Platforms, Inc. | 0.34% | 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 | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
PEP PepsiCo, Inc. | 3.50% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
KO The Coca-Cola Company | 3.10% | 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. | 2.29% | 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. | 6.37% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
DIS The Walt Disney Company | 0.85% | 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 | 2.02% | 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 | 2.32% | 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 | 1.92% | 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 | 4.19% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
SBUX | 2.64% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 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 | 6.00% | 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. | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% | 0.00% |
TJX | 1.20% | 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 | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 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. 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 5.21%.
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 2.68%, 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 | DIS | TJX | MCD | INTC | UNH | JNJ | KO | 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 | 0.33 | 0.26 | 0.19 | 0.39 | 0.22 | 0.17 | 0.12 | 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 | 0.28 | 0.23 | 0.36 | 0.47 | 0.32 | 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 | 0.24 | 0.29 | 0.31 | 0.27 | 0.25 | 0.61 | 0.33 | 0.29 | 0.26 | 0.24 | 0.29 | 0.31 | 0.24 | 0.24 |
| NVDA | 0.46 | 0.15 | 0.19 | 1.00 | 0.20 | 0.20 | 0.18 | 0.16 | 0.50 | 0.15 | 0.32 | 0.29 | 0.22 | 0.54 | 0.22 | 0.14 | 0.13 | 0.17 | 0.51 | 0.32 | 0.36 | 0.51 | 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 | 0.27 | 0.29 | 0.32 | 0.42 | 0.28 | 0.32 | 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 | 0.27 | 0.32 | 0.34 | 0.26 | 0.35 | 0.37 | 0.37 | 0.38 | 0.26 | 0.32 | 0.34 | 0.26 | 0.31 |
| PFE | 0.17 | 0.46 | 0.33 | 0.18 | 0.41 | 0.30 | 1.00 | 0.41 | 0.20 | 0.34 | 0.25 | 0.25 | 0.28 | 0.26 | 0.38 | 0.50 | 0.35 | 0.35 | 0.26 | 0.28 | 0.31 | 0.26 | 0.30 |
| CVS | 0.13 | 0.37 | 0.50 | 0.16 | 0.35 | 0.32 | 0.41 | 1.00 | 0.17 | 0.32 | 0.32 | 0.35 | 0.31 | 0.25 | 0.49 | 0.41 | 0.35 | 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 | 0.20 | 0.37 | 0.32 | 0.28 | 0.42 | 0.23 | 0.19 | 0.19 | 0.23 | 0.51 | 0.39 | 0.35 | 0.65 | 0.58 |
| PG | 0.17 | 0.31 | 0.24 | 0.15 | 0.28 | 0.38 | 0.34 | 0.32 | 0.20 | 1.00 | 0.26 | 0.28 | 0.41 | 0.26 | 0.34 | 0.47 | 0.60 | 0.64 | 0.26 | 0.33 | 0.36 | 0.26 | 0.33 |
| DIS | 0.33 | 0.25 | 0.29 | 0.32 | 0.27 | 0.27 | 0.25 | 0.32 | 0.37 | 0.26 | 1.00 | 0.44 | 0.33 | 0.40 | 0.28 | 0.26 | 0.31 | 0.28 | 0.38 | 0.47 | 0.42 | 0.41 | 0.40 |
| TJX | 0.26 | 0.25 | 0.31 | 0.29 | 0.27 | 0.32 | 0.25 | 0.35 | 0.32 | 0.28 | 0.44 | 1.00 | 0.38 | 0.33 | 0.33 | 0.27 | 0.33 | 0.31 | 0.32 | 0.45 | 0.52 | 0.35 | 0.35 |
| MCD | 0.19 | 0.28 | 0.27 | 0.22 | 0.27 | 0.34 | 0.28 | 0.31 | 0.28 | 0.41 | 0.33 | 0.38 | 1.00 | 0.29 | 0.32 | 0.38 | 0.48 | 0.46 | 0.32 | 0.51 | 0.40 | 0.32 | 0.37 |
| INTC | 0.39 | 0.23 | 0.25 | 0.54 | 0.29 | 0.26 | 0.26 | 0.25 | 0.42 | 0.26 | 0.40 | 0.33 | 0.29 | 1.00 | 0.26 | 0.27 | 0.25 | 0.28 | 0.48 | 0.35 | 0.38 | 0.46 | 0.53 |
| UNH | 0.22 | 0.36 | 0.61 | 0.22 | 0.32 | 0.35 | 0.38 | 0.49 | 0.23 | 0.34 | 0.28 | 0.33 | 0.32 | 0.26 | 1.00 | 0.42 | 0.33 | 0.35 | 0.31 | 0.32 | 0.35 | 0.32 | 0.33 |
| JNJ | 0.17 | 0.47 | 0.33 | 0.14 | 0.42 | 0.37 | 0.50 | 0.41 | 0.19 | 0.47 | 0.26 | 0.27 | 0.38 | 0.27 | 0.42 | 1.00 | 0.45 | 0.47 | 0.25 | 0.33 | 0.33 | 0.28 | 0.30 |
| KO | 0.12 | 0.32 | 0.29 | 0.13 | 0.28 | 0.37 | 0.35 | 0.35 | 0.19 | 0.60 | 0.31 | 0.33 | 0.48 | 0.25 | 0.33 | 0.45 | 1.00 | 0.71 | 0.27 | 0.39 | 0.34 | 0.28 | 0.33 |
| PEP | 0.17 | 0.31 | 0.26 | 0.17 | 0.32 | 0.38 | 0.35 | 0.36 | 0.23 | 0.64 | 0.28 | 0.31 | 0.46 | 0.28 | 0.35 | 0.47 | 0.71 | 1.00 | 0.31 | 0.39 | 0.38 | 0.29 | 0.35 |
| AAPL | 0.44 | 0.22 | 0.24 | 0.51 | 0.27 | 0.26 | 0.26 | 0.24 | 0.51 | 0.26 | 0.38 | 0.32 | 0.32 | 0.48 | 0.31 | 0.25 | 0.27 | 0.31 | 1.00 | 0.40 | 0.39 | 0.57 | 0.61 |
| SBUX | 0.32 | 0.26 | 0.29 | 0.32 | 0.28 | 0.32 | 0.28 | 0.32 | 0.39 | 0.33 | 0.47 | 0.45 | 0.51 | 0.35 | 0.32 | 0.33 | 0.39 | 0.39 | 0.40 | 1.00 | 0.46 | 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 | 0.42 | 0.52 | 0.40 | 0.38 | 0.35 | 0.33 | 0.34 | 0.38 | 0.39 | 0.46 | 1.00 | 0.39 | 0.44 |
| GOOG | 0.48 | 0.23 | 0.24 | 0.51 | 0.27 | 0.26 | 0.26 | 0.24 | 0.65 | 0.26 | 0.41 | 0.35 | 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 | 0.30 | 0.25 | 0.58 | 0.33 | 0.40 | 0.35 | 0.37 | 0.53 | 0.33 | 0.30 | 0.33 | 0.35 | 0.61 | 0.44 | 0.44 | 0.68 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014