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Dividend Kings
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MO 2.13%VFC 2.13%UVV 2.13%MMM 2.13%CDUAF 2.13%LEG 2.13%ABBV 2.13%FRT 2.13%NWN 2.13%KMB 2.13%BKH 2.13%SWK 2.13%NFG 2.13%KO 2.13%JNJ 2.13%PEP 2.13%CINF 2.13%PG 2.13%CL 2.13%SYY 2.13%TGT 2.13%GRC 2.13%HRL 2.13%EMR 2.13%ITW 2.13%GPC 2.13%LOW 2.13%PPG 2.13%SJW 2.13%ABM 2.13%ABT 2.13%LANC 2.13%CWT 2.13%FMCB 2.13%AWR 2.13%CBSH 2.13%PH 2.13%TNC 2.13%BDX 2.13%MSEX 2.13%MSA 2.13%SCL 2.13%DOV 2.13%NDSN 2.13%FUL 2.13%GWW 2.13%TR 2.13%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare

2.13%

ABM
ABM Industries Incorporated
Industrials

2.13%

ABT
Abbott Laboratories
Healthcare

2.13%

AWR
American States Water Company
Utilities

2.13%

BDX
Becton, Dickinson and Company
Healthcare

2.13%

BKH
Black Hills Corporation
Utilities

2.13%

CBSH
Commerce Bancshares, Inc.
Financial Services

2.13%

CDUAF
Canadian Utilities Limited
Utilities

2.13%

CINF
Cincinnati Financial Corporation
Financial Services

2.13%

CL
Colgate-Palmolive Company
Consumer Defensive

2.13%

CWT
California Water Service Group
Utilities

2.13%

DOV
Dover Corporation
Industrials

2.13%

EMR
Emerson Electric Co.
Industrials

2.13%

FMCB
Farmers & Merchants Bancorp
Financial Services

2.13%

FRT
Federal Realty Investment Trust
Real Estate

2.13%

FUL
H.B. Fuller Company
Basic Materials

2.13%

GPC
Genuine Parts Company
Consumer Cyclical

2.13%

GRC
The Gorman-Rupp Company
Industrials

2.13%

GWW
W.W. Grainger, Inc.
Industrials

2.13%

HRL
Hormel Foods Corporation
Consumer Defensive

2.13%

ITW

2.13%

JNJ

2.13%

KMB

2.13%

KO

2.13%

LANC

2.13%

LEG

2.13%

LOW

2.13%

MMM

2.13%

MO

2.13%

MSA

2.13%

MSEX

2.13%

NDSN

2.13%

NFG

2.13%

NWN

2.13%

PEP

2.13%

PG

2.13%

PH

2.13%

PPG

2.13%

SCL

2.13%

SJW

2.13%

SWK

2.13%

SYY

2.13%

TGT

2.13%

TNC

2.13%

TR

2.13%

UVV

2.13%

VFC

2.13%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividend Kings, 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


210.00%220.00%230.00%240.00%250.00%260.00%270.00%December2024FebruaryMarchAprilMay
246.78%
273.42%
Dividend Kings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV

Returns By Period

As of May 17, 2024, the Dividend Kings returned 3.53% Year-To-Date and 9.97% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.05%4.86%17.50%27.37%13.14%10.90%
Dividend Kings3.53%5.08%10.80%7.66%8.13%9.97%
MO
16.45%12.76%18.14%10.70%5.55%7.76%
VFC
-30.25%3.74%-23.34%-34.26%-28.95%-11.58%
UVV
-16.97%9.67%4.66%9.95%7.08%4.99%
MMM
17.01%15.17%33.65%34.84%-0.93%2.86%
CDUAF
Canadian Utilities Limited
0.31%10.50%5.56%-12.21%1.86%-0.06%
LEG
-52.09%-29.25%-46.24%-59.57%-16.12%-5.90%
ABBV
AbbVie Inc.
8.07%1.11%21.11%19.30%21.03%16.47%
FRT
Federal Realty Investment Trust
-0.32%5.39%12.16%17.38%-1.01%1.88%
NWN
1.39%9.79%6.27%-9.90%-7.69%2.30%
KMB
11.92%7.50%12.83%-3.46%4.34%5.94%
BKH
Black Hills Corporation
8.11%12.48%14.14%-5.74%-2.15%3.60%
SWK
-7.64%-0.43%1.46%13.96%-5.47%2.66%
NFG
13.88%9.39%12.11%14.80%3.46%0.49%
KO
8.31%9.06%12.57%3.47%8.50%7.90%
JNJ
-0.82%6.81%4.39%0.02%4.99%7.26%
PEP
8.64%9.32%10.85%-1.84%10.08%11.00%
CINF
Cincinnati Financial Corporation
15.34%1.24%18.92%18.76%6.69%12.53%
PG
16.02%8.33%11.24%11.01%12.10%10.83%
CL
Colgate-Palmolive Company
19.99%10.34%25.88%20.34%8.16%6.00%
SYY
5.61%0.54%9.29%6.90%2.98%10.46%
TGT
14.42%-0.96%25.41%3.16%20.52%13.87%
GRC
The Gorman-Rupp Company
-7.44%-10.09%4.86%32.15%2.94%2.81%
HRL
Hormel Foods Corporation
14.33%6.74%12.40%-5.26%0.41%6.14%
EMR
Emerson Electric Co.
16.49%1.19%29.58%39.43%14.41%8.39%
ITW
-4.14%-0.57%5.61%11.32%13.31%13.86%
GPC
Genuine Parts Company
12.00%6.61%13.65%-4.89%12.58%9.18%
LOW
5.39%2.20%15.95%14.40%18.48%19.85%
PPG
-9.01%1.45%0.67%-3.53%5.67%4.96%
SJW
-7.07%16.14%-6.31%-18.87%1.23%11.01%
ABM
ABM Industries Incorporated
5.14%5.37%14.85%6.85%6.34%7.85%
ABT
Abbott Laboratories
-3.79%-3.97%5.62%-1.68%8.49%12.36%
LANC
16.25%1.34%17.06%-6.14%7.27%10.44%
CWT
California Water Service Group
3.81%22.34%5.52%-3.01%2.90%11.93%
FMCB
Farmers & Merchants Bancorp
-0.71%7.11%12.49%11.32%7.63%11.49%
AWR
American States Water Company
-1.47%18.37%-1.44%-11.77%3.19%12.80%
CBSH
Commerce Bancshares, Inc.
5.86%8.17%19.74%20.33%5.49%8.23%
PH
17.79%-0.56%27.25%65.18%28.98%17.95%
TNC
14.08%-9.23%22.67%36.97%13.20%6.47%
BDX
Becton, Dickinson and Company
-2.56%2.43%1.48%-4.40%2.62%9.25%
MSEX
-11.07%26.54%-11.10%-21.46%0.49%13.44%
MSA
12.71%1.48%14.75%33.11%13.97%15.68%
SCL
-6.89%6.49%10.30%-1.69%0.82%6.50%
DOV
Dover Corporation
20.09%7.58%34.79%33.52%16.10%12.29%
NDSN
2.69%3.01%17.38%26.09%16.02%14.81%
FUL
H.B. Fuller Company
0.49%8.52%8.35%24.48%14.54%6.81%
GWW
W.W. Grainger, Inc.
14.85%-0.72%19.70%42.49%30.68%16.01%
TR
-7.06%-0.76%-4.57%-17.16%-2.46%4.06%

Monthly Returns

The table below presents the monthly returns of Dividend Kings, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.63%3.22%3.98%-3.48%3.53%
20232.38%-2.32%-0.31%0.52%-5.88%6.24%2.09%-3.06%-6.03%-2.60%6.56%5.91%2.43%
2022-4.38%-2.05%1.37%-2.97%0.09%-5.34%5.59%-2.86%-9.07%11.00%6.65%-3.76%-7.25%
2021-1.51%2.48%7.41%3.42%2.11%-1.60%2.33%0.58%-5.61%5.35%-1.85%8.58%22.89%
2020-1.95%-9.54%-11.08%9.97%3.63%1.68%3.23%4.58%-2.22%-1.28%9.68%2.27%6.84%
20196.46%4.09%1.14%1.28%-5.13%5.49%1.68%-1.17%3.54%2.38%2.23%2.80%27.18%
20180.81%-5.56%0.01%-0.74%2.83%2.09%4.87%1.37%1.04%-4.79%4.24%-6.20%-0.80%
20170.44%2.49%0.79%0.53%-0.63%1.73%1.43%-1.81%3.66%1.93%4.27%0.15%15.86%
2016-0.46%2.58%7.02%1.36%1.27%3.76%2.86%-0.25%-0.82%-2.82%4.89%2.03%23.18%
2015-3.60%4.51%-1.05%-0.85%1.13%-0.62%0.33%-4.62%-1.31%7.95%1.07%-1.85%0.47%
2014-3.94%3.79%2.03%-0.24%1.27%2.70%-5.19%4.40%-2.50%6.49%1.93%1.22%11.91%
20135.95%2.63%3.90%1.25%1.35%-0.99%6.38%-5.57%5.19%3.73%1.92%2.20%31.06%

Expense Ratio

Dividend Kings 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 Dividend Kings is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Dividend Kings is 66
Dividend Kings
The Sharpe Ratio Rank of Dividend Kings is 55Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Kings is 55Sortino Ratio Rank
The Omega Ratio Rank of Dividend Kings is 55Omega Ratio Rank
The Calmar Ratio Rank of Dividend Kings is 88Calmar Ratio Rank
The Martin Ratio Rank of Dividend Kings is 66Martin 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.


Dividend Kings
Sharpe ratio
The chart of Sharpe ratio for Dividend Kings, currently valued at 0.62, compared to the broader market0.002.004.000.62
Sortino ratio
The chart of Sortino ratio for Dividend Kings, currently valued at 1.00, compared to the broader market-2.000.002.004.006.001.00
Omega ratio
The chart of Omega ratio for Dividend Kings, currently valued at 1.12, compared to the broader market0.801.001.201.401.601.801.12
Calmar ratio
The chart of Calmar ratio for Dividend Kings, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.000.44
Martin ratio
The chart of Martin ratio for Dividend Kings, currently valued at 1.66, compared to the broader market0.0010.0020.0030.0040.0050.001.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0010.0020.0030.0040.0050.009.57

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MO
0.630.911.140.501.82
VFC
-0.60-0.660.92-0.40-1.73
UVV
0.410.801.100.350.71
MMM
1.191.791.250.613.54
CDUAF
Canadian Utilities Limited
-0.58-0.730.91-0.38-0.79
LEG
-1.47-2.260.64-0.79-2.18
ABBV
AbbVie Inc.
1.061.491.210.933.74
FRT
Federal Realty Investment Trust
0.811.331.150.492.71
NWN
-0.41-0.420.95-0.21-0.82
KMB
-0.21-0.180.98-0.19-0.30
BKH
Black Hills Corporation
-0.25-0.200.98-0.16-0.40
SWK
0.450.891.100.221.20
NFG
0.691.161.130.412.17
KO
0.260.461.060.200.59
JNJ
0.000.121.010.000.00
PEP
-0.11-0.040.99-0.10-0.20
CINF
Cincinnati Financial Corporation
0.871.381.170.623.69
PG
0.781.191.151.052.98
CL
Colgate-Palmolive Company
1.442.011.261.294.17
SYY
0.400.711.090.251.02
TGT
0.100.451.050.050.21
GRC
The Gorman-Rupp Company
1.001.561.210.694.85
HRL
Hormel Foods Corporation
-0.20-0.110.99-0.12-0.32
EMR
Emerson Electric Co.
1.792.781.381.687.68
ITW
0.701.041.140.751.68
GPC
Genuine Parts Company
-0.19-0.090.99-0.16-0.38
LOW
0.671.131.130.531.62
PPG
-0.18-0.110.99-0.11-0.41
SJW
-0.83-1.110.88-0.52-1.05
ABM
ABM Industries Incorporated
0.200.551.080.260.47
ABT
Abbott Laboratories
-0.09-0.011.00-0.05-0.18
LANC
-0.23-0.150.98-0.23-0.46
CWT
California Water Service Group
-0.12-0.001.00-0.08-0.21
FMCB
Farmers & Merchants Bancorp
0.500.881.140.872.07
AWR
American States Water Company
-0.55-0.670.92-0.36-0.82
CBSH
Commerce Bancshares, Inc.
0.761.311.150.532.83
PH
2.713.811.494.8215.89
TNC
1.492.181.292.385.64
BDX
Becton, Dickinson and Company
-0.22-0.170.98-0.25-0.38
MSEX
-0.74-0.950.89-0.35-0.87
MSA
1.492.311.281.654.20
SCL
-0.060.121.01-0.03-0.11
DOV
Dover Corporation
1.702.481.311.206.05
NDSN
1.422.161.251.274.38
FUL
H.B. Fuller Company
1.011.631.201.144.38
GWW
W.W. Grainger, Inc.
2.082.821.372.886.38
TR
-0.81-1.110.88-0.48-1.06

Sharpe Ratio

The current Dividend Kings Sharpe ratio is 0.62. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.83 to 2.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Dividend Kings with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.62
2.49
Dividend Kings
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend Kings granted a 3.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend Kings3.02%2.88%2.69%2.23%2.46%2.29%2.66%2.22%2.28%2.60%2.27%2.34%
MO
8.44%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
VFC
5.98%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%1.47%
UVV
5.89%4.72%5.95%5.64%6.30%5.29%4.80%4.11%3.33%3.71%4.64%3.66%
MMM
5.73%6.56%5.94%3.99%4.02%3.90%3.41%2.39%2.97%3.26%2.49%2.17%
CDUAF
Canadian Utilities Limited
5.68%5.52%5.03%4.85%5.31%4.23%4.15%3.95%3.62%4.11%2.74%4.28%
LEG
15.03%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%2.86%3.81%
ABBV
AbbVie Inc.
3.69%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
FRT
Federal Realty Investment Trust
4.28%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
NWN
5.06%4.99%4.06%3.94%4.16%2.58%3.13%3.16%3.13%3.68%3.70%4.26%
KMB
3.53%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.82%3.10%
BKH
Black Hills Corporation
4.48%4.63%3.43%3.25%3.53%2.61%3.07%3.01%2.74%3.49%2.94%2.89%
SWK
3.60%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%
NFG
3.50%3.91%2.97%2.83%4.30%3.72%3.30%3.00%2.84%3.67%2.20%2.09%
KO
2.95%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
JNJ
3.09%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
PEP
2.76%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
CINF
Cincinnati Financial Corporation
2.58%2.90%2.70%2.21%2.75%2.13%2.74%3.32%2.52%3.84%3.35%3.12%
PG
2.28%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
CL
Colgate-Palmolive Company
2.05%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%2.04%
SYY
2.62%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TGT
2.74%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%
GRC
The Gorman-Rupp Company
2.20%1.98%2.67%1.43%1.82%1.47%7.68%1.42%1.31%1.43%1.09%0.95%
HRL
Hormel Foods Corporation
3.09%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%1.51%
EMR
Emerson Electric Co.
1.86%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
ITW
2.21%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
GPC
Genuine Parts Company
2.50%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
LOW
1.89%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
PPG
1.93%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
SJW
2.60%2.33%1.77%1.86%1.85%1.69%2.01%1.63%1.44%2.62%2.33%2.44%
ABM
ABM Industries Incorporated
1.91%1.96%1.76%1.86%1.47%2.40%2.18%1.80%1.62%1.69%2.18%2.12%
ABT
Abbott Laboratories
2.02%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
LANC
1.82%2.07%1.65%1.84%1.55%1.66%1.39%1.74%1.45%5.96%1.90%1.84%
CWT
California Water Service Group
1.99%2.01%1.65%1.28%1.57%1.53%1.57%1.59%2.04%2.88%2.64%2.77%
FMCB
Farmers & Merchants Bancorp
1.63%1.62%1.54%1.59%1.94%1.85%1.99%2.00%2.05%2.39%2.74%3.00%
AWR
American States Water Company
2.69%2.06%1.65%1.35%1.61%1.34%1.58%1.72%2.01%2.08%2.21%2.65%
CBSH
Commerce Bancshares, Inc.
1.87%1.95%1.43%1.34%1.37%1.21%1.26%1.20%1.11%1.38%1.29%1.19%
PH
1.13%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
TNC
1.03%1.16%1.65%1.16%1.27%1.13%1.63%1.16%1.14%1.42%1.08%1.06%
BDX
Becton, Dickinson and Company
1.57%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.60%1.84%
MSEX
2.23%1.92%1.50%0.92%1.44%1.54%1.71%2.15%1.88%2.92%3.31%3.59%
MSA
1.01%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%2.30%
SCL
1.69%1.55%1.29%1.01%0.95%1.00%1.25%1.06%0.95%1.47%1.72%0.99%
DOV
Dover Corporation
1.11%1.32%1.48%1.10%1.56%1.68%2.55%1.80%2.30%2.68%2.16%1.50%
NDSN
0.99%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%0.89%
FUL
H.B. Fuller Company
1.03%0.99%1.03%0.82%1.25%1.23%1.44%1.10%1.14%1.40%1.03%0.74%
GWW
W.W. Grainger, Inc.
0.81%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
TR
1.18%1.08%0.85%1.27%1.21%1.05%1.04%0.93%0.82%1.11%0.96%1.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.14%
-0.21%
Dividend Kings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend Kings. 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 Dividend Kings was 33.07%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current Dividend Kings drawdown is 2.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.07%Jan 21, 202044Mar 23, 2020141Oct 12, 2020185
-19%Jan 5, 2022186Sep 30, 2022
-13.12%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-10.04%Jan 29, 201839Mar 23, 201886Jul 26, 2018125
-10.01%Dec 30, 2014165Aug 25, 201548Nov 2, 2015213

Volatility

Volatility Chart

The current Dividend Kings volatility is 2.14%, 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.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.14%
3.40%
Dividend Kings
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.

FMCBCDUAFABBVTGTHRLTRUVVMOMSEXBDXKMBSJWJNJNWNLANCABTAWRNFGVFCCWTFRTPGSYYLOWCLPEPGWWBKHKOTNCGRCCBSHABMMSASCLLEGSWKCINFNDSNPPGEMRFULPHMMMGPCDOVITW
FMCB1.000.040.010.020.010.020.00-0.000.030.01-0.010.04-0.010.030.02-0.000.020.010.020.020.03-0.020.020.01-0.010.010.020.010.02-0.010.010.020.030.000.030.010.010.010.02-0.000.000.020.020.010.030.020.02
CDUAF0.041.000.170.120.130.110.150.190.160.160.160.150.150.200.130.170.170.220.180.190.200.170.180.150.180.180.140.250.210.170.140.160.170.150.160.180.170.160.160.190.190.200.180.180.180.210.19
ABBV0.010.171.000.250.210.210.220.270.200.410.290.200.450.190.250.440.210.240.240.220.250.320.270.270.320.320.270.240.310.240.270.270.280.280.270.290.290.310.300.330.320.300.300.350.310.290.35
TGT0.020.120.251.000.260.240.250.270.210.270.250.210.280.200.270.320.230.260.440.230.310.290.320.460.290.290.350.240.290.310.320.340.320.320.310.390.380.340.370.350.360.350.360.370.430.370.39
HRL0.010.130.210.261.000.410.270.410.290.330.500.300.360.340.420.300.330.300.240.330.310.460.360.270.500.500.250.380.430.210.240.240.280.240.280.280.250.340.250.280.210.250.220.320.330.250.30
TR0.020.110.210.240.411.000.330.300.360.270.380.370.290.370.450.270.390.310.230.380.310.370.330.260.380.380.280.380.360.340.340.330.340.340.370.320.250.340.300.290.260.320.270.310.330.280.31
UVV0.000.150.220.250.270.331.000.430.310.230.270.330.250.330.340.230.310.360.290.330.330.280.340.280.300.310.280.360.330.370.380.390.390.380.430.370.320.350.320.360.360.400.360.350.350.330.36
MO-0.000.190.270.270.410.300.431.000.230.270.430.250.370.320.360.280.260.340.280.270.380.450.410.300.450.460.280.380.490.270.260.280.330.260.280.360.320.390.270.330.320.320.310.400.390.310.38
MSEX0.030.160.200.210.290.360.310.231.000.260.300.620.280.510.400.290.650.360.260.660.360.310.270.280.300.340.260.520.330.320.380.290.360.340.360.300.270.340.290.290.250.320.260.300.290.290.32
BDX0.010.160.410.270.330.270.230.270.261.000.350.270.480.260.310.580.290.270.290.300.270.380.300.340.390.390.320.320.370.280.300.290.300.360.320.320.370.370.390.390.360.360.350.410.350.360.42
KMB-0.010.160.290.250.500.380.270.430.300.351.000.330.430.360.370.360.360.290.230.350.340.680.340.280.690.590.270.420.540.220.230.210.260.250.260.270.260.360.270.320.250.240.230.360.330.290.34
SJW0.040.150.200.210.300.370.330.250.620.270.331.000.290.520.390.270.680.380.230.680.380.340.270.280.330.360.240.530.360.330.350.310.360.340.370.300.260.340.290.290.260.330.260.310.300.290.32
JNJ-0.010.150.450.280.360.290.250.370.280.480.430.291.000.300.320.510.330.280.260.330.290.480.300.300.470.480.310.360.450.270.280.300.280.300.290.280.320.390.320.360.340.320.310.450.360.330.41
NWN0.030.200.190.200.340.370.330.320.510.260.360.520.301.000.390.250.570.480.250.570.450.360.330.250.350.390.240.650.400.300.320.300.390.300.340.330.270.370.260.280.260.310.240.340.320.280.32
LANC0.020.130.250.270.420.450.340.360.400.310.370.390.320.391.000.280.400.330.270.410.340.380.370.310.390.410.280.410.400.370.360.340.390.390.370.350.300.380.330.330.310.370.300.330.380.330.36
ABT-0.000.170.440.320.300.270.230.280.290.580.360.270.510.250.281.000.300.260.340.300.290.400.310.390.410.400.360.300.390.310.320.320.310.380.340.350.420.380.420.440.390.380.380.440.370.420.45
AWR0.020.170.210.230.330.390.310.260.650.290.360.680.330.570.400.301.000.380.250.800.390.370.290.280.370.410.260.580.380.340.340.310.350.330.370.300.260.380.310.300.260.310.260.300.310.300.33
NFG0.010.220.240.260.300.310.360.340.360.270.290.380.280.480.330.260.381.000.330.410.420.310.350.300.320.310.360.520.350.370.370.390.410.370.410.410.360.410.390.380.430.400.400.370.410.420.41
VFC0.020.180.240.440.240.230.290.280.260.290.230.230.260.250.270.340.250.331.000.250.400.260.410.440.250.280.370.290.320.400.390.480.390.430.410.540.510.420.470.480.460.470.490.460.500.480.49
CWT0.020.190.220.230.330.380.330.270.660.300.350.680.330.570.410.300.800.410.251.000.410.360.290.280.360.390.260.580.380.340.370.320.370.360.380.320.280.380.320.310.270.340.270.310.310.310.34
FRT0.030.200.250.310.310.310.330.380.360.270.340.380.290.450.340.290.390.420.400.411.000.340.430.360.350.360.310.470.390.340.340.370.380.330.340.470.380.440.340.390.370.390.360.380.430.370.39
PG-0.020.170.320.290.460.370.280.450.310.380.680.340.480.360.380.400.370.310.260.360.341.000.370.320.730.640.310.420.600.250.260.230.290.280.300.290.300.400.310.350.320.290.290.400.370.340.39
SYY0.020.180.270.320.360.330.340.410.270.300.340.270.300.330.370.310.290.350.410.290.430.371.000.380.390.420.360.360.430.340.370.390.390.360.380.450.390.460.370.430.410.410.420.390.460.390.44
LOW0.010.150.270.460.270.260.280.300.280.340.280.280.300.250.310.390.280.300.440.280.360.320.381.000.320.330.440.290.320.380.400.400.370.400.370.500.540.400.500.480.460.450.480.450.520.470.51
CL-0.010.180.320.290.500.380.300.450.300.390.690.330.470.350.390.410.370.320.250.360.350.730.390.321.000.650.320.430.600.260.260.240.300.300.300.300.320.400.300.360.300.290.300.400.370.330.39
PEP0.010.180.320.290.500.380.310.460.340.390.590.360.480.390.410.400.410.310.280.390.360.640.420.330.651.000.310.440.710.270.260.230.300.280.290.300.310.400.310.360.300.280.270.390.370.320.39
GWW0.020.140.270.350.250.280.280.280.260.320.270.240.310.240.280.360.260.360.370.260.310.310.360.440.320.311.000.290.310.450.440.440.410.460.420.450.500.440.550.480.580.470.580.480.550.570.60
BKH0.010.250.240.240.380.380.360.380.520.320.420.530.360.650.410.300.580.520.290.580.470.420.360.290.430.440.291.000.460.310.350.320.390.330.340.360.290.430.320.340.320.340.300.360.370.330.36
KO0.020.210.310.290.430.360.330.490.330.370.540.360.450.400.400.390.380.350.320.380.390.600.430.320.600.710.310.461.000.300.270.290.340.310.330.350.340.450.340.400.360.340.340.420.400.360.42
TNC-0.010.170.240.310.210.340.370.270.320.280.220.330.270.300.370.310.340.370.400.340.340.250.340.380.260.270.450.310.301.000.540.500.500.510.530.480.500.440.540.450.520.530.550.470.480.530.55
GRC0.010.140.270.320.240.340.380.260.380.300.230.350.280.320.360.320.340.370.390.370.340.260.370.400.260.260.440.350.270.541.000.480.470.530.530.460.510.430.520.470.520.530.550.460.480.530.55
CBSH0.020.160.270.340.240.330.390.280.290.290.210.310.300.300.340.320.310.390.480.320.370.230.390.400.240.230.440.320.290.500.481.000.500.510.530.520.500.560.520.470.530.550.540.480.520.530.52
ABM0.030.170.280.320.280.340.390.330.360.300.260.360.280.390.390.310.350.410.390.370.380.290.390.370.300.300.410.390.340.500.470.501.000.480.480.490.460.460.470.440.460.530.480.450.470.460.49
MSA0.000.150.280.320.240.340.380.260.340.360.250.340.300.300.390.380.330.370.430.360.330.280.360.400.300.280.460.330.310.510.530.510.481.000.520.470.490.460.540.490.510.540.540.460.490.520.54
SCL0.030.160.270.310.280.370.430.280.360.320.260.370.290.340.370.340.370.410.410.380.340.300.380.370.300.290.420.340.330.530.530.530.480.521.000.490.480.460.510.510.500.610.520.480.470.510.53
LEG0.010.180.290.390.280.320.370.360.300.320.270.300.280.330.350.350.300.410.540.320.470.290.450.500.300.300.450.360.350.480.460.520.490.470.491.000.590.490.540.560.530.570.560.520.570.540.56
SWK0.010.170.290.380.250.250.320.320.270.370.260.260.320.270.300.420.260.360.510.280.380.300.390.540.320.310.500.290.340.500.510.500.460.490.480.591.000.480.620.600.610.580.660.620.550.650.68
CINF0.010.160.310.340.340.340.350.390.340.370.360.340.390.370.380.380.380.410.420.380.440.400.460.400.400.400.440.430.450.440.430.560.460.460.460.490.481.000.450.490.510.480.510.500.520.510.52
NDSN0.020.160.300.370.250.300.320.270.290.390.270.290.320.260.330.420.310.390.470.320.340.310.370.500.300.310.550.320.340.540.520.520.470.540.510.540.620.451.000.570.630.580.660.540.560.650.65
PPG-0.000.190.330.350.280.290.360.330.290.390.320.290.360.280.330.440.300.380.480.310.390.350.430.480.360.360.480.340.400.450.470.470.440.490.510.560.600.490.571.000.590.640.590.560.540.590.62
EMR0.000.190.320.360.210.260.360.320.250.360.250.260.340.260.310.390.260.430.460.270.370.320.410.460.300.300.580.320.360.520.520.530.460.510.500.530.610.510.630.591.000.590.740.600.580.710.69
FUL0.020.200.300.350.250.320.400.320.320.360.240.330.320.310.370.380.310.400.470.340.390.290.410.450.290.280.470.340.340.530.530.550.530.540.610.570.580.480.580.640.591.000.610.550.530.580.60
PH0.020.180.300.360.220.270.360.310.260.350.230.260.310.240.300.380.260.400.490.270.360.290.420.480.300.270.580.300.340.550.550.540.480.540.520.560.660.510.660.590.740.611.000.600.590.730.73
MMM0.010.180.350.370.320.310.350.400.300.410.360.310.450.340.330.440.300.370.460.310.380.400.390.450.400.390.480.360.420.470.460.480.450.460.480.520.620.500.540.560.600.550.601.000.530.590.67
GPC0.030.180.310.430.330.330.350.390.290.350.330.300.360.320.380.370.310.410.500.310.430.370.460.520.370.370.550.370.400.480.480.520.470.490.470.570.550.520.560.540.580.530.590.531.000.570.61
DOV0.020.210.290.370.250.280.330.310.290.360.290.290.330.280.330.420.300.420.480.310.370.340.390.470.330.320.570.330.360.530.530.530.460.520.510.540.650.510.650.590.710.580.730.590.571.000.71
ITW0.020.190.350.390.300.310.360.380.320.420.340.320.410.320.360.450.330.410.490.340.390.390.440.510.390.390.600.360.420.550.550.520.490.540.530.560.680.520.650.620.690.600.730.670.610.711.00