Stock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Stock
Last updated Apr 20, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
ADBE Adobe Inc | Technology | 1% |
AI.PA L'Air Liquide S.A. | Basic Materials | 1% |
AMD Advanced Micro Devices, Inc. | Technology | 2% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3% |
ASML ASML Holding N.V. | Technology | 2% |
AVGO Broadcom Inc. | Technology | 2% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 3% |
CDNS Cadence Design Systems, Inc. | Technology | 1% |
COST Costco Wholesale Corporation | Consumer Defensive | 4% |
CRM salesforce.com, inc. | Technology | 1% |
DHR Danaher Corporation | Healthcare | 2% |
FTNT Fortinet, Inc. | Technology | 1% |
GOOGL Alphabet Inc. | Communication Services | 4% |
HD The Home Depot, Inc. | Consumer Cyclical | 3% |
KO The Coca-Cola Company | Consumer Defensive | 3% |
LIN Linde plc | Basic Materials | 2% |
LLY Eli Lilly and Company | Healthcare | 2% |
LMT Lockheed Martin Corporation | Industrials | 1% |
LOW | 2% | |
MA | 3% | |
MC.PA | 3% | |
MCD | 3% | |
META | 3% | |
MNST | 1% | |
MRK | 2% | |
MSFT | 5% | |
NFLX | 2% | |
NOW | 1% | |
NVDA | 4% | |
OR.PA | 2% | |
PANW | 1% | |
PEP | 4% | |
PG | 2% | |
RMS.PA | 1% | |
TMO | 2% | |
TSLA | 2% | |
TSM | 3% | |
TXN | 1% | |
UNH | 3% | |
V | 3% | |
WMT | 3% | |
ZTS | 1% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stock, 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.
Stock
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Nov 18, 2009, corresponding to the inception date of FTNT
Returns By Period
As of Apr 20, 2025, the Stock returned -8.36% Year-To-Date and 23.11% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Stock | -21.57% | -10.42% | -18.82% | 22.41% | 34.27% | 30.43% |
| Portfolio components: | ||||||
AAPL Apple Inc | -21.25% | -8.00% | -15.99% | 19.95% | 23.34% | 20.68% |
MSFT | -12.57% | -4.93% | -11.70% | -7.15% | 16.57% | 25.10% |
PEP | -5.23% | -2.93% | -16.98% | -15.24% | 4.09% | 6.84% |
COST Costco Wholesale Corporation | 8.66% | 11.07% | 12.07% | 40.93% | 27.42% | 22.62% |
GOOGL Alphabet Inc. | -20.06% | -7.15% | -7.29% | -1.43% | 18.70% | 18.18% |
NVDA | -24.42% | -14.38% | -26.44% | 33.22% | 67.77% | 66.81% |
V | 4.47% | -2.91% | 13.83% | 23.09% | 15.35% | 17.46% |
MA | -1.45% | -3.40% | 0.50% | 14.27% | 15.72% | 19.17% |
TSM | -22.87% | -14.50% | -23.89% | 20.49% | 25.17% | 22.91% |
UNH | -9.85% | -11.19% | -19.63% | -7.93% | 11.31% | 15.80% |
MCD | 8.01% | 1.40% | -0.50% | 17.24% | 13.61% | 14.75% |
WMT | 3.46% | 8.93% | 15.22% | 58.37% | 17.81% | 15.41% |
HD The Home Depot, Inc. | -8.14% | -0.13% | -13.45% | 8.51% | 13.83% | 14.42% |
MC.PA | -16.13% | -15.88% | -17.75% | -33.75% | 8.48% | 13.80% |
AMZN Amazon.com, Inc. | -21.32% | -11.46% | -8.67% | -1.16% | 7.40% | 23.73% |
KO The Coca-Cola Company | 18.12% | 4.72% | 5.19% | 24.95% | 12.50% | 9.04% |
BRK-B Berkshire Hathaway Inc. | 14.32% | -1.99% | 11.49% | 27.93% | 21.77% | 13.47% |
PG | 2.40% | 1.84% | 0.23% | 9.85% | 9.61% | 10.25% |
AVGO Broadcom Inc. | -26.02% | -10.26% | -4.40% | 43.67% | 48.22% | 32.09% |
LOW | -10.88% | -3.21% | -21.57% | -3.13% | 19.74% | 13.25% |
LLY Eli Lilly and Company | 8.99% | -0.31% | -8.19% | 16.40% | 40.22% | 29.37% |
TMO | -17.76% | -17.57% | -28.84% | -21.30% | 5.60% | 12.59% |
OR.PA | 9.76% | -0.73% | -4.07% | -16.80% | 8.20% | 8.88% |
ASML ASML Holding N.V. | -7.44% | -12.79% | -11.09% | -24.89% | 17.66% | 20.18% |
LIN Linde plc | 8.35% | -1.23% | -6.46% | 2.58% | 20.70% | 15.78% |
TSLA | -40.23% | 2.16% | 9.37% | 64.14% | 36.07% | 31.48% |
MRK | -20.91% | -17.66% | -27.04% | -36.15% | 2.71% | 6.59% |
CRM salesforce.com, inc. | -25.93% | -11.25% | -15.36% | -8.01% | 8.65% | 13.56% |
ADBE Adobe Inc | -21.56% | -10.47% | -29.52% | -24.99% | 0.22% | 16.12% |
TXN | -20.25% | -17.84% | -24.16% | -4.44% | 8.65% | 12.41% |
ZTS | -8.48% | -8.88% | -22.67% | 2.27% | 3.81% | 12.68% |
RMS.PA | 8.24% | -4.51% | 14.64% | 5.74% | 28.01% | 22.06% |
DHR Danaher Corporation | -18.49% | -11.00% | -31.72% | -20.29% | 6.48% | 17.81% |
NOW | -27.16% | -6.30% | -16.23% | 8.16% | 20.06% | 25.13% |
MNST | 11.13% | 2.71% | 8.07% | 9.92% | 13.37% | 9.38% |
NFLX | 9.17% | 2.33% | 27.38% | 75.31% | 16.87% | 27.68% |
META | -14.28% | -14.42% | -12.86% | 4.62% | 22.47% | 19.03% |
CDNS Cadence Design Systems, Inc. | -13.39% | 0.67% | 0.66% | -7.15% | 26.54% | 28.92% |
PANW | -7.84% | -8.87% | -10.52% | 20.77% | 37.82% | 20.12% |
FTNT Fortinet, Inc. | 1.75% | -2.36% | 18.58% | 51.62% | 32.78% | 28.09% |
AMD Advanced Micro Devices, Inc. | -27.56% | -18.33% | -43.90% | -40.33% | 8.73% | 42.78% |
AI.PA L'Air Liquide S.A. | 21.14% | 2.01% | 4.28% | 10.11% | 14.31% | 10.51% |
LMT Lockheed Martin Corporation | -3.79% | -0.57% | -23.11% | 2.67% | 6.57% | 11.58% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Stock, 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 | -4.88% | -2.13% | -10.79% | -5.57% | -21.57% | ||||||||
| 2024 | 9.38% | 16.38% | 5.69% | -4.33% | 15.44% | 9.98% | -2.92% | 2.14% | 3.32% | 3.62% | 5.92% | 0.66% | 84.97% |
| 2023 | 17.26% | 5.98% | 11.08% | -2.15% | 18.36% | 9.89% | 5.06% | 0.80% | -7.69% | -4.66% | 13.24% | 5.97% | 96.50% |
| 2022 | -11.90% | -3.13% | 7.84% | -18.47% | -1.87% | -11.38% | 16.88% | -8.50% | -10.68% | 2.00% | 7.82% | -12.41% | -39.96% |
| 2021 | 1.26% | -1.96% | 0.52% | 6.87% | -0.62% | 9.77% | 2.60% | 6.89% | -3.81% | 17.98% | 9.41% | -2.97% | 53.74% |
| 2020 | 4.68% | -2.48% | -6.39% | 15.47% | 8.03% | 6.62% | 12.60% | 19.12% | -4.61% | -5.06% | 13.56% | 6.10% | 86.00% |
| 2019 | 9.19% | 3.91% | 5.22% | 4.37% | -9.01% | 9.42% | 1.13% | -0.63% | -0.29% | 6.65% | 5.76% | 5.76% | 48.30% |
| 2018 | 13.63% | -2.08% | -3.81% | 1.78% | 6.84% | 1.14% | 1.52% | 8.55% | 1.41% | -12.70% | -2.42% | -8.17% | 2.91% |
| 2017 | 5.37% | 3.15% | 3.30% | 2.34% | 8.24% | -0.65% | 5.02% | 2.82% | 1.34% | 6.85% | 0.93% | -0.52% | 45.06% |
| 2016 | -6.41% | -1.19% | 9.24% | -0.82% | 4.47% | -0.86% | 8.44% | 0.92% | 1.84% | 0.69% | 2.27% | 4.70% | 24.72% |
| 2015 | -0.40% | 7.40% | -2.28% | 2.14% | 3.92% | -1.19% | 4.87% | -4.57% | -0.16% | 6.58% | 3.84% | 0.04% | 21.29% |
| 2014 | -0.61% | 7.89% | -2.66% | -0.57% | 3.72% | 3.14% | -1.94% | 7.17% | -1.25% | 2.02% | 4.80% | -1.61% | 21.21% |
Expense Ratio
Stock 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
The current rank of Stock is 43, 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: 0.28
^GSPC: 0.24
Portfolio: 0.67
^GSPC: 0.47
Portfolio: 1.09
^GSPC: 1.07
Portfolio: 0.37
^GSPC: 0.24
Portfolio: 1.13
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.52 | 0.95 | 1.14 | 0.51 | 2.02 |
MSFT | -0.36 | -0.36 | 0.95 | -0.37 | -0.86 |
PEP | -0.85 | -1.10 | 0.87 | -0.66 | -1.42 |
COST Costco Wholesale Corporation | 1.71 | 2.30 | 1.31 | 2.13 | 6.60 |
GOOGL Alphabet Inc. | -0.39 | -0.37 | 0.95 | -0.39 | -0.95 |
NVDA | 0.27 | 0.78 | 1.10 | 0.43 | 1.17 |
V | 0.98 | 1.42 | 1.21 | 1.40 | 4.96 |
MA | 0.61 | 0.95 | 1.14 | 0.75 | 3.32 |
TSM | 0.25 | 0.66 | 1.08 | 0.31 | 0.92 |
UNH | -0.19 | 0.00 | 1.00 | -0.26 | -0.62 |
MCD | 0.85 | 1.28 | 1.17 | 0.97 | 3.08 |
WMT | 2.30 | 3.14 | 1.44 | 2.59 | 9.04 |
HD The Home Depot, Inc. | 0.38 | 0.69 | 1.08 | 0.39 | 1.17 |
MC.PA | -1.05 | -1.57 | 0.82 | -0.78 | -1.82 |
AMZN Amazon.com, Inc. | -0.12 | 0.06 | 1.01 | -0.13 | -0.39 |
KO The Coca-Cola Company | 1.34 | 1.95 | 1.25 | 1.40 | 3.05 |
BRK-B Berkshire Hathaway Inc. | 1.56 | 2.19 | 1.32 | 3.28 | 8.41 |
PG | 0.43 | 0.67 | 1.09 | 0.65 | 1.64 |
AVGO Broadcom Inc. | 0.46 | 1.13 | 1.15 | 0.70 | 2.08 |
LOW | -0.14 | -0.04 | 1.00 | -0.14 | -0.37 |
LLY Eli Lilly and Company | 0.43 | 0.87 | 1.11 | 0.62 | 1.26 |
TMO | -1.02 | -1.45 | 0.82 | -0.69 | -2.12 |
OR.PA | -0.63 | -0.80 | 0.91 | -0.51 | -0.81 |
ASML ASML Holding N.V. | -0.62 | -0.66 | 0.91 | -0.66 | -1.07 |
LIN Linde plc | 0.18 | 0.37 | 1.05 | 0.22 | 0.56 |
TSLA | 0.60 | 1.39 | 1.17 | 0.74 | 1.99 |
MRK | -1.53 | -2.12 | 0.71 | -0.94 | -1.85 |
CRM salesforce.com, inc. | -0.25 | -0.09 | 0.99 | -0.27 | -0.69 |
ADBE Adobe Inc | -0.73 | -0.87 | 0.87 | -0.53 | -1.45 |
TXN | -0.38 | -0.32 | 0.96 | -0.42 | -1.25 |
ZTS | -0.22 | -0.15 | 0.98 | -0.14 | -0.51 |
RMS.PA | 0.14 | 0.41 | 1.05 | 0.18 | 0.46 |
DHR Danaher Corporation | -0.86 | -1.10 | 0.85 | -0.60 | -1.55 |
NOW | 0.17 | 0.51 | 1.07 | 0.18 | 0.52 |
MNST | 0.37 | 0.65 | 1.10 | 0.36 | 1.08 |
NFLX | 2.31 | 3.09 | 1.41 | 3.60 | 12.49 |
META | 0.39 | 0.79 | 1.10 | 0.42 | 1.48 |
CDNS Cadence Design Systems, Inc. | -0.20 | -0.01 | 1.00 | -0.27 | -0.55 |
PANW | 0.43 | 0.85 | 1.10 | 0.56 | 1.82 |
FTNT Fortinet, Inc. | 1.19 | 2.17 | 1.31 | 1.61 | 6.39 |
AMD Advanced Micro Devices, Inc. | -0.84 | -1.19 | 0.85 | -0.70 | -1.61 |
AI.PA L'Air Liquide S.A. | 0.52 | 0.83 | 1.11 | 0.59 | 1.32 |
LMT Lockheed Martin Corporation | 0.14 | 0.33 | 1.05 | 0.11 | 0.22 |
Stock
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Stock provided a 1.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.15% | 1.05% | 1.11% | 1.09% | 0.90% | 1.13% | 1.20% | 1.40% | 1.39% | 2.14% | 1.55% | 1.39% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
PEP | 3.79% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
V | 0.67% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
MA | 0.55% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
TSM | 1.63% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
UNH | 1.85% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
MCD | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
HD The Home Depot, Inc. | 2.55% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
MC.PA | 2.68% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
AMZN Amazon.com, 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% |
KO The Coca-Cola Company | 2.69% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
BRK-B Berkshire Hathaway 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% |
PG | 1.77% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
LOW | 2.08% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
TMO | 0.37% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
OR.PA | 1.93% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% |
ASML ASML Holding N.V. | 1.05% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
LIN Linde plc | 1.25% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK | 4.05% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
CRM salesforce.com, inc. | 0.65% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADBE Adobe 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% |
TXN | 3.58% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
ZTS | 0.92% | 1.06% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% |
RMS.PA | 0.59% | 0.58% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% |
DHR Danaher Corporation | 0.60% | 0.47% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% |
NOW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MNST | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDNS Cadence Design Systems, 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% |
PANW | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTNT Fortinet, 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% |
AMD Advanced Micro Devices, 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% |
AI.PA L'Air Liquide S.A. | 1.68% | 1.85% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% |
LMT Lockheed Martin Corporation | 2.78% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
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.
Stock
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Stock. 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 Stock was 44.85%, occurring on Oct 14, 2022. Recovery took 171 trading sessions.
The current Stock drawdown is 12.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.85% | Nov 30, 2021 | 228 | Oct 14, 2022 | 171 | Jun 14, 2023 | 399 |
| -31.05% | Jan 7, 2025 | 64 | Apr 4, 2025 | — | — | — |
| -30.65% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -28.68% | Oct 2, 2018 | 60 | Dec 24, 2018 | 216 | Oct 25, 2019 | 276 |
| -21.28% | Jul 11, 2024 | 20 | Aug 7, 2024 | 48 | Oct 14, 2024 | 68 |
Volatility
Volatility Chart
The current Stock volatility is 20.94%, 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.
Stock
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.
| RMS.PA | LMT | MRK | OR.PA | LLY | WMT | AI.PA | TSLA | UNH | PG | MC.PA | KO | MCD | PEP | NFLX | AMD | PANW | MNST | TSM | COST | META | LOW | ZTS | HD | FTNT | NVDA | LIN | BRK-B | AAPL | NOW | AVGO | DHR | AMZN | CRM | TMO | ASML | GOOGL | CDNS | TXN | V | MA | ADBE | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RMS.PA | 1.00 | 0.09 | 0.11 | 0.61 | 0.13 | 0.12 | 0.53 | 0.16 | 0.13 | 0.16 | 0.73 | 0.19 | 0.19 | 0.18 | 0.16 | 0.18 | 0.19 | 0.19 | 0.27 | 0.20 | 0.19 | 0.24 | 0.21 | 0.23 | 0.21 | 0.20 | 0.28 | 0.22 | 0.22 | 0.20 | 0.24 | 0.24 | 0.24 | 0.22 | 0.26 | 0.37 | 0.24 | 0.27 | 0.25 | 0.28 | 0.27 | 0.26 | 0.25 |
| LMT | 0.09 | 1.00 | 0.30 | 0.17 | 0.24 | 0.27 | 0.20 | 0.11 | 0.33 | 0.33 | 0.15 | 0.39 | 0.35 | 0.38 | 0.13 | 0.12 | 0.16 | 0.29 | 0.16 | 0.28 | 0.17 | 0.29 | 0.28 | 0.31 | 0.20 | 0.16 | 0.34 | 0.45 | 0.22 | 0.18 | 0.21 | 0.30 | 0.17 | 0.22 | 0.31 | 0.20 | 0.23 | 0.19 | 0.27 | 0.37 | 0.37 | 0.25 | 0.24 |
| MRK | 0.11 | 0.30 | 1.00 | 0.19 | 0.46 | 0.26 | 0.19 | 0.09 | 0.36 | 0.39 | 0.17 | 0.36 | 0.33 | 0.38 | 0.14 | 0.11 | 0.14 | 0.30 | 0.11 | 0.25 | 0.18 | 0.24 | 0.41 | 0.25 | 0.20 | 0.11 | 0.31 | 0.38 | 0.19 | 0.19 | 0.17 | 0.37 | 0.18 | 0.20 | 0.41 | 0.19 | 0.23 | 0.21 | 0.24 | 0.32 | 0.30 | 0.23 | 0.26 |
| OR.PA | 0.61 | 0.17 | 0.19 | 1.00 | 0.16 | 0.15 | 0.62 | 0.14 | 0.16 | 0.26 | 0.67 | 0.28 | 0.25 | 0.28 | 0.15 | 0.17 | 0.15 | 0.26 | 0.24 | 0.20 | 0.20 | 0.24 | 0.26 | 0.23 | 0.19 | 0.18 | 0.33 | 0.25 | 0.23 | 0.18 | 0.22 | 0.27 | 0.23 | 0.21 | 0.28 | 0.34 | 0.24 | 0.25 | 0.24 | 0.28 | 0.28 | 0.25 | 0.25 |
| LLY | 0.13 | 0.24 | 0.46 | 0.16 | 1.00 | 0.26 | 0.16 | 0.14 | 0.32 | 0.31 | 0.13 | 0.28 | 0.24 | 0.30 | 0.21 | 0.17 | 0.22 | 0.25 | 0.19 | 0.30 | 0.26 | 0.24 | 0.38 | 0.27 | 0.26 | 0.22 | 0.28 | 0.32 | 0.25 | 0.25 | 0.25 | 0.34 | 0.26 | 0.26 | 0.36 | 0.24 | 0.28 | 0.28 | 0.26 | 0.30 | 0.29 | 0.29 | 0.31 |
| WMT | 0.12 | 0.27 | 0.26 | 0.15 | 0.26 | 1.00 | 0.15 | 0.16 | 0.28 | 0.44 | 0.14 | 0.37 | 0.34 | 0.41 | 0.19 | 0.16 | 0.15 | 0.31 | 0.19 | 0.57 | 0.19 | 0.35 | 0.27 | 0.40 | 0.21 | 0.20 | 0.29 | 0.37 | 0.25 | 0.17 | 0.21 | 0.28 | 0.27 | 0.20 | 0.29 | 0.22 | 0.26 | 0.24 | 0.26 | 0.30 | 0.29 | 0.25 | 0.30 |
| AI.PA | 0.53 | 0.20 | 0.19 | 0.62 | 0.16 | 0.15 | 1.00 | 0.17 | 0.19 | 0.23 | 0.63 | 0.25 | 0.22 | 0.23 | 0.17 | 0.19 | 0.17 | 0.22 | 0.26 | 0.20 | 0.20 | 0.25 | 0.23 | 0.24 | 0.21 | 0.21 | 0.41 | 0.31 | 0.24 | 0.19 | 0.23 | 0.29 | 0.22 | 0.23 | 0.30 | 0.38 | 0.25 | 0.26 | 0.27 | 0.30 | 0.30 | 0.28 | 0.27 |
| TSLA | 0.16 | 0.11 | 0.09 | 0.14 | 0.14 | 0.16 | 0.17 | 1.00 | 0.15 | 0.10 | 0.20 | 0.14 | 0.16 | 0.13 | 0.38 | 0.35 | 0.37 | 0.21 | 0.34 | 0.26 | 0.35 | 0.25 | 0.23 | 0.25 | 0.36 | 0.39 | 0.23 | 0.23 | 0.38 | 0.36 | 0.39 | 0.27 | 0.41 | 0.39 | 0.27 | 0.35 | 0.37 | 0.37 | 0.36 | 0.29 | 0.31 | 0.38 | 0.37 |
| UNH | 0.13 | 0.33 | 0.36 | 0.16 | 0.32 | 0.28 | 0.19 | 0.15 | 1.00 | 0.32 | 0.18 | 0.32 | 0.32 | 0.33 | 0.20 | 0.18 | 0.20 | 0.30 | 0.20 | 0.30 | 0.21 | 0.32 | 0.37 | 0.33 | 0.26 | 0.22 | 0.34 | 0.42 | 0.27 | 0.23 | 0.25 | 0.38 | 0.24 | 0.24 | 0.38 | 0.25 | 0.31 | 0.27 | 0.30 | 0.36 | 0.36 | 0.29 | 0.31 |
| PG | 0.16 | 0.33 | 0.39 | 0.26 | 0.31 | 0.44 | 0.23 | 0.10 | 0.32 | 1.00 | 0.20 | 0.60 | 0.41 | 0.64 | 0.15 | 0.11 | 0.11 | 0.39 | 0.16 | 0.40 | 0.17 | 0.31 | 0.33 | 0.35 | 0.18 | 0.14 | 0.37 | 0.40 | 0.25 | 0.14 | 0.18 | 0.35 | 0.21 | 0.21 | 0.34 | 0.23 | 0.25 | 0.22 | 0.29 | 0.36 | 0.36 | 0.26 | 0.31 |
| MC.PA | 0.73 | 0.15 | 0.17 | 0.67 | 0.13 | 0.14 | 0.63 | 0.20 | 0.18 | 0.20 | 1.00 | 0.23 | 0.25 | 0.21 | 0.20 | 0.23 | 0.22 | 0.23 | 0.33 | 0.23 | 0.23 | 0.29 | 0.26 | 0.28 | 0.25 | 0.24 | 0.35 | 0.31 | 0.27 | 0.24 | 0.28 | 0.30 | 0.27 | 0.27 | 0.31 | 0.43 | 0.29 | 0.30 | 0.32 | 0.34 | 0.35 | 0.31 | 0.30 |
| KO | 0.19 | 0.39 | 0.36 | 0.28 | 0.28 | 0.37 | 0.25 | 0.14 | 0.32 | 0.60 | 0.23 | 1.00 | 0.47 | 0.70 | 0.11 | 0.11 | 0.14 | 0.49 | 0.17 | 0.37 | 0.17 | 0.31 | 0.35 | 0.34 | 0.18 | 0.12 | 0.42 | 0.47 | 0.25 | 0.16 | 0.20 | 0.34 | 0.20 | 0.22 | 0.33 | 0.23 | 0.27 | 0.22 | 0.29 | 0.39 | 0.39 | 0.28 | 0.30 |
| MCD | 0.19 | 0.35 | 0.33 | 0.25 | 0.24 | 0.34 | 0.22 | 0.16 | 0.32 | 0.41 | 0.25 | 0.47 | 1.00 | 0.45 | 0.18 | 0.20 | 0.18 | 0.36 | 0.22 | 0.36 | 0.26 | 0.36 | 0.33 | 0.39 | 0.24 | 0.21 | 0.36 | 0.43 | 0.29 | 0.23 | 0.27 | 0.37 | 0.28 | 0.28 | 0.35 | 0.29 | 0.32 | 0.30 | 0.34 | 0.41 | 0.42 | 0.32 | 0.35 |
| PEP | 0.18 | 0.38 | 0.38 | 0.28 | 0.30 | 0.41 | 0.23 | 0.13 | 0.33 | 0.64 | 0.21 | 0.70 | 0.45 | 1.00 | 0.15 | 0.12 | 0.14 | 0.51 | 0.19 | 0.41 | 0.20 | 0.33 | 0.35 | 0.37 | 0.22 | 0.15 | 0.39 | 0.41 | 0.28 | 0.19 | 0.22 | 0.38 | 0.23 | 0.24 | 0.36 | 0.25 | 0.28 | 0.27 | 0.30 | 0.38 | 0.37 | 0.30 | 0.33 |
| NFLX | 0.16 | 0.13 | 0.14 | 0.15 | 0.21 | 0.19 | 0.17 | 0.38 | 0.20 | 0.15 | 0.20 | 0.11 | 0.18 | 0.15 | 1.00 | 0.37 | 0.38 | 0.24 | 0.34 | 0.30 | 0.49 | 0.29 | 0.30 | 0.29 | 0.42 | 0.45 | 0.28 | 0.26 | 0.41 | 0.47 | 0.40 | 0.32 | 0.53 | 0.46 | 0.32 | 0.39 | 0.46 | 0.43 | 0.39 | 0.37 | 0.39 | 0.49 | 0.45 |
| AMD | 0.18 | 0.12 | 0.11 | 0.17 | 0.17 | 0.16 | 0.19 | 0.35 | 0.18 | 0.11 | 0.23 | 0.11 | 0.20 | 0.12 | 0.37 | 1.00 | 0.35 | 0.23 | 0.48 | 0.27 | 0.39 | 0.29 | 0.28 | 0.29 | 0.39 | 0.62 | 0.29 | 0.27 | 0.41 | 0.42 | 0.48 | 0.31 | 0.44 | 0.43 | 0.33 | 0.51 | 0.42 | 0.48 | 0.52 | 0.36 | 0.37 | 0.46 | 0.46 |
| PANW | 0.19 | 0.16 | 0.14 | 0.15 | 0.22 | 0.15 | 0.17 | 0.37 | 0.20 | 0.11 | 0.22 | 0.14 | 0.18 | 0.14 | 0.38 | 0.35 | 1.00 | 0.28 | 0.34 | 0.29 | 0.38 | 0.31 | 0.31 | 0.30 | 0.60 | 0.44 | 0.27 | 0.27 | 0.38 | 0.56 | 0.42 | 0.34 | 0.44 | 0.51 | 0.35 | 0.40 | 0.41 | 0.49 | 0.37 | 0.38 | 0.38 | 0.49 | 0.43 |
| MNST | 0.19 | 0.29 | 0.30 | 0.26 | 0.25 | 0.31 | 0.22 | 0.21 | 0.30 | 0.39 | 0.23 | 0.49 | 0.36 | 0.51 | 0.24 | 0.23 | 0.28 | 1.00 | 0.25 | 0.37 | 0.31 | 0.37 | 0.36 | 0.38 | 0.32 | 0.27 | 0.36 | 0.37 | 0.33 | 0.32 | 0.29 | 0.36 | 0.34 | 0.34 | 0.36 | 0.32 | 0.36 | 0.36 | 0.36 | 0.41 | 0.41 | 0.39 | 0.38 |
| TSM | 0.27 | 0.16 | 0.11 | 0.24 | 0.19 | 0.19 | 0.26 | 0.34 | 0.20 | 0.16 | 0.33 | 0.17 | 0.22 | 0.19 | 0.34 | 0.48 | 0.34 | 0.25 | 1.00 | 0.31 | 0.39 | 0.32 | 0.31 | 0.33 | 0.39 | 0.57 | 0.36 | 0.34 | 0.45 | 0.40 | 0.57 | 0.37 | 0.43 | 0.41 | 0.38 | 0.61 | 0.45 | 0.49 | 0.60 | 0.39 | 0.41 | 0.46 | 0.47 |
| COST | 0.20 | 0.28 | 0.25 | 0.20 | 0.30 | 0.57 | 0.20 | 0.26 | 0.30 | 0.40 | 0.23 | 0.37 | 0.36 | 0.41 | 0.30 | 0.27 | 0.29 | 0.37 | 0.31 | 1.00 | 0.33 | 0.42 | 0.36 | 0.49 | 0.34 | 0.36 | 0.36 | 0.40 | 0.39 | 0.33 | 0.36 | 0.39 | 0.41 | 0.35 | 0.39 | 0.35 | 0.40 | 0.41 | 0.41 | 0.41 | 0.41 | 0.42 | 0.45 |
| META | 0.19 | 0.17 | 0.18 | 0.20 | 0.26 | 0.19 | 0.20 | 0.35 | 0.21 | 0.17 | 0.23 | 0.17 | 0.26 | 0.20 | 0.49 | 0.39 | 0.38 | 0.31 | 0.39 | 0.33 | 1.00 | 0.31 | 0.34 | 0.32 | 0.41 | 0.49 | 0.32 | 0.31 | 0.47 | 0.50 | 0.46 | 0.35 | 0.59 | 0.50 | 0.36 | 0.44 | 0.63 | 0.48 | 0.43 | 0.45 | 0.44 | 0.53 | 0.53 |
| LOW | 0.24 | 0.29 | 0.24 | 0.24 | 0.24 | 0.35 | 0.25 | 0.25 | 0.32 | 0.31 | 0.29 | 0.31 | 0.36 | 0.33 | 0.29 | 0.29 | 0.31 | 0.37 | 0.32 | 0.42 | 0.31 | 1.00 | 0.39 | 0.79 | 0.37 | 0.34 | 0.42 | 0.46 | 0.35 | 0.36 | 0.36 | 0.42 | 0.36 | 0.38 | 0.41 | 0.39 | 0.37 | 0.39 | 0.43 | 0.42 | 0.43 | 0.40 | 0.38 |
| ZTS | 0.21 | 0.28 | 0.41 | 0.26 | 0.38 | 0.27 | 0.23 | 0.23 | 0.37 | 0.33 | 0.26 | 0.35 | 0.33 | 0.35 | 0.30 | 0.28 | 0.31 | 0.36 | 0.31 | 0.36 | 0.34 | 0.39 | 1.00 | 0.42 | 0.38 | 0.33 | 0.40 | 0.39 | 0.38 | 0.39 | 0.35 | 0.51 | 0.36 | 0.39 | 0.52 | 0.37 | 0.39 | 0.40 | 0.41 | 0.44 | 0.45 | 0.43 | 0.42 |
| HD | 0.23 | 0.31 | 0.25 | 0.23 | 0.27 | 0.40 | 0.24 | 0.25 | 0.33 | 0.35 | 0.28 | 0.34 | 0.39 | 0.37 | 0.29 | 0.29 | 0.30 | 0.38 | 0.33 | 0.49 | 0.32 | 0.79 | 0.42 | 1.00 | 0.36 | 0.34 | 0.42 | 0.47 | 0.37 | 0.36 | 0.37 | 0.45 | 0.39 | 0.37 | 0.43 | 0.41 | 0.39 | 0.39 | 0.46 | 0.45 | 0.45 | 0.41 | 0.42 |
| FTNT | 0.21 | 0.20 | 0.20 | 0.19 | 0.26 | 0.21 | 0.21 | 0.36 | 0.26 | 0.18 | 0.25 | 0.18 | 0.24 | 0.22 | 0.42 | 0.39 | 0.60 | 0.32 | 0.39 | 0.34 | 0.41 | 0.37 | 0.38 | 0.36 | 1.00 | 0.49 | 0.37 | 0.33 | 0.43 | 0.59 | 0.47 | 0.41 | 0.48 | 0.55 | 0.42 | 0.47 | 0.47 | 0.56 | 0.46 | 0.44 | 0.47 | 0.56 | 0.51 |
| NVDA | 0.20 | 0.16 | 0.11 | 0.18 | 0.22 | 0.20 | 0.21 | 0.39 | 0.22 | 0.14 | 0.24 | 0.12 | 0.21 | 0.15 | 0.45 | 0.62 | 0.44 | 0.27 | 0.57 | 0.36 | 0.49 | 0.34 | 0.33 | 0.34 | 0.49 | 1.00 | 0.34 | 0.31 | 0.48 | 0.52 | 0.60 | 0.37 | 0.52 | 0.51 | 0.38 | 0.60 | 0.51 | 0.59 | 0.60 | 0.42 | 0.44 | 0.55 | 0.56 |
| LIN | 0.28 | 0.34 | 0.31 | 0.33 | 0.28 | 0.29 | 0.41 | 0.23 | 0.34 | 0.37 | 0.35 | 0.42 | 0.36 | 0.39 | 0.28 | 0.29 | 0.27 | 0.36 | 0.36 | 0.36 | 0.32 | 0.42 | 0.40 | 0.42 | 0.37 | 0.34 | 1.00 | 0.51 | 0.38 | 0.35 | 0.39 | 0.47 | 0.33 | 0.36 | 0.46 | 0.46 | 0.40 | 0.42 | 0.48 | 0.49 | 0.51 | 0.42 | 0.44 |
| BRK-B | 0.22 | 0.45 | 0.38 | 0.25 | 0.32 | 0.37 | 0.31 | 0.23 | 0.42 | 0.40 | 0.31 | 0.47 | 0.43 | 0.41 | 0.26 | 0.27 | 0.27 | 0.37 | 0.34 | 0.40 | 0.31 | 0.46 | 0.39 | 0.47 | 0.33 | 0.31 | 0.51 | 1.00 | 0.38 | 0.29 | 0.37 | 0.45 | 0.34 | 0.36 | 0.43 | 0.39 | 0.41 | 0.36 | 0.48 | 0.54 | 0.55 | 0.38 | 0.41 |
| AAPL | 0.22 | 0.22 | 0.19 | 0.23 | 0.25 | 0.25 | 0.24 | 0.38 | 0.27 | 0.25 | 0.27 | 0.25 | 0.29 | 0.28 | 0.41 | 0.41 | 0.38 | 0.33 | 0.45 | 0.39 | 0.47 | 0.35 | 0.38 | 0.37 | 0.43 | 0.48 | 0.38 | 0.38 | 1.00 | 0.43 | 0.51 | 0.39 | 0.51 | 0.45 | 0.40 | 0.49 | 0.54 | 0.49 | 0.52 | 0.44 | 0.46 | 0.50 | 0.57 |
| NOW | 0.20 | 0.18 | 0.19 | 0.18 | 0.25 | 0.17 | 0.19 | 0.36 | 0.23 | 0.14 | 0.24 | 0.16 | 0.23 | 0.19 | 0.47 | 0.42 | 0.56 | 0.32 | 0.40 | 0.33 | 0.50 | 0.36 | 0.39 | 0.36 | 0.59 | 0.52 | 0.35 | 0.29 | 0.43 | 1.00 | 0.46 | 0.42 | 0.55 | 0.67 | 0.44 | 0.46 | 0.50 | 0.59 | 0.46 | 0.48 | 0.49 | 0.63 | 0.56 |
| AVGO | 0.24 | 0.21 | 0.17 | 0.22 | 0.25 | 0.21 | 0.23 | 0.39 | 0.25 | 0.18 | 0.28 | 0.20 | 0.27 | 0.22 | 0.40 | 0.48 | 0.42 | 0.29 | 0.57 | 0.36 | 0.46 | 0.36 | 0.35 | 0.37 | 0.47 | 0.60 | 0.39 | 0.37 | 0.51 | 0.46 | 1.00 | 0.40 | 0.47 | 0.47 | 0.40 | 0.61 | 0.47 | 0.56 | 0.66 | 0.43 | 0.45 | 0.51 | 0.52 |
| DHR | 0.24 | 0.30 | 0.37 | 0.27 | 0.34 | 0.28 | 0.29 | 0.27 | 0.38 | 0.35 | 0.30 | 0.34 | 0.37 | 0.38 | 0.32 | 0.31 | 0.34 | 0.36 | 0.37 | 0.39 | 0.35 | 0.42 | 0.51 | 0.45 | 0.41 | 0.37 | 0.47 | 0.45 | 0.39 | 0.42 | 0.40 | 1.00 | 0.38 | 0.43 | 0.72 | 0.43 | 0.42 | 0.47 | 0.48 | 0.46 | 0.47 | 0.47 | 0.47 |
| AMZN | 0.24 | 0.17 | 0.18 | 0.23 | 0.26 | 0.27 | 0.22 | 0.41 | 0.24 | 0.21 | 0.27 | 0.20 | 0.28 | 0.23 | 0.53 | 0.44 | 0.44 | 0.34 | 0.43 | 0.41 | 0.59 | 0.36 | 0.36 | 0.39 | 0.48 | 0.52 | 0.33 | 0.34 | 0.51 | 0.55 | 0.47 | 0.38 | 1.00 | 0.56 | 0.40 | 0.47 | 0.66 | 0.53 | 0.46 | 0.48 | 0.50 | 0.60 | 0.61 |
| CRM | 0.22 | 0.22 | 0.20 | 0.21 | 0.26 | 0.20 | 0.23 | 0.39 | 0.24 | 0.21 | 0.27 | 0.22 | 0.28 | 0.24 | 0.46 | 0.43 | 0.51 | 0.34 | 0.41 | 0.35 | 0.50 | 0.38 | 0.39 | 0.37 | 0.55 | 0.51 | 0.36 | 0.36 | 0.45 | 0.67 | 0.47 | 0.43 | 0.56 | 1.00 | 0.43 | 0.46 | 0.52 | 0.56 | 0.46 | 0.51 | 0.52 | 0.65 | 0.57 |
| TMO | 0.26 | 0.31 | 0.41 | 0.28 | 0.36 | 0.29 | 0.30 | 0.27 | 0.38 | 0.34 | 0.31 | 0.33 | 0.35 | 0.36 | 0.32 | 0.33 | 0.35 | 0.36 | 0.38 | 0.39 | 0.36 | 0.41 | 0.52 | 0.43 | 0.42 | 0.38 | 0.46 | 0.43 | 0.40 | 0.44 | 0.40 | 0.72 | 0.40 | 0.43 | 1.00 | 0.45 | 0.44 | 0.47 | 0.48 | 0.47 | 0.48 | 0.49 | 0.47 |
| ASML | 0.37 | 0.20 | 0.19 | 0.34 | 0.24 | 0.22 | 0.38 | 0.35 | 0.25 | 0.23 | 0.43 | 0.23 | 0.29 | 0.25 | 0.39 | 0.51 | 0.40 | 0.32 | 0.61 | 0.35 | 0.44 | 0.39 | 0.37 | 0.41 | 0.47 | 0.60 | 0.46 | 0.39 | 0.49 | 0.46 | 0.61 | 0.43 | 0.47 | 0.46 | 0.45 | 1.00 | 0.49 | 0.59 | 0.64 | 0.46 | 0.48 | 0.53 | 0.54 |
| GOOGL | 0.24 | 0.23 | 0.23 | 0.24 | 0.28 | 0.26 | 0.25 | 0.37 | 0.31 | 0.25 | 0.29 | 0.27 | 0.32 | 0.28 | 0.46 | 0.42 | 0.41 | 0.36 | 0.45 | 0.40 | 0.63 | 0.37 | 0.39 | 0.39 | 0.47 | 0.51 | 0.40 | 0.41 | 0.54 | 0.50 | 0.47 | 0.42 | 0.66 | 0.52 | 0.44 | 0.49 | 1.00 | 0.53 | 0.51 | 0.53 | 0.53 | 0.60 | 0.65 |
| CDNS | 0.27 | 0.19 | 0.21 | 0.25 | 0.28 | 0.24 | 0.26 | 0.37 | 0.27 | 0.22 | 0.30 | 0.22 | 0.30 | 0.27 | 0.43 | 0.48 | 0.49 | 0.36 | 0.49 | 0.41 | 0.48 | 0.39 | 0.40 | 0.39 | 0.56 | 0.59 | 0.42 | 0.36 | 0.49 | 0.59 | 0.56 | 0.47 | 0.53 | 0.56 | 0.47 | 0.59 | 0.53 | 1.00 | 0.57 | 0.49 | 0.51 | 0.63 | 0.61 |
| TXN | 0.25 | 0.27 | 0.24 | 0.24 | 0.26 | 0.26 | 0.27 | 0.36 | 0.30 | 0.29 | 0.32 | 0.29 | 0.34 | 0.30 | 0.39 | 0.52 | 0.37 | 0.36 | 0.60 | 0.41 | 0.43 | 0.43 | 0.41 | 0.46 | 0.46 | 0.60 | 0.48 | 0.48 | 0.52 | 0.46 | 0.66 | 0.48 | 0.46 | 0.46 | 0.48 | 0.64 | 0.51 | 0.57 | 1.00 | 0.51 | 0.52 | 0.53 | 0.55 |
| V | 0.28 | 0.37 | 0.32 | 0.28 | 0.30 | 0.30 | 0.30 | 0.29 | 0.36 | 0.36 | 0.34 | 0.39 | 0.41 | 0.38 | 0.37 | 0.36 | 0.38 | 0.41 | 0.39 | 0.41 | 0.45 | 0.42 | 0.44 | 0.45 | 0.44 | 0.42 | 0.49 | 0.54 | 0.44 | 0.48 | 0.43 | 0.46 | 0.48 | 0.51 | 0.47 | 0.46 | 0.53 | 0.49 | 0.51 | 1.00 | 0.84 | 0.57 | 0.54 |
| MA | 0.27 | 0.37 | 0.30 | 0.28 | 0.29 | 0.29 | 0.30 | 0.31 | 0.36 | 0.36 | 0.35 | 0.39 | 0.42 | 0.37 | 0.39 | 0.37 | 0.38 | 0.41 | 0.41 | 0.41 | 0.44 | 0.43 | 0.45 | 0.45 | 0.47 | 0.44 | 0.51 | 0.55 | 0.46 | 0.49 | 0.45 | 0.47 | 0.50 | 0.52 | 0.48 | 0.48 | 0.53 | 0.51 | 0.52 | 0.84 | 1.00 | 0.57 | 0.55 |
| ADBE | 0.26 | 0.25 | 0.23 | 0.25 | 0.29 | 0.25 | 0.28 | 0.38 | 0.29 | 0.26 | 0.31 | 0.28 | 0.32 | 0.30 | 0.49 | 0.46 | 0.49 | 0.39 | 0.46 | 0.42 | 0.53 | 0.40 | 0.43 | 0.41 | 0.56 | 0.55 | 0.42 | 0.38 | 0.50 | 0.63 | 0.51 | 0.47 | 0.60 | 0.65 | 0.49 | 0.53 | 0.60 | 0.63 | 0.53 | 0.57 | 0.57 | 1.00 | 0.66 |
| MSFT | 0.25 | 0.24 | 0.26 | 0.25 | 0.31 | 0.30 | 0.27 | 0.37 | 0.31 | 0.31 | 0.30 | 0.30 | 0.35 | 0.33 | 0.45 | 0.46 | 0.43 | 0.38 | 0.47 | 0.45 | 0.53 | 0.38 | 0.42 | 0.42 | 0.51 | 0.56 | 0.44 | 0.41 | 0.57 | 0.56 | 0.52 | 0.47 | 0.61 | 0.57 | 0.47 | 0.54 | 0.65 | 0.61 | 0.55 | 0.54 | 0.55 | 0.66 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 4, 2013