Stock
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Stock
Last updated Sep 17, 2024
Asset Allocation
| Position | Category/Sector | 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 Lowe's Companies, Inc. | Consumer Cyclical | 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% |
Quarterly
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 Quarterly
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 Sep 17, 2024, the Stock returned 23.70% Year-To-Date and 25.16% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Stock | 23.63% | 1.65% | 9.76% | 34.73% | 26.40% | 25.13% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.03% | -4.10% | 23.43% | 22.44% | 31.40% | 24.79% |
MSFT | 15.33% | 3.08% | 2.73% | 32.07% | 25.48% | 25.93% |
PEP | 6.57% | 3.24% | 4.55% | 1.67% | 8.30% | 9.43% |
COST Costco Wholesale Corporation | 36.55% | 3.06% | 22.92% | 64.11% | 26.92% | 23.60% |
GOOGL Alphabet Inc. | 14.33% | -2.10% | 8.63% | 15.56% | 20.29% | 17.62% |
NVDA | 133.46% | -7.21% | 29.32% | 162.99% | 89.16% | 71.64% |
V | 12.21% | 8.64% | 1.48% | 19.66% | 11.03% | 18.64% |
MA | 17.99% | 6.85% | 3.81% | 20.81% | 12.95% | 20.74% |
TSM | 64.35% | -2.77% | 26.22% | 93.31% | 32.08% | 25.95% |
UNH | 13.22% | 2.35% | 20.36% | 23.05% | 21.58% | 22.22% |
MCD | 0.87% | 6.10% | 5.14% | 8.34% | 9.16% | 14.56% |
WMT | 54.79% | 9.68% | 33.18% | 49.88% | 16.93% | 14.08% |
HD The Home Depot, Inc. | 12.70% | 6.49% | 2.33% | 23.93% | 13.30% | 17.54% |
MC.PA | -15.78% | -6.95% | -27.05% | -13.42% | 11.99% | 17.38% |
AMZN Amazon.com, Inc. | 23.00% | 5.55% | 6.24% | 33.50% | 15.05% | 26.68% |
KO The Coca-Cola Company | 25.14% | 4.94% | 21.46% | 27.50% | 8.84% | 8.72% |
BRK-B Berkshire Hathaway Inc. | 28.04% | 2.74% | 10.91% | 23.28% | 16.45% | 12.19% |
PG | 22.29% | 4.76% | 10.04% | 17.06% | 10.04% | 10.43% |
AVGO Broadcom Inc. | 46.63% | -1.96% | 32.21% | 94.50% | 44.17% | 36.76% |
LOW Lowe's Companies, Inc. | 17.05% | 6.46% | 4.51% | 20.35% | 19.68% | 18.47% |
LLY Eli Lilly and Company | 56.21% | -1.73% | 17.63% | 59.69% | 51.76% | 31.52% |
TMO | 15.93% | 1.75% | 5.53% | 21.28% | 15.62% | 17.32% |
OR.PA | -16.42% | -3.67% | -13.29% | -3.85% | 9.68% | 11.20% |
ASML ASML Holding N.V. | 7.05% | -12.30% | -15.03% | 35.91% | 26.84% | 23.65% |
LIN Linde plc | 15.89% | 3.55% | 1.68% | 23.20% | 20.61% | 15.22% |
TSLA | -8.73% | 4.93% | 32.37% | -14.51% | 66.84% | 28.56% |
MRK | 10.58% | 4.76% | -1.97% | 12.62% | 11.14% | 10.49% |
CRM salesforce.com, inc. | -2.74% | -2.94% | -15.21% | 19.03% | 10.47% | 15.54% |
ADBE Adobe Inc | -13.67% | -6.94% | -1.18% | -3.27% | 12.52% | 22.04% |
TXN | 18.97% | -1.03% | 20.65% | 25.68% | 11.81% | 17.75% |
ZTS | -0.84% | 5.74% | 12.90% | 9.20% | 9.88% | 18.34% |
RMS.PA | 1.70% | -8.49% | -17.70% | 7.48% | 25.29% | 21.49% |
DHR Danaher Corporation | 18.03% | 1.17% | 7.61% | 21.65% | 16.12% | 23.07% |
NOW | 25.38% | 7.04% | 17.03% | 53.12% | 26.19% | 29.57% |
MNST | -11.35% | 9.26% | -15.64% | -9.24% | 11.38% | 12.73% |
NFLX | 45.19% | 4.87% | 13.88% | 79.24% | 19.25% | 26.16% |
META | 51.97% | 1.78% | 8.29% | 77.80% | 22.49% | 20.75% |
CDNS Cadence Design Systems, Inc. | 0.89% | -2.21% | -11.88% | 16.03% | 31.72% | 30.82% |
PANW | 14.60% | 1.14% | 20.44% | 40.87% | 36.08% | 25.45% |
FTNT Fortinet, Inc. | 29.18% | 1.19% | 11.54% | 25.08% | 35.91% | 29.65% |
AMD Advanced Micro Devices, Inc. | 2.31% | 1.52% | -16.87% | 47.33% | 36.77% | 43.19% |
AI.PA L'Air Liquide S.A. | 8.89% | 3.36% | -0.22% | 20.48% | 13.69% | 10.46% |
LMT Lockheed Martin Corporation | 27.58% | 1.79% | 31.30% | 35.48% | 10.23% | 14.79% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.92% | 7.11% | 1.55% | -3.57% | 4.41% | 4.23% | 0.55% | 3.72% | 23.63% | ||||
| 2023 | 9.62% | -0.30% | 8.50% | 1.97% | 4.60% | 6.21% | 2.61% | -1.05% | -5.43% | -1.13% | 9.22% | 4.63% | 45.75% |
| 2022 | -6.46% | -3.92% | 3.80% | -8.47% | -1.44% | -6.71% | 10.68% | -5.75% | -8.61% | 5.70% | 9.03% | -6.25% | -19.14% |
| 2021 | -1.31% | -0.03% | 4.01% | 5.99% | 0.93% | 4.53% | 4.12% | 3.31% | -4.37% | 9.17% | 2.11% | 3.92% | 36.72% |
| 2020 | 3.22% | -5.66% | -7.11% | 13.26% | 6.11% | 4.36% | 9.00% | 10.84% | -3.28% | -3.14% | 10.05% | 4.42% | 47.58% |
| 2019 | 7.27% | 3.89% | 4.56% | 4.61% | -6.26% | 7.90% | 1.85% | 0.54% | 0.59% | 4.67% | 4.23% | 4.72% | 45.09% |
| 2018 | 9.30% | -3.35% | -2.43% | 2.07% | 4.44% | 1.86% | 3.79% | 6.06% | 1.60% | -7.07% | 1.13% | -6.28% | 10.24% |
| 2017 | 4.60% | 4.13% | 2.42% | 3.09% | 5.28% | -1.13% | 3.52% | 2.39% | 1.24% | 5.13% | 2.51% | 0.53% | 39.18% |
| 2016 | -4.62% | -0.94% | 8.49% | -0.61% | 4.05% | -0.03% | 7.90% | 0.73% | 1.40% | -0.21% | 0.79% | 3.66% | 21.76% |
| 2015 | -0.13% | 7.39% | -2.23% | 1.56% | 2.71% | -1.81% | 4.67% | -4.81% | 0.22% | 8.12% | 2.63% | 0.14% | 19.16% |
| 2014 | -1.95% | 6.43% | -1.18% | -0.01% | 3.42% | 2.18% | -1.84% | 6.00% | -0.68% | 2.53% | 5.46% | -1.26% | 20.22% |
| 2013 | 0.18% | 2.30% | 4.58% | 5.07% | -0.62% | 6.22% | 0.03% | 5.17% | 2.99% | 2.83% | 3.17% | 36.68% |
Expense Ratio
Stock 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 risk-adjusted rank of Stock is 94, placing it in the top 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.
Stock
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | 1.28 | 1.92 | 1.24 | 1.68 | 3.95 |
MSFT | 1.99 | 2.57 | 1.34 | 2.51 | 7.65 |
PEP | 0.45 | 0.74 | 1.10 | 0.41 | 1.69 |
COST Costco Wholesale Corporation | 3.29 | 3.89 | 1.60 | 6.22 | 16.36 |
GOOGL Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.01 | 2.90 |
NVDA | 3.35 | 3.57 | 1.46 | 6.37 | 20.14 |
V | 1.88 | 2.45 | 1.34 | 2.21 | 5.77 |
MA | 1.68 | 2.17 | 1.33 | 2.18 | 5.50 |
TSM | 2.73 | 3.36 | 1.44 | 2.73 | 14.82 |
UNH | 0.85 | 1.34 | 1.18 | 0.94 | 2.51 |
MCD | 0.83 | 1.26 | 1.16 | 0.82 | 1.80 |
WMT | 2.82 | 3.78 | 1.61 | 4.76 | 14.07 |
HD The Home Depot, Inc. | 1.49 | 2.15 | 1.26 | 0.99 | 3.60 |
MC.PA | -0.23 | -0.16 | 0.98 | -0.20 | -0.47 |
AMZN Amazon.com, Inc. | 1.74 | 2.37 | 1.31 | 1.35 | 8.62 |
KO The Coca-Cola Company | 2.49 | 3.37 | 1.48 | 1.90 | 18.35 |
BRK-B Berkshire Hathaway Inc. | 2.09 | 2.80 | 1.36 | 2.64 | 10.20 |
PG | 1.49 | 2.07 | 1.29 | 2.33 | 10.72 |
AVGO Broadcom Inc. | 2.24 | 2.84 | 1.37 | 4.01 | 12.41 |
LOW Lowe's Companies, Inc. | 1.20 | 1.81 | 1.23 | 0.99 | 3.22 |
LLY Eli Lilly and Company | 2.19 | 2.98 | 1.40 | 3.51 | 13.20 |
TMO | 1.13 | 1.65 | 1.22 | 0.67 | 4.62 |
OR.PA | 0.11 | 0.29 | 1.04 | 0.13 | 0.31 |
ASML ASML Holding N.V. | 1.02 | 1.52 | 1.21 | 1.20 | 3.81 |
LIN Linde plc | 1.83 | 2.49 | 1.37 | 2.44 | 5.71 |
TSLA | -0.11 | 0.23 | 1.03 | -0.09 | -0.24 |
MRK | 0.84 | 1.20 | 1.19 | 1.03 | 2.95 |
CRM salesforce.com, inc. | 0.78 | 1.13 | 1.20 | 0.72 | 2.02 |
ADBE Adobe Inc | 0.07 | 0.33 | 1.05 | 0.07 | 0.17 |
TXN | 1.15 | 1.71 | 1.21 | 1.15 | 6.50 |
ZTS | 0.48 | 0.84 | 1.11 | 0.31 | 1.16 |
RMS.PA | 0.88 | 1.37 | 1.17 | 0.96 | 2.45 |
DHR Danaher Corporation | 1.08 | 1.73 | 1.21 | 0.68 | 5.22 |
NOW | 1.88 | 2.37 | 1.36 | 2.54 | 10.00 |
MNST | -0.17 | -0.07 | 0.99 | -0.15 | -0.32 |
NFLX | 2.75 | 3.89 | 1.52 | 1.75 | 20.22 |
META | 2.21 | 3.10 | 1.42 | 3.29 | 13.20 |
CDNS Cadence Design Systems, Inc. | 0.63 | 1.07 | 1.13 | 0.78 | 2.02 |
PANW | 1.04 | 1.38 | 1.25 | 1.50 | 3.15 |
FTNT Fortinet, Inc. | 0.77 | 1.46 | 1.21 | 0.78 | 2.60 |
AMD Advanced Micro Devices, Inc. | 1.13 | 1.72 | 1.22 | 1.28 | 2.81 |
AI.PA L'Air Liquide S.A. | 1.43 | 2.11 | 1.26 | 2.28 | 5.75 |
LMT Lockheed Martin Corporation | 2.56 | 4.39 | 1.57 | 2.16 | 13.46 |
Stock
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Stock granted a 1.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stock | 1.05% | 1.11% | 1.09% | 0.90% | 1.13% | 1.20% | 1.40% | 1.39% | 2.14% | 1.55% | 1.39% | 1.44% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
PEP | 2.96% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
COST Costco Wholesale Corporation | 2.16% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
V | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MA | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
TSM | 1.30% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
UNH | 1.35% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
MCD | 2.27% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
WMT | 1.01% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
HD The Home Depot, Inc. | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
MC.PA | 2.14% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
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 | 2.66% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
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 | 2.21% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
LOW Lowe's Companies, Inc. | 1.73% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
TMO | 0.25% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
OR.PA | 1.79% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% | 1.80% |
ASML ASML Holding N.V. | 0.82% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
LIN Linde plc | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
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 | 2.60% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.42% | 3.11% | 3.45% |
CRM salesforce.com, inc. | 0.47% | 0.00% | 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 | 2.62% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
ZTS | 0.86% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
RMS.PA | 0.70% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
DHR Danaher Corporation | 0.39% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
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 | 0.28% | 0.00% | 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. | 1.71% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% |
LMT Lockheed Martin Corporation | 2.22% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
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 28.40%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Stock drawdown is 0.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.4% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 5, 2020 | 76 |
| -26.9% | Dec 28, 2021 | 208 | Oct 14, 2022 | 152 | May 18, 2023 | 360 |
| -18.53% | Oct 2, 2018 | 60 | Dec 24, 2018 | 59 | Mar 19, 2019 | 119 |
| -12.54% | Dec 30, 2015 | 31 | Feb 11, 2016 | 32 | Mar 29, 2016 | 63 |
| -11% | Aug 6, 2015 | 14 | Aug 25, 2015 | 42 | Oct 22, 2015 | 56 |
Volatility
Volatility Chart
The current Stock volatility is 3.60%, 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 | LLY | OR.PA | WMT | AI.PA | TSLA | UNH | PG | MC.PA | KO | MCD | NFLX | AMD | PEP | PANW | MNST | COST | TSM | LOW | META | ZTS | HD | FTNT | LIN | AAPL | NVDA | NOW | BRK-B | AVGO | AMZN | DHR | CRM | TMO | ASML | GOOGL | CDNS | TXN | V | MA | ADBE | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RMS.PA | 1.00 | 0.10 | 0.13 | 0.12 | 0.60 | 0.12 | 0.52 | 0.16 | 0.15 | 0.17 | 0.73 | 0.20 | 0.20 | 0.16 | 0.18 | 0.19 | 0.19 | 0.20 | 0.21 | 0.27 | 0.25 | 0.19 | 0.21 | 0.23 | 0.22 | 0.29 | 0.22 | 0.20 | 0.20 | 0.23 | 0.25 | 0.24 | 0.23 | 0.22 | 0.26 | 0.37 | 0.24 | 0.27 | 0.25 | 0.29 | 0.29 | 0.26 | 0.25 |
| LMT | 0.10 | 1.00 | 0.31 | 0.25 | 0.17 | 0.28 | 0.20 | 0.11 | 0.33 | 0.33 | 0.17 | 0.39 | 0.36 | 0.14 | 0.12 | 0.38 | 0.17 | 0.29 | 0.29 | 0.18 | 0.29 | 0.19 | 0.28 | 0.32 | 0.21 | 0.34 | 0.24 | 0.17 | 0.19 | 0.45 | 0.22 | 0.19 | 0.31 | 0.23 | 0.31 | 0.22 | 0.25 | 0.21 | 0.28 | 0.37 | 0.38 | 0.26 | 0.27 |
| MRK | 0.13 | 0.31 | 1.00 | 0.48 | 0.20 | 0.28 | 0.21 | 0.10 | 0.37 | 0.38 | 0.18 | 0.36 | 0.33 | 0.16 | 0.12 | 0.37 | 0.16 | 0.30 | 0.27 | 0.13 | 0.24 | 0.19 | 0.41 | 0.26 | 0.22 | 0.32 | 0.20 | 0.13 | 0.21 | 0.38 | 0.20 | 0.20 | 0.38 | 0.23 | 0.42 | 0.20 | 0.25 | 0.23 | 0.24 | 0.33 | 0.31 | 0.25 | 0.27 |
| LLY | 0.12 | 0.25 | 0.48 | 1.00 | 0.16 | 0.25 | 0.17 | 0.14 | 0.34 | 0.32 | 0.13 | 0.28 | 0.24 | 0.21 | 0.16 | 0.30 | 0.21 | 0.26 | 0.29 | 0.18 | 0.24 | 0.26 | 0.39 | 0.26 | 0.26 | 0.28 | 0.25 | 0.22 | 0.25 | 0.32 | 0.25 | 0.26 | 0.34 | 0.26 | 0.36 | 0.24 | 0.29 | 0.28 | 0.26 | 0.30 | 0.30 | 0.30 | 0.32 |
| OR.PA | 0.60 | 0.17 | 0.20 | 0.16 | 1.00 | 0.16 | 0.62 | 0.16 | 0.17 | 0.27 | 0.67 | 0.29 | 0.25 | 0.16 | 0.17 | 0.28 | 0.16 | 0.26 | 0.21 | 0.25 | 0.24 | 0.21 | 0.26 | 0.24 | 0.21 | 0.34 | 0.23 | 0.19 | 0.19 | 0.26 | 0.22 | 0.24 | 0.27 | 0.23 | 0.29 | 0.35 | 0.25 | 0.26 | 0.24 | 0.30 | 0.30 | 0.26 | 0.26 |
| WMT | 0.12 | 0.28 | 0.28 | 0.25 | 0.16 | 1.00 | 0.16 | 0.15 | 0.29 | 0.44 | 0.16 | 0.38 | 0.34 | 0.18 | 0.16 | 0.43 | 0.15 | 0.32 | 0.56 | 0.19 | 0.34 | 0.18 | 0.27 | 0.39 | 0.21 | 0.29 | 0.25 | 0.21 | 0.16 | 0.38 | 0.21 | 0.27 | 0.29 | 0.20 | 0.30 | 0.23 | 0.27 | 0.24 | 0.27 | 0.29 | 0.29 | 0.26 | 0.30 |
| AI.PA | 0.52 | 0.20 | 0.21 | 0.17 | 0.62 | 0.16 | 1.00 | 0.17 | 0.20 | 0.23 | 0.63 | 0.26 | 0.22 | 0.17 | 0.19 | 0.24 | 0.18 | 0.22 | 0.20 | 0.26 | 0.25 | 0.21 | 0.24 | 0.24 | 0.22 | 0.42 | 0.24 | 0.21 | 0.20 | 0.32 | 0.23 | 0.23 | 0.30 | 0.24 | 0.31 | 0.39 | 0.26 | 0.27 | 0.28 | 0.31 | 0.32 | 0.28 | 0.28 |
| TSLA | 0.16 | 0.11 | 0.10 | 0.14 | 0.16 | 0.15 | 0.17 | 1.00 | 0.16 | 0.11 | 0.21 | 0.15 | 0.17 | 0.37 | 0.34 | 0.15 | 0.36 | 0.22 | 0.25 | 0.35 | 0.26 | 0.34 | 0.25 | 0.25 | 0.36 | 0.23 | 0.37 | 0.39 | 0.36 | 0.23 | 0.38 | 0.40 | 0.27 | 0.38 | 0.28 | 0.35 | 0.36 | 0.37 | 0.37 | 0.29 | 0.31 | 0.38 | 0.36 |
| UNH | 0.15 | 0.33 | 0.37 | 0.34 | 0.17 | 0.29 | 0.20 | 0.16 | 1.00 | 0.34 | 0.19 | 0.33 | 0.32 | 0.21 | 0.19 | 0.35 | 0.21 | 0.30 | 0.32 | 0.22 | 0.33 | 0.23 | 0.39 | 0.34 | 0.26 | 0.35 | 0.29 | 0.23 | 0.25 | 0.44 | 0.26 | 0.25 | 0.39 | 0.25 | 0.40 | 0.27 | 0.33 | 0.28 | 0.32 | 0.37 | 0.37 | 0.30 | 0.33 |
| PG | 0.17 | 0.33 | 0.38 | 0.32 | 0.27 | 0.44 | 0.23 | 0.11 | 0.34 | 1.00 | 0.20 | 0.59 | 0.41 | 0.16 | 0.12 | 0.64 | 0.12 | 0.40 | 0.40 | 0.18 | 0.31 | 0.19 | 0.32 | 0.35 | 0.19 | 0.37 | 0.25 | 0.16 | 0.15 | 0.40 | 0.19 | 0.23 | 0.37 | 0.22 | 0.35 | 0.24 | 0.27 | 0.23 | 0.29 | 0.36 | 0.36 | 0.28 | 0.33 |
| MC.PA | 0.73 | 0.17 | 0.18 | 0.13 | 0.67 | 0.16 | 0.63 | 0.21 | 0.19 | 0.20 | 1.00 | 0.25 | 0.25 | 0.21 | 0.23 | 0.22 | 0.23 | 0.25 | 0.25 | 0.34 | 0.29 | 0.24 | 0.26 | 0.29 | 0.26 | 0.37 | 0.28 | 0.26 | 0.25 | 0.32 | 0.29 | 0.28 | 0.30 | 0.28 | 0.31 | 0.44 | 0.30 | 0.31 | 0.33 | 0.36 | 0.37 | 0.32 | 0.31 |
| KO | 0.20 | 0.39 | 0.36 | 0.28 | 0.29 | 0.38 | 0.26 | 0.15 | 0.33 | 0.59 | 0.25 | 1.00 | 0.48 | 0.12 | 0.12 | 0.70 | 0.15 | 0.49 | 0.38 | 0.19 | 0.31 | 0.18 | 0.34 | 0.34 | 0.20 | 0.42 | 0.25 | 0.14 | 0.18 | 0.47 | 0.22 | 0.22 | 0.36 | 0.24 | 0.34 | 0.24 | 0.29 | 0.24 | 0.30 | 0.40 | 0.39 | 0.29 | 0.32 |
| MCD | 0.20 | 0.36 | 0.33 | 0.24 | 0.25 | 0.34 | 0.22 | 0.17 | 0.32 | 0.41 | 0.25 | 0.48 | 1.00 | 0.18 | 0.20 | 0.45 | 0.18 | 0.37 | 0.36 | 0.24 | 0.36 | 0.27 | 0.33 | 0.39 | 0.24 | 0.37 | 0.29 | 0.23 | 0.24 | 0.43 | 0.29 | 0.29 | 0.37 | 0.29 | 0.36 | 0.30 | 0.33 | 0.31 | 0.35 | 0.42 | 0.43 | 0.33 | 0.36 |
| NFLX | 0.16 | 0.14 | 0.16 | 0.21 | 0.16 | 0.18 | 0.17 | 0.37 | 0.21 | 0.16 | 0.21 | 0.12 | 0.18 | 1.00 | 0.37 | 0.17 | 0.37 | 0.25 | 0.29 | 0.34 | 0.30 | 0.49 | 0.31 | 0.30 | 0.42 | 0.28 | 0.41 | 0.44 | 0.46 | 0.27 | 0.39 | 0.53 | 0.33 | 0.46 | 0.34 | 0.39 | 0.47 | 0.43 | 0.39 | 0.37 | 0.39 | 0.49 | 0.44 |
| AMD | 0.18 | 0.12 | 0.12 | 0.16 | 0.17 | 0.16 | 0.19 | 0.34 | 0.19 | 0.12 | 0.23 | 0.12 | 0.20 | 0.37 | 1.00 | 0.13 | 0.35 | 0.23 | 0.27 | 0.47 | 0.30 | 0.39 | 0.29 | 0.30 | 0.39 | 0.30 | 0.41 | 0.62 | 0.42 | 0.27 | 0.47 | 0.44 | 0.31 | 0.43 | 0.33 | 0.50 | 0.41 | 0.48 | 0.52 | 0.37 | 0.37 | 0.46 | 0.45 |
| PEP | 0.19 | 0.38 | 0.37 | 0.30 | 0.28 | 0.43 | 0.24 | 0.15 | 0.35 | 0.64 | 0.22 | 0.70 | 0.45 | 0.17 | 0.13 | 1.00 | 0.15 | 0.51 | 0.42 | 0.21 | 0.33 | 0.22 | 0.34 | 0.37 | 0.23 | 0.39 | 0.28 | 0.18 | 0.20 | 0.42 | 0.24 | 0.26 | 0.38 | 0.26 | 0.36 | 0.26 | 0.31 | 0.29 | 0.31 | 0.39 | 0.37 | 0.31 | 0.35 |
| PANW | 0.19 | 0.17 | 0.16 | 0.21 | 0.16 | 0.15 | 0.18 | 0.36 | 0.21 | 0.12 | 0.23 | 0.15 | 0.18 | 0.37 | 0.35 | 0.15 | 1.00 | 0.29 | 0.29 | 0.34 | 0.31 | 0.38 | 0.32 | 0.30 | 0.60 | 0.27 | 0.39 | 0.44 | 0.55 | 0.27 | 0.41 | 0.43 | 0.35 | 0.51 | 0.36 | 0.40 | 0.41 | 0.48 | 0.38 | 0.39 | 0.38 | 0.49 | 0.42 |
| MNST | 0.20 | 0.29 | 0.30 | 0.26 | 0.26 | 0.32 | 0.22 | 0.22 | 0.30 | 0.40 | 0.25 | 0.49 | 0.37 | 0.25 | 0.23 | 0.51 | 0.29 | 1.00 | 0.38 | 0.28 | 0.37 | 0.33 | 0.36 | 0.39 | 0.33 | 0.36 | 0.33 | 0.29 | 0.34 | 0.38 | 0.32 | 0.36 | 0.36 | 0.35 | 0.37 | 0.33 | 0.37 | 0.37 | 0.37 | 0.41 | 0.42 | 0.40 | 0.40 |
| COST | 0.21 | 0.29 | 0.27 | 0.29 | 0.21 | 0.56 | 0.20 | 0.25 | 0.32 | 0.40 | 0.25 | 0.38 | 0.36 | 0.29 | 0.27 | 0.42 | 0.29 | 0.38 | 1.00 | 0.32 | 0.42 | 0.33 | 0.36 | 0.49 | 0.34 | 0.36 | 0.39 | 0.37 | 0.32 | 0.41 | 0.36 | 0.41 | 0.40 | 0.35 | 0.40 | 0.35 | 0.41 | 0.41 | 0.42 | 0.41 | 0.41 | 0.43 | 0.45 |
| TSM | 0.27 | 0.18 | 0.13 | 0.18 | 0.25 | 0.19 | 0.26 | 0.35 | 0.22 | 0.18 | 0.34 | 0.19 | 0.24 | 0.34 | 0.47 | 0.21 | 0.34 | 0.28 | 0.32 | 1.00 | 0.33 | 0.39 | 0.33 | 0.34 | 0.40 | 0.37 | 0.47 | 0.56 | 0.40 | 0.36 | 0.56 | 0.43 | 0.38 | 0.42 | 0.38 | 0.61 | 0.46 | 0.49 | 0.61 | 0.41 | 0.43 | 0.47 | 0.47 |
| LOW | 0.25 | 0.29 | 0.24 | 0.24 | 0.24 | 0.34 | 0.25 | 0.26 | 0.33 | 0.31 | 0.29 | 0.31 | 0.36 | 0.30 | 0.30 | 0.33 | 0.31 | 0.37 | 0.42 | 0.33 | 1.00 | 0.31 | 0.38 | 0.79 | 0.38 | 0.42 | 0.35 | 0.35 | 0.37 | 0.47 | 0.37 | 0.37 | 0.42 | 0.39 | 0.41 | 0.39 | 0.38 | 0.39 | 0.43 | 0.42 | 0.43 | 0.40 | 0.40 |
| META | 0.19 | 0.19 | 0.19 | 0.26 | 0.21 | 0.18 | 0.21 | 0.34 | 0.23 | 0.19 | 0.24 | 0.18 | 0.27 | 0.49 | 0.39 | 0.22 | 0.38 | 0.33 | 0.33 | 0.39 | 0.31 | 1.00 | 0.36 | 0.33 | 0.41 | 0.34 | 0.48 | 0.48 | 0.50 | 0.32 | 0.46 | 0.58 | 0.36 | 0.50 | 0.37 | 0.44 | 0.63 | 0.47 | 0.44 | 0.46 | 0.45 | 0.54 | 0.53 |
| ZTS | 0.21 | 0.28 | 0.41 | 0.39 | 0.26 | 0.27 | 0.24 | 0.25 | 0.39 | 0.32 | 0.26 | 0.34 | 0.33 | 0.31 | 0.29 | 0.34 | 0.32 | 0.36 | 0.36 | 0.33 | 0.38 | 0.36 | 1.00 | 0.42 | 0.39 | 0.40 | 0.38 | 0.36 | 0.41 | 0.39 | 0.36 | 0.38 | 0.51 | 0.41 | 0.52 | 0.38 | 0.40 | 0.42 | 0.42 | 0.44 | 0.45 | 0.44 | 0.44 |
| HD | 0.23 | 0.32 | 0.26 | 0.26 | 0.24 | 0.39 | 0.24 | 0.25 | 0.34 | 0.35 | 0.29 | 0.34 | 0.39 | 0.30 | 0.30 | 0.37 | 0.30 | 0.39 | 0.49 | 0.34 | 0.79 | 0.33 | 0.42 | 1.00 | 0.37 | 0.42 | 0.37 | 0.36 | 0.36 | 0.47 | 0.38 | 0.39 | 0.46 | 0.38 | 0.44 | 0.41 | 0.40 | 0.40 | 0.46 | 0.45 | 0.45 | 0.42 | 0.44 |
| FTNT | 0.22 | 0.21 | 0.22 | 0.26 | 0.21 | 0.21 | 0.22 | 0.36 | 0.26 | 0.19 | 0.26 | 0.20 | 0.24 | 0.42 | 0.39 | 0.23 | 0.60 | 0.33 | 0.34 | 0.40 | 0.38 | 0.41 | 0.39 | 0.37 | 1.00 | 0.37 | 0.44 | 0.49 | 0.58 | 0.33 | 0.47 | 0.47 | 0.42 | 0.55 | 0.43 | 0.48 | 0.47 | 0.56 | 0.46 | 0.45 | 0.47 | 0.57 | 0.51 |
| LIN | 0.29 | 0.34 | 0.32 | 0.28 | 0.34 | 0.29 | 0.42 | 0.23 | 0.35 | 0.37 | 0.37 | 0.42 | 0.37 | 0.28 | 0.30 | 0.39 | 0.27 | 0.36 | 0.36 | 0.37 | 0.42 | 0.34 | 0.40 | 0.42 | 0.37 | 1.00 | 0.38 | 0.35 | 0.36 | 0.52 | 0.40 | 0.33 | 0.48 | 0.36 | 0.47 | 0.47 | 0.41 | 0.43 | 0.49 | 0.49 | 0.51 | 0.42 | 0.45 |
| AAPL | 0.22 | 0.24 | 0.20 | 0.25 | 0.23 | 0.25 | 0.24 | 0.37 | 0.29 | 0.25 | 0.28 | 0.25 | 0.29 | 0.41 | 0.41 | 0.28 | 0.39 | 0.33 | 0.39 | 0.47 | 0.35 | 0.48 | 0.38 | 0.37 | 0.44 | 0.38 | 1.00 | 0.49 | 0.43 | 0.39 | 0.52 | 0.51 | 0.40 | 0.46 | 0.40 | 0.49 | 0.54 | 0.50 | 0.53 | 0.45 | 0.47 | 0.51 | 0.57 |
| NVDA | 0.20 | 0.17 | 0.13 | 0.22 | 0.19 | 0.21 | 0.21 | 0.39 | 0.23 | 0.16 | 0.26 | 0.14 | 0.23 | 0.44 | 0.62 | 0.18 | 0.44 | 0.29 | 0.37 | 0.56 | 0.35 | 0.48 | 0.36 | 0.36 | 0.49 | 0.35 | 0.49 | 1.00 | 0.52 | 0.32 | 0.59 | 0.52 | 0.38 | 0.51 | 0.40 | 0.60 | 0.51 | 0.59 | 0.61 | 0.43 | 0.46 | 0.56 | 0.56 |
| NOW | 0.20 | 0.19 | 0.21 | 0.25 | 0.19 | 0.16 | 0.20 | 0.36 | 0.25 | 0.15 | 0.25 | 0.18 | 0.24 | 0.46 | 0.42 | 0.20 | 0.55 | 0.34 | 0.32 | 0.40 | 0.37 | 0.50 | 0.41 | 0.36 | 0.58 | 0.36 | 0.43 | 0.52 | 1.00 | 0.29 | 0.46 | 0.54 | 0.43 | 0.66 | 0.45 | 0.47 | 0.50 | 0.59 | 0.46 | 0.49 | 0.50 | 0.64 | 0.56 |
| BRK-B | 0.23 | 0.45 | 0.38 | 0.32 | 0.26 | 0.38 | 0.32 | 0.23 | 0.44 | 0.40 | 0.32 | 0.47 | 0.43 | 0.27 | 0.27 | 0.42 | 0.27 | 0.38 | 0.41 | 0.36 | 0.47 | 0.32 | 0.39 | 0.47 | 0.33 | 0.52 | 0.39 | 0.32 | 0.29 | 1.00 | 0.39 | 0.35 | 0.46 | 0.37 | 0.44 | 0.41 | 0.42 | 0.37 | 0.49 | 0.54 | 0.54 | 0.39 | 0.42 |
| AVGO | 0.25 | 0.22 | 0.20 | 0.25 | 0.22 | 0.21 | 0.23 | 0.38 | 0.26 | 0.19 | 0.29 | 0.22 | 0.29 | 0.39 | 0.47 | 0.24 | 0.41 | 0.32 | 0.36 | 0.56 | 0.37 | 0.46 | 0.36 | 0.38 | 0.47 | 0.40 | 0.52 | 0.59 | 0.46 | 0.39 | 1.00 | 0.47 | 0.41 | 0.47 | 0.41 | 0.61 | 0.47 | 0.56 | 0.68 | 0.45 | 0.46 | 0.51 | 0.52 |
| AMZN | 0.24 | 0.19 | 0.20 | 0.26 | 0.24 | 0.27 | 0.23 | 0.40 | 0.25 | 0.23 | 0.28 | 0.22 | 0.29 | 0.53 | 0.44 | 0.26 | 0.43 | 0.36 | 0.41 | 0.43 | 0.37 | 0.58 | 0.38 | 0.39 | 0.47 | 0.33 | 0.51 | 0.52 | 0.54 | 0.35 | 0.47 | 1.00 | 0.39 | 0.56 | 0.41 | 0.48 | 0.66 | 0.52 | 0.47 | 0.49 | 0.51 | 0.60 | 0.60 |
| DHR | 0.23 | 0.31 | 0.38 | 0.34 | 0.27 | 0.29 | 0.30 | 0.27 | 0.39 | 0.37 | 0.30 | 0.36 | 0.37 | 0.33 | 0.31 | 0.38 | 0.35 | 0.36 | 0.40 | 0.38 | 0.42 | 0.36 | 0.51 | 0.46 | 0.42 | 0.48 | 0.40 | 0.38 | 0.43 | 0.46 | 0.41 | 0.39 | 1.00 | 0.44 | 0.72 | 0.44 | 0.43 | 0.48 | 0.50 | 0.48 | 0.49 | 0.48 | 0.48 |
| CRM | 0.22 | 0.23 | 0.23 | 0.26 | 0.23 | 0.20 | 0.24 | 0.38 | 0.25 | 0.22 | 0.28 | 0.24 | 0.29 | 0.46 | 0.43 | 0.26 | 0.51 | 0.35 | 0.35 | 0.42 | 0.39 | 0.50 | 0.41 | 0.38 | 0.55 | 0.36 | 0.46 | 0.51 | 0.66 | 0.37 | 0.47 | 0.56 | 0.44 | 1.00 | 0.45 | 0.47 | 0.53 | 0.56 | 0.47 | 0.52 | 0.53 | 0.66 | 0.57 |
| TMO | 0.26 | 0.31 | 0.42 | 0.36 | 0.29 | 0.30 | 0.31 | 0.28 | 0.40 | 0.35 | 0.31 | 0.34 | 0.36 | 0.34 | 0.33 | 0.36 | 0.36 | 0.37 | 0.40 | 0.38 | 0.41 | 0.37 | 0.52 | 0.44 | 0.43 | 0.47 | 0.40 | 0.40 | 0.45 | 0.44 | 0.41 | 0.41 | 0.72 | 0.45 | 1.00 | 0.46 | 0.45 | 0.48 | 0.49 | 0.48 | 0.49 | 0.50 | 0.48 |
| ASML | 0.37 | 0.22 | 0.20 | 0.24 | 0.35 | 0.23 | 0.39 | 0.35 | 0.27 | 0.24 | 0.44 | 0.24 | 0.30 | 0.39 | 0.50 | 0.26 | 0.40 | 0.33 | 0.35 | 0.61 | 0.39 | 0.44 | 0.38 | 0.41 | 0.48 | 0.47 | 0.49 | 0.60 | 0.47 | 0.41 | 0.61 | 0.48 | 0.44 | 0.47 | 0.46 | 1.00 | 0.50 | 0.59 | 0.65 | 0.47 | 0.49 | 0.53 | 0.54 |
| GOOGL | 0.24 | 0.25 | 0.25 | 0.29 | 0.25 | 0.27 | 0.26 | 0.36 | 0.33 | 0.27 | 0.30 | 0.29 | 0.33 | 0.47 | 0.41 | 0.31 | 0.41 | 0.37 | 0.41 | 0.46 | 0.38 | 0.63 | 0.40 | 0.40 | 0.47 | 0.41 | 0.54 | 0.51 | 0.50 | 0.42 | 0.47 | 0.66 | 0.43 | 0.53 | 0.45 | 0.50 | 1.00 | 0.53 | 0.52 | 0.54 | 0.54 | 0.61 | 0.66 |
| CDNS | 0.27 | 0.21 | 0.23 | 0.28 | 0.26 | 0.24 | 0.27 | 0.37 | 0.28 | 0.23 | 0.31 | 0.24 | 0.31 | 0.43 | 0.48 | 0.29 | 0.48 | 0.37 | 0.41 | 0.49 | 0.39 | 0.47 | 0.42 | 0.40 | 0.56 | 0.43 | 0.50 | 0.59 | 0.59 | 0.37 | 0.56 | 0.52 | 0.48 | 0.56 | 0.48 | 0.59 | 0.53 | 1.00 | 0.58 | 0.51 | 0.53 | 0.64 | 0.61 |
| TXN | 0.25 | 0.28 | 0.24 | 0.26 | 0.24 | 0.27 | 0.28 | 0.37 | 0.32 | 0.29 | 0.33 | 0.30 | 0.35 | 0.39 | 0.52 | 0.31 | 0.38 | 0.37 | 0.42 | 0.61 | 0.43 | 0.44 | 0.42 | 0.46 | 0.46 | 0.49 | 0.53 | 0.61 | 0.46 | 0.49 | 0.68 | 0.47 | 0.50 | 0.47 | 0.49 | 0.65 | 0.52 | 0.58 | 1.00 | 0.52 | 0.53 | 0.54 | 0.56 |
| V | 0.29 | 0.37 | 0.33 | 0.30 | 0.30 | 0.29 | 0.31 | 0.29 | 0.37 | 0.36 | 0.36 | 0.40 | 0.42 | 0.37 | 0.37 | 0.39 | 0.39 | 0.41 | 0.41 | 0.41 | 0.42 | 0.46 | 0.44 | 0.45 | 0.45 | 0.49 | 0.45 | 0.43 | 0.49 | 0.54 | 0.45 | 0.49 | 0.48 | 0.52 | 0.48 | 0.47 | 0.54 | 0.51 | 0.52 | 1.00 | 0.84 | 0.58 | 0.56 |
| MA | 0.29 | 0.38 | 0.31 | 0.30 | 0.30 | 0.29 | 0.32 | 0.31 | 0.37 | 0.36 | 0.37 | 0.39 | 0.43 | 0.39 | 0.37 | 0.37 | 0.38 | 0.42 | 0.41 | 0.43 | 0.43 | 0.45 | 0.45 | 0.45 | 0.47 | 0.51 | 0.47 | 0.46 | 0.50 | 0.54 | 0.46 | 0.51 | 0.49 | 0.53 | 0.49 | 0.49 | 0.54 | 0.53 | 0.53 | 0.84 | 1.00 | 0.58 | 0.56 |
| ADBE | 0.26 | 0.26 | 0.25 | 0.30 | 0.26 | 0.26 | 0.28 | 0.38 | 0.30 | 0.28 | 0.32 | 0.29 | 0.33 | 0.49 | 0.46 | 0.31 | 0.49 | 0.40 | 0.43 | 0.47 | 0.40 | 0.54 | 0.44 | 0.42 | 0.57 | 0.42 | 0.51 | 0.56 | 0.64 | 0.39 | 0.51 | 0.60 | 0.48 | 0.66 | 0.50 | 0.53 | 0.61 | 0.64 | 0.54 | 0.58 | 0.58 | 1.00 | 0.67 |
| MSFT | 0.25 | 0.27 | 0.27 | 0.32 | 0.26 | 0.30 | 0.28 | 0.36 | 0.33 | 0.33 | 0.31 | 0.32 | 0.36 | 0.44 | 0.45 | 0.35 | 0.42 | 0.40 | 0.45 | 0.47 | 0.40 | 0.53 | 0.44 | 0.44 | 0.51 | 0.45 | 0.57 | 0.56 | 0.56 | 0.42 | 0.52 | 0.60 | 0.48 | 0.57 | 0.48 | 0.54 | 0.66 | 0.61 | 0.56 | 0.56 | 0.56 | 0.67 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 4, 2013