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IDC-4-7-22
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


APD 3.9%MCD 3.9%SYK 3.9%MSFT 3.9%UGI 3.4%LOW 3.3%PEP 3.3%ABBV 3.3%WPC 3.1%VXUS 3.1%CAG 3.1%ITW 3.1%ADP 3%CVX 3%ESS 2.9%ABT 2.9%TER 2.8%AFL 2.7%CME 2.7%LIN 2.7%TXN 2.5%JEPI 2.3%JNJ 2.3%F 2.2%WMT 2.1%PG 2.1%ENB 2.1%SPGI 1.9%PPG 1.9%JPM 1.8%IBM 1.8%VTI 1.7%FRT 1.4%MMM 1.4%JEPQ 1.2%ADM 1.1%NEE 1.1%MDT 1.1%BBVA 1%BCS 1%EquityEquity
PositionCategory/SectorWeight
ABBV
AbbVie Inc.
Healthcare

3.30%

ABT
Abbott Laboratories
Healthcare

2.90%

ADM
Archer-Daniels-Midland Company
Consumer Defensive

1.10%

ADP
Automatic Data Processing, Inc.
Industrials

3%

AFL
Aflac Incorporated
Financial Services

2.70%

APD
Air Products and Chemicals, Inc.
Basic Materials

3.90%

BAC
Bank of America Corporation
Financial Services

0.80%

BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Financial Services

1%

BCS
Barclays PLC
Financial Services

1%

CAG
Conagra Brands, Inc.
Consumer Defensive

3.10%

CME
CME Group Inc.
Financial Services

2.70%

CVX
Chevron Corporation
Energy

3%

ENB
Enbridge Inc.
Energy

2.10%

ESS
Essex Property Trust, Inc.
Real Estate

2.90%

F
Ford Motor Company
Consumer Cyclical

2.20%

FRT
Federal Realty Investment Trust
Real Estate

1.40%

IBM
International Business Machines Corporation
Technology

1.80%

ITW
Illinois Tool Works Inc.
Industrials

3.10%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

2.30%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

1.20%

JNJ

2.30%

JPM

1.80%

LIN

2.70%

LOW

3.30%

MCD

3.90%

MDT

1.10%

MMM

1.40%

MSFT

3.90%

NEE

1.10%

PEP

3.30%

PG

2.10%

PPG

1.90%

SCHW

0.70%

SPGI

1.90%

SYK

3.90%

TER

2.80%

TXN

2.50%

UGI

3.40%

VTI

1.70%

VXUS

3.10%

VZ

0.50%

WMT

2.10%

WPC

3.10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IDC-4-7-22, 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


10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
15.15%
27.08%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%3.01%14.93%25.67%13.42%10.85%
IDC-4-7-226.26%0.38%7.04%13.31%N/AN/A
VZ
10.29%1.26%10.91%21.74%N/AN/A
SCHW
7.38%1.48%7.72%40.12%N/AN/A
BAC
Bank of America Corporation
18.83%0.08%19.68%46.54%10.04%12.15%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
10.91%-10.23%11.90%43.13%18.67%2.56%
BCS
Barclays PLC
36.74%-5.78%36.91%48.04%11.17%-0.22%
ADM
Archer-Daniels-Midland Company
-13.55%1.42%-12.63%-13.36%11.70%6.30%
NEE
21.75%-4.34%23.77%1.21%N/AN/A
MDT
-0.08%-0.79%0.48%-4.30%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
14.97%2.43%15.34%27.44%N/AN/A
FRT
Federal Realty Investment Trust
-0.60%3.35%-0.49%16.17%-1.25%1.77%
MMM
15.04%2.73%18.28%29.51%N/AN/A
VTI
13.50%2.46%13.79%26.27%N/AN/A
JPM
16.79%-2.20%18.68%45.12%N/AN/A
IBM
International Business Machines Corporation
7.47%0.92%8.40%38.92%10.66%4.38%
SPGI
0.12%0.44%1.43%13.50%N/AN/A
PPG
-13.19%-2.15%-12.72%-5.63%N/AN/A
WMT
29.67%3.87%30.50%32.45%N/AN/A
PG
16.29%1.77%17.30%16.24%N/AN/A
ENB
Enbridge Inc.
0.05%-4.25%-0.06%3.38%7.00%2.63%
F
Ford Motor Company
0.96%-2.63%-0.35%-9.91%8.42%1.21%
JEPI
JPMorgan Equity Premium Income ETF
6.16%0.25%6.71%11.89%N/AN/A
JNJ
-3.60%1.21%-2.81%-7.30%N/AN/A
TXN
16.45%-1.83%17.98%20.30%N/AN/A
AFL
Aflac Incorporated
10.01%2.26%11.43%36.65%13.08%13.85%
CME
CME Group Inc.
-6.64%-8.99%-5.95%12.12%3.43%15.26%
LIN
8.47%1.97%8.46%20.98%N/AN/A
TER
37.07%3.08%38.21%41.77%N/AN/A
ESS
Essex Property Trust, Inc.
13.38%7.26%16.10%31.70%2.30%7.47%
ABT
Abbott Laboratories
-3.01%1.70%-2.08%-0.17%6.46%12.20%
ADP
Automatic Data Processing, Inc.
7.67%0.20%8.60%18.61%10.78%16.13%
CVX
Chevron Corporation
6.30%-1.57%4.97%6.88%9.43%6.14%
WPC
-13.61%-2.92%-12.58%-9.41%N/AN/A
VXUS
4.84%-1.78%6.13%12.64%N/AN/A
CAG
Conagra Brands, Inc.
2.92%-4.82%2.92%-11.42%3.54%5.65%
ITW
Illinois Tool Works Inc.
-7.74%0.14%-7.23%1.44%12.45%13.14%
LOW
3.72%6.22%3.51%8.40%N/AN/A
PEP
0.03%-5.28%1.32%-7.35%N/AN/A
ABBV
AbbVie Inc.
12.04%8.49%12.06%30.45%26.71%16.41%
UGI
-4.50%-3.80%-4.15%-8.26%N/AN/A
APD
Air Products and Chemicals, Inc.
0.41%3.14%1.41%-2.17%6.42%11.38%
MCD
-11.45%1.15%-9.99%-8.40%N/AN/A
SYK
14.68%2.12%15.75%16.22%N/AN/A
MSFT
20.05%4.56%20.51%35.30%N/AN/A

Monthly Returns

The table below presents the monthly returns of IDC-4-7-22, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.34%2.49%3.68%-2.98%3.13%6.26%
20233.13%-2.21%1.64%1.90%-4.69%6.59%2.39%-2.83%-4.55%-3.15%7.01%5.15%9.81%
2022-1.85%-7.08%6.94%-3.47%-8.10%9.20%7.71%-3.03%-1.31%

Expense Ratio

IDC-4-7-22 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDC-4-7-22 is 21, indicating that it is in the bottom 21% 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 IDC-4-7-22 is 2121
IDC-4-7-22
The Sharpe Ratio Rank of IDC-4-7-22 is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of IDC-4-7-22 is 2020Sortino Ratio Rank
The Omega Ratio Rank of IDC-4-7-22 is 2121Omega Ratio Rank
The Calmar Ratio Rank of IDC-4-7-22 is 2727Calmar Ratio Rank
The Martin Ratio Rank of IDC-4-7-22 is 1616Martin 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.


IDC-4-7-22
Sharpe ratio
The chart of Sharpe ratio for IDC-4-7-22, currently valued at 1.19, compared to the broader market0.002.004.001.19
Sortino ratio
The chart of Sortino ratio for IDC-4-7-22, currently valued at 1.69, compared to the broader market-2.000.002.004.006.001.69
Omega ratio
The chart of Omega ratio for IDC-4-7-22, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for IDC-4-7-22, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.000.98
Martin ratio
The chart of Martin ratio for IDC-4-7-22, currently valued at 2.88, compared to the broader market0.0010.0020.0030.0040.0050.002.88
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
0.891.481.190.593.18
SCHW
1.312.141.260.913.38
BAC
Bank of America Corporation
1.812.691.321.305.20
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
1.461.911.262.197.54
BCS
Barclays PLC
1.321.871.251.404.20
ADM
Archer-Daniels-Midland Company
-0.43-0.320.94-0.30-0.62
NEE
-0.030.161.02-0.02-0.05
MDT
-0.24-0.210.97-0.14-0.46
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.543.411.484.1915.70
FRT
Federal Realty Investment Trust
0.651.081.120.542.05
MMM
1.051.591.220.732.91
VTI
2.203.091.382.388.03
JPM
2.402.961.443.089.19
IBM
International Business Machines Corporation
1.692.441.352.055.41
SPGI
0.721.051.160.701.72
PPG
-0.41-0.440.95-0.40-0.84
WMT
1.982.631.423.089.15
PG
1.131.681.221.734.50
ENB
Enbridge Inc.
0.080.221.030.050.22
F
Ford Motor Company
-0.31-0.220.97-0.28-0.51
JEPI
JPMorgan Equity Premium Income ETF
1.652.311.301.746.81
JNJ
-0.40-0.470.94-0.37-0.68
TXN
0.781.251.140.791.75
AFL
Aflac Incorporated
1.902.321.383.2311.10
CME
CME Group Inc.
0.721.101.140.843.14
LIN
1.281.791.251.804.69
TER
1.141.751.211.353.02
ESS
Essex Property Trust, Inc.
1.081.681.190.763.61
ABT
Abbott Laboratories
0.080.251.030.070.15
ADP
Automatic Data Processing, Inc.
0.811.151.180.742.74
CVX
Chevron Corporation
0.220.431.060.200.53
WPC
-0.51-0.550.93-0.33-0.76
VXUS
0.841.261.150.872.47
CAG
Conagra Brands, Inc.
-0.60-0.790.91-0.35-0.93
ITW
Illinois Tool Works Inc.
0.020.131.020.020.04
LOW
0.420.771.090.410.89
PEP
-0.42-0.470.94-0.39-0.74
ABBV
AbbVie Inc.
1.622.181.301.505.46
UGI
-0.27-0.180.98-0.18-0.74
APD
Air Products and Chemicals, Inc.
-0.110.041.01-0.10-0.23
MCD
-0.64-0.790.90-0.58-1.25
SYK
0.801.251.160.992.60
MSFT
1.772.351.302.766.80

Sharpe Ratio

The current IDC-4-7-22 Sharpe ratio is 1.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.43, 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 IDC-4-7-22 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.19
2.24
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IDC-4-7-22 granted a 3.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IDC-4-7-223.23%3.34%3.08%2.39%2.69%2.51%2.86%2.38%2.71%2.73%2.41%2.43%
VZ
6.58%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
SCHW
1.36%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%
BAC
Bank of America Corporation
2.43%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
6.03%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
BCS
Barclays PLC
3.86%4.84%4.02%1.61%3.90%3.76%3.21%1.40%2.32%3.02%2.84%2.05%
ADM
Archer-Daniels-Midland Company
3.10%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
NEE
2.70%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
MDT
2.54%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
8.80%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRT
Federal Realty Investment Trust
4.35%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%2.98%
MMM
5.09%6.56%5.94%3.99%4.02%3.90%3.41%2.39%2.97%3.26%2.49%2.17%
VTI
1.01%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
JPM
2.17%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
IBM
International Business Machines Corporation
3.86%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%
SPGI
0.82%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
PPG
2.02%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%1.28%
WMT
1.17%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
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%
ENB
Enbridge Inc.
7.66%7.29%6.78%6.86%7.54%5.57%6.69%4.73%3.78%4.41%2.47%2.82%
F
Ford Motor Company
6.55%10.20%4.03%0.45%1.60%6.05%9.18%5.20%7.01%4.26%3.23%2.35%
JEPI
JPMorgan Equity Premium Income ETF
7.34%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
3.23%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
TXN
2.63%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
AFL
Aflac Incorporated
2.05%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
CME
CME Group Inc.
5.01%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%5.61%
LIN
1.20%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%1.85%
TER
0.31%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%0.91%0.00%
ESS
Essex Property Trust, Inc.
3.37%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%3.37%
ABT
Abbott Laboratories
2.01%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
ADP
Automatic Data Processing, Inc.
2.20%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.11%2.22%
CVX
Chevron Corporation
4.04%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
WPC
6.93%6.17%5.43%5.12%5.91%5.17%6.26%5.82%6.65%6.48%5.26%5.70%
VXUS
3.08%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
CAG
Conagra Brands, Inc.
4.86%4.75%3.32%3.44%2.52%2.48%3.98%2.19%1.97%2.37%2.76%2.97%
ITW
Illinois Tool Works Inc.
2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
LOW
1.92%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
PEP
3.08%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
ABBV
AbbVie Inc.
3.56%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
UGI
6.59%6.04%3.84%2.97%3.76%2.68%1.93%2.10%2.04%2.67%2.16%2.70%
APD
Air Products and Chemicals, Inc.
2.57%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.90%2.49%2.13%2.54%
MCD
2.52%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
SYK
0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%1.46%
MSFT
0.65%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.94%
-0.41%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IDC-4-7-22. 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 IDC-4-7-22 was 14.70%, occurring on Sep 30, 2022. Recovery took 39 trading sessions.

The current IDC-4-7-22 drawdown is 0.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.7%Aug 17, 202232Sep 30, 202239Nov 25, 202271
-12.45%Jul 27, 202366Oct 27, 202340Dec 26, 2023106
-11.74%May 5, 202231Jun 17, 202238Aug 12, 202269
-6.68%Feb 3, 202325Mar 10, 202367Jun 15, 202392
-4.96%Apr 1, 202412Apr 16, 202421May 15, 202433

Volatility

Volatility Chart

The current IDC-4-7-22 volatility is 2.70%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.70%
2.38%
IDC-4-7-22
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.

CMEABBVCAGVZCVXWMTJNJADMPEPMCDPGMSFTBBVABCSSCHWWPCTERNEEIBMMDTSYKUGIESSFLOWMMMABTTXNAFLENBLINAPDFRTJEPQADPJPMPPGSPGIBACITWVXUSVTIJEPI
CME1.000.220.170.190.120.250.270.150.300.280.310.240.210.220.180.230.120.260.200.210.280.190.270.200.130.160.320.140.290.210.260.250.230.250.320.320.210.330.240.230.220.300.36
ABBV0.221.000.290.230.210.270.470.190.370.340.430.120.180.160.190.270.150.240.300.340.370.230.220.160.240.270.380.170.320.260.270.250.270.210.360.300.240.220.250.250.210.290.45
CAG0.170.291.000.310.160.320.400.310.580.410.500.100.180.170.250.340.040.370.260.300.210.370.270.210.240.290.300.130.330.310.230.300.300.110.320.270.270.230.260.290.180.220.42
VZ0.190.230.311.000.220.220.350.240.310.250.340.160.270.270.230.330.100.320.320.300.250.410.320.230.290.330.350.210.300.340.240.290.360.200.270.310.290.220.360.310.280.310.38
CVX0.120.210.160.221.000.180.160.510.150.230.170.160.330.410.360.280.270.290.290.220.210.390.230.370.260.270.190.270.400.600.340.350.320.230.260.420.250.220.430.380.420.390.39
WMT0.250.270.320.220.181.000.300.240.500.360.460.310.210.170.230.270.230.310.320.330.370.280.300.300.350.290.320.250.340.300.350.300.300.370.350.320.310.370.280.360.310.430.49
JNJ0.270.470.400.350.160.301.000.260.500.460.480.200.200.190.160.330.130.340.330.440.340.340.310.210.290.340.500.210.320.310.320.320.290.190.420.300.280.360.270.310.250.310.47
ADM0.150.190.310.240.510.240.261.000.360.330.310.200.350.400.410.350.260.340.370.310.260.420.280.360.330.380.270.310.460.490.360.380.370.280.400.430.350.300.470.460.420.400.48
PEP0.300.370.580.310.150.500.500.361.000.550.670.310.210.150.250.390.160.440.330.410.370.330.340.230.330.310.450.250.360.350.370.380.350.330.480.280.340.410.270.340.300.390.58
MCD0.280.340.410.250.230.360.460.330.551.000.550.310.290.220.290.390.200.400.370.390.380.290.270.290.340.310.450.290.410.350.380.390.340.340.470.410.360.430.330.400.350.420.58
PG0.310.430.500.340.170.460.480.310.670.551.000.300.250.190.230.330.160.460.350.420.460.340.320.180.330.350.480.260.350.350.420.410.340.290.460.310.360.380.260.400.320.380.58
MSFT0.240.120.100.160.160.310.200.200.310.310.301.000.370.290.310.230.560.310.390.340.470.230.340.390.430.340.390.560.320.280.460.370.310.830.480.330.430.580.330.410.550.750.57
BBVA0.210.180.180.270.330.210.200.350.210.290.250.371.000.670.420.280.410.300.360.330.350.330.310.390.350.360.370.420.470.450.440.390.370.470.350.550.450.400.540.470.660.550.50
BCS0.220.160.170.270.410.170.190.400.150.220.190.290.671.000.430.300.400.310.320.370.280.450.360.490.350.400.360.390.470.520.390.400.450.410.330.590.460.410.650.450.670.540.46
SCHW0.180.190.250.230.360.230.160.410.250.290.230.310.420.431.000.380.420.360.380.280.290.380.410.470.410.410.280.460.530.410.410.410.480.410.410.560.430.380.650.460.470.560.51
WPC0.230.270.340.330.280.270.330.350.390.390.330.230.280.300.381.000.280.440.420.400.320.480.600.410.370.400.390.370.350.450.350.420.680.310.440.360.390.450.420.440.420.450.54
TER0.120.150.040.100.270.230.130.260.160.200.160.560.410.400.420.281.000.270.390.330.430.310.400.500.470.430.360.810.310.370.470.470.410.720.450.420.560.530.450.550.660.750.55
NEE0.260.240.370.320.290.310.340.340.440.400.460.310.300.310.360.440.271.000.330.380.340.530.470.360.430.400.390.340.390.510.420.460.450.350.420.370.440.460.380.430.430.470.59
IBM0.200.300.260.320.290.320.330.370.330.370.350.390.360.320.380.420.390.331.000.340.390.420.360.400.400.410.410.450.440.410.430.410.440.470.460.450.390.440.460.510.450.550.59
MDT0.210.340.300.300.220.330.440.310.410.390.420.340.330.370.280.400.330.380.341.000.600.420.420.400.350.480.650.360.360.380.400.430.410.430.460.420.490.490.460.440.480.530.56
SYK0.280.370.210.250.210.370.340.260.370.380.460.470.350.280.290.320.430.340.390.601.000.320.390.350.410.350.630.450.350.350.480.450.380.570.430.390.490.570.360.460.500.620.62
UGI0.190.230.370.410.390.280.340.420.330.290.340.230.330.450.380.480.310.530.420.420.321.000.470.490.400.530.370.380.440.560.350.430.530.310.410.410.440.400.530.510.470.490.52
ESS0.270.220.270.320.230.300.310.280.340.270.320.340.310.360.410.600.400.470.360.420.390.471.000.450.480.440.420.420.370.420.350.460.680.420.450.430.490.510.480.490.490.560.56
F0.200.160.210.230.370.300.210.360.230.290.180.390.390.490.470.410.500.360.400.400.350.490.451.000.550.490.400.510.430.500.380.430.540.520.430.500.570.490.570.530.560.650.53
LOW0.130.240.240.290.260.350.290.330.330.340.330.430.350.350.410.370.470.430.400.350.410.400.480.551.000.520.430.490.390.410.400.430.510.520.470.420.580.550.490.570.510.650.61
MMM0.160.270.290.330.270.290.340.380.310.310.350.340.360.400.410.400.430.400.410.480.350.530.440.490.521.000.410.490.420.450.400.480.510.430.450.500.520.490.520.580.530.580.55
ABT0.320.380.300.350.190.320.500.270.450.450.480.390.370.360.280.390.360.390.410.650.630.370.420.400.430.411.000.400.350.380.470.450.410.440.540.440.480.510.420.480.470.540.60
TXN0.140.170.130.210.270.250.210.310.250.290.260.560.420.390.460.370.810.340.450.360.450.380.420.510.490.490.401.000.340.400.460.490.460.690.520.430.540.520.460.570.630.740.59
AFL0.290.320.330.300.400.340.320.460.360.410.350.320.470.470.530.350.310.390.440.360.350.440.370.430.390.420.350.341.000.470.500.460.460.410.500.640.490.440.630.550.480.560.62
ENB0.210.260.310.340.600.300.310.490.350.350.350.280.450.520.410.450.370.510.410.380.350.560.420.500.410.450.380.400.471.000.450.480.500.390.370.470.460.450.540.470.650.550.58
LIN0.260.270.230.240.340.350.320.360.370.380.420.460.440.390.410.350.470.420.430.400.480.350.350.380.400.400.470.460.500.451.000.670.380.520.500.490.580.530.430.570.590.610.64
APD0.250.250.300.290.350.300.320.380.380.390.410.370.390.400.410.420.470.460.410.430.450.430.460.430.430.480.450.490.460.480.671.000.490.480.500.470.580.520.470.580.580.620.64
FRT0.230.270.300.360.320.300.290.370.350.340.340.310.370.450.480.680.410.450.440.410.380.530.680.540.510.510.410.460.460.500.380.491.000.420.480.500.550.520.570.550.550.590.60
JEPQ0.250.210.110.200.230.370.190.280.330.340.290.830.470.410.410.310.720.350.470.430.570.310.420.520.520.430.440.690.410.390.520.480.421.000.530.470.560.640.460.520.700.900.71
ADP0.320.360.320.270.260.350.420.400.480.470.460.480.350.330.410.440.450.420.460.460.430.410.450.430.470.450.540.520.500.370.500.500.480.531.000.460.530.560.460.540.480.630.70
JPM0.320.300.270.310.420.320.300.430.280.410.310.330.550.590.560.360.420.370.450.420.390.410.430.500.420.500.440.430.640.470.490.470.500.470.461.000.530.450.790.580.570.620.61
PPG0.210.240.270.290.250.310.280.350.340.360.360.430.450.460.430.390.560.440.390.490.490.440.490.570.580.520.480.540.490.460.580.580.550.560.530.531.000.580.560.640.620.690.65
SPGI0.330.220.230.220.220.370.360.300.410.430.380.580.400.410.380.450.530.460.440.490.570.400.510.490.550.490.510.520.440.450.530.520.520.640.560.450.581.000.470.580.600.730.70
BAC0.240.250.260.360.430.280.270.470.270.330.260.330.540.650.650.420.450.380.460.460.360.530.480.570.490.520.420.460.630.540.430.470.570.460.460.790.560.471.000.580.610.660.59
ITW0.230.250.290.310.380.360.310.460.340.400.400.410.470.450.460.440.550.430.510.440.460.510.490.530.570.580.480.570.550.470.570.580.550.520.540.580.640.580.581.000.610.680.69
VXUS0.220.210.180.280.420.310.250.420.300.350.320.550.660.670.470.420.660.430.450.480.500.470.490.560.510.530.470.630.480.650.590.580.550.700.480.570.620.600.610.611.000.810.68
VTI0.300.290.220.310.390.430.310.400.390.420.380.750.550.540.560.450.750.470.550.530.620.490.560.650.650.580.540.740.560.550.610.620.590.900.630.620.690.730.660.680.811.000.82
JEPI0.360.450.420.380.390.490.470.480.580.580.580.570.500.460.510.540.550.590.590.560.620.520.560.530.610.550.600.590.620.580.640.640.600.710.700.610.650.700.590.690.680.821.00
The correlation results are calculated based on daily price changes starting from May 5, 2022