IDC-4-7-22
Asset Allocation
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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
IDC-4-7-22 | 7.59% | 1.91% | 7.75% | 9.19% | N/A | N/A |
Portfolio components: | ||||||
11.29% | -1.01% | -2.69% | 27.73% | N/A | N/A | |
-3.02% | -9.58% | 4.19% | 2.23% | N/A | N/A | |
Bank of America Corporation | 25.42% | 6.87% | 26.32% | 34.34% | 8.95% | 12.68% |
Banco Bilbao Vizcaya Argentaria, S.A. | 24.04% | 11.00% | 28.71% | 47.03% | 22.02% | 3.76% |
Barclays PLC | 53.90% | 11.80% | 57.09% | 57.48% | 12.55% | 0.76% |
Archer-Daniels-Midland Company | -10.77% | 4.37% | 23.81% | -24.02% | 12.30% | 5.68% |
22.81% | 0.10% | 27.55% | 3.34% | N/A | N/A | |
-3.12% | -1.11% | -7.77% | -8.29% | N/A | N/A | |
JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
Federal Realty Investment Trust | 6.15% | 7.97% | 5.59% | 11.15% | 0.14% | 2.06% |
15.79% | 1.91% | 31.87% | 17.36% | N/A | N/A | |
13.14% | -0.48% | 10.85% | 20.07% | N/A | N/A | |
24.84% | 6.28% | 22.50% | 37.11% | N/A | N/A | |
International Business Machines Corporation | 19.63% | 11.70% | 4.39% | 39.99% | 11.03% | 4.64% |
10.18% | 7.80% | 8.68% | 23.22% | N/A | N/A | |
-14.98% | 0.55% | -11.11% | -11.35% | N/A | N/A | |
33.70% | 2.53% | 28.31% | 33.39% | N/A | N/A | |
16.05% | 0.27% | 8.23% | 12.50% | N/A | N/A | |
Enbridge Inc. | 4.75% | 2.80% | 5.07% | 6.53% | 8.77% | 2.30% |
Ford Motor Company | -4.84% | -7.84% | 1.85% | -14.21% | 7.44% | 0.36% |
JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
3.45% | 8.73% | 1.66% | -5.21% | N/A | N/A | |
17.41% | 2.10% | 21.97% | 14.44% | N/A | N/A | |
Aflac Incorporated | 15.47% | 5.49% | 11.66% | 33.63% | 14.62% | 14.21% |
CME Group Inc. | -4.28% | 2.14% | -2.51% | 5.12% | 3.66% | 14.80% |
8.54% | 1.05% | 10.33% | 16.64% | N/A | N/A | |
14.81% | -15.34% | 18.14% | 12.88% | N/A | N/A | |
Essex Property Trust, Inc. | 16.26% | 4.41% | 21.93% | 26.92% | 2.00% | 7.20% |
Abbott Laboratories | -2.27% | 1.57% | -4.43% | -3.98% | 5.67% | 11.59% |
Automatic Data Processing, Inc. | 8.37% | 4.86% | 6.93% | 1.75% | 10.42% | 15.71% |
Chevron Corporation | 7.85% | 1.02% | 7.86% | 2.79% | 9.72% | 6.10% |
-5.71% | 9.26% | -2.75% | -9.60% | N/A | N/A | |
5.35% | 0.35% | 6.79% | 8.27% | N/A | N/A | |
Conagra Brands, Inc. | 5.46% | 3.65% | 2.04% | -6.55% | 3.85% | 5.12% |
Illinois Tool Works Inc. | -5.87% | 2.68% | -6.03% | -2.43% | 12.03% | 13.78% |
7.04% | 7.83% | 11.82% | 2.01% | N/A | N/A | |
2.26% | 2.57% | 3.47% | -6.52% | N/A | N/A | |
AbbVie Inc. | 20.88% | 7.42% | 12.87% | 27.11% | 27.45% | 17.79% |
2.75% | 6.80% | 9.10% | -0.91% | N/A | N/A | |
Air Products and Chemicals, Inc. | -4.19% | -1.24% | 0.17% | -12.30% | 4.77% | 10.16% |
-14.16% | -2.47% | -12.91% | -12.79% | N/A | N/A | |
9.85% | -3.61% | 5.65% | 17.29% | N/A | N/A | |
11.67% | -7.47% | 3.96% | 27.50% | N/A | N/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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.34% | 2.49% | 3.68% | -2.98% | 3.11% | -0.25% | 7.59% | ||||||
2023 | 3.13% | -2.22% | 1.64% | 1.90% | -4.69% | 6.59% | 2.39% | -2.84% | -4.55% | -3.15% | 7.00% | 5.15% | 9.79% |
2022 | -1.85% | -7.08% | 6.94% | -3.47% | -8.10% | 9.20% | 7.71% | -3.03% | -1.32% |
Expense Ratio
IDC-4-7-22 has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IDC-4-7-22 is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
1.13 | 1.83 | 1.23 | 0.72 | 5.71 | |
0.10 | 0.34 | 1.04 | 0.07 | 0.26 | |
Bank of America Corporation | 1.45 | 2.26 | 1.26 | 1.03 | 4.28 |
Banco Bilbao Vizcaya Argentaria, S.A. | 1.74 | 2.21 | 1.30 | 2.61 | 7.52 |
Barclays PLC | 1.48 | 2.04 | 1.28 | 1.55 | 4.63 |
Archer-Daniels-Midland Company | -0.74 | -0.75 | 0.86 | -0.53 | -1.02 |
0.01 | 0.22 | 1.03 | 0.01 | 0.02 | |
-0.46 | -0.52 | 0.94 | -0.28 | -0.87 | |
JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
Federal Realty Investment Trust | 0.46 | 0.80 | 1.09 | 0.38 | 1.42 |
0.72 | 1.16 | 1.16 | 0.47 | 1.88 | |
1.62 | 2.29 | 1.28 | 1.79 | 5.98 | |
2.10 | 2.59 | 1.38 | 2.70 | 7.98 | |
International Business Machines Corporation | 2.04 | 2.93 | 1.42 | 2.53 | 6.18 |
0.72 | 1.04 | 1.16 | 0.71 | 1.74 | |
-0.66 | -0.80 | 0.91 | -0.63 | -1.38 | |
1.96 | 2.63 | 1.41 | 3.09 | 9.21 | |
0.82 | 1.26 | 1.16 | 1.26 | 3.28 | |
Enbridge Inc. | 0.27 | 0.48 | 1.06 | 0.16 | 0.79 |
Ford Motor Company | -0.36 | -0.24 | 0.96 | -0.37 | -1.04 |
JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
-0.28 | -0.30 | 0.96 | -0.26 | -0.45 | |
0.40 | 0.73 | 1.08 | 0.40 | 1.07 | |
Aflac Incorporated | 1.73 | 2.15 | 1.35 | 2.95 | 10.12 |
CME Group Inc. | 0.54 | 0.88 | 1.11 | 0.79 | 1.87 |
0.93 | 1.36 | 1.19 | 1.27 | 2.98 | |
0.17 | 0.50 | 1.06 | 0.22 | 0.55 | |
Essex Property Trust, Inc. | 1.03 | 1.61 | 1.18 | 0.70 | 3.33 |
Abbott Laboratories | -0.23 | -0.19 | 0.98 | -0.20 | -0.40 |
Automatic Data Processing, Inc. | 0.33 | 0.55 | 1.08 | 0.30 | 1.08 |
Chevron Corporation | 0.05 | 0.20 | 1.03 | 0.04 | 0.11 |
-0.46 | -0.49 | 0.94 | -0.30 | -0.67 | |
0.66 | 1.01 | 1.12 | 0.67 | 1.89 | |
Conagra Brands, Inc. | -0.35 | -0.39 | 0.96 | -0.21 | -0.64 |
Illinois Tool Works Inc. | -0.16 | -0.10 | 0.99 | -0.17 | -0.32 |
0.11 | 0.32 | 1.04 | 0.11 | 0.23 | |
-0.47 | -0.55 | 0.93 | -0.43 | -0.78 | |
AbbVie Inc. | 1.78 | 2.37 | 1.33 | 2.27 | 5.96 |
-0.09 | 0.12 | 1.01 | -0.06 | -0.23 | |
Air Products and Chemicals, Inc. | -0.46 | -0.39 | 0.93 | -0.41 | -0.92 |
-0.74 | -0.95 | 0.89 | -0.69 | -1.38 | |
0.65 | 1.05 | 1.13 | 0.83 | 2.52 | |
1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
Dividends
Dividend yield
IDC-4-7-22 granted a 3.14% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IDC-4-7-22 | 3.14% | 3.33% | 3.07% | 2.38% | 2.68% | 2.51% | 2.85% | 2.37% | 2.70% | 2.72% | 2.40% | 2.42% |
Portfolio components: | ||||||||||||
6.66% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% | |
1.51% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% | |
Bank of America Corporation | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Banco Bilbao Vizcaya Argentaria, S.A. | 5.39% | 5.58% | 6.28% | 2.79% | 3.53% | 5.20% | 5.67% | 3.92% | 6.02% | 4.29% | 5.71% | 4.43% |
Barclays PLC | 3.43% | 4.84% | 4.02% | 1.61% | 3.90% | 3.76% | 3.21% | 1.40% | 2.32% | 3.02% | 2.84% | 2.05% |
Archer-Daniels-Midland Company | 3.00% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
2.68% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% | |
3.53% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% | |
JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Federal Realty Investment Trust | 4.07% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
4.32% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% | |
1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | |
2.11% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% | |
International Business Machines Corporation | 3.46% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
0.75% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% | |
2.06% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% | |
1.14% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% | |
2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% | |
Enbridge Inc. | 7.31% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
Ford Motor Company | 5.63% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
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% |
3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% | |
2.61% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% | |
Aflac Incorporated | 1.95% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
CME Group Inc. | 4.89% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% | 5.61% |
1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% | |
0.37% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% | 0.00% | |
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% |
Abbott Laboratories | 2.04% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
Automatic Data Processing, Inc. | 2.18% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
Chevron Corporation | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
6.15% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% | |
3.06% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% | |
Conagra Brands, Inc. | 4.74% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 1.97% | 2.37% | 2.76% | 2.97% |
Illinois Tool Works Inc. | 2.30% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
1.90% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% | |
3.01% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% | |
AbbVie Inc. | 3.36% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
6.12% | 6.04% | 3.84% | 2.97% | 3.76% | 2.68% | 1.93% | 2.10% | 2.04% | 2.67% | 2.16% | 2.70% | |
Air Products and Chemicals, Inc. | 2.72% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% | |
0.96% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% | |
0.70% | 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.
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 1.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.7% | Aug 17, 2022 | 32 | Sep 30, 2022 | 39 | Nov 25, 2022 | 71 |
-12.45% | Jul 27, 2023 | 66 | Oct 27, 2023 | 40 | Dec 26, 2023 | 106 |
-11.74% | May 5, 2022 | 31 | Jun 17, 2022 | 38 | Aug 12, 2022 | 69 |
-6.68% | Feb 3, 2023 | 25 | Mar 10, 2023 | 67 | Jun 15, 2023 | 92 |
-4.96% | Apr 1, 2024 | 12 | Apr 16, 2024 | 21 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current IDC-4-7-22 volatility is 2.74%, 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.
Diversification
Asset Correlations Table
CME | ABBV | CAG | VZ | CVX | WMT | JNJ | ADM | MSFT | PEP | MCD | PG | SCHW | BBVA | BCS | TER | NEE | WPC | IBM | SYK | MDT | ESS | UGI | ABT | F | TXN | LOW | MMM | ENB | AFL | LIN | APD | JEPQ | JPM | ADP | FRT | BAC | SPGI | PPG | ITW | VXUS | VTI | JEPI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME | 1.00 | 0.23 | 0.17 | 0.18 | 0.13 | 0.25 | 0.27 | 0.15 | 0.22 | 0.30 | 0.27 | 0.29 | 0.18 | 0.20 | 0.21 | 0.11 | 0.24 | 0.24 | 0.20 | 0.27 | 0.21 | 0.27 | 0.19 | 0.31 | 0.19 | 0.13 | 0.13 | 0.16 | 0.20 | 0.29 | 0.25 | 0.23 | 0.23 | 0.32 | 0.32 | 0.24 | 0.23 | 0.32 | 0.22 | 0.24 | 0.21 | 0.28 | 0.36 |
ABBV | 0.23 | 1.00 | 0.30 | 0.24 | 0.21 | 0.26 | 0.48 | 0.19 | 0.09 | 0.37 | 0.33 | 0.43 | 0.18 | 0.18 | 0.16 | 0.12 | 0.23 | 0.28 | 0.31 | 0.37 | 0.34 | 0.22 | 0.25 | 0.38 | 0.15 | 0.15 | 0.24 | 0.26 | 0.25 | 0.31 | 0.26 | 0.24 | 0.18 | 0.29 | 0.36 | 0.27 | 0.23 | 0.22 | 0.24 | 0.26 | 0.20 | 0.26 | 0.44 |
CAG | 0.17 | 0.30 | 1.00 | 0.32 | 0.18 | 0.32 | 0.41 | 0.31 | 0.09 | 0.57 | 0.39 | 0.50 | 0.23 | 0.18 | 0.16 | 0.04 | 0.36 | 0.33 | 0.27 | 0.20 | 0.30 | 0.27 | 0.37 | 0.29 | 0.21 | 0.14 | 0.23 | 0.28 | 0.30 | 0.33 | 0.22 | 0.29 | 0.10 | 0.28 | 0.32 | 0.30 | 0.26 | 0.23 | 0.26 | 0.28 | 0.17 | 0.21 | 0.41 |
VZ | 0.18 | 0.24 | 0.32 | 1.00 | 0.23 | 0.22 | 0.36 | 0.25 | 0.14 | 0.32 | 0.25 | 0.33 | 0.21 | 0.27 | 0.27 | 0.08 | 0.31 | 0.33 | 0.33 | 0.23 | 0.30 | 0.31 | 0.42 | 0.33 | 0.23 | 0.21 | 0.29 | 0.32 | 0.34 | 0.29 | 0.24 | 0.29 | 0.17 | 0.29 | 0.25 | 0.35 | 0.36 | 0.21 | 0.29 | 0.31 | 0.27 | 0.29 | 0.37 |
CVX | 0.13 | 0.21 | 0.18 | 0.23 | 1.00 | 0.17 | 0.17 | 0.51 | 0.14 | 0.16 | 0.23 | 0.17 | 0.34 | 0.33 | 0.40 | 0.25 | 0.27 | 0.29 | 0.30 | 0.18 | 0.21 | 0.22 | 0.39 | 0.17 | 0.37 | 0.27 | 0.25 | 0.27 | 0.58 | 0.40 | 0.33 | 0.34 | 0.20 | 0.41 | 0.27 | 0.31 | 0.42 | 0.21 | 0.25 | 0.37 | 0.40 | 0.37 | 0.38 |
WMT | 0.25 | 0.26 | 0.32 | 0.22 | 0.17 | 1.00 | 0.30 | 0.24 | 0.30 | 0.48 | 0.36 | 0.46 | 0.21 | 0.21 | 0.17 | 0.21 | 0.30 | 0.26 | 0.31 | 0.37 | 0.33 | 0.30 | 0.28 | 0.32 | 0.29 | 0.24 | 0.34 | 0.28 | 0.30 | 0.33 | 0.34 | 0.30 | 0.36 | 0.31 | 0.34 | 0.30 | 0.28 | 0.36 | 0.30 | 0.35 | 0.30 | 0.41 | 0.48 |
JNJ | 0.27 | 0.48 | 0.41 | 0.36 | 0.17 | 0.30 | 1.00 | 0.27 | 0.18 | 0.50 | 0.45 | 0.48 | 0.15 | 0.20 | 0.18 | 0.11 | 0.33 | 0.33 | 0.34 | 0.33 | 0.44 | 0.30 | 0.35 | 0.49 | 0.21 | 0.20 | 0.29 | 0.33 | 0.31 | 0.32 | 0.31 | 0.32 | 0.17 | 0.30 | 0.42 | 0.29 | 0.27 | 0.35 | 0.28 | 0.32 | 0.24 | 0.29 | 0.46 |
ADM | 0.15 | 0.19 | 0.31 | 0.25 | 0.51 | 0.24 | 0.27 | 1.00 | 0.18 | 0.36 | 0.33 | 0.32 | 0.40 | 0.34 | 0.40 | 0.26 | 0.34 | 0.36 | 0.39 | 0.24 | 0.31 | 0.27 | 0.42 | 0.26 | 0.36 | 0.32 | 0.34 | 0.39 | 0.48 | 0.45 | 0.36 | 0.38 | 0.26 | 0.43 | 0.39 | 0.37 | 0.47 | 0.29 | 0.35 | 0.46 | 0.42 | 0.39 | 0.47 |
MSFT | 0.22 | 0.09 | 0.09 | 0.14 | 0.14 | 0.30 | 0.18 | 0.18 | 1.00 | 0.28 | 0.30 | 0.29 | 0.30 | 0.37 | 0.29 | 0.56 | 0.30 | 0.21 | 0.36 | 0.45 | 0.32 | 0.33 | 0.20 | 0.37 | 0.38 | 0.55 | 0.40 | 0.33 | 0.26 | 0.31 | 0.45 | 0.34 | 0.83 | 0.32 | 0.44 | 0.29 | 0.32 | 0.56 | 0.41 | 0.39 | 0.55 | 0.75 | 0.55 |
PEP | 0.30 | 0.37 | 0.57 | 0.32 | 0.16 | 0.48 | 0.50 | 0.36 | 0.28 | 1.00 | 0.55 | 0.67 | 0.23 | 0.21 | 0.15 | 0.14 | 0.43 | 0.39 | 0.33 | 0.36 | 0.41 | 0.32 | 0.33 | 0.44 | 0.22 | 0.24 | 0.33 | 0.32 | 0.35 | 0.35 | 0.37 | 0.38 | 0.31 | 0.26 | 0.47 | 0.35 | 0.25 | 0.40 | 0.34 | 0.34 | 0.29 | 0.37 | 0.58 |
MCD | 0.27 | 0.33 | 0.39 | 0.25 | 0.23 | 0.36 | 0.45 | 0.33 | 0.30 | 0.55 | 1.00 | 0.55 | 0.28 | 0.28 | 0.23 | 0.20 | 0.40 | 0.39 | 0.35 | 0.38 | 0.39 | 0.27 | 0.30 | 0.45 | 0.29 | 0.29 | 0.35 | 0.33 | 0.35 | 0.41 | 0.39 | 0.38 | 0.33 | 0.39 | 0.45 | 0.35 | 0.31 | 0.41 | 0.36 | 0.40 | 0.35 | 0.41 | 0.59 |
PG | 0.29 | 0.43 | 0.50 | 0.33 | 0.17 | 0.46 | 0.48 | 0.32 | 0.29 | 0.67 | 0.55 | 1.00 | 0.21 | 0.24 | 0.19 | 0.16 | 0.46 | 0.33 | 0.35 | 0.46 | 0.42 | 0.31 | 0.33 | 0.48 | 0.18 | 0.26 | 0.33 | 0.36 | 0.36 | 0.34 | 0.42 | 0.42 | 0.29 | 0.29 | 0.44 | 0.34 | 0.25 | 0.37 | 0.36 | 0.39 | 0.32 | 0.37 | 0.57 |
SCHW | 0.18 | 0.18 | 0.23 | 0.21 | 0.34 | 0.21 | 0.15 | 0.40 | 0.30 | 0.23 | 0.28 | 0.21 | 1.00 | 0.42 | 0.41 | 0.40 | 0.35 | 0.37 | 0.37 | 0.27 | 0.26 | 0.40 | 0.37 | 0.27 | 0.45 | 0.44 | 0.40 | 0.41 | 0.40 | 0.52 | 0.40 | 0.38 | 0.40 | 0.55 | 0.40 | 0.47 | 0.64 | 0.37 | 0.42 | 0.46 | 0.47 | 0.54 | 0.50 |
BBVA | 0.20 | 0.18 | 0.18 | 0.27 | 0.33 | 0.21 | 0.20 | 0.34 | 0.37 | 0.21 | 0.28 | 0.24 | 0.42 | 1.00 | 0.67 | 0.40 | 0.29 | 0.28 | 0.36 | 0.34 | 0.32 | 0.31 | 0.32 | 0.36 | 0.39 | 0.40 | 0.34 | 0.36 | 0.44 | 0.47 | 0.43 | 0.37 | 0.46 | 0.53 | 0.35 | 0.37 | 0.53 | 0.39 | 0.44 | 0.46 | 0.65 | 0.54 | 0.49 |
BCS | 0.21 | 0.16 | 0.16 | 0.27 | 0.40 | 0.17 | 0.18 | 0.40 | 0.29 | 0.15 | 0.23 | 0.19 | 0.41 | 0.67 | 1.00 | 0.40 | 0.30 | 0.30 | 0.32 | 0.27 | 0.35 | 0.36 | 0.44 | 0.35 | 0.49 | 0.38 | 0.35 | 0.40 | 0.51 | 0.46 | 0.39 | 0.38 | 0.40 | 0.58 | 0.32 | 0.46 | 0.64 | 0.41 | 0.46 | 0.45 | 0.67 | 0.54 | 0.46 |
TER | 0.11 | 0.12 | 0.04 | 0.08 | 0.25 | 0.21 | 0.11 | 0.26 | 0.56 | 0.14 | 0.20 | 0.16 | 0.40 | 0.40 | 0.40 | 1.00 | 0.26 | 0.27 | 0.38 | 0.42 | 0.31 | 0.39 | 0.29 | 0.34 | 0.49 | 0.81 | 0.46 | 0.42 | 0.36 | 0.30 | 0.46 | 0.45 | 0.73 | 0.41 | 0.43 | 0.40 | 0.44 | 0.52 | 0.55 | 0.54 | 0.66 | 0.75 | 0.54 |
NEE | 0.24 | 0.23 | 0.36 | 0.31 | 0.27 | 0.30 | 0.33 | 0.34 | 0.30 | 0.43 | 0.40 | 0.46 | 0.35 | 0.29 | 0.30 | 0.26 | 1.00 | 0.42 | 0.31 | 0.34 | 0.37 | 0.45 | 0.51 | 0.38 | 0.36 | 0.34 | 0.42 | 0.40 | 0.51 | 0.38 | 0.42 | 0.46 | 0.34 | 0.33 | 0.39 | 0.44 | 0.36 | 0.45 | 0.43 | 0.42 | 0.43 | 0.45 | 0.58 |
WPC | 0.24 | 0.28 | 0.33 | 0.33 | 0.29 | 0.26 | 0.33 | 0.36 | 0.21 | 0.39 | 0.39 | 0.33 | 0.37 | 0.28 | 0.30 | 0.27 | 0.42 | 1.00 | 0.43 | 0.30 | 0.40 | 0.59 | 0.48 | 0.38 | 0.41 | 0.35 | 0.38 | 0.41 | 0.45 | 0.36 | 0.35 | 0.42 | 0.29 | 0.36 | 0.44 | 0.68 | 0.41 | 0.45 | 0.40 | 0.45 | 0.42 | 0.43 | 0.54 |
IBM | 0.20 | 0.31 | 0.27 | 0.33 | 0.30 | 0.31 | 0.34 | 0.39 | 0.36 | 0.33 | 0.35 | 0.35 | 0.37 | 0.36 | 0.32 | 0.38 | 0.31 | 0.43 | 1.00 | 0.36 | 0.33 | 0.35 | 0.42 | 0.39 | 0.40 | 0.45 | 0.41 | 0.41 | 0.40 | 0.44 | 0.42 | 0.40 | 0.44 | 0.44 | 0.46 | 0.44 | 0.46 | 0.44 | 0.39 | 0.51 | 0.44 | 0.54 | 0.59 |
SYK | 0.27 | 0.37 | 0.20 | 0.23 | 0.18 | 0.37 | 0.33 | 0.24 | 0.45 | 0.36 | 0.38 | 0.46 | 0.27 | 0.34 | 0.27 | 0.42 | 0.34 | 0.30 | 0.36 | 1.00 | 0.59 | 0.39 | 0.31 | 0.63 | 0.34 | 0.43 | 0.41 | 0.35 | 0.35 | 0.34 | 0.47 | 0.43 | 0.56 | 0.36 | 0.42 | 0.38 | 0.35 | 0.55 | 0.48 | 0.44 | 0.49 | 0.60 | 0.61 |
MDT | 0.21 | 0.34 | 0.30 | 0.30 | 0.21 | 0.33 | 0.44 | 0.31 | 0.32 | 0.41 | 0.39 | 0.42 | 0.26 | 0.32 | 0.35 | 0.31 | 0.37 | 0.40 | 0.33 | 0.59 | 1.00 | 0.41 | 0.42 | 0.64 | 0.39 | 0.35 | 0.35 | 0.47 | 0.38 | 0.36 | 0.41 | 0.43 | 0.41 | 0.40 | 0.46 | 0.40 | 0.44 | 0.48 | 0.48 | 0.43 | 0.46 | 0.51 | 0.55 |
ESS | 0.27 | 0.22 | 0.27 | 0.31 | 0.22 | 0.30 | 0.30 | 0.27 | 0.33 | 0.32 | 0.27 | 0.31 | 0.40 | 0.31 | 0.36 | 0.39 | 0.45 | 0.59 | 0.35 | 0.39 | 0.41 | 1.00 | 0.46 | 0.41 | 0.44 | 0.41 | 0.47 | 0.44 | 0.41 | 0.37 | 0.34 | 0.44 | 0.41 | 0.43 | 0.45 | 0.67 | 0.47 | 0.50 | 0.48 | 0.48 | 0.48 | 0.55 | 0.56 |
UGI | 0.19 | 0.25 | 0.37 | 0.42 | 0.39 | 0.28 | 0.35 | 0.42 | 0.20 | 0.33 | 0.30 | 0.33 | 0.37 | 0.32 | 0.44 | 0.29 | 0.51 | 0.48 | 0.42 | 0.31 | 0.42 | 0.46 | 1.00 | 0.36 | 0.49 | 0.37 | 0.40 | 0.53 | 0.56 | 0.44 | 0.35 | 0.42 | 0.29 | 0.40 | 0.41 | 0.53 | 0.52 | 0.40 | 0.44 | 0.51 | 0.46 | 0.47 | 0.52 |
ABT | 0.31 | 0.38 | 0.29 | 0.33 | 0.17 | 0.32 | 0.49 | 0.26 | 0.37 | 0.44 | 0.45 | 0.48 | 0.27 | 0.36 | 0.35 | 0.34 | 0.38 | 0.38 | 0.39 | 0.63 | 0.64 | 0.41 | 0.36 | 1.00 | 0.37 | 0.38 | 0.42 | 0.41 | 0.37 | 0.34 | 0.46 | 0.44 | 0.42 | 0.42 | 0.52 | 0.40 | 0.40 | 0.49 | 0.46 | 0.45 | 0.46 | 0.52 | 0.59 |
F | 0.19 | 0.15 | 0.21 | 0.23 | 0.37 | 0.29 | 0.21 | 0.36 | 0.38 | 0.22 | 0.29 | 0.18 | 0.45 | 0.39 | 0.49 | 0.49 | 0.36 | 0.41 | 0.40 | 0.34 | 0.39 | 0.44 | 0.49 | 0.37 | 1.00 | 0.51 | 0.54 | 0.48 | 0.50 | 0.43 | 0.37 | 0.41 | 0.51 | 0.49 | 0.42 | 0.54 | 0.56 | 0.49 | 0.56 | 0.53 | 0.56 | 0.64 | 0.53 |
TXN | 0.13 | 0.15 | 0.14 | 0.21 | 0.27 | 0.24 | 0.20 | 0.32 | 0.55 | 0.24 | 0.29 | 0.26 | 0.44 | 0.40 | 0.38 | 0.81 | 0.34 | 0.35 | 0.45 | 0.43 | 0.35 | 0.41 | 0.37 | 0.38 | 0.51 | 1.00 | 0.48 | 0.48 | 0.39 | 0.34 | 0.45 | 0.47 | 0.69 | 0.42 | 0.50 | 0.45 | 0.45 | 0.51 | 0.53 | 0.56 | 0.63 | 0.73 | 0.58 |
LOW | 0.13 | 0.24 | 0.23 | 0.29 | 0.25 | 0.34 | 0.29 | 0.34 | 0.40 | 0.33 | 0.35 | 0.33 | 0.40 | 0.34 | 0.35 | 0.46 | 0.42 | 0.38 | 0.41 | 0.41 | 0.35 | 0.47 | 0.40 | 0.42 | 0.54 | 0.48 | 1.00 | 0.53 | 0.41 | 0.38 | 0.41 | 0.43 | 0.51 | 0.40 | 0.47 | 0.52 | 0.47 | 0.55 | 0.59 | 0.58 | 0.50 | 0.63 | 0.61 |
MMM | 0.16 | 0.26 | 0.28 | 0.32 | 0.27 | 0.28 | 0.33 | 0.39 | 0.33 | 0.32 | 0.33 | 0.36 | 0.41 | 0.36 | 0.40 | 0.42 | 0.40 | 0.41 | 0.41 | 0.35 | 0.47 | 0.44 | 0.53 | 0.41 | 0.48 | 0.48 | 0.53 | 1.00 | 0.45 | 0.42 | 0.41 | 0.47 | 0.42 | 0.49 | 0.45 | 0.52 | 0.51 | 0.48 | 0.53 | 0.58 | 0.53 | 0.57 | 0.56 |
ENB | 0.20 | 0.25 | 0.30 | 0.34 | 0.58 | 0.30 | 0.31 | 0.48 | 0.26 | 0.35 | 0.35 | 0.36 | 0.40 | 0.44 | 0.51 | 0.36 | 0.51 | 0.45 | 0.40 | 0.35 | 0.38 | 0.41 | 0.56 | 0.37 | 0.50 | 0.39 | 0.41 | 0.45 | 1.00 | 0.46 | 0.45 | 0.47 | 0.37 | 0.46 | 0.36 | 0.50 | 0.53 | 0.44 | 0.45 | 0.47 | 0.64 | 0.54 | 0.57 |
AFL | 0.29 | 0.31 | 0.33 | 0.29 | 0.40 | 0.33 | 0.32 | 0.45 | 0.31 | 0.35 | 0.41 | 0.34 | 0.52 | 0.47 | 0.46 | 0.30 | 0.38 | 0.36 | 0.44 | 0.34 | 0.36 | 0.37 | 0.44 | 0.34 | 0.43 | 0.34 | 0.38 | 0.42 | 0.46 | 1.00 | 0.49 | 0.45 | 0.40 | 0.63 | 0.50 | 0.47 | 0.61 | 0.44 | 0.49 | 0.55 | 0.48 | 0.55 | 0.62 |
LIN | 0.25 | 0.26 | 0.22 | 0.24 | 0.33 | 0.34 | 0.31 | 0.36 | 0.45 | 0.37 | 0.39 | 0.42 | 0.40 | 0.43 | 0.39 | 0.46 | 0.42 | 0.35 | 0.42 | 0.47 | 0.41 | 0.34 | 0.35 | 0.46 | 0.37 | 0.45 | 0.41 | 0.41 | 0.45 | 0.49 | 1.00 | 0.67 | 0.51 | 0.47 | 0.49 | 0.39 | 0.42 | 0.52 | 0.58 | 0.56 | 0.59 | 0.61 | 0.64 |
APD | 0.23 | 0.24 | 0.29 | 0.29 | 0.34 | 0.30 | 0.32 | 0.38 | 0.34 | 0.38 | 0.38 | 0.42 | 0.38 | 0.37 | 0.38 | 0.45 | 0.46 | 0.42 | 0.40 | 0.43 | 0.43 | 0.44 | 0.42 | 0.44 | 0.41 | 0.47 | 0.43 | 0.47 | 0.47 | 0.45 | 0.67 | 1.00 | 0.45 | 0.45 | 0.49 | 0.47 | 0.46 | 0.50 | 0.57 | 0.56 | 0.56 | 0.59 | 0.62 |
JEPQ | 0.23 | 0.18 | 0.10 | 0.17 | 0.20 | 0.36 | 0.17 | 0.26 | 0.83 | 0.31 | 0.33 | 0.29 | 0.40 | 0.46 | 0.40 | 0.73 | 0.34 | 0.29 | 0.44 | 0.56 | 0.41 | 0.41 | 0.29 | 0.42 | 0.51 | 0.69 | 0.51 | 0.42 | 0.37 | 0.40 | 0.51 | 0.45 | 1.00 | 0.45 | 0.50 | 0.41 | 0.45 | 0.63 | 0.55 | 0.50 | 0.69 | 0.90 | 0.70 |
JPM | 0.32 | 0.29 | 0.28 | 0.29 | 0.41 | 0.31 | 0.30 | 0.43 | 0.32 | 0.26 | 0.39 | 0.29 | 0.55 | 0.53 | 0.58 | 0.41 | 0.33 | 0.36 | 0.44 | 0.36 | 0.40 | 0.43 | 0.40 | 0.42 | 0.49 | 0.42 | 0.40 | 0.49 | 0.46 | 0.63 | 0.47 | 0.45 | 0.45 | 1.00 | 0.46 | 0.49 | 0.79 | 0.44 | 0.51 | 0.57 | 0.55 | 0.61 | 0.60 |
ADP | 0.32 | 0.36 | 0.32 | 0.25 | 0.27 | 0.34 | 0.42 | 0.39 | 0.44 | 0.47 | 0.45 | 0.44 | 0.40 | 0.35 | 0.32 | 0.43 | 0.39 | 0.44 | 0.46 | 0.42 | 0.46 | 0.45 | 0.41 | 0.52 | 0.42 | 0.50 | 0.47 | 0.45 | 0.36 | 0.50 | 0.49 | 0.49 | 0.50 | 0.46 | 1.00 | 0.48 | 0.46 | 0.56 | 0.52 | 0.54 | 0.47 | 0.61 | 0.69 |
FRT | 0.24 | 0.27 | 0.30 | 0.35 | 0.31 | 0.30 | 0.29 | 0.37 | 0.29 | 0.35 | 0.35 | 0.34 | 0.47 | 0.37 | 0.46 | 0.40 | 0.44 | 0.68 | 0.44 | 0.38 | 0.40 | 0.67 | 0.53 | 0.40 | 0.54 | 0.45 | 0.52 | 0.52 | 0.50 | 0.47 | 0.39 | 0.47 | 0.41 | 0.49 | 0.48 | 1.00 | 0.57 | 0.52 | 0.56 | 0.56 | 0.55 | 0.58 | 0.61 |
BAC | 0.23 | 0.23 | 0.26 | 0.36 | 0.42 | 0.28 | 0.27 | 0.47 | 0.32 | 0.25 | 0.31 | 0.25 | 0.64 | 0.53 | 0.64 | 0.44 | 0.36 | 0.41 | 0.46 | 0.35 | 0.44 | 0.47 | 0.52 | 0.40 | 0.56 | 0.45 | 0.47 | 0.51 | 0.53 | 0.61 | 0.42 | 0.46 | 0.45 | 0.79 | 0.46 | 0.57 | 1.00 | 0.46 | 0.55 | 0.57 | 0.60 | 0.64 | 0.57 |
SPGI | 0.32 | 0.22 | 0.23 | 0.21 | 0.21 | 0.36 | 0.35 | 0.29 | 0.56 | 0.40 | 0.41 | 0.37 | 0.37 | 0.39 | 0.41 | 0.52 | 0.45 | 0.45 | 0.44 | 0.55 | 0.48 | 0.50 | 0.40 | 0.49 | 0.49 | 0.51 | 0.55 | 0.48 | 0.44 | 0.44 | 0.52 | 0.50 | 0.63 | 0.44 | 0.56 | 0.52 | 0.46 | 1.00 | 0.57 | 0.58 | 0.60 | 0.72 | 0.69 |
PPG | 0.22 | 0.24 | 0.26 | 0.29 | 0.25 | 0.30 | 0.28 | 0.35 | 0.41 | 0.34 | 0.36 | 0.36 | 0.42 | 0.44 | 0.46 | 0.55 | 0.43 | 0.40 | 0.39 | 0.48 | 0.48 | 0.48 | 0.44 | 0.46 | 0.56 | 0.53 | 0.59 | 0.53 | 0.45 | 0.49 | 0.58 | 0.57 | 0.55 | 0.51 | 0.52 | 0.56 | 0.55 | 0.57 | 1.00 | 0.65 | 0.62 | 0.68 | 0.65 |
ITW | 0.24 | 0.26 | 0.28 | 0.31 | 0.37 | 0.35 | 0.32 | 0.46 | 0.39 | 0.34 | 0.40 | 0.39 | 0.46 | 0.46 | 0.45 | 0.54 | 0.42 | 0.45 | 0.51 | 0.44 | 0.43 | 0.48 | 0.51 | 0.45 | 0.53 | 0.56 | 0.58 | 0.58 | 0.47 | 0.55 | 0.56 | 0.56 | 0.50 | 0.57 | 0.54 | 0.56 | 0.57 | 0.58 | 0.65 | 1.00 | 0.61 | 0.66 | 0.69 |
VXUS | 0.21 | 0.20 | 0.17 | 0.27 | 0.40 | 0.30 | 0.24 | 0.42 | 0.55 | 0.29 | 0.35 | 0.32 | 0.47 | 0.65 | 0.67 | 0.66 | 0.43 | 0.42 | 0.44 | 0.49 | 0.46 | 0.48 | 0.46 | 0.46 | 0.56 | 0.63 | 0.50 | 0.53 | 0.64 | 0.48 | 0.59 | 0.56 | 0.69 | 0.55 | 0.47 | 0.55 | 0.60 | 0.60 | 0.62 | 0.61 | 1.00 | 0.81 | 0.68 |
VTI | 0.28 | 0.26 | 0.21 | 0.29 | 0.37 | 0.41 | 0.29 | 0.39 | 0.75 | 0.37 | 0.41 | 0.37 | 0.54 | 0.54 | 0.54 | 0.75 | 0.45 | 0.43 | 0.54 | 0.60 | 0.51 | 0.55 | 0.47 | 0.52 | 0.64 | 0.73 | 0.63 | 0.57 | 0.54 | 0.55 | 0.61 | 0.59 | 0.90 | 0.61 | 0.61 | 0.58 | 0.64 | 0.72 | 0.68 | 0.66 | 0.81 | 1.00 | 0.81 |
JEPI | 0.36 | 0.44 | 0.41 | 0.37 | 0.38 | 0.48 | 0.46 | 0.47 | 0.55 | 0.58 | 0.59 | 0.57 | 0.50 | 0.49 | 0.46 | 0.54 | 0.58 | 0.54 | 0.59 | 0.61 | 0.55 | 0.56 | 0.52 | 0.59 | 0.53 | 0.58 | 0.61 | 0.56 | 0.57 | 0.62 | 0.64 | 0.62 | 0.70 | 0.60 | 0.69 | 0.61 | 0.57 | 0.69 | 0.65 | 0.69 | 0.68 | 0.81 | 1.00 |