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Shanker_Sharma
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Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Shanker_Sharma

Last updated Oct 8, 2024

Asset Allocation

AAPL 2.38%AMZN 2.38%BAC 2.38%CAT 2.38%CIM 2.38%COWZ 2.38%CRM 2.38%CSCO 2.38%CVX 2.38%DOW 2.38%EMR 2.38%FCX 2.38%GIS 2.38%GOOGL 2.38%HAL 2.38%JNJ 2.38%KHC 2.38%KO 2.38%LVHI 2.38%META 2.38%MRVL 2.38%MSFT 2.38%NVDA 2.38%PFE 2.38%PM 2.38%PYPL 2.38%QCOM 2.38%ROBT 2.38%SHOP 2.38%TMO 2.38%TSLA 2.38%U 2.38%UBER 2.38%UNH 2.38%VGT 2.38%VIG 2.38%VOO 2.38%VWAGY 2.38%WFC 2.38%XLE 2.38%XLI 2.38%XOM 2.38%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
2.38%
AMZN
Amazon.com, Inc.		Consumer Cyclical
2.38%
BAC
Bank of America Corporation		Financial Services
2.38%
CAT
Caterpillar Inc.		Industrials
2.38%
CIM
Chimera Investment Corporation		Real Estate
2.38%
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities
2.38%
CRM
salesforce.com, inc.		Technology
2.38%
CSCO
Cisco Systems, Inc.		Technology
2.38%
CVX
Chevron Corporation		Energy
2.38%
DOW
Dow Inc.		Basic Materials
2.38%
EMR
Emerson Electric Co.		Industrials
2.38%
FCX
Freeport-McMoRan Inc.		Basic Materials
2.38%
GIS
General Mills, Inc.		Consumer Defensive
2.38%
GOOGL
Alphabet Inc.		Communication Services
2.38%
HAL
Halliburton Company		Energy
2.38%
JNJ
Johnson & Johnson		Healthcare
2.38%
KHC
The Kraft Heinz Company		Consumer Defensive
2.38%
KO
The Coca-Cola Company		Consumer Defensive
2.38%
LVHI
Legg Mason International Low Volatility High Dividend ETF		Volatility Hedged Equity, Dividend
2.38%
META
Meta Platforms, Inc.		Communication Services
2.38%
MRVL
2.38%
MSFT
2.38%
NVDA
2.38%
PFE
2.38%
PM
2.38%
PYPL
2.38%
QCOM
2.38%
ROBT
2.38%
SHOP
2.38%
TMO
2.38%
TSLA
2.38%
U
2.38%
UBER
2.38%
UNH
2.38%
VGT
2.38%
VIG
2.38%
VOO
2.38%
VWAGY
2.38%
WFC
2.38%
XLE
2.38%
XLI
2.38%
XOM
2.38%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
6.37%
10.39%
Shanker_Sharma
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		20.57%6.34%10.39%32.65%14.43%11.71%
Shanker_Sharma16.84%7.56%6.37%28.07%N/AN/A
Portfolio components:
AAPL
Apple Inc		17.71%2.24%33.40%26.78%32.44%26.08%
AMZN
Amazon.com, Inc.		20.26%6.61%-1.59%42.46%16.32%28.00%
BAC
Bank of America Corporation		20.94%3.02%7.17%56.00%9.74%11.56%
CAT
Caterpillar Inc.		32.84%17.79%5.13%45.52%28.90%18.55%
CIM
Chimera Investment Corporation		9.37%0.62%21.79%5.76%-14.43%0.86%
COWZ
Pacer US Cash Cows 100 ETF		12.56%4.87%0.90%19.53%18.14%N/A
CRM
salesforce.com, inc.		11.30%19.70%-3.27%41.33%14.92%18.30%
CSCO
Cisco Systems, Inc.		7.77%9.55%7.15%0.98%5.97%11.97%
CVX
Chevron Corporation		2.97%7.35%-6.21%-6.91%10.17%7.19%
DOW
Dow Inc.		0.77%4.99%-8.84%10.26%8.98%N/A
EMR
Emerson Electric Co.		14.07%11.44%-3.30%16.50%13.69%9.36%
FCX
Freeport-McMoRan Inc.		15.23%21.48%-4.72%33.73%41.99%5.86%
GIS
General Mills, Inc.		14.36%-3.42%4.29%16.47%9.16%7.32%
GOOGL
Alphabet Inc.		17.97%9.06%5.23%19.05%22.28%19.55%
HAL
Halliburton Company		-15.57%5.11%-25.88%-25.79%12.18%-4.03%
JNJ
Johnson & Johnson		4.27%-2.85%6.51%3.91%7.29%7.60%
KHC
The Kraft Heinz Company		-2.99%-3.29%-4.56%11.69%10.09%-0.61%
KO
The Coca-Cola Company		20.07%-2.09%17.54%34.87%8.55%7.91%
LVHI
Legg Mason International Low Volatility High Dividend ETF		14.95%2.28%7.10%23.23%9.68%N/A
META
Meta Platforms, Inc.		68.01%18.63%14.92%86.79%27.09%23.41%
MRVL
21.56%10.44%-0.15%35.08%N/AN/A
MSFT
10.89%3.24%-2.36%26.68%N/AN/A
NVDA
168.40%29.24%55.72%193.62%N/AN/A
PFE
5.91%2.17%12.17%-6.92%N/AN/A
PM
31.15%-4.51%33.63%35.51%N/AN/A
PYPL
32.16%17.81%21.13%40.03%N/AN/A
QCOM
17.09%5.53%-4.03%52.44%N/AN/A
ROBT
-4.77%8.07%-2.68%9.31%N/AN/A
SHOP
3.80%20.67%7.93%51.11%N/AN/A
TMO
13.05%-1.98%1.77%21.02%N/AN/A
TSLA
-3.08%14.28%36.15%-7.26%N/AN/A
U
-48.15%33.67%-21.71%-28.62%N/AN/A
UBER
21.15%7.20%-0.73%64.11%N/AN/A
UNH
12.15%-1.88%27.93%12.52%N/AN/A
VGT
20.64%9.11%12.28%37.24%N/AN/A
VIG
16.26%3.09%9.75%27.68%N/AN/A
VOO
20.67%5.42%10.08%33.25%N/AN/A
VWAGY
-12.13%0.94%-28.26%-9.37%N/AN/A
WFC
18.52%5.85%0.60%48.25%N/AN/A
XLE
14.27%9.62%-2.51%9.19%N/AN/A
XLI
19.75%7.73%8.73%34.09%N/AN/A
XOM
28.62%11.30%5.14%16.99%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.35%4.70%3.99%-3.26%2.22%0.81%2.65%1.60%3.15%16.84%
202310.69%-2.33%3.22%-0.42%1.46%7.94%5.36%-3.43%-4.07%-5.67%10.02%5.54%30.10%
2022-3.17%-2.57%3.85%-9.63%-0.45%-10.30%9.58%-3.87%-10.49%9.57%7.27%-6.83%-18.35%
20210.22%4.59%5.57%3.78%2.48%3.11%0.38%2.70%-3.43%7.79%-0.27%3.47%34.39%
20200.73%-2.39%17.44%4.88%21.11%

Expense Ratio

Shanker_Sharma has an expense ratio of 0.05%, 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.

COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Shanker_Sharma is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Shanker_Sharma is 3434
Shanker_Sharma
The Sharpe Ratio Rank of Shanker_Sharma is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of Shanker_Sharma is 2929Sortino Ratio Rank
The Omega Ratio Rank of Shanker_Sharma is 3131Omega Ratio Rank
The Calmar Ratio Rank of Shanker_Sharma is 4545Calmar Ratio Rank
The Martin Ratio Rank of Shanker_Sharma is 3737Martin 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.

Shanker_Sharma
Sharpe ratio
The chart of Sharpe ratio for Shanker_Sharma, currently valued at 2.11, compared to the broader market0.002.004.002.11
Sortino ratio
The chart of Sortino ratio for Shanker_Sharma, currently valued at 2.87, compared to the broader market-2.000.002.004.006.002.87
Omega ratio
The chart of Omega ratio for Shanker_Sharma, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Shanker_Sharma, currently valued at 2.10, compared to the broader market0.002.004.006.008.0010.0012.002.10
Martin ratio
The chart of Martin ratio for Shanker_Sharma, currently valued at 12.43, compared to the broader market0.0010.0020.0030.0040.0050.0012.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.002.004.006.008.0010.0012.002.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.32, compared to the broader market0.0010.0020.0030.0040.0050.0016.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.231.871.231.683.94
AMZN
Amazon.com, Inc.		1.532.151.281.197.44
BAC
Bank of America Corporation		2.433.431.421.2310.49
CAT
Caterpillar Inc.		1.822.351.322.276.28
CIM
Chimera Investment Corporation		0.230.591.070.130.67
COWZ
Pacer US Cash Cows 100 ETF		1.562.281.272.636.59
CRM
salesforce.com, inc.		1.191.571.281.123.15
CSCO
Cisco Systems, Inc.		0.090.251.040.080.21
CVX
Chevron Corporation		-0.21-0.140.98-0.19-0.47
DOW
Dow Inc.		0.570.961.110.421.79
EMR
Emerson Electric Co.		0.691.131.161.032.63
FCX
Freeport-McMoRan Inc.		0.941.521.181.013.07
GIS
General Mills, Inc.		1.011.481.180.624.23
GOOGL
Alphabet Inc.		0.711.081.150.892.38
HAL
Halliburton Company		-0.76-0.950.89-0.60-1.10
JNJ
Johnson & Johnson		0.300.541.060.240.86
KHC
The Kraft Heinz Company		0.660.991.130.511.76
KO
The Coca-Cola Company		2.743.991.502.0621.76
LVHI
Legg Mason International Low Volatility High Dividend ETF		2.393.161.443.6316.72
META
Meta Platforms, Inc.		2.433.311.453.6114.59
MRVL
0.691.241.150.712.31
MSFT
1.421.921.241.795.06
NVDA
3.663.751.487.0421.45
PFE
-0.27-0.220.97-0.12-0.55
PM
2.213.031.402.5210.95
PYPL
1.161.711.220.485.98
QCOM
1.461.951.271.274.22
ROBT
0.420.731.090.241.35
SHOP
0.941.591.230.702.56
TMO
0.961.451.180.584.37
TSLA
-0.140.191.02-0.12-0.32
U
-0.53-0.500.95-0.32-0.70
UBER
1.692.541.311.765.73
UNH
0.590.991.130.641.74
VGT
1.822.381.322.498.74
VIG
2.863.971.532.9318.21
VOO
2.753.681.502.9417.01
VWAGY
-0.36-0.350.96-0.16-0.65
WFC
1.882.551.341.538.16
XLE
0.711.081.130.961.80
XLI
2.743.721.472.8817.07
XOM
1.051.581.181.133.34

Sharpe Ratio

The current Shanker_Sharma Sharpe ratio is 2.23. 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 2.17 to 2.89, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Shanker_Sharma 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.11
2.68
Shanker_Sharma
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Shanker_Sharma granted a 2.17% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Shanker_Sharma2.17%2.37%2.65%1.81%2.35%2.28%2.40%1.75%1.88%2.22%1.98%1.76%
Portfolio components:
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
BAC
Bank of America Corporation		2.45%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
CAT
Caterpillar Inc.		1.37%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
CIM
Chimera Investment Corporation		9.09%14.03%20.36%8.55%13.66%9.73%11.22%10.82%14.34%14.08%17.61%11.61%
COWZ
Pacer US Cash Cows 100 ETF		1.89%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
CRM
salesforce.com, inc.		0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.		3.02%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
CVX
Chevron Corporation		4.30%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%3.12%
DOW
Dow Inc.		5.26%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%0.00%0.00%
EMR
Emerson Electric Co.		1.92%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%2.37%
FCX
Freeport-McMoRan Inc.		1.23%1.40%1.56%0.53%0.19%1.49%1.43%0.00%0.00%8.27%5.21%6.75%
GIS
General Mills, Inc.		2.46%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
GOOGL
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HAL
Halliburton Company		2.23%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
JNJ
Johnson & Johnson		3.04%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KHC
The Kraft Heinz Company		4.62%4.33%3.93%4.46%4.62%4.98%5.81%3.15%2.69%3.09%3.43%3.80%
KO
The Coca-Cola Company		2.77%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LVHI
Legg Mason International Low Volatility High Dividend ETF		6.36%8.12%7.74%4.13%3.97%6.67%10.67%1.97%1.16%0.00%0.00%0.00%
META
Meta Platforms, 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%
MRVL
0.25%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
MSFT
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
PFE
5.72%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
PM
4.42%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%4.11%
PYPL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
1.98%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
ROBT
0.26%0.23%0.35%0.06%0.17%0.42%0.44%0.00%0.00%0.00%0.00%0.00%
SHOP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
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%
U
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBER
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
1.36%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
VGT
0.64%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VIG
1.75%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VOO
1.30%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VWAGY
8.99%7.22%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%0.00%
WFC
2.54%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%
XLE
3.19%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLI
1.36%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%1.85%1.68%
XOM
3.03%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.73%
-0.20%
Shanker_Sharma
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Shanker_Sharma. 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 Shanker_Sharma was 26.64%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.

The current Shanker_Sharma drawdown is 0.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.64%Jan 13, 2022180Sep 30, 2022195Jul 13, 2023375
-13.83%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-8.91%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.1%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.85%Nov 17, 202110Dec 1, 202117Dec 27, 202127

Volatility

Volatility Chart

The current Shanker_Sharma volatility is 3.26%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.26%
2.91%
Shanker_Sharma
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.
GISKHCPFEJNJUNHVWAGYPMKOXOMHALCVXTSLATMOUXLEUBERSHOPMETANVDACIMPYPLWFCAMZNCRMFCXDOWGOOGLAAPLMSFTCATMRVLBACCSCOQCOMLVHIEMRVGTROBTXLICOWZVIGVOO
GIS1.000.610.210.380.300.030.340.490.090.030.09-0.080.14-0.030.07-0.10-0.10-0.02-0.140.08-0.010.13-0.05-0.020.010.11-0.010.060.030.06-0.100.120.19-0.040.220.12-0.03-0.030.170.170.270.11
KHC0.611.000.200.320.250.140.370.490.200.150.220.060.100.030.200.01-0.020.06-0.050.200.080.230.030.070.120.250.080.120.080.210.010.210.270.060.290.220.070.100.280.290.350.23
PFE0.210.201.000.460.300.110.300.310.160.110.190.060.360.120.170.080.070.110.070.230.140.210.110.110.140.200.160.160.190.200.110.220.310.140.310.220.170.200.260.320.340.27
JNJ0.380.320.461.000.420.120.410.500.160.110.180.020.310.050.150.040.020.09-0.010.220.100.230.090.110.120.190.170.200.190.190.050.240.370.090.330.250.150.160.310.310.460.31
UNH0.300.250.300.421.000.090.290.400.180.160.220.090.290.060.190.080.060.110.090.190.120.250.110.140.160.160.210.240.250.180.130.260.320.150.320.260.220.160.330.320.470.35
VWAGY0.030.140.110.120.091.000.210.170.210.250.230.260.120.220.250.230.200.210.220.320.220.330.180.170.320.360.220.220.170.350.220.360.230.270.420.350.270.380.370.400.330.34
PM0.340.370.300.410.290.211.000.520.270.210.270.080.260.100.270.090.090.160.050.320.190.340.100.150.260.340.180.200.170.280.110.340.340.160.400.340.200.230.390.410.450.37
KO0.490.490.310.500.400.170.521.000.200.160.220.100.320.100.200.100.070.150.060.310.150.300.180.200.180.300.260.280.280.270.100.300.440.150.410.360.250.220.440.380.560.42
XOM0.090.200.160.160.180.210.270.201.000.790.880.070.070.080.940.150.040.070.050.320.150.420.070.140.480.550.130.120.040.550.130.470.280.170.370.460.140.220.440.600.350.32
HAL0.030.150.110.110.160.250.210.160.791.000.780.110.060.130.870.200.090.110.120.360.160.440.090.130.530.570.170.130.080.590.200.480.270.220.370.510.200.280.500.630.360.36
CVX0.090.220.190.180.220.230.270.220.880.781.000.090.100.120.930.160.070.100.090.350.150.440.090.130.500.540.190.140.090.570.170.480.300.200.410.490.180.240.480.620.390.36
TSLA-0.080.060.060.020.090.260.080.100.070.110.091.000.310.500.100.380.490.380.480.310.450.260.460.430.310.210.410.500.440.240.490.280.280.460.290.250.570.600.360.350.410.55
TMO0.140.100.360.310.290.120.260.320.070.060.100.311.000.340.090.270.370.330.360.290.410.230.350.400.280.200.380.400.460.230.410.260.410.400.340.350.500.500.430.380.560.55
U-0.030.030.120.050.060.220.100.100.080.130.120.500.341.000.120.470.640.430.450.340.560.230.510.510.320.250.410.440.430.230.480.260.310.430.290.250.570.660.380.390.410.52
XLE0.070.200.170.150.190.250.270.200.940.870.930.100.090.121.000.210.080.110.110.380.170.480.100.160.540.600.190.140.080.610.200.520.310.230.430.520.200.280.520.690.400.38
UBER-0.100.010.080.040.080.230.090.100.150.200.160.380.270.470.211.000.540.440.460.320.460.320.480.470.350.290.410.370.390.300.440.340.280.400.350.320.520.580.440.420.440.54
SHOP-0.10-0.020.070.020.060.200.090.070.040.090.070.490.370.640.080.541.000.520.570.330.620.250.610.600.310.220.500.490.510.240.580.280.310.500.310.270.660.700.400.370.450.59
META-0.020.060.110.090.110.210.160.150.070.110.100.380.330.430.110.440.521.000.580.320.530.230.620.540.290.240.640.530.630.240.530.270.370.520.380.310.670.600.420.390.520.66
NVDA-0.14-0.050.07-0.010.090.220.050.060.050.120.090.480.360.450.110.460.570.581.000.280.480.240.590.570.320.220.550.560.650.290.720.250.370.660.320.340.810.660.420.370.500.68
CIM0.080.200.230.220.190.320.320.310.320.360.350.310.290.340.380.320.330.320.281.000.370.470.340.320.390.450.330.350.310.430.340.520.380.380.480.440.430.520.570.590.550.55
PYPL-0.010.080.140.100.120.220.190.150.150.160.150.450.410.560.170.460.620.530.480.371.000.310.550.560.360.290.500.500.490.290.490.350.360.490.370.320.620.650.450.440.520.61
WFC0.130.230.210.230.250.330.340.300.420.440.440.260.230.230.480.320.250.230.240.470.311.000.230.240.450.540.280.260.240.510.330.820.370.330.510.530.340.430.610.620.550.53
AMZN-0.050.030.110.090.110.180.100.180.070.090.090.460.350.510.100.480.610.620.590.340.550.231.000.610.310.230.670.620.700.220.550.250.400.540.340.320.730.640.410.380.530.69
CRM-0.020.070.110.110.140.170.150.200.140.130.130.430.400.510.160.470.600.540.570.320.560.240.611.000.290.230.550.520.620.250.550.260.430.530.360.330.710.670.430.410.530.65
FCX0.010.120.140.120.160.320.260.180.480.530.500.310.280.320.540.350.310.290.320.390.360.450.310.291.000.610.340.280.270.620.390.480.360.400.470.550.420.510.580.630.500.53
DOW0.110.250.200.190.160.360.340.300.550.570.540.210.200.250.600.290.220.240.220.450.290.540.230.230.611.000.280.260.210.680.320.590.400.350.520.640.350.440.680.720.560.52
GOOGL-0.010.080.160.170.210.220.180.260.130.170.190.410.380.410.190.410.500.640.550.330.500.280.670.550.340.281.000.630.730.270.510.310.470.530.380.370.710.590.440.420.570.72
AAPL0.060.120.160.200.240.220.200.280.120.130.140.500.400.440.140.370.490.530.560.350.500.260.620.520.280.260.631.000.690.250.530.260.480.600.370.350.800.620.470.430.610.74
MSFT0.030.080.190.190.250.170.170.280.040.080.090.440.460.430.080.390.510.630.650.310.490.240.700.620.270.210.730.691.000.220.580.240.490.590.370.350.850.640.450.390.640.77
CAT0.060.210.200.190.180.350.280.270.550.590.570.240.230.230.610.300.240.240.290.430.290.510.220.250.620.680.270.250.221.000.360.580.410.380.510.720.390.470.760.710.590.55
MRVL-0.100.010.110.050.130.220.110.100.130.200.170.490.410.480.200.440.580.530.720.340.490.330.550.550.390.320.510.530.580.361.000.330.460.720.400.430.770.710.500.490.560.68
BAC0.120.210.220.240.260.360.340.300.470.480.480.280.260.260.520.340.280.270.250.520.350.820.250.260.480.590.310.260.240.580.331.000.410.350.560.580.370.470.660.670.600.57
CSCO0.190.270.310.370.320.230.340.440.280.270.300.280.410.310.310.280.310.370.370.380.360.370.400.430.360.400.470.480.490.410.460.411.000.440.480.510.580.540.590.590.690.66
QCOM-0.040.060.140.090.150.270.160.150.170.220.200.460.400.430.230.400.500.520.660.380.490.330.540.530.400.350.530.600.590.380.720.350.441.000.420.430.780.700.520.510.610.72
LVHI0.220.290.310.330.320.420.400.410.370.370.410.290.340.290.430.350.310.380.320.480.370.510.340.360.470.520.380.370.370.510.400.560.480.421.000.540.470.540.630.650.670.63
EMR0.120.220.220.250.260.350.340.360.460.510.490.250.350.250.520.320.270.310.340.440.320.530.320.330.550.640.370.350.350.720.430.580.510.430.541.000.490.530.810.720.710.65
VGT-0.030.070.170.150.220.270.200.250.140.200.180.570.500.570.200.520.660.670.810.430.620.340.730.710.420.350.710.800.850.390.770.370.580.780.470.491.000.840.620.560.760.91
ROBT-0.030.100.200.160.160.380.230.220.220.280.240.600.500.660.280.580.700.600.660.520.650.430.640.670.510.440.590.620.640.470.710.470.540.700.540.530.841.000.670.660.720.84
XLI0.170.280.260.310.330.370.390.440.440.500.480.360.430.380.520.440.400.420.420.570.450.610.410.430.580.680.440.470.450.760.500.660.590.520.630.810.620.671.000.830.870.81
COWZ0.170.290.320.310.320.400.410.380.600.630.620.350.380.390.690.420.370.390.370.590.440.620.380.410.630.720.420.430.390.710.490.670.590.510.650.720.560.660.831.000.780.75
VIG0.270.350.340.460.470.330.450.560.350.360.390.410.560.410.400.440.450.520.500.550.520.550.530.530.500.560.570.610.640.590.560.600.690.610.670.710.760.720.870.781.000.92
VOO0.110.230.270.310.350.340.370.420.320.360.360.550.550.520.380.540.590.660.680.550.610.530.690.650.530.520.720.740.770.550.680.570.660.720.630.650.910.840.810.750.921.00
The correlation results are calculated based on daily price changes starting from Sep 21, 2020