Дивидендный портфель с 2021 года
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Дивидендный портфель с 2021 года
Currency in USD · Last updated May 11, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AFL Aflac Incorporated | Financial Services | 3.80% |
ALLY Ally Financial Inc. | Financial Services | 4% |
APD Air Products and Chemicals, Inc. | Basic Materials | 3.80% |
BAH Booz Allen Hamilton Holding Corporation | Industrials | 3.80% |
BLK BlackRock, Inc. | Financial Services | 4% |
CNQ Canadian Natural Resources Limited | Energy | 3.80% |
DVN Devon Energy Corporation | Energy | 3.80% |
FAST Fastenal Company | Industrials | 3.80% |
FITB Fifth Third Bancorp | Financial Services | 3.80% |
FNF Fidelity National Financial, Inc. | Financial Services | 3.80% |
GLW Corning Incorporated | Technology | 3.80% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.80% |
HIG The Hartford Financial Services Group, Inc. | Financial Services | 3.80% |
HPQ HP Inc. | Technology | 4% |
JPM JPMorgan Chase & Co. | Financial Services | 4% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 3.80% |
MFC Manulife Financial Corporation | Financial Services | 3.80% |
PKG Packaging Corporation of America | Consumer Cyclical | 3.80% |
PLD Prologis, Inc. | Real Estate | 3.80% |
SNA | 3.80% | |
SWKS | 3.80% | |
TROW | 4% | |
TSCO | 3.80% | |
TXN | 3.80% | |
UPS | 4% | |
WSM | 3.80% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Jan 28, 2014, corresponding to the inception date of ALLY
Returns By Period
As of May 11, 2025, the Дивидендный портфель с 2021 года returned -4.16% Year-To-Date and 13.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Дивидендный портфель с 2021 года | -4.16% | 7.59% | -9.48% | 3.00% | 20.20% | 13.62% |
| Portfolio components: | ||||||
FAST Fastenal Company | 10.53% | 4.27% | -4.62% | 18.36% | 17.69% | 17.06% |
HD The Home Depot, Inc. | -6.16% | 2.57% | -9.60% | 7.30% | 11.61% | 15.27% |
JPM JPMorgan Chase & Co. | 6.78% | 11.43% | 8.01% | 30.28% | 26.54% | 17.71% |
APD Air Products and Chemicals, Inc. | -5.37% | 3.47% | -12.31% | 10.96% | 5.61% | 9.62% |
TXN | -6.66% | 10.94% | -20.55% | -5.20% | 11.56% | 15.31% |
MFC Manulife Financial Corporation | 1.19% | 12.64% | -1.38% | 23.09% | 27.45% | 9.96% |
PKG Packaging Corporation of America | -18.89% | -2.17% | -23.68% | 3.66% | 16.82% | 13.48% |
BAH Booz Allen Hamilton Holding Corporation | -3.36% | 13.77% | -32.00% | -19.49% | 13.16% | 18.27% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
GLW Corning Incorporated | -4.59% | 8.13% | -6.38% | 35.41% | 19.71% | 10.91% |
WSM | -12.76% | 8.92% | 24.46% | 3.07% | 39.11% | 18.41% |
FITB Fifth Third Bancorp | -10.81% | 10.40% | -17.77% | -0.08% | 21.54% | 9.91% |
FNF Fidelity National Financial, Inc. | 3.88% | -3.82% | -2.36% | 16.18% | 24.63% | 11.00% |
TROW | -16.85% | 7.91% | -19.22% | -12.92% | 0.15% | 4.90% |
ALLY Ally Financial Inc. | -2.26% | 9.19% | -6.29% | -9.32% | 21.91% | 7.18% |
SWKS | -22.27% | 26.69% | -22.08% | -23.60% | -7.20% | -1.64% |
MDLZ Mondelez International, Inc. | 11.89% | 0.59% | 1.76% | -4.17% | 8.05% | 7.70% |
PLD Prologis, Inc. | 2.05% | 12.67% | -6.07% | 2.85% | 6.55% | 13.64% |
DVN Devon Energy Corporation | 0.10% | 17.23% | -15.17% | -32.96% | 28.45% | -3.42% |
CNQ Canadian Natural Resources Limited | 0.17% | 16.58% | -8.37% | -16.24% | 37.14% | 11.85% |
TSCO | -2.93% | -0.04% | -10.40% | -3.98% | 20.58% | 13.17% |
AFL Aflac Incorporated | 3.02% | 1.23% | -1.13% | 25.67% | 27.69% | 15.55% |
SNA | -6.42% | -2.08% | -11.04% | 15.32% | 23.66% | 9.78% |
HIG The Hartford Financial Services Group, Inc. | 17.08% | 11.09% | 9.53% | 27.33% | 32.68% | 14.40% |
UPS | -22.87% | -0.69% | -25.66% | -32.34% | 4.05% | 3.04% |
HPQ HP Inc. | -18.08% | 15.70% | -26.80% | -7.86% | 15.17% | 9.32% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Дивидендный портфель с 2021 года, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.58% | -1.69% | -3.42% | -4.37% | 1.91% | -4.16% | |||||||
| 2024 | -0.15% | 4.33% | 6.46% | -4.90% | 4.42% | -0.58% | 5.65% | 1.84% | 1.51% | -0.37% | 5.85% | -7.31% | 16.88% |
| 2023 | 8.43% | -3.34% | -2.11% | 1.34% | -4.42% | 6.98% | 5.65% | -3.41% | -3.51% | -3.81% | 10.07% | 7.76% | 19.43% |
| 2022 | -1.50% | -2.20% | 2.50% | -7.26% | 2.97% | -10.35% | 7.63% | -1.78% | -10.61% | 11.09% | 6.95% | -4.32% | -9.19% |
| 2021 | 1.07% | 6.54% | 10.83% | 5.01% | 2.70% | -1.66% | -0.65% | 4.03% | -2.62% | 6.66% | -0.63% | 4.31% | 40.84% |
| 2020 | -2.13% | -10.78% | -17.46% | 15.90% | 6.45% | 3.72% | 6.76% | 5.16% | -2.10% | -0.78% | 15.72% | 4.46% | 21.56% |
| 2019 | 9.99% | 4.21% | 1.29% | 6.04% | -6.87% | 8.69% | 1.88% | -3.25% | 3.56% | 0.19% | 4.36% | 3.24% | 37.31% |
| 2018 | 3.23% | -4.59% | -2.06% | 0.75% | 3.29% | -0.19% | 4.79% | 1.34% | -0.82% | -9.05% | 2.13% | -9.36% | -11.16% |
| 2017 | 1.54% | 2.19% | 0.21% | 0.68% | -0.66% | 1.37% | 3.35% | 0.00% | 5.11% | 3.63% | 4.16% | 1.63% | 25.63% |
| 2016 | -7.24% | -1.01% | 10.92% | 2.15% | 2.47% | -1.07% | 3.49% | 2.46% | -0.24% | -2.43% | 9.53% | 0.29% | 19.59% |
| 2015 | -3.63% | 5.49% | -0.84% | 0.11% | 1.59% | -2.34% | 1.73% | -6.16% | -3.33% | 7.42% | 1.74% | -5.08% | -4.15% |
| 2014 | -0.34% | 7.30% | 3.06% | -0.69% | 1.23% | 2.99% | -2.18% | 4.20% | -2.90% | 3.57% | 4.75% | 1.87% | 24.81% |
Expense Ratio
Дивидендный портфель с 2021 года has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Дивидендный портфель с 2021 года is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FAST Fastenal Company | 0.74 | 1.48 | 1.18 | 1.03 | 2.99 |
HD The Home Depot, Inc. | 0.31 | 0.72 | 1.08 | 0.42 | 1.10 |
JPM JPMorgan Chase & Co. | 1.09 | 1.77 | 1.26 | 1.43 | 4.82 |
APD Air Products and Chemicals, Inc. | 0.39 | 0.84 | 1.11 | 0.45 | 1.27 |
TXN | -0.11 | 0.16 | 1.02 | -0.09 | -0.23 |
MFC Manulife Financial Corporation | 0.90 | 1.65 | 1.24 | 1.93 | 5.85 |
PKG Packaging Corporation of America | 0.13 | 0.39 | 1.05 | 0.13 | 0.34 |
BAH Booz Allen Hamilton Holding Corporation | -0.55 | -0.50 | 0.93 | -0.38 | -0.73 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
GLW Corning Incorporated | 1.04 | 1.68 | 1.24 | 1.39 | 4.07 |
WSM | 0.04 | 0.62 | 1.08 | 0.22 | 0.53 |
FITB Fifth Third Bancorp | 0.01 | 0.29 | 1.04 | 0.06 | 0.17 |
FNF Fidelity National Financial, Inc. | 0.56 | 0.94 | 1.13 | 1.04 | 2.63 |
TROW | -0.45 | -0.48 | 0.94 | -0.22 | -0.96 |
ALLY Ally Financial Inc. | -0.27 | -0.09 | 0.99 | -0.24 | -0.56 |
SWKS | -0.46 | -0.36 | 0.94 | -0.33 | -0.86 |
MDLZ Mondelez International, Inc. | -0.14 | -0.12 | 0.99 | -0.15 | -0.31 |
PLD Prologis, Inc. | 0.08 | 0.33 | 1.04 | 0.06 | 0.23 |
DVN Devon Energy Corporation | -0.85 | -1.12 | 0.85 | -0.56 | -1.43 |
CNQ Canadian Natural Resources Limited | -0.55 | -0.54 | 0.93 | -0.45 | -1.11 |
TSCO | -0.12 | 0.03 | 1.00 | -0.17 | -0.39 |
AFL Aflac Incorporated | 1.20 | 1.66 | 1.26 | 2.21 | 5.06 |
SNA | 0.62 | 1.16 | 1.15 | 0.82 | 2.43 |
HIG The Hartford Financial Services Group, Inc. | 1.20 | 1.78 | 1.26 | 2.23 | 5.58 |
UPS | -1.02 | -1.24 | 0.81 | -0.57 | -1.86 |
HPQ HP Inc. | -0.20 | 0.14 | 1.02 | -0.08 | -0.22 |
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Dividends
Dividend yield
Дивидендный портфель с 2021 года provided a 3.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.07% | 2.87% | 3.07% | 3.57% | 2.35% | 2.62% | 2.31% | 2.74% | 1.95% | 2.09% | 2.27% | 2.03% |
| Portfolio components: | ||||||||||||
FAST Fastenal Company | 2.10% | 2.17% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% |
HD The Home Depot, Inc. | 2.50% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
JPM JPMorgan Chase & Co. | 2.00% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
APD Air Products and Chemicals, Inc. | 2.62% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
TXN | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
MFC Manulife Financial Corporation | 3.83% | 4.15% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% |
PKG Packaging Corporation of America | 2.76% | 2.22% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% |
BAH Booz Allen Hamilton Holding Corporation | 1.68% | 1.59% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.16% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
GLW Corning Incorporated | 2.48% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% |
WSM | 1.48% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
FITB Fifth Third Bancorp | 3.91% | 3.41% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% |
FNF Fidelity National Financial, Inc. | 3.39% | 3.46% | 3.59% | 8.72% | 2.99% | 1.79% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TROW | 5.38% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
ALLY Ally Financial Inc. | 3.47% | 3.33% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% |
SWKS | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
MDLZ Mondelez International, Inc. | 2.76% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
PLD Prologis, Inc. | 3.64% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% |
DVN Devon Energy Corporation | 3.84% | 4.43% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% |
CNQ Canadian Natural Resources Limited | 5.14% | 5.02% | 4.17% | 6.31% | 3.70% | 5.15% | 3.42% | 5.92% | 2.34% | 2.20% | 3.22% | 2.61% |
TSCO | 1.73% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% |
AFL Aflac Incorporated | 1.96% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
SNA | 2.53% | 2.27% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% |
HIG The Hartford Financial Services Group, Inc. | 1.55% | 1.76% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% |
UPS | 5.11% | 5.17% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% |
HPQ HP Inc. | 4.27% | 3.42% | 3.54% | 3.77% | 2.21% | 2.94% | 3.19% | 2.82% | 2.56% | 4.24% | 3.01% | 1.56% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Дивидендный портфель с 2021 года. 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 Дивидендный портфель с 2021 года was 40.66%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Дивидендный портфель с 2021 года drawdown is 11.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.66% | Jan 21, 2020 | 44 | Mar 23, 2020 | 96 | Aug 7, 2020 | 140 |
| -22.76% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -21.7% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -21.54% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -20.95% | May 21, 2015 | 184 | Feb 11, 2016 | 104 | Jul 12, 2016 | 288 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 26 assets, with an effective number of assets of 25.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | BAH | MDLZ | CNQ | TSCO | DVN | WSM | PLD | FNF | SWKS | UPS | PKG | HD | FAST | HIG | APD | ALLY | HPQ | TXN | MFC | AFL | GLW | FITB | SNA | JPM | BLK | TROW | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.45 | 0.48 | 0.43 | 0.47 | 0.44 | 0.48 | 0.53 | 0.50 | 0.65 | 0.59 | 0.54 | 0.62 | 0.61 | 0.53 | 0.62 | 0.56 | 0.63 | 0.71 | 0.61 | 0.59 | 0.68 | 0.58 | 0.61 | 0.65 | 0.75 | 0.74 | 0.87 |
| BAH | 0.45 | 1.00 | 0.30 | 0.17 | 0.28 | 0.17 | 0.23 | 0.34 | 0.29 | 0.25 | 0.29 | 0.30 | 0.34 | 0.34 | 0.32 | 0.33 | 0.25 | 0.30 | 0.32 | 0.26 | 0.35 | 0.30 | 0.27 | 0.33 | 0.29 | 0.36 | 0.37 | 0.46 |
| MDLZ | 0.48 | 0.30 | 1.00 | 0.17 | 0.29 | 0.17 | 0.20 | 0.42 | 0.32 | 0.26 | 0.38 | 0.32 | 0.38 | 0.34 | 0.37 | 0.41 | 0.23 | 0.28 | 0.32 | 0.26 | 0.40 | 0.32 | 0.26 | 0.35 | 0.31 | 0.38 | 0.38 | 0.45 |
| CNQ | 0.43 | 0.17 | 0.17 | 1.00 | 0.20 | 0.72 | 0.25 | 0.21 | 0.26 | 0.27 | 0.27 | 0.33 | 0.23 | 0.28 | 0.31 | 0.32 | 0.39 | 0.37 | 0.31 | 0.51 | 0.36 | 0.36 | 0.38 | 0.34 | 0.40 | 0.36 | 0.36 | 0.56 |
| TSCO | 0.47 | 0.28 | 0.29 | 0.20 | 1.00 | 0.23 | 0.44 | 0.29 | 0.25 | 0.34 | 0.35 | 0.32 | 0.53 | 0.43 | 0.30 | 0.34 | 0.27 | 0.34 | 0.36 | 0.29 | 0.30 | 0.34 | 0.30 | 0.38 | 0.31 | 0.36 | 0.39 | 0.52 |
| DVN | 0.44 | 0.17 | 0.17 | 0.72 | 0.23 | 1.00 | 0.26 | 0.19 | 0.27 | 0.30 | 0.30 | 0.35 | 0.24 | 0.30 | 0.36 | 0.32 | 0.43 | 0.38 | 0.32 | 0.46 | 0.39 | 0.38 | 0.43 | 0.37 | 0.44 | 0.37 | 0.37 | 0.59 |
| WSM | 0.48 | 0.23 | 0.20 | 0.25 | 0.44 | 0.26 | 1.00 | 0.28 | 0.30 | 0.37 | 0.37 | 0.32 | 0.48 | 0.39 | 0.29 | 0.32 | 0.36 | 0.38 | 0.37 | 0.34 | 0.29 | 0.38 | 0.36 | 0.41 | 0.34 | 0.41 | 0.44 | 0.56 |
| PLD | 0.53 | 0.34 | 0.42 | 0.21 | 0.29 | 0.19 | 0.28 | 1.00 | 0.39 | 0.32 | 0.42 | 0.36 | 0.45 | 0.38 | 0.35 | 0.41 | 0.31 | 0.31 | 0.38 | 0.29 | 0.36 | 0.37 | 0.29 | 0.37 | 0.30 | 0.43 | 0.41 | 0.51 |
| FNF | 0.50 | 0.29 | 0.32 | 0.26 | 0.25 | 0.27 | 0.30 | 0.39 | 1.00 | 0.33 | 0.36 | 0.40 | 0.39 | 0.35 | 0.48 | 0.40 | 0.44 | 0.39 | 0.37 | 0.42 | 0.48 | 0.41 | 0.44 | 0.44 | 0.42 | 0.45 | 0.45 | 0.58 |
| SWKS | 0.65 | 0.25 | 0.26 | 0.27 | 0.34 | 0.30 | 0.37 | 0.32 | 0.33 | 1.00 | 0.40 | 0.37 | 0.41 | 0.42 | 0.32 | 0.41 | 0.41 | 0.48 | 0.72 | 0.41 | 0.34 | 0.53 | 0.40 | 0.44 | 0.41 | 0.50 | 0.51 | 0.63 |
| UPS | 0.59 | 0.29 | 0.38 | 0.27 | 0.35 | 0.30 | 0.37 | 0.42 | 0.36 | 0.40 | 1.00 | 0.46 | 0.50 | 0.50 | 0.41 | 0.47 | 0.38 | 0.43 | 0.46 | 0.40 | 0.42 | 0.48 | 0.45 | 0.48 | 0.46 | 0.53 | 0.55 | 0.63 |
| PKG | 0.54 | 0.30 | 0.32 | 0.33 | 0.32 | 0.35 | 0.32 | 0.36 | 0.40 | 0.37 | 0.46 | 1.00 | 0.40 | 0.44 | 0.47 | 0.49 | 0.46 | 0.43 | 0.41 | 0.46 | 0.49 | 0.51 | 0.49 | 0.54 | 0.49 | 0.49 | 0.50 | 0.65 |
| HD | 0.62 | 0.34 | 0.38 | 0.23 | 0.53 | 0.24 | 0.48 | 0.45 | 0.39 | 0.41 | 0.50 | 0.40 | 1.00 | 0.50 | 0.39 | 0.46 | 0.38 | 0.42 | 0.47 | 0.38 | 0.40 | 0.45 | 0.40 | 0.50 | 0.42 | 0.52 | 0.52 | 0.64 |
| FAST | 0.61 | 0.34 | 0.34 | 0.28 | 0.43 | 0.30 | 0.39 | 0.38 | 0.35 | 0.42 | 0.50 | 0.44 | 0.50 | 1.00 | 0.39 | 0.47 | 0.37 | 0.42 | 0.48 | 0.41 | 0.43 | 0.48 | 0.42 | 0.55 | 0.45 | 0.53 | 0.54 | 0.64 |
| HIG | 0.53 | 0.32 | 0.37 | 0.31 | 0.30 | 0.36 | 0.29 | 0.35 | 0.48 | 0.32 | 0.41 | 0.47 | 0.39 | 0.39 | 1.00 | 0.45 | 0.48 | 0.40 | 0.35 | 0.54 | 0.70 | 0.43 | 0.60 | 0.49 | 0.63 | 0.51 | 0.51 | 0.66 |
| APD | 0.62 | 0.33 | 0.41 | 0.32 | 0.34 | 0.32 | 0.32 | 0.41 | 0.40 | 0.41 | 0.47 | 0.49 | 0.46 | 0.47 | 0.45 | 1.00 | 0.39 | 0.44 | 0.48 | 0.46 | 0.48 | 0.48 | 0.42 | 0.50 | 0.47 | 0.55 | 0.52 | 0.65 |
| ALLY | 0.56 | 0.25 | 0.23 | 0.39 | 0.27 | 0.43 | 0.36 | 0.31 | 0.44 | 0.41 | 0.38 | 0.46 | 0.38 | 0.37 | 0.48 | 0.39 | 1.00 | 0.47 | 0.43 | 0.54 | 0.48 | 0.50 | 0.65 | 0.49 | 0.60 | 0.55 | 0.56 | 0.69 |
| HPQ | 0.63 | 0.30 | 0.28 | 0.37 | 0.34 | 0.38 | 0.38 | 0.31 | 0.39 | 0.48 | 0.43 | 0.43 | 0.42 | 0.42 | 0.40 | 0.44 | 0.47 | 1.00 | 0.55 | 0.48 | 0.44 | 0.55 | 0.48 | 0.50 | 0.49 | 0.52 | 0.52 | 0.69 |
| TXN | 0.71 | 0.32 | 0.32 | 0.31 | 0.36 | 0.32 | 0.37 | 0.38 | 0.37 | 0.72 | 0.46 | 0.41 | 0.47 | 0.48 | 0.35 | 0.48 | 0.43 | 0.55 | 1.00 | 0.44 | 0.40 | 0.58 | 0.43 | 0.47 | 0.45 | 0.55 | 0.56 | 0.68 |
| MFC | 0.61 | 0.26 | 0.26 | 0.51 | 0.29 | 0.46 | 0.34 | 0.29 | 0.42 | 0.41 | 0.40 | 0.46 | 0.38 | 0.41 | 0.54 | 0.46 | 0.54 | 0.48 | 0.44 | 1.00 | 0.58 | 0.52 | 0.61 | 0.51 | 0.62 | 0.57 | 0.55 | 0.71 |
| AFL | 0.59 | 0.35 | 0.40 | 0.36 | 0.30 | 0.39 | 0.29 | 0.36 | 0.48 | 0.34 | 0.42 | 0.49 | 0.40 | 0.43 | 0.70 | 0.48 | 0.48 | 0.44 | 0.40 | 0.58 | 1.00 | 0.47 | 0.60 | 0.54 | 0.65 | 0.56 | 0.55 | 0.70 |
| GLW | 0.68 | 0.30 | 0.32 | 0.36 | 0.34 | 0.38 | 0.38 | 0.37 | 0.41 | 0.53 | 0.48 | 0.51 | 0.45 | 0.48 | 0.43 | 0.48 | 0.50 | 0.55 | 0.58 | 0.52 | 0.47 | 1.00 | 0.52 | 0.53 | 0.54 | 0.58 | 0.58 | 0.72 |
| FITB | 0.58 | 0.27 | 0.26 | 0.38 | 0.30 | 0.43 | 0.36 | 0.29 | 0.44 | 0.40 | 0.45 | 0.49 | 0.40 | 0.42 | 0.60 | 0.42 | 0.65 | 0.48 | 0.43 | 0.61 | 0.60 | 0.52 | 1.00 | 0.54 | 0.77 | 0.59 | 0.60 | 0.73 |
| SNA | 0.61 | 0.33 | 0.35 | 0.34 | 0.38 | 0.37 | 0.41 | 0.37 | 0.44 | 0.44 | 0.48 | 0.54 | 0.50 | 0.55 | 0.49 | 0.50 | 0.49 | 0.50 | 0.47 | 0.51 | 0.54 | 0.53 | 0.54 | 1.00 | 0.54 | 0.54 | 0.56 | 0.72 |
| JPM | 0.65 | 0.29 | 0.31 | 0.40 | 0.31 | 0.44 | 0.34 | 0.30 | 0.42 | 0.41 | 0.46 | 0.49 | 0.42 | 0.45 | 0.63 | 0.47 | 0.60 | 0.49 | 0.45 | 0.62 | 0.65 | 0.54 | 0.77 | 0.54 | 1.00 | 0.64 | 0.61 | 0.75 |
| BLK | 0.75 | 0.36 | 0.38 | 0.36 | 0.36 | 0.37 | 0.41 | 0.43 | 0.45 | 0.50 | 0.53 | 0.49 | 0.52 | 0.53 | 0.51 | 0.55 | 0.55 | 0.52 | 0.55 | 0.57 | 0.56 | 0.58 | 0.59 | 0.54 | 0.64 | 1.00 | 0.76 | 0.77 |
| TROW | 0.74 | 0.37 | 0.38 | 0.36 | 0.39 | 0.37 | 0.44 | 0.41 | 0.45 | 0.51 | 0.55 | 0.50 | 0.52 | 0.54 | 0.51 | 0.52 | 0.56 | 0.52 | 0.56 | 0.55 | 0.55 | 0.58 | 0.60 | 0.56 | 0.61 | 0.76 | 1.00 | 0.78 |
| Portfolio | 0.87 | 0.46 | 0.45 | 0.56 | 0.52 | 0.59 | 0.56 | 0.51 | 0.58 | 0.63 | 0.63 | 0.65 | 0.64 | 0.64 | 0.66 | 0.65 | 0.69 | 0.69 | 0.68 | 0.71 | 0.70 | 0.72 | 0.73 | 0.72 | 0.75 | 0.77 | 0.78 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jan 29, 2014