Дивидендный портфель с 2021 года
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Дивидендный портфель с 2021 года
Last updated Sep 17, 2024
Asset Allocation
| Position | Category/Sector | 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 Snap-on Incorporated | Industrials | 3.80% |
SWKS | 3.80% | |
TROW | 4% | |
TSCO | 3.80% | |
TXN | 3.80% | |
UPS | 4% | |
WSM | 3.80% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Дивидендный портфель с 2021 года, 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
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jan 28, 2014, corresponding to the inception date of ALLY
Returns By Period
As of Sep 17, 2024, the Дивидендный портфель с 2021 года returned 16.21% Year-To-Date and 15.26% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Дивидендный портфель с 2021 года | 16.21% | 1.63% | 8.00% | 28.93% | 18.46% | 15.26% |
| Portfolio components: | ||||||
FAST Fastenal Company | 10.08% | 3.91% | -6.97% | 31.46% | 19.91% | 14.83% |
HD The Home Depot, Inc. | 12.34% | 6.15% | 2.00% | 23.54% | 13.65% | 18.03% |
JPM JPMorgan Chase & Co. | 24.35% | -2.86% | 8.48% | 42.90% | 15.11% | 16.24% |
APD Air Products and Chemicals, Inc. | 7.01% | 4.65% | 21.16% | -0.95% | 7.92% | 11.54% |
TXN | 18.97% | -1.03% | 20.65% | 25.68% | 12.18% | 18.28% |
MFC Manulife Financial Corporation | 33.17% | 9.50% | 19.55% | 54.23% | 15.45% | 8.46% |
PKG Packaging Corporation of America | 34.32% | 9.80% | 18.61% | 46.51% | 19.54% | 16.14% |
BAH Booz Allen Hamilton Holding Corporation | 24.68% | 6.88% | 8.72% | 43.34% | 18.86% | 22.89% |
BLK BlackRock, Inc. | 12.35% | 3.21% | 12.98% | 32.13% | 18.09% | 13.32% |
GLW Corning Incorporated | 44.20% | 7.46% | 33.73% | 40.44% | 12.62% | 10.70% |
WSM | 45.52% | 5.20% | -0.35% | 104.49% | 38.00% | 18.49% |
FITB Fifth Third Bancorp | 25.30% | 4.18% | 21.98% | 63.20% | 13.22% | 11.00% |
FNF Fidelity National Financial, Inc. | 22.07% | 7.28% | 24.54% | 47.02% | 12.19% | 16.07% |
TROW | 1.62% | -1.52% | -5.70% | 1.56% | 2.08% | 6.57% |
ALLY Ally Financial Inc. | -3.27% | -21.41% | -11.52% | 19.73% | 2.31% | 5.72% |
SWKS | -11.72% | -8.79% | -4.76% | 1.48% | 6.29% | 7.20% |
MDLZ Mondelez International, Inc. | 5.59% | 7.72% | 5.85% | 7.71% | 9.01% | 10.07% |
PLD Prologis, Inc. | -0.72% | 6.02% | 2.75% | 8.52% | 11.62% | 16.19% |
DVN Devon Energy Corporation | -10.44% | -11.54% | -17.00% | -16.58% | 15.27% | -2.31% |
CNQ Canadian Natural Resources Limited | 2.08% | -10.41% | -9.92% | 4.73% | 25.88% | 9.76% |
TSCO | 33.46% | 8.00% | 11.43% | 37.70% | 27.28% | 18.32% |
AFL Aflac Incorporated | 35.80% | 5.67% | 32.00% | 46.41% | 18.91% | 17.03% |
SNA Snap-on Incorporated | -0.56% | 2.59% | -1.36% | 10.93% | 15.73% | 11.04% |
HIG The Hartford Financial Services Group, Inc. | 47.07% | 6.01% | 17.17% | 62.34% | 16.74% | 14.41% |
UPS | -15.10% | 0.70% | -13.84% | -14.76% | 5.09% | 6.00% |
HPQ HP Inc. | 15.02% | -5.21% | 15.03% | 27.84% | 16.29% | 10.80% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.15% | 4.33% | 6.46% | -4.90% | 4.42% | -0.58% | 5.65% | 1.84% | 16.21% | ||||
| 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% | -4.47% | -9.33% |
| 2021 | 1.07% | 6.54% | 10.83% | 5.00% | 2.70% | -1.66% | -0.65% | 4.03% | -2.62% | 6.66% | -0.63% | 4.31% | 40.83% |
| 2020 | -2.13% | -10.78% | -17.45% | 15.90% | 6.45% | 3.74% | 6.76% | 5.16% | -2.10% | -0.78% | 15.72% | 4.46% | 21.61% |
| 2019 | 9.99% | 4.21% | 1.33% | 6.04% | -6.87% | 8.72% | 1.88% | -3.25% | 3.58% | 0.19% | 4.39% | 3.25% | 37.48% |
| 2018 | 3.23% | -4.59% | -2.03% | 0.75% | 3.29% | -0.16% | 4.79% | 1.34% | -0.79% | -9.05% | 2.13% | -9.33% | -11.06% |
| 2017 | 1.54% | 2.19% | 0.24% | 0.68% | -0.66% | 1.40% | 3.35% | 0.00% | 5.13% | 3.63% | 4.16% | 1.65% | 25.75% |
| 2016 | -7.24% | -1.01% | 10.98% | 2.15% | 2.47% | -1.02% | 3.49% | 2.46% | -0.19% | -2.43% | 9.53% | 0.31% | 19.78% |
| 2015 | -3.63% | 5.49% | -0.80% | 0.11% | 1.59% | -2.30% | 1.73% | -6.16% | -3.28% | 7.42% | 1.74% | -5.04% | -3.99% |
| 2014 | -0.34% | 7.30% | 3.11% | -0.69% | 1.23% | 3.04% | -2.18% | 4.20% | -2.86% | 3.57% | 4.75% | 1.92% | 25.04% |
Expense Ratio
Дивидендный портфель с 2021 года has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Дивидендный портфель с 2021 года is 53, 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.
Дивидендный портфель с 2021 года
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FAST Fastenal Company | 1.47 | 2.21 | 1.29 | 1.56 | 3.25 |
HD The Home Depot, Inc. | 0.91 | 1.41 | 1.17 | 0.62 | 2.13 |
JPM JPMorgan Chase & Co. | 2.22 | 2.62 | 1.40 | 2.66 | 13.78 |
APD Air Products and Chemicals, Inc. | -0.10 | 0.06 | 1.01 | -0.10 | -0.23 |
TXN | 0.90 | 1.40 | 1.17 | 0.91 | 4.76 |
MFC Manulife Financial Corporation | 2.50 | 3.62 | 1.44 | 4.01 | 12.83 |
PKG Packaging Corporation of America | 2.47 | 3.41 | 1.42 | 4.57 | 14.38 |
BAH Booz Allen Hamilton Holding Corporation | 1.60 | 2.36 | 1.34 | 3.09 | 10.95 |
BLK BlackRock, Inc. | 1.52 | 2.21 | 1.26 | 0.85 | 5.41 |
GLW Corning Incorporated | 1.57 | 2.49 | 1.32 | 1.07 | 5.49 |
WSM | 2.32 | 2.94 | 1.41 | 3.04 | 13.47 |
FITB Fifth Third Bancorp | 2.05 | 2.93 | 1.35 | 1.19 | 11.30 |
FNF Fidelity National Financial, Inc. | 2.03 | 2.49 | 1.35 | 1.99 | 10.25 |
TROW | 0.03 | 0.21 | 1.03 | 0.01 | 0.08 |
ALLY Ally Financial Inc. | 0.53 | 0.97 | 1.14 | 0.36 | 2.62 |
SWKS | 0.02 | 0.27 | 1.04 | 0.01 | 0.07 |
MDLZ Mondelez International, Inc. | 0.39 | 0.65 | 1.08 | 0.33 | 0.88 |
PLD Prologis, Inc. | 0.30 | 0.60 | 1.08 | 0.19 | 0.66 |
DVN Devon Energy Corporation | -0.73 | -0.93 | 0.89 | -0.44 | -1.59 |
CNQ Canadian Natural Resources Limited | 0.17 | 0.43 | 1.05 | 0.22 | 0.53 |
TSCO | 1.36 | 1.89 | 1.25 | 1.39 | 6.26 |
AFL Aflac Incorporated | 2.33 | 2.79 | 1.46 | 4.11 | 14.84 |
SNA Snap-on Incorporated | 0.44 | 0.68 | 1.10 | 0.65 | 1.66 |
HIG The Hartford Financial Services Group, Inc. | 3.39 | 4.33 | 1.62 | 6.02 | 24.80 |
UPS | -0.60 | -0.63 | 0.90 | -0.38 | -1.44 |
HPQ HP Inc. | 0.88 | 1.59 | 1.19 | 0.77 | 4.28 |
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Дивидендный портфель с 2021 года granted a 2.91% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Дивидендный портфель с 2021 года | 2.91% | 3.06% | 3.41% | 2.35% | 2.68% | 2.45% | 2.88% | 2.03% | 2.25% | 2.45% | 2.18% | 2.05% |
| Portfolio components: | ||||||||||||
FAST Fastenal Company | 2.71% | 2.73% | 2.60% | 1.74% | 2.83% | 2.32% | 2.90% | 2.31% | 2.52% | 2.70% | 2.07% | 1.66% |
HD The Home Depot, Inc. | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
JPM JPMorgan Chase & Co. | 2.12% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
APD Air Products and Chemicals, Inc. | 2.44% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
TXN | 2.62% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
MFC Manulife Financial Corporation | 4.43% | 4.87% | 5.68% | 4.90% | 6.26% | 3.71% | 4.97% | 3.01% | 3.13% | 3.48% | 3.36% | 2.57% |
PKG Packaging Corporation of America | 2.91% | 3.07% | 3.71% | 2.94% | 2.44% | 2.82% | 3.59% | 2.09% | 2.78% | 3.49% | 2.05% | 2.39% |
BAH Booz Allen Hamilton Holding Corporation | 1.27% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.14% | 7.26% |
BLK BlackRock, Inc. | 2.27% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
GLW Corning Incorporated | 2.61% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% | 2.19% |
WSM | 1.40% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
FITB Fifth Third Bancorp | 3.30% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% | 2.23% |
FNF Fidelity National Financial, Inc. | 3.17% | 3.59% | 4.57% | 2.99% | 3.45% | 3.54% | 3.82% | 2.07% | 2.59% | 2.31% | 1.93% | 2.04% |
TROW | 4.67% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
ALLY Ally Financial Inc. | 3.63% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% | 0.00% | 0.00% |
SWKS | 2.82% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
MDLZ Mondelez International, Inc. | 2.25% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
PLD Prologis, Inc. | 2.90% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
DVN Devon Energy Corporation | 5.07% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
CNQ Canadian Natural Resources Limited | 4.71% | 4.17% | 6.29% | 3.69% | 5.14% | 3.42% | 5.90% | 2.34% | 2.19% | 3.20% | 2.58% | 1.60% |
TSCO | 1.53% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
AFL Aflac Incorporated | 1.74% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
SNA Snap-on Incorporated | 2.64% | 2.33% | 2.57% | 2.37% | 2.61% | 2.32% | 2.35% | 1.69% | 1.48% | 1.28% | 1.35% | 1.44% |
HIG The Hartford Financial Services Group, Inc. | 1.61% | 2.17% | 2.08% | 2.08% | 2.65% | 1.97% | 2.47% | 1.67% | 1.80% | 1.79% | 1.58% | 1.38% |
UPS | 5.05% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
HPQ HP Inc. | 3.27% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 4.24% | 3.01% | 1.56% | 2.03% |
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.
Дивидендный портфель с 2021 года
Benchmark (^GSPC)
Portfolio components
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 40.65%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Дивидендный портфель с 2021 года drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.65% | Jan 21, 2020 | 44 | Mar 23, 2020 | 96 | Aug 7, 2020 | 140 |
| -22.74% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -21.54% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -20.85% | May 21, 2015 | 184 | Feb 11, 2016 | 104 | Jul 12, 2016 | 288 |
| -12.19% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
Volatility
Volatility Chart
The current Дивидендный портфель с 2021 года volatility is 4.11%, 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.
Дивидендный портфель с 2021 года
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.
| BAH | MDLZ | CNQ | TSCO | PLD | DVN | WSM | FNF | SWKS | PKG | HD | FAST | UPS | HPQ | APD | ALLY | HIG | TXN | MFC | AFL | SNA | FITB | GLW | JPM | TROW | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BAH | 1.00 | 0.32 | 0.17 | 0.28 | 0.34 | 0.17 | 0.23 | 0.29 | 0.25 | 0.30 | 0.34 | 0.35 | 0.30 | 0.30 | 0.33 | 0.25 | 0.33 | 0.33 | 0.27 | 0.36 | 0.33 | 0.28 | 0.31 | 0.30 | 0.37 | 0.37 |
| MDLZ | 0.32 | 1.00 | 0.18 | 0.29 | 0.43 | 0.18 | 0.22 | 0.32 | 0.27 | 0.33 | 0.39 | 0.34 | 0.39 | 0.29 | 0.42 | 0.24 | 0.37 | 0.34 | 0.28 | 0.41 | 0.36 | 0.27 | 0.35 | 0.32 | 0.39 | 0.40 |
| CNQ | 0.17 | 0.18 | 1.00 | 0.20 | 0.20 | 0.72 | 0.25 | 0.27 | 0.27 | 0.33 | 0.23 | 0.28 | 0.28 | 0.37 | 0.32 | 0.40 | 0.33 | 0.32 | 0.52 | 0.38 | 0.35 | 0.39 | 0.37 | 0.41 | 0.37 | 0.37 |
| TSCO | 0.28 | 0.29 | 0.20 | 1.00 | 0.29 | 0.23 | 0.45 | 0.26 | 0.34 | 0.32 | 0.53 | 0.43 | 0.35 | 0.34 | 0.34 | 0.27 | 0.30 | 0.36 | 0.29 | 0.30 | 0.38 | 0.31 | 0.35 | 0.32 | 0.40 | 0.37 |
| PLD | 0.34 | 0.43 | 0.20 | 0.29 | 1.00 | 0.18 | 0.28 | 0.39 | 0.32 | 0.35 | 0.44 | 0.37 | 0.41 | 0.31 | 0.41 | 0.31 | 0.34 | 0.38 | 0.28 | 0.36 | 0.36 | 0.27 | 0.38 | 0.30 | 0.41 | 0.43 |
| DVN | 0.17 | 0.18 | 0.72 | 0.23 | 0.18 | 1.00 | 0.27 | 0.27 | 0.30 | 0.35 | 0.24 | 0.29 | 0.30 | 0.39 | 0.32 | 0.44 | 0.36 | 0.33 | 0.47 | 0.40 | 0.37 | 0.44 | 0.40 | 0.44 | 0.38 | 0.37 |
| WSM | 0.23 | 0.22 | 0.25 | 0.45 | 0.28 | 0.27 | 1.00 | 0.30 | 0.36 | 0.32 | 0.48 | 0.40 | 0.37 | 0.38 | 0.32 | 0.37 | 0.30 | 0.37 | 0.34 | 0.31 | 0.41 | 0.37 | 0.38 | 0.34 | 0.45 | 0.41 |
| FNF | 0.29 | 0.32 | 0.27 | 0.26 | 0.39 | 0.27 | 0.30 | 1.00 | 0.33 | 0.39 | 0.38 | 0.34 | 0.36 | 0.40 | 0.40 | 0.45 | 0.47 | 0.38 | 0.42 | 0.48 | 0.43 | 0.44 | 0.42 | 0.42 | 0.45 | 0.45 |
| SWKS | 0.25 | 0.27 | 0.27 | 0.34 | 0.32 | 0.30 | 0.36 | 0.33 | 1.00 | 0.37 | 0.41 | 0.42 | 0.40 | 0.47 | 0.41 | 0.41 | 0.33 | 0.72 | 0.41 | 0.34 | 0.43 | 0.40 | 0.53 | 0.42 | 0.51 | 0.50 |
| PKG | 0.30 | 0.33 | 0.33 | 0.32 | 0.35 | 0.35 | 0.32 | 0.39 | 0.37 | 1.00 | 0.39 | 0.43 | 0.46 | 0.44 | 0.48 | 0.46 | 0.46 | 0.41 | 0.46 | 0.48 | 0.53 | 0.48 | 0.51 | 0.49 | 0.49 | 0.49 |
| HD | 0.34 | 0.39 | 0.23 | 0.53 | 0.44 | 0.24 | 0.48 | 0.38 | 0.41 | 0.39 | 1.00 | 0.50 | 0.50 | 0.42 | 0.45 | 0.38 | 0.39 | 0.48 | 0.37 | 0.40 | 0.50 | 0.40 | 0.46 | 0.42 | 0.52 | 0.52 |
| FAST | 0.35 | 0.34 | 0.28 | 0.43 | 0.37 | 0.29 | 0.40 | 0.34 | 0.42 | 0.43 | 0.50 | 1.00 | 0.50 | 0.41 | 0.47 | 0.37 | 0.39 | 0.48 | 0.42 | 0.42 | 0.55 | 0.41 | 0.48 | 0.45 | 0.54 | 0.53 |
| UPS | 0.30 | 0.39 | 0.28 | 0.35 | 0.41 | 0.30 | 0.37 | 0.36 | 0.40 | 0.46 | 0.50 | 0.50 | 1.00 | 0.43 | 0.47 | 0.38 | 0.42 | 0.46 | 0.41 | 0.43 | 0.48 | 0.45 | 0.49 | 0.47 | 0.55 | 0.53 |
| HPQ | 0.30 | 0.29 | 0.37 | 0.34 | 0.31 | 0.39 | 0.38 | 0.40 | 0.47 | 0.44 | 0.42 | 0.41 | 0.43 | 1.00 | 0.45 | 0.47 | 0.41 | 0.55 | 0.49 | 0.45 | 0.50 | 0.48 | 0.55 | 0.49 | 0.52 | 0.52 |
| APD | 0.33 | 0.42 | 0.32 | 0.34 | 0.41 | 0.32 | 0.32 | 0.40 | 0.41 | 0.48 | 0.45 | 0.47 | 0.47 | 0.45 | 1.00 | 0.40 | 0.45 | 0.48 | 0.47 | 0.48 | 0.49 | 0.42 | 0.50 | 0.47 | 0.52 | 0.55 |
| ALLY | 0.25 | 0.24 | 0.40 | 0.27 | 0.31 | 0.44 | 0.37 | 0.45 | 0.41 | 0.46 | 0.38 | 0.37 | 0.38 | 0.47 | 0.40 | 1.00 | 0.49 | 0.43 | 0.54 | 0.49 | 0.49 | 0.65 | 0.50 | 0.61 | 0.56 | 0.55 |
| HIG | 0.33 | 0.37 | 0.33 | 0.30 | 0.34 | 0.36 | 0.30 | 0.47 | 0.33 | 0.46 | 0.39 | 0.39 | 0.42 | 0.41 | 0.45 | 0.49 | 1.00 | 0.36 | 0.54 | 0.69 | 0.49 | 0.61 | 0.44 | 0.64 | 0.51 | 0.52 |
| TXN | 0.33 | 0.34 | 0.32 | 0.36 | 0.38 | 0.33 | 0.37 | 0.38 | 0.72 | 0.41 | 0.48 | 0.48 | 0.46 | 0.55 | 0.48 | 0.43 | 0.36 | 1.00 | 0.44 | 0.40 | 0.46 | 0.43 | 0.59 | 0.46 | 0.57 | 0.56 |
| MFC | 0.27 | 0.28 | 0.52 | 0.29 | 0.28 | 0.47 | 0.34 | 0.42 | 0.41 | 0.46 | 0.37 | 0.42 | 0.41 | 0.49 | 0.47 | 0.54 | 0.54 | 0.44 | 1.00 | 0.58 | 0.51 | 0.61 | 0.52 | 0.63 | 0.55 | 0.57 |
| AFL | 0.36 | 0.41 | 0.38 | 0.30 | 0.36 | 0.40 | 0.31 | 0.48 | 0.34 | 0.48 | 0.40 | 0.42 | 0.43 | 0.45 | 0.48 | 0.49 | 0.69 | 0.40 | 0.58 | 1.00 | 0.53 | 0.61 | 0.49 | 0.66 | 0.56 | 0.57 |
| SNA | 0.33 | 0.36 | 0.35 | 0.38 | 0.36 | 0.37 | 0.41 | 0.43 | 0.43 | 0.53 | 0.50 | 0.55 | 0.48 | 0.50 | 0.49 | 0.49 | 0.49 | 0.46 | 0.51 | 0.53 | 1.00 | 0.53 | 0.54 | 0.55 | 0.56 | 0.54 |
| FITB | 0.28 | 0.27 | 0.39 | 0.31 | 0.27 | 0.44 | 0.37 | 0.44 | 0.40 | 0.48 | 0.40 | 0.41 | 0.45 | 0.48 | 0.42 | 0.65 | 0.61 | 0.43 | 0.61 | 0.61 | 0.53 | 1.00 | 0.52 | 0.77 | 0.60 | 0.59 |
| GLW | 0.31 | 0.35 | 0.37 | 0.35 | 0.38 | 0.40 | 0.38 | 0.42 | 0.53 | 0.51 | 0.46 | 0.48 | 0.49 | 0.55 | 0.50 | 0.50 | 0.44 | 0.59 | 0.52 | 0.49 | 0.54 | 0.52 | 1.00 | 0.54 | 0.59 | 0.59 |
| JPM | 0.30 | 0.32 | 0.41 | 0.32 | 0.30 | 0.44 | 0.34 | 0.42 | 0.42 | 0.49 | 0.42 | 0.45 | 0.47 | 0.49 | 0.47 | 0.61 | 0.64 | 0.46 | 0.63 | 0.66 | 0.55 | 0.77 | 0.54 | 1.00 | 0.61 | 0.65 |
| TROW | 0.37 | 0.39 | 0.37 | 0.40 | 0.41 | 0.38 | 0.45 | 0.45 | 0.51 | 0.49 | 0.52 | 0.54 | 0.55 | 0.52 | 0.52 | 0.56 | 0.51 | 0.57 | 0.55 | 0.56 | 0.56 | 0.60 | 0.59 | 0.61 | 1.00 | 0.76 |
| BLK | 0.37 | 0.40 | 0.37 | 0.37 | 0.43 | 0.37 | 0.41 | 0.45 | 0.50 | 0.49 | 0.52 | 0.53 | 0.53 | 0.52 | 0.55 | 0.55 | 0.52 | 0.56 | 0.57 | 0.57 | 0.54 | 0.59 | 0.59 | 0.65 | 0.76 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jan 29, 2014