moat-stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
moat-stocks
Last updated Sep 21, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 4.17% |
ADI Analog Devices, Inc. | Technology | 4.17% |
ADP Automatic Data Processing, Inc. | Industrials | 4.17% |
AWK American Water Works Company, Inc. | Utilities | 4.17% |
BA The Boeing Company | Industrials | 4.17% |
ECL Ecolab Inc. | Basic Materials | 4.17% |
HD The Home Depot, Inc. | Consumer Cyclical | 4.17% |
INGR Ingredion Incorporated | Consumer Defensive | 4.17% |
JNJ Johnson & Johnson | Healthcare | 4.17% |
KO The Coca-Cola Company | Consumer Defensive | 4.17% |
LMT Lockheed Martin Corporation | Industrials | 4.17% |
LRCX Lam Research Corporation | Technology | 4.17% |
MCD McDonald's Corporation | Consumer Cyclical | 4.17% |
MMM 3M Company | Industrials | 4.17% |
NEE NextEra Energy, Inc. | Utilities | 4.17% |
O Realty Income Corporation | Real Estate | 4.17% |
OTIS Otis Worldwide Corporation | Industrials | 4.17% |
PG The Procter & Gamble Company | Consumer Defensive | 4.17% |
ROK Rockwell Automation, Inc. | Industrials | 4.17% |
SHW The Sherwin-Williams Company | Basic Materials | 4.17% |
TER | 4.17% | |
V | 4.17% | |
WM | 4.17% | |
ZBH | 4.17% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in moat-stocks, 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
moat-stocks
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Mar 19, 2020, corresponding to the inception date of OTIS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| moat-stocks | 14.63% | 1.16% | 10.18% | 25.91% | N/A | N/A |
| Portfolio components: | ||||||
BA The Boeing Company | -41.19% | -11.61% | -18.83% | -23.34% | -16.40% | 3.31% |
O Realty Income Corporation | 11.48% | 1.58% | 21.73% | 25.43% | 1.18% | 9.33% |
MMM 3M Company | 51.75% | 4.85% | 52.82% | 72.84% | 3.49% | 4.58% |
JNJ Johnson & Johnson | 7.19% | 2.46% | 7.42% | 4.76% | 7.44% | 7.25% |
PG The Procter & Gamble Company | 21.14% | 2.39% | 9.12% | 17.41% | 10.05% | 10.62% |
KO The Coca-Cola Company | 24.34% | 3.68% | 20.17% | 28.36% | 9.20% | 8.93% |
HD The Home Depot, Inc. | 14.65% | 5.88% | 1.20% | 30.39% | 14.43% | 18.36% |
ZBH | -12.20% | -5.09% | -15.99% | -8.91% | N/A | N/A |
TER | 19.18% | -4.68% | 16.64% | 35.44% | N/A | N/A |
LRCX Lam Research Corporation | -0.59% | -11.20% | -20.54% | 27.92% | 28.65% | 28.29% |
INGR Ingredion Incorporated | 26.06% | 1.86% | 16.80% | 38.55% | 13.82% | 8.57% |
ECL Ecolab Inc. | 27.67% | 2.21% | 10.18% | 47.57% | 6.25% | 9.23% |
OTIS Otis Worldwide Corporation | 8.05% | 1.66% | -3.05% | 19.94% | N/A | N/A |
WM | 15.21% | -2.17% | -2.92% | 31.56% | N/A | N/A |
ADI Analog Devices, Inc. | 15.69% | 0.10% | 18.16% | 32.77% | 16.64% | 18.93% |
ROK Rockwell Automation, Inc. | -14.56% | -1.49% | -7.78% | -4.44% | 12.07% | 10.88% |
ABBV AbbVie Inc. | 28.38% | -1.56% | 10.43% | 30.97% | 27.28% | 17.69% |
LMT Lockheed Martin Corporation | 28.68% | 3.86% | 29.85% | 40.68% | 11.00% | 15.60% |
V | 10.01% | 6.18% | 0.92% | 21.30% | N/A | N/A |
ADP Automatic Data Processing, Inc. | 20.63% | 3.72% | 12.84% | 18.43% | 14.07% | 16.87% |
SHW The Sherwin-Williams Company | 22.15% | 5.74% | 10.87% | 50.11% | 16.64% | 19.08% |
MCD McDonald's Corporation | 1.93% | 3.06% | 6.33% | 12.10% | 9.77% | 15.20% |
NEE NextEra Energy, Inc. | 39.29% | 4.59% | 35.70% | 27.47% | 10.52% | 16.32% |
AWK American Water Works Company, Inc. | 13.44% | 4.59% | 26.42% | 12.76% | 5.54% | 14.02% |
Monthly Returns
The table below presents the monthly returns of moat-stocks, 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 | -2.02% | 3.96% | 3.37% | -3.50% | 3.99% | 0.44% | 4.66% | 3.83% | 14.63% | ||||
| 2023 | 2.16% | -2.09% | 3.77% | 0.44% | -3.17% | 6.93% | 3.35% | -3.72% | -7.08% | -3.22% | 9.50% | 6.04% | 12.15% |
| 2022 | -7.45% | -2.64% | 2.35% | -4.07% | 0.32% | -5.92% | 8.09% | -4.82% | -9.24% | 10.14% | 8.01% | -1.91% | -9.02% |
| 2021 | -3.42% | 2.69% | 6.36% | 3.96% | 1.27% | -0.22% | 3.30% | 0.44% | -5.12% | 5.16% | 0.74% | 7.19% | 23.86% |
| 2020 | 9.72% | 10.86% | 5.63% | 2.67% | 3.86% | 2.97% | -1.44% | -1.46% | 12.13% | 2.20% | 57.02% |
Expense Ratio
moat-stocks 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 moat-stocks is 43, 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.
moat-stocks
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 | |
|---|---|---|---|---|---|
BA The Boeing Company | -0.74 | -0.88 | 0.89 | -0.56 | -0.93 |
O Realty Income Corporation | 1.08 | 1.58 | 1.20 | 0.62 | 3.18 |
MMM 3M Company | 2.08 | 3.48 | 1.49 | 1.30 | 10.99 |
JNJ Johnson & Johnson | 0.26 | 0.48 | 1.06 | 0.21 | 0.71 |
PG The Procter & Gamble Company | 1.07 | 1.54 | 1.21 | 1.71 | 6.86 |
KO The Coca-Cola Company | 1.94 | 2.67 | 1.36 | 1.53 | 11.43 |
HD The Home Depot, Inc. | 1.40 | 2.04 | 1.24 | 0.94 | 3.45 |
ZBH | -0.49 | -0.52 | 0.93 | -0.27 | -0.98 |
TER | 0.82 | 1.32 | 1.17 | 0.69 | 3.21 |
LRCX Lam Research Corporation | 0.66 | 1.10 | 1.15 | 0.75 | 2.09 |
INGR Ingredion Incorporated | 2.15 | 3.43 | 1.40 | 2.01 | 12.37 |
ECL Ecolab Inc. | 2.13 | 3.03 | 1.45 | 1.36 | 16.98 |
OTIS Otis Worldwide Corporation | 1.07 | 1.43 | 1.20 | 1.13 | 4.61 |
WM | 1.63 | 2.19 | 1.36 | 2.37 | 8.11 |
ADI Analog Devices, Inc. | 1.00 | 1.57 | 1.19 | 1.45 | 5.81 |
ROK Rockwell Automation, Inc. | -0.21 | -0.06 | 0.99 | -0.24 | -0.59 |
ABBV AbbVie Inc. | 1.63 | 2.13 | 1.30 | 1.94 | 5.49 |
LMT Lockheed Martin Corporation | 2.23 | 3.80 | 1.48 | 1.91 | 11.94 |
V | 1.24 | 1.68 | 1.22 | 1.50 | 3.93 |
ADP Automatic Data Processing, Inc. | 0.88 | 1.17 | 1.18 | 0.78 | 3.30 |
SHW The Sherwin-Williams Company | 2.19 | 3.01 | 1.38 | 1.46 | 7.12 |
MCD McDonald's Corporation | 0.56 | 0.90 | 1.11 | 0.56 | 1.24 |
NEE NextEra Energy, Inc. | 0.87 | 1.27 | 1.18 | 0.59 | 2.40 |
AWK American Water Works Company, Inc. | 0.44 | 0.80 | 1.09 | 0.26 | 1.38 |
moat-stocks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
moat-stocks granted a 1.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| moat-stocks | 1.90% | 2.15% | 2.03% | 1.71% | 1.96% | 2.01% | 2.24% | 1.85% | 2.17% | 2.24% | 2.07% | 2.07% |
| Portfolio components: | ||||||||||||
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
O Realty Income Corporation | 5.03% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
MMM 3M Company | 2.91% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PG The Procter & Gamble Company | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
HD The Home Depot, Inc. | 2.27% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
ZBH | 0.90% | 0.79% | 0.75% | 0.76% | 0.62% | 0.64% | 0.93% | 0.80% | 0.93% | 0.86% | 0.78% | 0.86% |
TER | 0.36% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% | 0.00% |
LRCX Lam Research Corporation | 1.07% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
INGR Ingredion Incorporated | 2.31% | 2.75% | 2.78% | 2.67% | 3.23% | 2.70% | 2.68% | 1.57% | 1.52% | 1.82% | 1.98% | 2.28% |
ECL Ecolab Inc. | 0.91% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% | 0.93% |
OTIS Otis Worldwide Corporation | 1.53% | 1.46% | 1.42% | 1.06% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WM | 1.45% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
ADI Analog Devices, Inc. | 1.60% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
ROK Rockwell Automation, Inc. | 1.91% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% | 1.77% |
ABBV AbbVie Inc. | 3.17% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
LMT Lockheed Martin Corporation | 2.20% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
V | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ADP Automatic Data Processing, Inc. | 2.03% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
SHW The Sherwin-Williams Company | 0.73% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
MCD McDonald's Corporation | 2.25% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
NEE NextEra Energy, Inc. | 2.43% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
AWK American Water Works Company, Inc. | 2.00% | 2.10% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% |
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.
moat-stocks
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the moat-stocks. 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 moat-stocks was 22.52%, occurring on Oct 12, 2022. Recovery took 194 trading sessions.
The current moat-stocks drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.52% | Dec 30, 2021 | 198 | Oct 12, 2022 | 194 | Jul 24, 2023 | 392 |
| -15.06% | Jul 31, 2023 | 64 | Oct 27, 2023 | 40 | Dec 26, 2023 | 104 |
| -8.63% | Mar 20, 2020 | 2 | Mar 23, 2020 | 1 | Mar 24, 2020 | 3 |
| -8.22% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -7.76% | Mar 27, 2020 | 4 | Apr 1, 2020 | 5 | Apr 8, 2020 | 9 |
Volatility
Volatility Chart
The current moat-stocks volatility is 3.11%, 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.
moat-stocks
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.
| ABBV | LMT | BA | LRCX | JNJ | INGR | TER | PG | NEE | ZBH | O | AWK | ADI | MCD | WM | OTIS | MMM | HD | V | SHW | KO | ROK | ADP | ECL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABBV | 1.00 | 0.26 | 0.14 | 0.11 | 0.47 | 0.28 | 0.14 | 0.36 | 0.22 | 0.33 | 0.25 | 0.29 | 0.19 | 0.29 | 0.33 | 0.22 | 0.27 | 0.27 | 0.30 | 0.27 | 0.39 | 0.24 | 0.33 | 0.27 |
| LMT | 0.26 | 1.00 | 0.30 | 0.10 | 0.33 | 0.38 | 0.10 | 0.34 | 0.29 | 0.26 | 0.32 | 0.28 | 0.13 | 0.36 | 0.43 | 0.25 | 0.32 | 0.24 | 0.30 | 0.24 | 0.45 | 0.22 | 0.38 | 0.30 |
| BA | 0.14 | 0.30 | 1.00 | 0.36 | 0.14 | 0.39 | 0.37 | 0.12 | 0.24 | 0.35 | 0.31 | 0.18 | 0.37 | 0.32 | 0.21 | 0.36 | 0.36 | 0.30 | 0.35 | 0.27 | 0.27 | 0.40 | 0.37 | 0.39 |
| LRCX | 0.11 | 0.10 | 0.36 | 1.00 | 0.11 | 0.24 | 0.84 | 0.14 | 0.19 | 0.30 | 0.21 | 0.18 | 0.76 | 0.23 | 0.18 | 0.40 | 0.32 | 0.42 | 0.43 | 0.39 | 0.16 | 0.52 | 0.38 | 0.41 |
| JNJ | 0.47 | 0.33 | 0.14 | 0.11 | 1.00 | 0.27 | 0.13 | 0.50 | 0.36 | 0.34 | 0.33 | 0.44 | 0.19 | 0.38 | 0.41 | 0.27 | 0.38 | 0.30 | 0.33 | 0.31 | 0.48 | 0.24 | 0.40 | 0.36 |
| INGR | 0.28 | 0.38 | 0.39 | 0.24 | 0.27 | 1.00 | 0.26 | 0.31 | 0.25 | 0.38 | 0.37 | 0.28 | 0.28 | 0.39 | 0.34 | 0.38 | 0.46 | 0.34 | 0.38 | 0.30 | 0.45 | 0.38 | 0.37 | 0.42 |
| TER | 0.14 | 0.10 | 0.37 | 0.84 | 0.13 | 0.26 | 1.00 | 0.14 | 0.24 | 0.34 | 0.25 | 0.22 | 0.80 | 0.27 | 0.22 | 0.42 | 0.36 | 0.46 | 0.47 | 0.42 | 0.20 | 0.52 | 0.43 | 0.43 |
| PG | 0.36 | 0.34 | 0.12 | 0.14 | 0.50 | 0.31 | 0.14 | 1.00 | 0.46 | 0.32 | 0.34 | 0.52 | 0.21 | 0.45 | 0.48 | 0.31 | 0.36 | 0.36 | 0.36 | 0.39 | 0.62 | 0.25 | 0.41 | 0.42 |
| NEE | 0.22 | 0.29 | 0.24 | 0.19 | 0.36 | 0.25 | 0.24 | 0.46 | 1.00 | 0.34 | 0.44 | 0.69 | 0.28 | 0.39 | 0.44 | 0.35 | 0.35 | 0.38 | 0.32 | 0.40 | 0.45 | 0.33 | 0.42 | 0.44 |
| ZBH | 0.33 | 0.26 | 0.35 | 0.30 | 0.34 | 0.38 | 0.34 | 0.32 | 0.34 | 1.00 | 0.38 | 0.36 | 0.40 | 0.39 | 0.37 | 0.39 | 0.41 | 0.37 | 0.43 | 0.35 | 0.42 | 0.42 | 0.42 | 0.49 |
| O | 0.25 | 0.32 | 0.31 | 0.21 | 0.33 | 0.37 | 0.25 | 0.34 | 0.44 | 0.38 | 1.00 | 0.50 | 0.31 | 0.40 | 0.41 | 0.38 | 0.42 | 0.40 | 0.40 | 0.43 | 0.50 | 0.37 | 0.45 | 0.45 |
| AWK | 0.29 | 0.28 | 0.18 | 0.18 | 0.44 | 0.28 | 0.22 | 0.52 | 0.69 | 0.36 | 0.50 | 1.00 | 0.28 | 0.44 | 0.49 | 0.35 | 0.35 | 0.42 | 0.34 | 0.44 | 0.49 | 0.37 | 0.43 | 0.46 |
| ADI | 0.19 | 0.13 | 0.37 | 0.76 | 0.19 | 0.28 | 0.80 | 0.21 | 0.28 | 0.40 | 0.31 | 0.28 | 1.00 | 0.32 | 0.27 | 0.46 | 0.39 | 0.47 | 0.50 | 0.43 | 0.27 | 0.56 | 0.48 | 0.49 |
| MCD | 0.29 | 0.36 | 0.32 | 0.23 | 0.38 | 0.39 | 0.27 | 0.45 | 0.39 | 0.39 | 0.40 | 0.44 | 0.32 | 1.00 | 0.49 | 0.39 | 0.38 | 0.42 | 0.46 | 0.39 | 0.56 | 0.39 | 0.48 | 0.44 |
| WM | 0.33 | 0.43 | 0.21 | 0.18 | 0.41 | 0.34 | 0.22 | 0.48 | 0.44 | 0.37 | 0.41 | 0.49 | 0.27 | 0.49 | 1.00 | 0.40 | 0.36 | 0.42 | 0.41 | 0.45 | 0.53 | 0.41 | 0.52 | 0.53 |
| OTIS | 0.22 | 0.25 | 0.36 | 0.40 | 0.27 | 0.38 | 0.42 | 0.31 | 0.35 | 0.39 | 0.38 | 0.35 | 0.46 | 0.39 | 0.40 | 1.00 | 0.50 | 0.47 | 0.44 | 0.46 | 0.36 | 0.56 | 0.49 | 0.50 |
| MMM | 0.27 | 0.32 | 0.36 | 0.32 | 0.38 | 0.46 | 0.36 | 0.36 | 0.35 | 0.41 | 0.42 | 0.35 | 0.39 | 0.38 | 0.36 | 0.50 | 1.00 | 0.49 | 0.40 | 0.46 | 0.46 | 0.53 | 0.48 | 0.54 |
| HD | 0.27 | 0.24 | 0.30 | 0.42 | 0.30 | 0.34 | 0.46 | 0.36 | 0.38 | 0.37 | 0.40 | 0.42 | 0.47 | 0.42 | 0.42 | 0.47 | 0.49 | 1.00 | 0.45 | 0.62 | 0.36 | 0.53 | 0.53 | 0.52 |
| V | 0.30 | 0.30 | 0.35 | 0.43 | 0.33 | 0.38 | 0.47 | 0.36 | 0.32 | 0.43 | 0.40 | 0.34 | 0.50 | 0.46 | 0.41 | 0.44 | 0.40 | 0.45 | 1.00 | 0.46 | 0.46 | 0.47 | 0.54 | 0.56 |
| SHW | 0.27 | 0.24 | 0.27 | 0.39 | 0.31 | 0.30 | 0.42 | 0.39 | 0.40 | 0.35 | 0.43 | 0.44 | 0.43 | 0.39 | 0.45 | 0.46 | 0.46 | 0.62 | 0.46 | 1.00 | 0.41 | 0.51 | 0.52 | 0.62 |
| KO | 0.39 | 0.45 | 0.27 | 0.16 | 0.48 | 0.45 | 0.20 | 0.62 | 0.45 | 0.42 | 0.50 | 0.49 | 0.27 | 0.56 | 0.53 | 0.36 | 0.46 | 0.36 | 0.46 | 0.41 | 1.00 | 0.35 | 0.51 | 0.50 |
| ROK | 0.24 | 0.22 | 0.40 | 0.52 | 0.24 | 0.38 | 0.52 | 0.25 | 0.33 | 0.42 | 0.37 | 0.37 | 0.56 | 0.39 | 0.41 | 0.56 | 0.53 | 0.53 | 0.47 | 0.51 | 0.35 | 1.00 | 0.52 | 0.57 |
| ADP | 0.33 | 0.38 | 0.37 | 0.38 | 0.40 | 0.37 | 0.43 | 0.41 | 0.42 | 0.42 | 0.45 | 0.43 | 0.48 | 0.48 | 0.52 | 0.49 | 0.48 | 0.53 | 0.54 | 0.52 | 0.51 | 0.52 | 1.00 | 0.57 |
| ECL | 0.27 | 0.30 | 0.39 | 0.41 | 0.36 | 0.42 | 0.43 | 0.42 | 0.44 | 0.49 | 0.45 | 0.46 | 0.49 | 0.44 | 0.53 | 0.50 | 0.54 | 0.52 | 0.56 | 0.62 | 0.50 | 0.57 | 0.57 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 20, 2020