moat-stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
moat-stocks
Last updated Dec 19, 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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| moat-stocks | 11.12% | -1.34% | 4.22% | 12.04% | N/A | N/A |
| Portfolio components: | ||||||
BA The Boeing Company | -31.96% | 23.67% | 0.45% | -31.90% | -11.48% | 4.55% |
O Realty Income Corporation | -3.24% | -7.59% | 2.04% | -1.91% | -0.91% | 5.77% |
MMM 3M Company | 46.34% | 1.54% | 27.62% | 50.45% | 1.54% | 2.65% |
JNJ Johnson & Johnson | -4.91% | -6.35% | -1.35% | -4.13% | 2.59% | 6.22% |
PG The Procter & Gamble Company | 17.54% | -2.71% | 1.07% | 18.56% | 8.70% | 9.10% |
KO The Coca-Cola Company | 9.38% | -1.15% | 1.09% | 10.53% | 5.86% | 7.20% |
HD The Home Depot, Inc. | 16.06% | -3.85% | 11.60% | 15.38% | 14.92% | 16.97% |
ZBH | -11.42% | -1.18% | -0.24% | -10.41% | N/A | N/A |
TER | 16.54% | 19.49% | -14.98% | 17.50% | N/A | N/A |
LRCX Lam Research Corporation | -7.41% | -1.53% | -31.23% | -7.02% | 20.79% | 26.18% |
INGR Ingredion Incorporated | 29.81% | -4.27% | 21.17% | 30.75% | 11.85% | 7.49% |
ECL Ecolab Inc. | 21.31% | -1.85% | -1.86% | 21.76% | 5.64% | 9.55% |
OTIS Otis Worldwide Corporation | 6.25% | -6.39% | -1.67% | 6.67% | N/A | N/A |
WM | 16.57% | -6.77% | -0.82% | 17.99% | N/A | N/A |
ADI Analog Devices, Inc. | 8.50% | -0.60% | -7.56% | 9.30% | 14.16% | 16.54% |
ROK Rockwell Automation, Inc. | -4.92% | 4.13% | 13.16% | -4.08% | 9.17% | 12.10% |
ABBV AbbVie Inc. | 17.45% | 2.24% | 4.83% | 17.47% | 19.53% | 15.26% |
LMT Lockheed Martin Corporation | 10.72% | -9.21% | 5.82% | 11.96% | 7.68% | 12.59% |
V | 22.97% | 2.52% | 15.89% | 23.88% | N/A | N/A |
ADP Automatic Data Processing, Inc. | 28.98% | -2.96% | 19.79% | 30.09% | 13.85% | 15.71% |
SHW The Sherwin-Williams Company | 11.69% | -9.87% | 15.12% | 11.92% | 13.22% | 15.75% |
MCD McDonald's Corporation | 1.11% | 2.07% | 14.18% | 2.77% | 10.78% | 14.92% |
NEE NextEra Energy, Inc. | 21.43% | -6.73% | -0.26% | 23.44% | 5.86% | 13.31% |
AWK American Water Works Company, Inc. | -2.43% | -9.27% | -2.47% | -2.11% | 2.33% | 11.15% |
*Annualized
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% | 0.95% | -3.65% | 3.14% | 11.12% | |
| 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 22, meaning it’s performing worse than 78% 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 | |
|---|---|---|---|---|---|
BA The Boeing Company | -0.93 | -1.23 | 0.85 | -0.65 | -0.97 |
O Realty Income Corporation | -0.09 | -0.01 | 1.00 | -0.06 | -0.20 |
MMM 3M Company | 1.62 | 2.92 | 1.41 | 1.09 | 8.49 |
JNJ Johnson & Johnson | -0.18 | -0.16 | 0.98 | -0.16 | -0.46 |
PG The Procter & Gamble Company | 1.32 | 1.88 | 1.26 | 2.22 | 7.48 |
KO The Coca-Cola Company | 0.93 | 1.40 | 1.17 | 0.80 | 2.33 |
HD The Home Depot, Inc. | 0.75 | 1.15 | 1.14 | 0.87 | 1.86 |
ZBH | -0.47 | -0.52 | 0.93 | -0.25 | -0.71 |
TER | 0.50 | 0.93 | 1.12 | 0.51 | 1.29 |
LRCX Lam Research Corporation | -0.09 | 0.17 | 1.02 | -0.10 | -0.19 |
INGR Ingredion Incorporated | 1.42 | 2.76 | 1.35 | 3.07 | 9.90 |
ECL Ecolab Inc. | 1.24 | 1.83 | 1.27 | 1.57 | 7.77 |
OTIS Otis Worldwide Corporation | 0.42 | 0.66 | 1.09 | 0.64 | 1.68 |
WM | 1.05 | 1.45 | 1.23 | 1.58 | 4.29 |
ADI Analog Devices, Inc. | 0.38 | 0.77 | 1.09 | 0.69 | 1.83 |
ROK Rockwell Automation, Inc. | -0.08 | 0.11 | 1.02 | -0.10 | -0.24 |
ABBV AbbVie Inc. | 0.84 | 1.16 | 1.19 | 1.05 | 2.88 |
LMT Lockheed Martin Corporation | 0.79 | 1.18 | 1.17 | 0.62 | 2.07 |
V | 1.46 | 1.96 | 1.28 | 1.97 | 5.00 |
ADP Automatic Data Processing, Inc. | 1.93 | 2.67 | 1.35 | 2.29 | 10.76 |
SHW The Sherwin-Williams Company | 0.68 | 1.08 | 1.14 | 0.92 | 2.11 |
MCD McDonald's Corporation | 0.21 | 0.41 | 1.05 | 0.22 | 0.47 |
NEE NextEra Energy, Inc. | 0.92 | 1.30 | 1.17 | 0.61 | 3.41 |
AWK American Water Works Company, Inc. | -0.08 | 0.03 | 1.00 | -0.04 | -0.21 |
moat-stocks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
moat-stocks provided a 2.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 2.15% | 2.03% | 1.72% | 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 | 5.93% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% | 5.84% |
MMM 3M Company | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
JNJ Johnson & Johnson | 3.40% | 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 | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
KO The Coca-Cola Company | 3.10% | 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. | 2.29% | 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 | 0.38% | 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 | 1.20% | 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 | 2.27% | 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. | 0.99% | 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 | 1.61% | 1.46% | 1.42% | 1.06% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WM | 1.46% | 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. | 1.74% | 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. | 1.75% | 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. | 3.53% | 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 | 2.61% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
V | 0.68% | 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. | 1.95% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
SHW The Sherwin-Williams Company | 0.83% | 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 | 2.32% | 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. | 2.87% | 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. | 2.38% | 2.11% | 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 5.57%.
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 3.32%, 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 | V | ROK | HD | SHW | KO | ADP | ECL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABBV | 1.00 | 0.26 | 0.12 | 0.11 | 0.47 | 0.27 | 0.14 | 0.35 | 0.22 | 0.33 | 0.25 | 0.30 | 0.19 | 0.28 | 0.33 | 0.22 | 0.27 | 0.29 | 0.24 | 0.28 | 0.26 | 0.40 | 0.33 | 0.27 |
| LMT | 0.26 | 1.00 | 0.29 | 0.09 | 0.32 | 0.36 | 0.10 | 0.33 | 0.29 | 0.26 | 0.32 | 0.28 | 0.12 | 0.35 | 0.42 | 0.25 | 0.32 | 0.30 | 0.21 | 0.24 | 0.24 | 0.44 | 0.39 | 0.30 |
| BA | 0.12 | 0.29 | 1.00 | 0.34 | 0.13 | 0.38 | 0.36 | 0.12 | 0.22 | 0.34 | 0.30 | 0.16 | 0.36 | 0.31 | 0.18 | 0.34 | 0.34 | 0.33 | 0.38 | 0.28 | 0.25 | 0.25 | 0.35 | 0.37 |
| LRCX | 0.11 | 0.09 | 0.34 | 1.00 | 0.10 | 0.24 | 0.83 | 0.14 | 0.18 | 0.28 | 0.19 | 0.16 | 0.76 | 0.23 | 0.17 | 0.39 | 0.30 | 0.41 | 0.50 | 0.41 | 0.39 | 0.15 | 0.36 | 0.39 |
| JNJ | 0.47 | 0.32 | 0.13 | 0.10 | 1.00 | 0.26 | 0.12 | 0.50 | 0.36 | 0.34 | 0.34 | 0.44 | 0.19 | 0.36 | 0.39 | 0.27 | 0.36 | 0.33 | 0.24 | 0.30 | 0.31 | 0.48 | 0.39 | 0.36 |
| INGR | 0.27 | 0.36 | 0.38 | 0.24 | 0.26 | 1.00 | 0.25 | 0.31 | 0.24 | 0.36 | 0.36 | 0.27 | 0.28 | 0.38 | 0.33 | 0.37 | 0.45 | 0.36 | 0.37 | 0.33 | 0.31 | 0.45 | 0.36 | 0.42 |
| TER | 0.14 | 0.10 | 0.36 | 0.83 | 0.12 | 0.25 | 1.00 | 0.13 | 0.22 | 0.33 | 0.23 | 0.20 | 0.80 | 0.26 | 0.21 | 0.41 | 0.36 | 0.45 | 0.51 | 0.44 | 0.41 | 0.19 | 0.42 | 0.43 |
| PG | 0.35 | 0.33 | 0.12 | 0.14 | 0.50 | 0.31 | 0.13 | 1.00 | 0.46 | 0.31 | 0.34 | 0.52 | 0.20 | 0.44 | 0.47 | 0.30 | 0.36 | 0.35 | 0.24 | 0.36 | 0.38 | 0.61 | 0.40 | 0.42 |
| NEE | 0.22 | 0.29 | 0.22 | 0.18 | 0.36 | 0.24 | 0.22 | 0.46 | 1.00 | 0.33 | 0.45 | 0.69 | 0.26 | 0.38 | 0.44 | 0.35 | 0.34 | 0.32 | 0.31 | 0.38 | 0.40 | 0.45 | 0.41 | 0.44 |
| ZBH | 0.33 | 0.26 | 0.34 | 0.28 | 0.34 | 0.36 | 0.33 | 0.31 | 0.33 | 1.00 | 0.38 | 0.35 | 0.39 | 0.38 | 0.36 | 0.39 | 0.40 | 0.44 | 0.42 | 0.37 | 0.35 | 0.41 | 0.41 | 0.48 |
| O | 0.25 | 0.32 | 0.30 | 0.19 | 0.34 | 0.36 | 0.23 | 0.34 | 0.45 | 0.38 | 1.00 | 0.50 | 0.30 | 0.40 | 0.40 | 0.38 | 0.41 | 0.39 | 0.35 | 0.40 | 0.42 | 0.49 | 0.44 | 0.45 |
| AWK | 0.30 | 0.28 | 0.16 | 0.16 | 0.44 | 0.27 | 0.20 | 0.52 | 0.69 | 0.35 | 0.50 | 1.00 | 0.26 | 0.42 | 0.48 | 0.34 | 0.34 | 0.33 | 0.35 | 0.41 | 0.43 | 0.49 | 0.42 | 0.46 |
| ADI | 0.19 | 0.12 | 0.36 | 0.76 | 0.19 | 0.28 | 0.80 | 0.20 | 0.26 | 0.39 | 0.30 | 0.26 | 1.00 | 0.31 | 0.26 | 0.45 | 0.38 | 0.48 | 0.55 | 0.45 | 0.43 | 0.26 | 0.47 | 0.48 |
| MCD | 0.28 | 0.35 | 0.31 | 0.23 | 0.36 | 0.38 | 0.26 | 0.44 | 0.38 | 0.38 | 0.40 | 0.42 | 0.31 | 1.00 | 0.48 | 0.39 | 0.38 | 0.44 | 0.38 | 0.41 | 0.39 | 0.55 | 0.46 | 0.44 |
| WM | 0.33 | 0.42 | 0.18 | 0.17 | 0.39 | 0.33 | 0.21 | 0.47 | 0.44 | 0.36 | 0.40 | 0.48 | 0.26 | 0.48 | 1.00 | 0.39 | 0.36 | 0.39 | 0.39 | 0.42 | 0.45 | 0.51 | 0.52 | 0.53 |
| OTIS | 0.22 | 0.25 | 0.34 | 0.39 | 0.27 | 0.37 | 0.41 | 0.30 | 0.35 | 0.39 | 0.38 | 0.34 | 0.45 | 0.39 | 0.39 | 1.00 | 0.49 | 0.43 | 0.55 | 0.47 | 0.45 | 0.35 | 0.47 | 0.50 |
| MMM | 0.27 | 0.32 | 0.34 | 0.30 | 0.36 | 0.45 | 0.36 | 0.36 | 0.34 | 0.40 | 0.41 | 0.34 | 0.38 | 0.38 | 0.36 | 0.49 | 1.00 | 0.39 | 0.53 | 0.48 | 0.46 | 0.45 | 0.46 | 0.54 |
| V | 0.29 | 0.30 | 0.33 | 0.41 | 0.33 | 0.36 | 0.45 | 0.35 | 0.32 | 0.44 | 0.39 | 0.33 | 0.48 | 0.44 | 0.39 | 0.43 | 0.39 | 1.00 | 0.45 | 0.44 | 0.46 | 0.45 | 0.54 | 0.54 |
| ROK | 0.24 | 0.21 | 0.38 | 0.50 | 0.24 | 0.37 | 0.51 | 0.24 | 0.31 | 0.42 | 0.35 | 0.35 | 0.55 | 0.38 | 0.39 | 0.55 | 0.53 | 0.45 | 1.00 | 0.51 | 0.50 | 0.34 | 0.50 | 0.56 |
| HD | 0.28 | 0.24 | 0.28 | 0.41 | 0.30 | 0.33 | 0.44 | 0.36 | 0.38 | 0.37 | 0.40 | 0.41 | 0.45 | 0.41 | 0.42 | 0.47 | 0.48 | 0.44 | 0.51 | 1.00 | 0.62 | 0.36 | 0.51 | 0.52 |
| SHW | 0.26 | 0.24 | 0.25 | 0.39 | 0.31 | 0.31 | 0.41 | 0.38 | 0.40 | 0.35 | 0.42 | 0.43 | 0.43 | 0.39 | 0.45 | 0.45 | 0.46 | 0.46 | 0.50 | 0.62 | 1.00 | 0.40 | 0.51 | 0.62 |
| KO | 0.40 | 0.44 | 0.25 | 0.15 | 0.48 | 0.45 | 0.19 | 0.61 | 0.45 | 0.41 | 0.49 | 0.49 | 0.26 | 0.55 | 0.51 | 0.35 | 0.45 | 0.45 | 0.34 | 0.36 | 0.40 | 1.00 | 0.50 | 0.49 |
| ADP | 0.33 | 0.39 | 0.35 | 0.36 | 0.39 | 0.36 | 0.42 | 0.40 | 0.41 | 0.41 | 0.44 | 0.42 | 0.47 | 0.46 | 0.52 | 0.47 | 0.46 | 0.54 | 0.50 | 0.51 | 0.51 | 0.50 | 1.00 | 0.55 |
| ECL | 0.27 | 0.30 | 0.37 | 0.39 | 0.36 | 0.42 | 0.43 | 0.42 | 0.44 | 0.48 | 0.45 | 0.46 | 0.48 | 0.44 | 0.53 | 0.50 | 0.54 | 0.54 | 0.56 | 0.52 | 0.62 | 0.49 | 0.55 | 1.00 |
The correlation results are calculated based on daily price changes starting from Mar 20, 2020