Growth and Income #3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Growth and Income #3
Last updated Oct 30, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 3.33% |
ACN Accenture plc | Technology | 3.33% |
AVGO Broadcom Inc. | Technology | 3.33% |
CAT Caterpillar Inc. | Industrials | 3.33% |
CCI Crown Castle International Corp. | Real Estate | 3.33% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.33% |
CVX Chevron Corporation | Energy | 3.33% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3.33% |
DFS Discover Financial Services | Financial Services | 3.33% |
DG Dollar General Corporation | Consumer Defensive | 3.33% |
DHR Danaher Corporation | Healthcare | 3.33% |
HAL Halliburton Company | Energy | 3.33% |
HCA HCA Healthcare, Inc. | Healthcare | 3.33% |
HD The Home Depot, Inc. | Consumer Cyclical | 3.33% |
HLT Hilton Worldwide Holdings Inc. | Consumer Cyclical | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
LPLA LPL Financial Holdings Inc. | Financial Services | 3.33% |
LRCX Lam Research Corporation | Technology | 3.33% |
MA Mastercard Inc | Financial Services | 3.33% |
MAR Marriott International, Inc. | Consumer Cyclical | 3.33% |
MCD | 3.33% | |
MCHP | 3.33% | |
NSC | 3.33% | |
PG | 3.33% | |
STZ | 3.33% | |
TXRH | 3.33% | |
UNH | 3.33% | |
V | 3.33% | |
WMT | 3.33% | |
YUM | 3.33% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth and Income #3, 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
Growth and Income #3
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT
Returns By Period
As of Oct 30, 2024, the Growth and Income #3 returned 16.95% Year-To-Date and 19.41% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Growth and Income #3 | 16.95% | 0.06% | 9.67% | 36.41% | 20.39% | 19.41% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
ACN Accenture plc | 5.12% | 4.24% | 21.67% | 26.03% | 16.13% | 18.15% |
CAT Caterpillar Inc. | 33.16% | -0.56% | 16.71% | 62.59% | 25.79% | 17.48% |
CCI Crown Castle International Corp. | -3.35% | -8.58% | 17.03% | 25.13% | -1.17% | 7.39% |
CVX Chevron Corporation | 2.81% | 2.08% | -5.93% | 6.07% | 9.84% | 6.62% |
DG Dollar General Corporation | -40.14% | -7.97% | -42.00% | -32.14% | -12.05% | 3.63% |
DHR Danaher Corporation | 5.24% | -11.89% | -1.39% | 31.66% | 15.22% | 22.18% |
HAL Halliburton Company | -22.68% | -3.94% | -25.76% | -28.78% | 9.26% | -5.02% |
HCA HCA Healthcare, Inc. | 34.00% | -10.57% | 16.83% | 62.78% | 23.10% | 18.60% |
HD The Home Depot, Inc. | 16.18% | -1.12% | 19.75% | 44.00% | 13.77% | 17.77% |
HLT Hilton Worldwide Holdings Inc. | 31.62% | 2.04% | 21.40% | 58.57% | 20.16% | 17.20% |
JPM JPMorgan Chase & Co. | 34.17% | 6.54% | 17.61% | 66.08% | 15.62% | 17.17% |
LPLA LPL Financial Holdings Inc. | 17.14% | 15.06% | -1.04% | 19.57% | 27.92% | 22.35% |
LRCX Lam Research Corporation | 0.69% | -5.32% | -12.01% | 35.53% | 25.30% | 27.88% |
MAR Marriott International, Inc. | 17.92% | 4.29% | 12.37% | 41.73% | 16.63% | 14.45% |
MCD | 1.30% | -2.86% | 9.38% | 16.15% | 11.03% | 15.11% |
MCHP | -10.96% | -1.91% | -13.18% | 14.22% | 12.73% | 16.15% |
PG | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
STZ | -1.19% | -8.64% | -6.09% | 2.43% | 5.97% | 11.36% |
V | 8.89% | 2.44% | 5.35% | 21.89% | 10.33% | 17.53% |
WMT | 56.98% | 2.41% | 38.53% | 52.38% | 17.75% | 14.73% |
YUM | 4.07% | -4.25% | -4.21% | 13.97% | 7.66% | 11.57% |
NSC | 8.63% | 2.41% | 10.84% | 37.87% | 8.87% | 10.99% |
MA Mastercard Inc | 19.39% | 2.70% | 12.52% | 36.73% | 13.51% | 20.51% |
UNH | 8.03% | -3.39% | 17.12% | 7.68% | 19.14% | 21.34% |
AVGO Broadcom Inc. | 62.30% | 3.79% | 38.74% | 116.35% | 48.19% | 39.10% |
DFS Discover Financial Services | 36.34% | 8.25% | 20.25% | 90.40% | 16.22% | 11.44% |
DECK Deckers Outdoor Corporation | 52.19% | 6.35% | 24.29% | 74.03% | 46.26% | 27.88% |
COST Costco Wholesale Corporation | 34.98% | 0.15% | 22.87% | 64.53% | 26.63% | 23.51% |
TXRH | 59.86% | 10.45% | 21.03% | 99.33% | 30.04% | 23.06% |
Monthly Returns
The table below presents the monthly returns of Growth and Income #3, 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 | 2.26% | 6.30% | 2.69% | -4.48% | 3.64% | 0.91% | 1.99% | 0.67% | 2.33% | 16.95% | |||
| 2023 | 5.89% | -3.18% | 1.07% | 1.65% | -1.37% | 7.23% | 3.49% | -2.82% | -4.00% | -2.12% | 9.21% | 6.08% | 21.94% |
| 2022 | -4.30% | -1.70% | 3.94% | -3.59% | 0.09% | -9.61% | 10.87% | -3.36% | -7.82% | 12.83% | 6.88% | -4.82% | -3.32% |
| 2021 | -2.97% | 7.37% | 5.07% | 5.09% | 0.62% | 0.00% | 3.36% | 0.41% | -2.36% | 5.66% | -0.75% | 8.45% | 33.39% |
| 2020 | -0.26% | -9.26% | -16.49% | 16.04% | 6.54% | 2.38% | 5.57% | 7.51% | -2.61% | 0.03% | 14.66% | 4.71% | 27.00% |
| 2019 | 7.82% | 4.27% | 2.19% | 5.31% | -5.89% | 7.78% | 2.09% | -1.73% | 1.40% | 2.44% | 4.08% | 3.75% | 38.11% |
| 2018 | 5.31% | -3.30% | -1.31% | 1.46% | 2.77% | -0.50% | 2.51% | 3.33% | 1.30% | -5.88% | 3.65% | -7.63% | 0.82% |
| 2017 | 2.98% | 3.30% | 0.63% | 2.40% | 4.23% | -0.61% | 1.75% | 1.91% | 4.03% | 3.81% | 4.76% | 2.94% | 37.10% |
| 2016 | -4.50% | 0.68% | 9.16% | 0.52% | 1.44% | 0.84% | 6.54% | 0.74% | -0.25% | -0.93% | 6.76% | 1.28% | 23.79% |
| 2015 | -3.30% | 8.14% | -1.50% | -0.13% | 1.92% | -0.47% | 0.42% | -5.23% | -2.48% | 5.47% | 1.32% | -1.48% | 1.96% |
| 2014 | -3.27% | 4.79% | 1.38% | -0.07% | 2.58% | 3.02% | -1.35% | 5.57% | -0.06% | 1.64% | 4.21% | 0.10% | 19.74% |
| 2013 | 4.43% | 4.43% |
Expense Ratio
Growth and Income #3 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 Growth and Income #3 is 70, 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.
Combined Rank
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
ACN Accenture plc | 1.20 | 1.68 | 1.24 | 0.92 | 2.07 |
CAT Caterpillar Inc. | 2.51 | 3.08 | 1.43 | 3.06 | 9.59 |
CCI Crown Castle International Corp. | 1.07 | 1.71 | 1.20 | 0.48 | 2.83 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
DG Dollar General Corporation | -0.71 | -0.69 | 0.87 | -0.47 | -1.37 |
DHR Danaher Corporation | 1.29 | 2.06 | 1.24 | 0.81 | 7.46 |
HAL Halliburton Company | -1.10 | -1.49 | 0.82 | -0.53 | -1.71 |
HCA HCA Healthcare, Inc. | 2.50 | 2.97 | 1.44 | 2.34 | 18.28 |
HD The Home Depot, Inc. | 2.28 | 3.08 | 1.38 | 1.60 | 5.75 |
HLT Hilton Worldwide Holdings Inc. | 3.32 | 4.20 | 1.53 | 5.26 | 15.82 |
JPM JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 4.54 | 20.78 |
LPLA LPL Financial Holdings Inc. | 0.68 | 1.03 | 1.15 | 0.62 | 1.63 |
LRCX Lam Research Corporation | 0.85 | 1.32 | 1.18 | 1.01 | 2.24 |
MAR Marriott International, Inc. | 2.11 | 2.68 | 1.36 | 2.43 | 6.69 |
MCD | 1.02 | 1.47 | 1.20 | 1.05 | 2.38 |
MCHP | 0.32 | 0.69 | 1.09 | 0.42 | 0.96 |
PG | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
STZ | 0.23 | 0.45 | 1.06 | 0.32 | 0.72 |
V | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
WMT | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
YUM | 0.90 | 1.40 | 1.16 | 0.94 | 3.27 |
NSC | 1.55 | 2.51 | 1.29 | 1.16 | 5.07 |
MA Mastercard Inc | 2.62 | 3.38 | 1.48 | 3.37 | 8.42 |
UNH | 0.37 | 0.67 | 1.09 | 0.44 | 1.17 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
DFS Discover Financial Services | 2.87 | 3.60 | 1.49 | 2.48 | 18.36 |
DECK Deckers Outdoor Corporation | 2.01 | 2.96 | 1.37 | 3.32 | 7.36 |
COST Costco Wholesale Corporation | 3.49 | 4.10 | 1.61 | 6.63 | 17.31 |
TXRH | 4.21 | 5.65 | 1.70 | 6.49 | 40.80 |
Growth and Income #3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Growth and Income #3 provided a 1.66% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Growth and Income #3 | 1.66% | 1.66% | 1.58% | 1.23% | 1.57% | 1.68% | 1.92% | 1.62% | 2.93% | 1.97% | 1.49% | 1.30% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ACN Accenture plc | 1.47% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
CCI Crown Castle International Corp. | 5.87% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
DG Dollar General Corporation | 2.96% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% | 0.00% |
DHR Danaher Corporation | 0.43% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
HAL Halliburton Company | 2.43% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% | 1.03% |
HCA HCA Healthcare, Inc. | 0.72% | 0.89% | 0.93% | 0.75% | 0.47% | 1.08% | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.24% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
HLT Hilton Worldwide Holdings Inc. | 0.25% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.03% | 0.65% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
LPLA LPL Financial Holdings Inc. | 0.45% | 0.53% | 0.46% | 0.62% | 0.96% | 1.08% | 1.64% | 1.75% | 2.84% | 2.34% | 2.15% | 1.38% |
LRCX Lam Research Corporation | 1.06% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% |
MAR Marriott International, Inc. | 0.87% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
MCD | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
MCHP | 2.27% | 1.76% | 1.65% | 0.98% | 1.07% | 1.40% | 2.02% | 1.65% | 2.24% | 3.07% | 3.15% | 3.16% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
STZ | 1.61% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% | 0.00% |
V | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WMT | 0.99% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
YUM | 1.95% | 1.85% | 1.78% | 1.44% | 1.73% | 1.67% | 1.57% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
NSC | 2.14% | 2.28% | 2.01% | 1.40% | 1.58% | 1.85% | 2.03% | 1.68% | 2.18% | 2.79% | 2.03% | 2.20% |
MA Mastercard Inc | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
UNH | 1.42% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
DFS Discover Financial Services | 1.86% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.18% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
TXRH | 1.23% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% | 1.73% |
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.
Growth and Income #3
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Growth and Income #3. 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 Growth and Income #3 was 38.36%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Growth and Income #3 drawdown is 1.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -17.56% | Apr 21, 2022 | 40 | Jun 16, 2022 | 115 | Nov 30, 2022 | 155 |
| -16.25% | Sep 24, 2018 | 64 | Dec 24, 2018 | 34 | Feb 13, 2019 | 98 |
| -14.53% | Jun 23, 2015 | 162 | Feb 11, 2016 | 32 | Mar 30, 2016 | 194 |
| -11.07% | Jan 5, 2022 | 42 | Mar 7, 2022 | 31 | Apr 20, 2022 | 73 |
Volatility
Volatility Chart
The current Growth and Income #3 volatility is 2.78%, 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.
Growth and Income #3
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.
| DG | CCI | WMT | PG | HAL | TXRH | DECK | UNH | CVX | STZ | HCA | MCD | COST | LPLA | AAPL | DHR | AVGO | YUM | LRCX | HLT | NSC | MAR | CAT | HD | MCHP | DFS | JPM | V | ACN | MA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DG | 1.00 | 0.25 | 0.41 | 0.29 | 0.11 | 0.24 | 0.26 | 0.27 | 0.14 | 0.26 | 0.25 | 0.27 | 0.40 | 0.18 | 0.21 | 0.28 | 0.20 | 0.29 | 0.21 | 0.19 | 0.23 | 0.19 | 0.20 | 0.42 | 0.21 | 0.22 | 0.20 | 0.25 | 0.28 | 0.25 |
| CCI | 0.25 | 1.00 | 0.28 | 0.37 | 0.11 | 0.15 | 0.17 | 0.27 | 0.16 | 0.32 | 0.25 | 0.36 | 0.31 | 0.12 | 0.27 | 0.37 | 0.22 | 0.34 | 0.21 | 0.19 | 0.25 | 0.17 | 0.19 | 0.34 | 0.22 | 0.19 | 0.20 | 0.32 | 0.37 | 0.31 |
| WMT | 0.41 | 0.28 | 1.00 | 0.44 | 0.13 | 0.22 | 0.21 | 0.30 | 0.20 | 0.30 | 0.23 | 0.34 | 0.56 | 0.17 | 0.26 | 0.29 | 0.21 | 0.30 | 0.22 | 0.18 | 0.28 | 0.20 | 0.23 | 0.40 | 0.22 | 0.25 | 0.25 | 0.29 | 0.33 | 0.29 |
| PG | 0.29 | 0.37 | 0.44 | 1.00 | 0.11 | 0.18 | 0.14 | 0.34 | 0.21 | 0.34 | 0.24 | 0.42 | 0.40 | 0.12 | 0.26 | 0.37 | 0.19 | 0.37 | 0.21 | 0.20 | 0.31 | 0.21 | 0.23 | 0.36 | 0.22 | 0.22 | 0.25 | 0.36 | 0.37 | 0.36 |
| HAL | 0.11 | 0.11 | 0.13 | 0.11 | 1.00 | 0.24 | 0.25 | 0.21 | 0.71 | 0.26 | 0.30 | 0.16 | 0.14 | 0.41 | 0.24 | 0.21 | 0.29 | 0.24 | 0.29 | 0.36 | 0.40 | 0.38 | 0.57 | 0.26 | 0.34 | 0.45 | 0.46 | 0.27 | 0.29 | 0.29 |
| TXRH | 0.24 | 0.15 | 0.22 | 0.18 | 0.24 | 1.00 | 0.35 | 0.23 | 0.22 | 0.27 | 0.30 | 0.33 | 0.28 | 0.33 | 0.25 | 0.24 | 0.27 | 0.40 | 0.29 | 0.39 | 0.30 | 0.42 | 0.29 | 0.36 | 0.32 | 0.39 | 0.35 | 0.31 | 0.33 | 0.34 |
| DECK | 0.26 | 0.17 | 0.21 | 0.14 | 0.25 | 0.35 | 1.00 | 0.20 | 0.23 | 0.24 | 0.31 | 0.25 | 0.31 | 0.35 | 0.30 | 0.32 | 0.33 | 0.32 | 0.35 | 0.39 | 0.31 | 0.38 | 0.35 | 0.41 | 0.39 | 0.38 | 0.36 | 0.34 | 0.36 | 0.36 |
| UNH | 0.27 | 0.27 | 0.30 | 0.34 | 0.21 | 0.23 | 0.20 | 1.00 | 0.28 | 0.30 | 0.38 | 0.32 | 0.31 | 0.29 | 0.31 | 0.38 | 0.27 | 0.35 | 0.26 | 0.29 | 0.35 | 0.29 | 0.29 | 0.35 | 0.27 | 0.31 | 0.37 | 0.38 | 0.38 | 0.38 |
| CVX | 0.14 | 0.16 | 0.20 | 0.21 | 0.71 | 0.22 | 0.23 | 0.28 | 1.00 | 0.28 | 0.31 | 0.25 | 0.22 | 0.41 | 0.24 | 0.25 | 0.28 | 0.29 | 0.28 | 0.34 | 0.42 | 0.36 | 0.56 | 0.29 | 0.33 | 0.45 | 0.49 | 0.35 | 0.34 | 0.34 |
| STZ | 0.26 | 0.32 | 0.30 | 0.34 | 0.26 | 0.27 | 0.24 | 0.30 | 0.28 | 1.00 | 0.33 | 0.35 | 0.33 | 0.30 | 0.30 | 0.33 | 0.29 | 0.38 | 0.30 | 0.33 | 0.31 | 0.34 | 0.31 | 0.38 | 0.30 | 0.35 | 0.34 | 0.40 | 0.39 | 0.39 |
| HCA | 0.25 | 0.25 | 0.23 | 0.24 | 0.30 | 0.30 | 0.31 | 0.38 | 0.31 | 0.33 | 1.00 | 0.32 | 0.29 | 0.33 | 0.30 | 0.36 | 0.33 | 0.37 | 0.31 | 0.36 | 0.38 | 0.37 | 0.37 | 0.38 | 0.34 | 0.37 | 0.41 | 0.35 | 0.38 | 0.37 |
| MCD | 0.27 | 0.36 | 0.34 | 0.42 | 0.16 | 0.33 | 0.25 | 0.32 | 0.25 | 0.35 | 0.32 | 1.00 | 0.36 | 0.25 | 0.31 | 0.38 | 0.29 | 0.57 | 0.25 | 0.32 | 0.35 | 0.34 | 0.29 | 0.40 | 0.29 | 0.32 | 0.35 | 0.42 | 0.41 | 0.43 |
| COST | 0.40 | 0.31 | 0.56 | 0.40 | 0.14 | 0.28 | 0.31 | 0.31 | 0.22 | 0.33 | 0.29 | 0.36 | 1.00 | 0.23 | 0.42 | 0.40 | 0.36 | 0.37 | 0.37 | 0.29 | 0.31 | 0.30 | 0.27 | 0.49 | 0.35 | 0.29 | 0.29 | 0.41 | 0.45 | 0.40 |
| LPLA | 0.18 | 0.12 | 0.17 | 0.12 | 0.41 | 0.33 | 0.35 | 0.29 | 0.41 | 0.30 | 0.33 | 0.25 | 0.23 | 1.00 | 0.30 | 0.29 | 0.34 | 0.32 | 0.37 | 0.42 | 0.41 | 0.43 | 0.48 | 0.33 | 0.40 | 0.54 | 0.59 | 0.39 | 0.40 | 0.41 |
| AAPL | 0.21 | 0.27 | 0.26 | 0.26 | 0.24 | 0.25 | 0.30 | 0.31 | 0.24 | 0.30 | 0.30 | 0.31 | 0.42 | 0.30 | 1.00 | 0.41 | 0.55 | 0.32 | 0.51 | 0.36 | 0.35 | 0.37 | 0.34 | 0.39 | 0.50 | 0.34 | 0.36 | 0.48 | 0.48 | 0.49 |
| DHR | 0.28 | 0.37 | 0.29 | 0.37 | 0.21 | 0.24 | 0.32 | 0.38 | 0.25 | 0.33 | 0.36 | 0.38 | 0.40 | 0.29 | 0.41 | 1.00 | 0.41 | 0.40 | 0.41 | 0.31 | 0.40 | 0.32 | 0.37 | 0.46 | 0.44 | 0.34 | 0.36 | 0.47 | 0.54 | 0.49 |
| AVGO | 0.20 | 0.22 | 0.21 | 0.19 | 0.29 | 0.27 | 0.33 | 0.27 | 0.28 | 0.29 | 0.33 | 0.29 | 0.36 | 0.34 | 0.55 | 0.41 | 1.00 | 0.34 | 0.65 | 0.40 | 0.39 | 0.42 | 0.41 | 0.38 | 0.68 | 0.37 | 0.38 | 0.45 | 0.49 | 0.47 |
| YUM | 0.29 | 0.34 | 0.30 | 0.37 | 0.24 | 0.40 | 0.32 | 0.35 | 0.29 | 0.38 | 0.37 | 0.57 | 0.37 | 0.32 | 0.32 | 0.40 | 0.34 | 1.00 | 0.35 | 0.41 | 0.39 | 0.41 | 0.36 | 0.44 | 0.37 | 0.39 | 0.39 | 0.47 | 0.43 | 0.47 |
| LRCX | 0.21 | 0.21 | 0.22 | 0.21 | 0.29 | 0.29 | 0.35 | 0.26 | 0.28 | 0.30 | 0.31 | 0.25 | 0.37 | 0.37 | 0.51 | 0.41 | 0.65 | 0.35 | 1.00 | 0.41 | 0.40 | 0.44 | 0.43 | 0.39 | 0.72 | 0.41 | 0.41 | 0.46 | 0.47 | 0.49 |
| HLT | 0.19 | 0.19 | 0.18 | 0.20 | 0.36 | 0.39 | 0.39 | 0.29 | 0.34 | 0.33 | 0.36 | 0.32 | 0.29 | 0.42 | 0.36 | 0.31 | 0.40 | 0.41 | 0.41 | 1.00 | 0.43 | 0.80 | 0.46 | 0.39 | 0.45 | 0.49 | 0.48 | 0.47 | 0.40 | 0.47 |
| NSC | 0.23 | 0.25 | 0.28 | 0.31 | 0.40 | 0.30 | 0.31 | 0.35 | 0.42 | 0.31 | 0.38 | 0.35 | 0.31 | 0.41 | 0.35 | 0.40 | 0.39 | 0.39 | 0.40 | 0.43 | 1.00 | 0.43 | 0.55 | 0.44 | 0.44 | 0.50 | 0.52 | 0.43 | 0.48 | 0.46 |
| MAR | 0.19 | 0.17 | 0.20 | 0.21 | 0.38 | 0.42 | 0.38 | 0.29 | 0.36 | 0.34 | 0.37 | 0.34 | 0.30 | 0.43 | 0.37 | 0.32 | 0.42 | 0.41 | 0.44 | 0.80 | 0.43 | 1.00 | 0.49 | 0.41 | 0.48 | 0.51 | 0.50 | 0.46 | 0.43 | 0.47 |
| CAT | 0.20 | 0.19 | 0.23 | 0.23 | 0.57 | 0.29 | 0.35 | 0.29 | 0.56 | 0.31 | 0.37 | 0.29 | 0.27 | 0.48 | 0.34 | 0.37 | 0.41 | 0.36 | 0.43 | 0.46 | 0.55 | 0.49 | 1.00 | 0.40 | 0.48 | 0.54 | 0.58 | 0.42 | 0.44 | 0.44 |
| HD | 0.42 | 0.34 | 0.40 | 0.36 | 0.26 | 0.36 | 0.41 | 0.35 | 0.29 | 0.38 | 0.38 | 0.40 | 0.49 | 0.33 | 0.39 | 0.46 | 0.38 | 0.44 | 0.39 | 0.39 | 0.44 | 0.41 | 0.40 | 1.00 | 0.43 | 0.43 | 0.42 | 0.46 | 0.51 | 0.46 |
| MCHP | 0.21 | 0.22 | 0.22 | 0.22 | 0.34 | 0.32 | 0.39 | 0.27 | 0.33 | 0.30 | 0.34 | 0.29 | 0.35 | 0.40 | 0.50 | 0.44 | 0.68 | 0.37 | 0.72 | 0.45 | 0.44 | 0.48 | 0.48 | 0.43 | 1.00 | 0.46 | 0.45 | 0.47 | 0.52 | 0.49 |
| DFS | 0.22 | 0.19 | 0.25 | 0.22 | 0.45 | 0.39 | 0.38 | 0.31 | 0.45 | 0.35 | 0.37 | 0.32 | 0.29 | 0.54 | 0.34 | 0.34 | 0.37 | 0.39 | 0.41 | 0.49 | 0.50 | 0.51 | 0.54 | 0.43 | 0.46 | 1.00 | 0.70 | 0.47 | 0.44 | 0.48 |
| JPM | 0.20 | 0.20 | 0.25 | 0.25 | 0.46 | 0.35 | 0.36 | 0.37 | 0.49 | 0.34 | 0.41 | 0.35 | 0.29 | 0.59 | 0.36 | 0.36 | 0.38 | 0.39 | 0.41 | 0.48 | 0.52 | 0.50 | 0.58 | 0.42 | 0.45 | 0.70 | 1.00 | 0.47 | 0.45 | 0.48 |
| V | 0.25 | 0.32 | 0.29 | 0.36 | 0.27 | 0.31 | 0.34 | 0.38 | 0.35 | 0.40 | 0.35 | 0.42 | 0.41 | 0.39 | 0.48 | 0.47 | 0.45 | 0.47 | 0.46 | 0.47 | 0.43 | 0.46 | 0.42 | 0.46 | 0.47 | 0.47 | 0.47 | 1.00 | 0.59 | 0.85 |
| ACN | 0.28 | 0.37 | 0.33 | 0.37 | 0.29 | 0.33 | 0.36 | 0.38 | 0.34 | 0.39 | 0.38 | 0.41 | 0.45 | 0.40 | 0.48 | 0.54 | 0.49 | 0.43 | 0.47 | 0.40 | 0.48 | 0.43 | 0.44 | 0.51 | 0.52 | 0.44 | 0.45 | 0.59 | 1.00 | 0.61 |
| MA | 0.25 | 0.31 | 0.29 | 0.36 | 0.29 | 0.34 | 0.36 | 0.38 | 0.34 | 0.39 | 0.37 | 0.43 | 0.40 | 0.41 | 0.49 | 0.49 | 0.47 | 0.47 | 0.49 | 0.47 | 0.46 | 0.47 | 0.44 | 0.46 | 0.49 | 0.48 | 0.48 | 0.85 | 0.61 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 13, 2013