Etoro 07/08/2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Etoro 07/08/2023
Last updated Oct 18, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 3.33% |
AFL Aflac Incorporated | Financial Services | 3.33% |
AMP Ameriprise Financial, Inc. | Financial Services | 3.33% |
COP ConocoPhillips Company | Energy | 3.33% |
CSCO Cisco Systems, Inc. | Technology | 3.33% |
EPD Enterprise Products Partners L.P. | Energy | 3.33% |
EPRT Essential Properties Realty Trust, Inc. | Real Estate | 3.33% |
ETR Entergy Corporation | Utilities | 3.33% |
IIPR Innovative Industrial Properties, Inc. | Real Estate | 3.33% |
JNJ Johnson & Johnson | Healthcare | 3.33% |
JPM JPMorgan Chase & Co. | Financial Services | 3.33% |
KO The Coca-Cola Company | Consumer Defensive | 3.33% |
LMT Lockheed Martin Corporation | Industrials | 3.33% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 3.33% |
MAIN Main Street Capital Corporation | Financial Services | 3.33% |
MDC M.D.C. Holdings, Inc. | Consumer Cyclical | 3.33% |
MRK Merck & Co., Inc. | Healthcare | 3.33% |
MSFT Microsoft Corporation | Technology | 3.33% |
O Realty Income Corporation | Real Estate | 3.33% |
PEP PepsiCo, Inc. | Consumer Defensive | 3.33% |
PFE | 3.33% | |
PG | 3.33% | |
SCHD | 3.33% | |
SPGI | 3.33% | |
STAG | 3.33% | |
TROW | 3.33% | |
TXN | 3.33% | |
V | 3.33% | |
WMT | 3.33% | |
WPC | 3.33% |
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Etoro 07/08/2023, 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
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Jun 21, 2018, corresponding to the inception date of EPRT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Etoro 07/08/2023 | 20.87% | 2.23% | 16.95% | 36.13% | 15.27% | N/A |
| Portfolio components: | ||||||
EPRT Essential Properties Realty Trust, Inc. | 37.68% | 1.00% | 35.13% | 70.73% | 11.79% | N/A |
AMP Ameriprise Financial, Inc. | 39.22% | 13.58% | 25.06% | 70.07% | 32.14% | 18.85% |
IIPR Innovative Industrial Properties, Inc. | 38.76% | 0.12% | 42.43% | 92.95% | 19.86% | N/A |
ETR Entergy Corporation | 38.01% | 4.67% | 28.48% | 51.81% | 6.33% | 9.85% |
MRK Merck & Co., Inc. | 1.61% | -7.23% | -13.28% | 8.68% | 9.90% | 10.87% |
PFE | 6.05% | -0.68% | 14.54% | 0.96% | 0.66% | N/A |
TROW | 11.00% | 6.78% | 6.07% | 25.57% | 5.33% | N/A |
WPC | -3.10% | -2.22% | 9.97% | 23.07% | -2.34% | N/A |
O Realty Income Corporation | 17.54% | 5.44% | 24.74% | 38.79% | 1.05% | 9.01% |
TXN | 18.97% | -2.38% | 23.11% | 38.45% | 13.99% | N/A |
SPGI | 19.85% | 0.22% | 26.37% | 51.16% | 17.64% | N/A |
LOW Lowe's Companies, Inc. | 28.42% | 8.26% | 22.98% | 50.90% | 22.53% | 19.95% |
SCHD | 16.66% | 3.22% | 14.10% | 29.49% | 13.36% | N/A |
MDC M.D.C. Holdings, Inc. | 15.00% | 0.00% | 0.00% | 73.46% | 12.47% | N/A |
EPD Enterprise Products Partners L.P. | 16.97% | -0.48% | 4.29% | 14.23% | 9.56% | 4.18% |
JPM JPMorgan Chase & Co. | 35.66% | 7.42% | 20.38% | 61.42% | 15.86% | 17.80% |
STAG | 1.13% | -1.10% | 11.25% | 23.14% | 9.16% | N/A |
JNJ Johnson & Johnson | 7.82% | 0.58% | 12.47% | 11.34% | 7.88% | 8.05% |
CSCO Cisco Systems, Inc. | 16.01% | 10.05% | 19.82% | 10.73% | 7.14% | 12.71% |
PG | 19.79% | -1.11% | 7.96% | 18.57% | 9.56% | N/A |
MAIN Main Street Capital Corporation | 29.73% | 5.21% | 13.27% | 46.28% | 12.53% | 14.08% |
KO The Coca-Cola Company | 22.26% | -1.68% | 18.04% | 33.07% | 8.56% | 9.07% |
WMT | 56.23% | 2.85% | 36.05% | 55.72% | 17.24% | N/A |
LMT Lockheed Martin Corporation | 37.66% | 6.97% | 34.26% | 41.47% | 13.45% | 16.63% |
PEP PepsiCo, Inc. | 5.48% | 2.27% | 0.75% | 12.82% | 8.02% | 9.59% |
COP ConocoPhillips Company | -7.06% | -3.82% | -17.18% | -12.60% | 17.61% | 7.45% |
AFL Aflac Incorporated | 41.14% | 6.10% | 38.54% | 50.87% | 19.87% | 17.51% |
V | 12.27% | 2.05% | 7.13% | 25.51% | 11.98% | N/A |
MSFT Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.23% | 27.04% |
AAPL Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.36% |
Monthly Returns
The table below presents the monthly returns of Etoro 07/08/2023, 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 | 0.50% | 1.47% | 4.26% | -2.73% | 3.25% | 0.80% | 4.66% | 3.77% | 1.64% | 20.87% | |||
| 2023 | 3.32% | -2.42% | 1.01% | 1.40% | -2.47% | 5.41% | 3.00% | -1.51% | -5.21% | -2.16% | 7.07% | 5.30% | 12.61% |
| 2022 | -2.89% | -3.00% | 3.46% | -4.78% | 0.12% | -6.57% | 6.42% | -3.23% | -8.32% | 11.37% | 6.65% | -3.43% | -6.00% |
| 2021 | -1.57% | 3.58% | 6.51% | 4.39% | 1.17% | 1.20% | 3.60% | 2.97% | -4.57% | 6.86% | -1.65% | 6.66% | 32.46% |
| 2020 | 2.43% | -9.83% | -16.66% | 14.13% | 5.35% | 1.64% | 6.18% | 4.27% | -2.27% | -3.82% | 12.60% | 3.07% | 13.60% |
| 2019 | 8.21% | 4.80% | 3.19% | 3.98% | -2.81% | 6.81% | 1.52% | 0.23% | 2.64% | 1.01% | 1.92% | 2.29% | 38.90% |
| 2018 | -0.18% | 3.62% | 4.65% | 0.63% | -4.23% | 3.46% | -6.45% | 0.97% |
Expense Ratio
Etoro 07/08/2023 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 risk-adjusted rank of Etoro 07/08/2023 is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 3.26 | 4.13 | 1.51 | 2.19 | 19.71 |
AMP Ameriprise Financial, Inc. | 3.41 | 4.28 | 1.57 | 4.71 | 21.72 |
IIPR Innovative Industrial Properties, Inc. | 2.88 | 3.75 | 1.46 | 1.19 | 16.35 |
ETR Entergy Corporation | 2.75 | 3.87 | 1.52 | 2.10 | 14.98 |
MRK Merck & Co., Inc. | 0.46 | 0.74 | 1.11 | 0.53 | 1.30 |
PFE | -0.06 | 0.09 | 1.01 | -0.03 | -0.18 |
TROW | 0.98 | 1.47 | 1.18 | 0.41 | 3.68 |
WPC | 0.94 | 1.43 | 1.18 | 0.57 | 1.86 |
O Realty Income Corporation | 1.95 | 2.68 | 1.35 | 1.08 | 5.67 |
TXN | 1.32 | 1.89 | 1.23 | 1.36 | 8.47 |
SPGI | 2.75 | 3.65 | 1.51 | 1.72 | 10.50 |
LOW Lowe's Companies, Inc. | 2.21 | 3.07 | 1.38 | 1.80 | 6.29 |
SCHD | 2.34 | 3.35 | 1.41 | 2.05 | 13.15 |
MDC M.D.C. Holdings, Inc. | 2.69 | 7.75 | 2.62 | 2.06 | 63.16 |
EPD Enterprise Products Partners L.P. | 1.14 | 1.70 | 1.21 | 2.45 | 6.03 |
JPM JPMorgan Chase & Co. | 2.92 | 3.36 | 1.54 | 3.61 | 17.22 |
STAG | 0.95 | 1.50 | 1.17 | 0.68 | 3.43 |
JNJ Johnson & Johnson | 0.77 | 1.20 | 1.15 | 0.63 | 2.30 |
CSCO Cisco Systems, Inc. | 0.44 | 0.70 | 1.11 | 0.38 | 1.19 |
PG | 1.18 | 1.68 | 1.23 | 2.10 | 7.66 |
MAIN Main Street Capital Corporation | 2.97 | 3.83 | 1.57 | 4.43 | 16.93 |
KO The Coca-Cola Company | 2.81 | 4.08 | 1.51 | 2.35 | 20.45 |
WMT | 2.82 | 3.73 | 1.58 | 4.90 | 14.76 |
LMT Lockheed Martin Corporation | 2.80 | 4.21 | 1.54 | 2.75 | 13.21 |
PEP PepsiCo, Inc. | 0.72 | 1.15 | 1.14 | 0.65 | 2.61 |
COP ConocoPhillips Company | -0.66 | -0.83 | 0.90 | -0.64 | -1.16 |
AFL Aflac Incorporated | 2.30 | 2.75 | 1.45 | 4.11 | 15.19 |
V | 1.45 | 1.89 | 1.27 | 1.87 | 4.78 |
MSFT Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
AAPL Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Etoro 07/08/2023 granted a 3.02% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Etoro 07/08/2023 | 3.02% | 3.43% | 3.39% | 2.72% | 3.11% | 2.85% | 3.28% | 2.80% | 3.05% | 3.43% | 2.86% | 2.85% |
| Portfolio components: | ||||||||||||
EPRT Essential Properties Realty Trust, Inc. | 3.37% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMP Ameriprise Financial, Inc. | 1.08% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
IIPR Innovative Industrial Properties, Inc. | 5.59% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
ETR Entergy Corporation | 3.34% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% | 5.25% |
MRK Merck & Co., Inc. | 2.83% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
PFE | 5.72% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
TROW | 4.27% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
WPC | 5.78% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% |
O Realty Income Corporation | 4.81% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
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% |
SPGI | 0.69% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
LOW Lowe's Companies, Inc. | 1.58% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
SCHD | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
MDC M.D.C. Holdings, Inc. | 1.75% | 3.80% | 6.33% | 2.99% | 2.86% | 3.09% | 4.27% | 2.91% | 3.71% | 3.92% | 3.78% | 0.00% |
EPD Enterprise Products Partners L.P. | 7.04% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
JPM JPMorgan Chase & Co. | 2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
STAG | 3.83% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
JNJ Johnson & Johnson | 2.94% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
CSCO Cisco Systems, Inc. | 2.80% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
PG | 2.31% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
MAIN Main Street Capital Corporation | 7.77% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
KO The Coca-Cola Company | 2.72% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
WMT | 1.00% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
LMT Lockheed Martin Corporation | 2.06% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
PEP PepsiCo, Inc. | 2.99% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
COP ConocoPhillips Company | 2.76% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
AFL Aflac Incorporated | 1.68% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
V | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
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.
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Etoro 07/08/2023. 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 Etoro 07/08/2023 was 38.13%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Etoro 07/08/2023 drawdown is 0.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.13% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -18.21% | Jan 5, 2022 | 186 | Sep 30, 2022 | 194 | Jul 12, 2023 | 380 |
| -13.81% | Sep 24, 2018 | 64 | Dec 24, 2018 | 27 | Feb 4, 2019 | 91 |
| -11.22% | Jul 26, 2023 | 67 | Oct 27, 2023 | 33 | Dec 14, 2023 | 100 |
| -8.61% | Oct 13, 2020 | 14 | Oct 30, 2020 | 7 | Nov 10, 2020 | 21 |
Volatility
Volatility Chart
The current Etoro 07/08/2023 volatility is 2.02%, 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.
Etoro 07/08/2023
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.
| MRK | COP | WMT | EPD | PFE | LMT | IIPR | MDC | JNJ | ETR | PG | AAPL | MAIN | EPRT | MSFT | O | WPC | PEP | LOW | TXN | JPM | KO | SPGI | V | AFL | CSCO | STAG | AMP | TROW | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MRK | 1.00 | 0.19 | 0.25 | 0.17 | 0.48 | 0.27 | 0.13 | 0.11 | 0.50 | 0.28 | 0.39 | 0.19 | 0.19 | 0.20 | 0.24 | 0.26 | 0.26 | 0.38 | 0.19 | 0.18 | 0.23 | 0.38 | 0.31 | 0.30 | 0.28 | 0.29 | 0.26 | 0.24 | 0.22 | 0.38 |
| COP | 0.19 | 1.00 | 0.13 | 0.56 | 0.21 | 0.34 | 0.21 | 0.22 | 0.16 | 0.14 | 0.08 | 0.21 | 0.34 | 0.24 | 0.18 | 0.16 | 0.22 | 0.12 | 0.24 | 0.29 | 0.46 | 0.20 | 0.22 | 0.29 | 0.45 | 0.33 | 0.21 | 0.47 | 0.36 | 0.53 |
| WMT | 0.25 | 0.13 | 1.00 | 0.16 | 0.23 | 0.27 | 0.20 | 0.20 | 0.33 | 0.32 | 0.44 | 0.28 | 0.20 | 0.22 | 0.31 | 0.22 | 0.22 | 0.46 | 0.33 | 0.25 | 0.24 | 0.37 | 0.32 | 0.28 | 0.30 | 0.33 | 0.29 | 0.26 | 0.30 | 0.41 |
| EPD | 0.17 | 0.56 | 0.16 | 1.00 | 0.19 | 0.28 | 0.26 | 0.26 | 0.16 | 0.21 | 0.12 | 0.26 | 0.37 | 0.29 | 0.21 | 0.25 | 0.30 | 0.13 | 0.29 | 0.30 | 0.42 | 0.21 | 0.26 | 0.29 | 0.40 | 0.35 | 0.29 | 0.44 | 0.36 | 0.49 |
| PFE | 0.48 | 0.21 | 0.23 | 0.19 | 1.00 | 0.26 | 0.19 | 0.12 | 0.48 | 0.31 | 0.32 | 0.23 | 0.21 | 0.21 | 0.26 | 0.28 | 0.26 | 0.35 | 0.24 | 0.25 | 0.28 | 0.35 | 0.31 | 0.29 | 0.28 | 0.36 | 0.32 | 0.28 | 0.29 | 0.46 |
| LMT | 0.27 | 0.34 | 0.27 | 0.28 | 0.26 | 1.00 | 0.15 | 0.22 | 0.32 | 0.33 | 0.33 | 0.20 | 0.29 | 0.24 | 0.19 | 0.29 | 0.29 | 0.37 | 0.26 | 0.22 | 0.33 | 0.42 | 0.27 | 0.33 | 0.43 | 0.30 | 0.27 | 0.35 | 0.31 | 0.48 |
| IIPR | 0.13 | 0.21 | 0.20 | 0.26 | 0.19 | 0.15 | 1.00 | 0.36 | 0.17 | 0.22 | 0.17 | 0.34 | 0.37 | 0.42 | 0.37 | 0.35 | 0.36 | 0.21 | 0.40 | 0.38 | 0.30 | 0.21 | 0.38 | 0.34 | 0.28 | 0.32 | 0.47 | 0.37 | 0.44 | 0.43 |
| MDC | 0.11 | 0.22 | 0.20 | 0.26 | 0.12 | 0.22 | 0.36 | 1.00 | 0.15 | 0.22 | 0.21 | 0.32 | 0.37 | 0.38 | 0.31 | 0.32 | 0.32 | 0.23 | 0.51 | 0.38 | 0.32 | 0.26 | 0.37 | 0.34 | 0.35 | 0.32 | 0.39 | 0.41 | 0.44 | 0.47 |
| JNJ | 0.50 | 0.16 | 0.33 | 0.16 | 0.48 | 0.32 | 0.17 | 0.15 | 1.00 | 0.36 | 0.48 | 0.24 | 0.20 | 0.21 | 0.25 | 0.31 | 0.28 | 0.49 | 0.29 | 0.25 | 0.27 | 0.47 | 0.32 | 0.32 | 0.34 | 0.38 | 0.33 | 0.27 | 0.31 | 0.48 |
| ETR | 0.28 | 0.14 | 0.32 | 0.21 | 0.31 | 0.33 | 0.22 | 0.22 | 0.36 | 1.00 | 0.49 | 0.17 | 0.26 | 0.39 | 0.20 | 0.52 | 0.50 | 0.52 | 0.26 | 0.17 | 0.22 | 0.53 | 0.31 | 0.28 | 0.35 | 0.29 | 0.47 | 0.25 | 0.25 | 0.41 |
| PG | 0.39 | 0.08 | 0.44 | 0.12 | 0.32 | 0.33 | 0.17 | 0.21 | 0.48 | 0.49 | 1.00 | 0.26 | 0.21 | 0.27 | 0.31 | 0.37 | 0.35 | 0.67 | 0.31 | 0.26 | 0.23 | 0.63 | 0.35 | 0.35 | 0.31 | 0.36 | 0.38 | 0.24 | 0.27 | 0.46 |
| AAPL | 0.19 | 0.21 | 0.28 | 0.26 | 0.23 | 0.20 | 0.34 | 0.32 | 0.24 | 0.17 | 0.26 | 1.00 | 0.35 | 0.26 | 0.69 | 0.24 | 0.24 | 0.31 | 0.41 | 0.58 | 0.34 | 0.27 | 0.49 | 0.51 | 0.28 | 0.52 | 0.38 | 0.43 | 0.49 | 0.49 |
| MAIN | 0.19 | 0.34 | 0.20 | 0.37 | 0.21 | 0.29 | 0.37 | 0.37 | 0.20 | 0.26 | 0.21 | 0.35 | 1.00 | 0.43 | 0.35 | 0.38 | 0.37 | 0.25 | 0.38 | 0.37 | 0.47 | 0.31 | 0.36 | 0.37 | 0.45 | 0.35 | 0.41 | 0.51 | 0.49 | 0.53 |
| EPRT | 0.20 | 0.24 | 0.22 | 0.29 | 0.21 | 0.24 | 0.42 | 0.38 | 0.21 | 0.39 | 0.27 | 0.26 | 0.43 | 1.00 | 0.27 | 0.65 | 0.61 | 0.32 | 0.33 | 0.32 | 0.35 | 0.38 | 0.36 | 0.35 | 0.41 | 0.33 | 0.60 | 0.39 | 0.40 | 0.49 |
| MSFT | 0.24 | 0.18 | 0.31 | 0.21 | 0.26 | 0.19 | 0.37 | 0.31 | 0.25 | 0.20 | 0.31 | 0.69 | 0.35 | 0.27 | 1.00 | 0.25 | 0.24 | 0.36 | 0.44 | 0.59 | 0.31 | 0.30 | 0.59 | 0.59 | 0.28 | 0.53 | 0.38 | 0.43 | 0.53 | 0.48 |
| O | 0.26 | 0.16 | 0.22 | 0.25 | 0.28 | 0.29 | 0.35 | 0.32 | 0.31 | 0.52 | 0.37 | 0.24 | 0.38 | 0.65 | 0.25 | 1.00 | 0.75 | 0.42 | 0.33 | 0.26 | 0.28 | 0.49 | 0.37 | 0.36 | 0.37 | 0.30 | 0.65 | 0.31 | 0.35 | 0.46 |
| WPC | 0.26 | 0.22 | 0.22 | 0.30 | 0.26 | 0.29 | 0.36 | 0.32 | 0.28 | 0.50 | 0.35 | 0.24 | 0.37 | 0.61 | 0.24 | 0.75 | 1.00 | 0.40 | 0.31 | 0.30 | 0.29 | 0.45 | 0.36 | 0.33 | 0.37 | 0.34 | 0.66 | 0.34 | 0.36 | 0.49 |
| PEP | 0.38 | 0.12 | 0.46 | 0.13 | 0.35 | 0.37 | 0.21 | 0.23 | 0.49 | 0.52 | 0.67 | 0.31 | 0.25 | 0.32 | 0.36 | 0.42 | 0.40 | 1.00 | 0.34 | 0.28 | 0.23 | 0.71 | 0.40 | 0.37 | 0.35 | 0.39 | 0.43 | 0.29 | 0.32 | 0.50 |
| LOW | 0.19 | 0.24 | 0.33 | 0.29 | 0.24 | 0.26 | 0.40 | 0.51 | 0.29 | 0.26 | 0.31 | 0.41 | 0.38 | 0.33 | 0.44 | 0.33 | 0.31 | 0.34 | 1.00 | 0.47 | 0.40 | 0.32 | 0.49 | 0.44 | 0.37 | 0.45 | 0.43 | 0.48 | 0.54 | 0.61 |
| TXN | 0.18 | 0.29 | 0.25 | 0.30 | 0.25 | 0.22 | 0.38 | 0.38 | 0.25 | 0.17 | 0.26 | 0.58 | 0.37 | 0.32 | 0.59 | 0.26 | 0.30 | 0.28 | 0.47 | 1.00 | 0.44 | 0.28 | 0.50 | 0.52 | 0.37 | 0.56 | 0.38 | 0.54 | 0.59 | 0.65 |
| JPM | 0.23 | 0.46 | 0.24 | 0.42 | 0.28 | 0.33 | 0.30 | 0.32 | 0.27 | 0.22 | 0.23 | 0.34 | 0.47 | 0.35 | 0.31 | 0.28 | 0.29 | 0.23 | 0.40 | 0.44 | 1.00 | 0.35 | 0.39 | 0.45 | 0.67 | 0.45 | 0.37 | 0.75 | 0.59 | 0.72 |
| KO | 0.38 | 0.20 | 0.37 | 0.21 | 0.35 | 0.42 | 0.21 | 0.26 | 0.47 | 0.53 | 0.63 | 0.27 | 0.31 | 0.38 | 0.30 | 0.49 | 0.45 | 0.71 | 0.32 | 0.28 | 0.35 | 1.00 | 0.40 | 0.42 | 0.46 | 0.38 | 0.45 | 0.37 | 0.34 | 0.57 |
| SPGI | 0.31 | 0.22 | 0.32 | 0.26 | 0.31 | 0.27 | 0.38 | 0.37 | 0.32 | 0.31 | 0.35 | 0.49 | 0.36 | 0.36 | 0.59 | 0.37 | 0.36 | 0.40 | 0.49 | 0.50 | 0.39 | 0.40 | 1.00 | 0.59 | 0.40 | 0.47 | 0.47 | 0.48 | 0.56 | 0.55 |
| V | 0.30 | 0.29 | 0.28 | 0.29 | 0.29 | 0.33 | 0.34 | 0.34 | 0.32 | 0.28 | 0.35 | 0.51 | 0.37 | 0.35 | 0.59 | 0.36 | 0.33 | 0.37 | 0.44 | 0.52 | 0.45 | 0.42 | 0.59 | 1.00 | 0.44 | 0.51 | 0.41 | 0.52 | 0.51 | 0.58 |
| AFL | 0.28 | 0.45 | 0.30 | 0.40 | 0.28 | 0.43 | 0.28 | 0.35 | 0.34 | 0.35 | 0.31 | 0.28 | 0.45 | 0.41 | 0.28 | 0.37 | 0.37 | 0.35 | 0.37 | 0.37 | 0.67 | 0.46 | 0.40 | 0.44 | 1.00 | 0.41 | 0.41 | 0.69 | 0.53 | 0.69 |
| CSCO | 0.29 | 0.33 | 0.33 | 0.35 | 0.36 | 0.30 | 0.32 | 0.32 | 0.38 | 0.29 | 0.36 | 0.52 | 0.35 | 0.33 | 0.53 | 0.30 | 0.34 | 0.39 | 0.45 | 0.56 | 0.45 | 0.38 | 0.47 | 0.51 | 0.41 | 1.00 | 0.41 | 0.52 | 0.53 | 0.67 |
| STAG | 0.26 | 0.21 | 0.29 | 0.29 | 0.32 | 0.27 | 0.47 | 0.39 | 0.33 | 0.47 | 0.38 | 0.38 | 0.41 | 0.60 | 0.38 | 0.65 | 0.66 | 0.43 | 0.43 | 0.38 | 0.37 | 0.45 | 0.47 | 0.41 | 0.41 | 0.41 | 1.00 | 0.43 | 0.47 | 0.56 |
| AMP | 0.24 | 0.47 | 0.26 | 0.44 | 0.28 | 0.35 | 0.37 | 0.41 | 0.27 | 0.25 | 0.24 | 0.43 | 0.51 | 0.39 | 0.43 | 0.31 | 0.34 | 0.29 | 0.48 | 0.54 | 0.75 | 0.37 | 0.48 | 0.52 | 0.69 | 0.52 | 0.43 | 1.00 | 0.69 | 0.76 |
| TROW | 0.22 | 0.36 | 0.30 | 0.36 | 0.29 | 0.31 | 0.44 | 0.44 | 0.31 | 0.25 | 0.27 | 0.49 | 0.49 | 0.40 | 0.53 | 0.35 | 0.36 | 0.32 | 0.54 | 0.59 | 0.59 | 0.34 | 0.56 | 0.51 | 0.53 | 0.53 | 0.47 | 0.69 | 1.00 | 0.73 |
| SCHD | 0.38 | 0.53 | 0.41 | 0.49 | 0.46 | 0.48 | 0.43 | 0.47 | 0.48 | 0.41 | 0.46 | 0.49 | 0.53 | 0.49 | 0.48 | 0.46 | 0.49 | 0.50 | 0.61 | 0.65 | 0.72 | 0.57 | 0.55 | 0.58 | 0.69 | 0.67 | 0.56 | 0.76 | 0.73 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 22, 2018