Etoro 07/08/2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Etoro 07/08/2023
Currency in USD · Last updated May 9, 2025
Asset Allocation
| Position | Category/Sector | Target 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 | 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% |
Every 3 months
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 Every 3 months.
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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Etoro 07/08/2023 | -1.65% | 9.14% | -3.90% | 7.33% | 15.57% | N/A |
| Portfolio components: | ||||||
EPRT Essential Properties Realty Trust, Inc. | 2.59% | 11.78% | 0.96% | 22.26% | 24.44% | N/A |
AMP Ameriprise Financial, Inc. | -7.60% | 15.16% | -10.16% | 16.27% | 33.75% | 17.13% |
IIPR Innovative Industrial Properties, Inc. | -13.91% | 15.89% | -46.36% | -43.43% | 0.18% | N/A |
ETR Entergy Corporation | 11.49% | 6.21% | 16.76% | 55.27% | 16.24% | 12.76% |
MRK Merck & Co., Inc. | -21.27% | -1.65% | -21.97% | -38.29% | 4.44% | 6.31% |
PFE | -11.99% | 5.17% | -13.65% | -13.66% | -4.28% | N/A |
TROW | -16.92% | 15.44% | -20.93% | -12.91% | -0.11% | N/A |
WPC | 13.17% | 8.30% | 12.50% | 13.68% | 5.90% | N/A |
O Realty Income Corporation | 7.85% | 8.12% | 2.64% | 8.55% | 6.95% | 7.43% |
TXN | -10.25% | 14.41% | -22.64% | -7.31% | 10.65% | N/A |
SPGI | 2.11% | 14.97% | 2.48% | 19.15% | 12.24% | N/A |
LOW Lowe's Companies, Inc. | -8.16% | 6.60% | -14.89% | -1.45% | 16.57% | 13.94% |
SCHD | -4.79% | 6.00% | -9.18% | 2.30% | 12.66% | N/A |
MDC M.D.C. Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 21.81% | N/A |
EPD Enterprise Products Partners L.P. | 1.02% | 7.19% | 4.73% | 15.68% | 20.47% | 6.49% |
JPM JPMorgan Chase & Co. | 6.94% | 16.88% | 8.45% | 32.56% | 25.80% | 17.73% |
STAG | 1.57% | 12.99% | -6.96% | 0.85% | 10.12% | N/A |
JNJ Johnson & Johnson | 8.50% | 3.77% | 0.92% | 7.86% | 3.80% | 7.37% |
CSCO Cisco Systems, Inc. | 2.23% | 12.26% | 4.20% | 28.13% | 10.12% | 10.84% |
PG | -4.18% | 0.81% | -1.69% | -1.52% | 9.15% | N/A |
MAIN Main Street Capital Corporation | -7.37% | 7.89% | 6.41% | 12.78% | 23.67% | 14.12% |
KO The Coca-Cola Company | 15.15% | 4.02% | 13.48% | 16.62% | 12.50% | 9.11% |
WMT | 8.13% | 19.12% | 16.77% | 63.40% | 20.62% | N/A |
LMT Lockheed Martin Corporation | -1.63% | 7.03% | -12.83% | 4.47% | 7.51% | 12.57% |
PEP | -12.80% | -6.32% | -18.46% | -23.44% | 2.54% | N/A |
COP ConocoPhillips Company | -9.71% | 7.45% | -19.78% | -25.99% | 19.63% | 6.42% |
AFL Aflac Incorporated | 3.34% | 6.55% | -0.06% | 27.92% | 27.14% | 15.52% |
V | 11.33% | 13.95% | 15.28% | 27.67% | 14.52% | N/A |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.96% | 26.84% |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.27% | 21.49% |
*Annualized
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.78% | 2.21% | -3.53% | -3.02% | 0.08% | -1.65% | |||||||
| 2024 | 0.50% | 1.47% | 4.25% | -2.73% | 3.25% | 0.80% | 4.66% | 3.77% | 1.64% | -1.42% | 4.08% | -4.99% | 15.81% |
| 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% | 12.62% |
| 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% | 3.59% | 6.51% | 4.39% | 1.17% | 1.20% | 3.60% | 2.97% | -4.57% | 6.86% | -1.54% | 6.66% | 32.60% |
| 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% | 13.61% |
| 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% | 4.66% | 0.63% | -4.23% | 3.46% | -6.45% | 0.97% |
Expense Ratio
Etoro 07/08/2023 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Etoro 07/08/2023 is 34, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
EPRT Essential Properties Realty Trust, Inc. | 0.99 | 1.45 | 1.18 | 1.36 | 4.23 |
AMP Ameriprise Financial, Inc. | 0.52 | 0.98 | 1.14 | 0.63 | 1.98 |
IIPR Innovative Industrial Properties, Inc. | -0.96 | -1.30 | 0.80 | -0.57 | -1.37 |
ETR Entergy Corporation | 2.02 | 2.98 | 1.46 | 5.51 | 14.22 |
MRK Merck & Co., Inc. | -1.48 | -2.04 | 0.73 | -0.94 | -1.71 |
PFE | -0.62 | -0.58 | 0.93 | -0.21 | -0.91 |
TROW | -0.45 | -0.48 | 0.94 | -0.22 | -0.96 |
WPC | 0.55 | 0.92 | 1.11 | 0.39 | 1.60 |
O Realty Income Corporation | 0.49 | 0.73 | 1.09 | 0.32 | 0.88 |
TXN | -0.21 | 0.01 | 1.00 | -0.20 | -0.52 |
SPGI | 0.84 | 1.30 | 1.18 | 1.00 | 3.49 |
LOW Lowe's Companies, Inc. | -0.13 | 0.10 | 1.01 | -0.05 | -0.11 |
SCHD | 0.09 | 0.34 | 1.05 | 0.16 | 0.53 |
MDC M.D.C. Holdings, Inc. | — | — | — | — | — |
EPD Enterprise Products Partners L.P. | 0.80 | 1.22 | 1.18 | 1.03 | 3.49 |
JPM JPMorgan Chase & Co. | 1.10 | 1.78 | 1.26 | 1.44 | 4.85 |
STAG | -0.04 | 0.13 | 1.02 | -0.02 | -0.05 |
JNJ Johnson & Johnson | 0.39 | 0.69 | 1.10 | 0.47 | 1.26 |
CSCO Cisco Systems, Inc. | 1.27 | 1.91 | 1.28 | 1.26 | 5.74 |
PG | -0.11 | -0.01 | 1.00 | -0.16 | -0.38 |
MAIN Main Street Capital Corporation | 0.59 | 0.93 | 1.13 | 0.60 | 2.09 |
KO The Coca-Cola Company | 1.00 | 1.54 | 1.19 | 1.10 | 2.43 |
WMT | 2.53 | 3.37 | 1.47 | 2.85 | 9.54 |
LMT Lockheed Martin Corporation | 0.17 | 0.40 | 1.06 | 0.14 | 0.28 |
PEP | -1.22 | -1.65 | 0.80 | -0.82 | -1.90 |
COP ConocoPhillips Company | -0.81 | -1.01 | 0.86 | -0.72 | -1.73 |
AFL Aflac Incorporated | 1.22 | 1.68 | 1.26 | 2.24 | 5.14 |
V | 1.25 | 1.77 | 1.27 | 1.87 | 6.25 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.33 | 0.74 |
AAPL Apple Inc | 0.23 | 0.61 | 1.09 | 0.26 | 0.90 |
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Etoro 07/08/2023 provided a 3.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.61% | 3.32% | 3.43% | 3.39% | 2.83% | 3.11% | 2.85% | 3.28% | 2.81% | 3.05% | 3.43% | 2.86% |
| Portfolio components: | ||||||||||||
EPRT Essential Properties Realty Trust, Inc. | 3.68% | 3.71% | 4.38% | 4.58% | 3.47% | 4.39% | 3.55% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% |
AMP Ameriprise Financial, Inc. | 1.24% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
IIPR Innovative Industrial Properties, Inc. | 13.65% | 11.28% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% |
ETR Entergy Corporation | 2.84% | 3.03% | 4.29% | 3.64% | 3.43% | 3.75% | 3.06% | 4.16% | 4.30% | 4.65% | 4.89% | 3.80% |
MRK Merck & Co., Inc. | 4.07% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% |
PFE | 9.23% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
TROW | 5.39% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
WPC | 5.78% | 6.41% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% |
O Realty Income Corporation | 5.65% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
TXN | 3.25% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
SPGI | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
LOW Lowe's Companies, Inc. | 2.05% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
SCHD | 4.03% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
MDC M.D.C. Holdings, Inc. | 0.00% | 0.87% | 3.80% | 6.33% | 2.99% | 2.86% | 3.09% | 4.27% | 2.91% | 3.71% | 3.92% | 3.78% |
EPD Enterprise Products Partners L.P. | 6.92% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% |
JPM JPMorgan Chase & Co. | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
STAG | 4.38% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
JNJ Johnson & Johnson | 3.19% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
CSCO Cisco Systems, Inc. | 2.70% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
PG | 2.57% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
MAIN Main Street Capital Corporation | 7.37% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
KO The Coca-Cola Company | 2.76% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
WMT | 1.12% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
LMT Lockheed Martin Corporation | 2.72% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
PEP | 4.14% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
COP ConocoPhillips Company | 3.06% | 2.54% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% |
AFL Aflac Incorporated | 1.96% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
V | 0.63% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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 6.55%.
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 |
| -14.38% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current Etoro 07/08/2023 volatility is 5.04%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 30 assets, with an effective number of assets of 30.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | MRK | COP | WMT | PFE | LMT | EPD | MDC | IIPR | JNJ | ETR | PG | AAPL | MAIN | MSFT | PEP | EPRT | O | WPC | KO | TXN | LOW | JPM | CSCO | SPGI | V | AFL | STAG | AMP | TROW | SCHD | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.29 | 0.40 | 0.40 | 0.35 | 0.34 | 0.43 | 0.46 | 0.48 | 0.34 | 0.32 | 0.36 | 0.72 | 0.54 | 0.77 | 0.41 | 0.45 | 0.38 | 0.40 | 0.42 | 0.73 | 0.61 | 0.61 | 0.68 | 0.68 | 0.68 | 0.55 | 0.55 | 0.71 | 0.75 | 0.80 | 0.86 |
| MRK | 0.29 | 1.00 | 0.20 | 0.24 | 0.49 | 0.27 | 0.17 | 0.10 | 0.13 | 0.50 | 0.27 | 0.39 | 0.19 | 0.18 | 0.21 | 0.38 | 0.21 | 0.28 | 0.27 | 0.38 | 0.18 | 0.19 | 0.21 | 0.27 | 0.30 | 0.29 | 0.29 | 0.26 | 0.22 | 0.22 | 0.38 | 0.41 |
| COP | 0.40 | 0.20 | 1.00 | 0.12 | 0.20 | 0.33 | 0.55 | 0.21 | 0.21 | 0.17 | 0.15 | 0.08 | 0.21 | 0.33 | 0.18 | 0.12 | 0.24 | 0.17 | 0.21 | 0.19 | 0.29 | 0.24 | 0.45 | 0.32 | 0.22 | 0.28 | 0.44 | 0.22 | 0.46 | 0.36 | 0.53 | 0.48 |
| WMT | 0.40 | 0.24 | 0.12 | 1.00 | 0.23 | 0.25 | 0.16 | 0.18 | 0.20 | 0.31 | 0.33 | 0.44 | 0.28 | 0.20 | 0.31 | 0.43 | 0.22 | 0.21 | 0.22 | 0.37 | 0.25 | 0.34 | 0.24 | 0.33 | 0.32 | 0.29 | 0.30 | 0.29 | 0.27 | 0.30 | 0.41 | 0.45 |
| PFE | 0.35 | 0.49 | 0.20 | 0.23 | 1.00 | 0.26 | 0.20 | 0.11 | 0.20 | 0.49 | 0.30 | 0.32 | 0.24 | 0.22 | 0.24 | 0.35 | 0.22 | 0.29 | 0.28 | 0.35 | 0.25 | 0.25 | 0.27 | 0.35 | 0.31 | 0.29 | 0.28 | 0.33 | 0.27 | 0.29 | 0.47 | 0.46 |
| LMT | 0.34 | 0.27 | 0.33 | 0.25 | 0.26 | 1.00 | 0.27 | 0.21 | 0.14 | 0.32 | 0.32 | 0.33 | 0.18 | 0.28 | 0.17 | 0.38 | 0.25 | 0.30 | 0.29 | 0.42 | 0.21 | 0.26 | 0.32 | 0.29 | 0.28 | 0.32 | 0.43 | 0.28 | 0.33 | 0.30 | 0.47 | 0.47 |
| EPD | 0.43 | 0.17 | 0.55 | 0.16 | 0.20 | 0.27 | 1.00 | 0.24 | 0.25 | 0.17 | 0.24 | 0.14 | 0.26 | 0.39 | 0.20 | 0.15 | 0.30 | 0.26 | 0.30 | 0.21 | 0.30 | 0.29 | 0.42 | 0.35 | 0.27 | 0.30 | 0.41 | 0.30 | 0.44 | 0.37 | 0.50 | 0.51 |
| MDC | 0.46 | 0.10 | 0.21 | 0.18 | 0.11 | 0.21 | 0.24 | 1.00 | 0.34 | 0.14 | 0.20 | 0.20 | 0.31 | 0.35 | 0.29 | 0.22 | 0.36 | 0.30 | 0.30 | 0.24 | 0.36 | 0.49 | 0.30 | 0.31 | 0.35 | 0.32 | 0.33 | 0.37 | 0.39 | 0.42 | 0.45 | 0.52 |
| IIPR | 0.48 | 0.13 | 0.21 | 0.20 | 0.20 | 0.14 | 0.25 | 0.34 | 1.00 | 0.18 | 0.21 | 0.17 | 0.33 | 0.36 | 0.36 | 0.22 | 0.42 | 0.35 | 0.36 | 0.20 | 0.37 | 0.40 | 0.29 | 0.31 | 0.37 | 0.33 | 0.27 | 0.47 | 0.36 | 0.44 | 0.43 | 0.56 |
| JNJ | 0.34 | 0.50 | 0.17 | 0.31 | 0.49 | 0.32 | 0.17 | 0.14 | 0.18 | 1.00 | 0.34 | 0.48 | 0.22 | 0.19 | 0.21 | 0.49 | 0.23 | 0.33 | 0.30 | 0.48 | 0.24 | 0.29 | 0.26 | 0.36 | 0.31 | 0.32 | 0.35 | 0.34 | 0.25 | 0.30 | 0.48 | 0.48 |
| ETR | 0.32 | 0.27 | 0.15 | 0.33 | 0.30 | 0.32 | 0.24 | 0.20 | 0.21 | 0.34 | 1.00 | 0.47 | 0.17 | 0.28 | 0.19 | 0.49 | 0.39 | 0.50 | 0.49 | 0.51 | 0.18 | 0.27 | 0.24 | 0.29 | 0.31 | 0.29 | 0.37 | 0.47 | 0.27 | 0.26 | 0.41 | 0.49 |
| PG | 0.36 | 0.39 | 0.08 | 0.44 | 0.32 | 0.33 | 0.14 | 0.20 | 0.17 | 0.48 | 0.47 | 1.00 | 0.25 | 0.20 | 0.29 | 0.66 | 0.28 | 0.38 | 0.36 | 0.62 | 0.25 | 0.31 | 0.22 | 0.35 | 0.35 | 0.35 | 0.33 | 0.37 | 0.23 | 0.26 | 0.46 | 0.50 |
| AAPL | 0.72 | 0.19 | 0.21 | 0.28 | 0.24 | 0.18 | 0.26 | 0.31 | 0.33 | 0.22 | 0.17 | 0.25 | 1.00 | 0.35 | 0.67 | 0.31 | 0.26 | 0.23 | 0.24 | 0.26 | 0.56 | 0.41 | 0.34 | 0.51 | 0.49 | 0.49 | 0.27 | 0.37 | 0.43 | 0.49 | 0.48 | 0.57 |
| MAIN | 0.54 | 0.18 | 0.33 | 0.20 | 0.22 | 0.28 | 0.39 | 0.35 | 0.36 | 0.19 | 0.28 | 0.20 | 0.35 | 1.00 | 0.34 | 0.24 | 0.43 | 0.37 | 0.37 | 0.30 | 0.37 | 0.37 | 0.47 | 0.36 | 0.37 | 0.37 | 0.46 | 0.42 | 0.51 | 0.50 | 0.53 | 0.60 |
| MSFT | 0.77 | 0.21 | 0.18 | 0.31 | 0.24 | 0.17 | 0.20 | 0.29 | 0.36 | 0.21 | 0.19 | 0.29 | 0.67 | 0.34 | 1.00 | 0.32 | 0.26 | 0.22 | 0.21 | 0.27 | 0.58 | 0.42 | 0.32 | 0.53 | 0.58 | 0.56 | 0.27 | 0.36 | 0.43 | 0.53 | 0.46 | 0.58 |
| PEP | 0.41 | 0.38 | 0.12 | 0.43 | 0.35 | 0.38 | 0.15 | 0.22 | 0.22 | 0.49 | 0.49 | 0.66 | 0.31 | 0.24 | 0.32 | 1.00 | 0.33 | 0.43 | 0.41 | 0.71 | 0.28 | 0.35 | 0.21 | 0.37 | 0.40 | 0.37 | 0.36 | 0.43 | 0.27 | 0.32 | 0.51 | 0.56 |
| EPRT | 0.45 | 0.21 | 0.24 | 0.22 | 0.22 | 0.25 | 0.30 | 0.36 | 0.42 | 0.23 | 0.39 | 0.28 | 0.26 | 0.43 | 0.26 | 0.33 | 1.00 | 0.66 | 0.62 | 0.38 | 0.32 | 0.34 | 0.35 | 0.33 | 0.37 | 0.36 | 0.42 | 0.60 | 0.39 | 0.40 | 0.50 | 0.61 |
| O | 0.38 | 0.28 | 0.17 | 0.21 | 0.29 | 0.30 | 0.26 | 0.30 | 0.35 | 0.33 | 0.50 | 0.38 | 0.23 | 0.37 | 0.22 | 0.43 | 0.66 | 1.00 | 0.75 | 0.49 | 0.26 | 0.33 | 0.27 | 0.29 | 0.37 | 0.36 | 0.38 | 0.65 | 0.31 | 0.34 | 0.47 | 0.59 |
| WPC | 0.40 | 0.27 | 0.21 | 0.22 | 0.28 | 0.29 | 0.30 | 0.30 | 0.36 | 0.30 | 0.49 | 0.36 | 0.24 | 0.37 | 0.21 | 0.41 | 0.62 | 0.75 | 1.00 | 0.46 | 0.29 | 0.32 | 0.28 | 0.33 | 0.36 | 0.33 | 0.38 | 0.66 | 0.33 | 0.35 | 0.49 | 0.60 |
| KO | 0.42 | 0.38 | 0.19 | 0.37 | 0.35 | 0.42 | 0.21 | 0.24 | 0.20 | 0.48 | 0.51 | 0.62 | 0.26 | 0.30 | 0.27 | 0.71 | 0.38 | 0.49 | 0.46 | 1.00 | 0.26 | 0.31 | 0.33 | 0.36 | 0.39 | 0.41 | 0.46 | 0.44 | 0.34 | 0.33 | 0.56 | 0.59 |
| TXN | 0.73 | 0.18 | 0.29 | 0.25 | 0.25 | 0.21 | 0.30 | 0.36 | 0.37 | 0.24 | 0.18 | 0.25 | 0.56 | 0.37 | 0.58 | 0.28 | 0.32 | 0.26 | 0.29 | 0.26 | 1.00 | 0.47 | 0.43 | 0.55 | 0.50 | 0.51 | 0.37 | 0.38 | 0.53 | 0.58 | 0.64 | 0.64 |
| LOW | 0.61 | 0.19 | 0.24 | 0.34 | 0.25 | 0.26 | 0.29 | 0.49 | 0.40 | 0.29 | 0.27 | 0.31 | 0.41 | 0.37 | 0.42 | 0.35 | 0.34 | 0.33 | 0.32 | 0.31 | 0.47 | 1.00 | 0.40 | 0.45 | 0.49 | 0.44 | 0.38 | 0.44 | 0.47 | 0.54 | 0.61 | 0.64 |
| JPM | 0.61 | 0.21 | 0.45 | 0.24 | 0.27 | 0.32 | 0.42 | 0.30 | 0.29 | 0.26 | 0.24 | 0.22 | 0.34 | 0.47 | 0.32 | 0.21 | 0.35 | 0.27 | 0.28 | 0.33 | 0.43 | 0.40 | 1.00 | 0.45 | 0.40 | 0.46 | 0.66 | 0.38 | 0.74 | 0.59 | 0.71 | 0.64 |
| CSCO | 0.68 | 0.27 | 0.32 | 0.33 | 0.35 | 0.29 | 0.35 | 0.31 | 0.31 | 0.36 | 0.29 | 0.35 | 0.51 | 0.36 | 0.53 | 0.37 | 0.33 | 0.29 | 0.33 | 0.36 | 0.55 | 0.45 | 0.45 | 1.00 | 0.47 | 0.51 | 0.42 | 0.41 | 0.52 | 0.53 | 0.66 | 0.67 |
| SPGI | 0.68 | 0.30 | 0.22 | 0.32 | 0.31 | 0.28 | 0.27 | 0.35 | 0.37 | 0.31 | 0.31 | 0.35 | 0.49 | 0.37 | 0.58 | 0.40 | 0.37 | 0.37 | 0.36 | 0.39 | 0.50 | 0.49 | 0.40 | 0.47 | 1.00 | 0.59 | 0.41 | 0.47 | 0.49 | 0.56 | 0.55 | 0.67 |
| V | 0.68 | 0.29 | 0.28 | 0.29 | 0.29 | 0.32 | 0.30 | 0.32 | 0.33 | 0.32 | 0.29 | 0.35 | 0.49 | 0.37 | 0.56 | 0.37 | 0.36 | 0.36 | 0.33 | 0.41 | 0.51 | 0.44 | 0.46 | 0.51 | 0.59 | 1.00 | 0.45 | 0.42 | 0.52 | 0.51 | 0.58 | 0.67 |
| AFL | 0.55 | 0.29 | 0.44 | 0.30 | 0.28 | 0.43 | 0.41 | 0.33 | 0.27 | 0.35 | 0.37 | 0.33 | 0.27 | 0.46 | 0.27 | 0.36 | 0.42 | 0.38 | 0.38 | 0.46 | 0.37 | 0.38 | 0.66 | 0.42 | 0.41 | 0.45 | 1.00 | 0.42 | 0.68 | 0.53 | 0.69 | 0.68 |
| STAG | 0.55 | 0.26 | 0.22 | 0.29 | 0.33 | 0.28 | 0.30 | 0.37 | 0.47 | 0.34 | 0.47 | 0.37 | 0.37 | 0.42 | 0.36 | 0.43 | 0.60 | 0.65 | 0.66 | 0.44 | 0.38 | 0.44 | 0.38 | 0.41 | 0.47 | 0.42 | 0.42 | 1.00 | 0.43 | 0.47 | 0.57 | 0.69 |
| AMP | 0.71 | 0.22 | 0.46 | 0.27 | 0.27 | 0.33 | 0.44 | 0.39 | 0.36 | 0.25 | 0.27 | 0.23 | 0.43 | 0.51 | 0.43 | 0.27 | 0.39 | 0.31 | 0.33 | 0.34 | 0.53 | 0.47 | 0.74 | 0.52 | 0.49 | 0.52 | 0.68 | 0.43 | 1.00 | 0.68 | 0.75 | 0.73 |
| TROW | 0.75 | 0.22 | 0.36 | 0.30 | 0.29 | 0.30 | 0.37 | 0.42 | 0.44 | 0.30 | 0.26 | 0.26 | 0.49 | 0.50 | 0.53 | 0.32 | 0.40 | 0.34 | 0.35 | 0.33 | 0.58 | 0.54 | 0.59 | 0.53 | 0.56 | 0.51 | 0.53 | 0.47 | 0.68 | 1.00 | 0.72 | 0.74 |
| SCHD | 0.80 | 0.38 | 0.53 | 0.41 | 0.47 | 0.47 | 0.50 | 0.45 | 0.43 | 0.48 | 0.41 | 0.46 | 0.48 | 0.53 | 0.46 | 0.51 | 0.50 | 0.47 | 0.49 | 0.56 | 0.64 | 0.61 | 0.71 | 0.66 | 0.55 | 0.58 | 0.69 | 0.57 | 0.75 | 0.72 | 1.00 | 0.90 |
| Portfolio | 0.86 | 0.41 | 0.48 | 0.45 | 0.46 | 0.47 | 0.51 | 0.52 | 0.56 | 0.48 | 0.49 | 0.50 | 0.57 | 0.60 | 0.58 | 0.56 | 0.61 | 0.59 | 0.60 | 0.59 | 0.64 | 0.64 | 0.64 | 0.67 | 0.67 | 0.67 | 0.68 | 0.69 | 0.73 | 0.74 | 0.90 | 1.00 |
The correlation results are calculated based on daily price changes starting from Jun 22, 2018