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Backtest (5/27/25)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
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Diversification

Backtest (5/27/25)

Currency in USD · Last updated May 31, 2025

Asset Allocation

PGR 10.71%CBOE 8.89%PM 7.64%MCK 6.29%LLY 5.87%NVDA 5.86%KR 4.48%RSG 4.21%COR 3.69%AXON 3.23%TKO 3.16%CME 3.08%TPL 2.74%WMT 2.6%T 2.28%COST 2.1%HWM 1.75%ORLY 1.71%NFLX 1.63%NRG 1.58%NEM 1.41%AVGO 1.39%JNPR 1.12%SMCI 1.11%RL 1.09%VST 1.03%AZO 1.02%CurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
ABBV
AbbVie Inc.		Healthcare
0.45%
AVGO
Broadcom Inc.		Technology
1.39%
AXON
Axon Enterprise, Inc.		Industrials
3.23%
AZO
AutoZone, Inc.		Consumer Cyclical
1.02%
CBOE
Cboe Global Markets, Inc.		Financial Services
8.89%
CF
CF Industries Holdings, Inc.		Basic Materials
0.42%
CME
CME Group Inc.		Financial Services
3.08%
COR
Cencora Inc.		Healthcare
3.69%
COST
Costco Wholesale Corporation		Consumer Defensive
2.10%
CPRT
Copart, Inc.		Industrials
0.24%
CRWD
CrowdStrike Holdings, Inc.		Technology
0.17%
DPZ
Domino's Pizza, Inc.		Consumer Cyclical
0.52%
ED
Consolidated Edison, Inc.		Utilities
0.51%
FSLR
First Solar, Inc.		Technology
0.25%
GRMN
Garmin Ltd.		Technology
0.08%
HWM
Howmet Aerospace Inc.		Industrials
1.75%
JNPR
Juniper Networks, Inc.		Technology
1.12%
KDP
Keurig Dr Pepper Inc.		Consumer Defensive
0.67%
KR
The Kroger Co.		Consumer Defensive
4.48%
LDOS
Leidos Holdings, Inc.		Technology
0.93%
LLY
Eli Lilly and Company		Healthcare
5.87%
MCK
McKesson Corporation		Healthcare
6.29%
META
Meta Platforms, Inc.		Communication Services
0.06%
MO
Altria Group, Inc.		Consumer Defensive
0.72%
NEM
Newmont Goldcorp Corporation		Basic Materials
1.41%
NFLX
Netflix, Inc.		Communication Services
1.63%
NRG
NRG Energy, Inc.		Utilities
1.58%
NVDA
NVIDIA Corporation		Technology
5.86%
ORLY
O'Reilly Automotive, Inc.		Consumer Cyclical
1.71%
PANW
Palo Alto Networks, Inc.		Technology
0.20%
PGR
The Progressive Corporation		Financial Services
10.71%
PLTR
Palantir Technologies Inc.		Technology
0.60%
PM
Philip Morris International Inc.		Consumer Defensive
7.64%
PODD
Insulet Corporation		Healthcare
0.29%
PWR
Quanta Services, Inc.		Industrials
0.85%
RL
Ralph Lauren Corporation		Consumer Cyclical
1.09%
RSG
Republic Services, Inc.		Industrials
4.21%
SMCI
Super Micro Computer, Inc.		Technology
1.11%
T
AT&T Inc.		Communication Services
2.28%
TKO
TKO Group Holdings Inc.		Communication Services
3.16%
TPL
Texas Pacific Land Corporation		Energy
2.74%
TSLA
Tesla, Inc.		Consumer Cyclical
0.38%
USD=X
USD Cash
-0.03%
VST
Vistra Corp.		Utilities
1.03%
WMT
Walmart Inc.		Consumer Defensive
2.60%
WRB
W. R. Berkley Corporation		Financial Services
0.32%
WSM
Williams-Sonoma, Inc.		Consumer Cyclical
0.70%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Sep 12, 2023, corresponding to the inception date of TKO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Backtest (5/27/25)22.88%4.26%15.56%50.36%N/AN/A
Portfolio components:
PGR
The Progressive Corporation		21.33%1.13%8.12%40.61%32.32%29.51%
CBOE
Cboe Global Markets, Inc.		17.94%3.59%6.77%33.10%18.29%16.95%
PM
Philip Morris International Inc.		51.38%5.39%38.44%89.82%26.18%13.72%
MCK
McKesson Corporation		26.39%0.94%14.74%28.86%36.17%12.65%
LLY
Eli Lilly and Company		-4.09%-17.77%-6.90%-8.88%38.59%27.48%
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
KR
The Kroger Co.		12.67%-5.05%12.80%34.08%22.68%10.62%
RSG
Republic Services, Inc.		28.57%2.61%18.48%42.87%26.45%22.63%
COR
Cencora Inc.		30.17%-0.30%16.26%33.20%26.54%11.60%
AXON
Axon Enterprise, Inc.		26.26%22.35%15.98%166.34%58.10%37.30%
TKO
TKO Group Holdings Inc.		11.35%-3.13%14.70%46.83%N/AN/A
CME
CME Group Inc.		25.06%4.30%25.67%47.57%14.18%16.44%
TPL
Texas Pacific Land Corporation		0.84%-13.57%-30.23%84.79%43.81%38.16%
WMT
Walmart Inc.		9.83%1.76%7.51%53.70%20.72%17.03%
T
AT&T Inc.		24.98%0.36%22.88%66.03%11.38%8.29%
COST
Costco Wholesale Corporation		13.80%4.73%7.29%28.24%29.64%24.24%
HWM
Howmet Aerospace Inc.		55.55%22.67%43.72%102.30%67.41%N/A
ORLY
O'Reilly Automotive, Inc.		15.32%-3.37%10.00%41.91%26.80%19.89%
NFLX
Netflix, Inc.		35.44%6.67%36.13%86.40%23.53%29.77%
NRG
NRG Energy, Inc.		74.24%42.84%54.71%87.59%38.37%23.01%
NEM
Newmont Goldcorp Corporation		43.16%0.55%27.05%29.36%1.27%9.54%
AVGO
Broadcom Inc.		4.73%25.77%50.21%79.63%56.68%36.05%
JNPR
Juniper Networks, Inc.		-3.47%-1.07%1.26%4.77%11.10%5.36%
SMCI
Super Micro Computer, Inc.		31.30%25.61%22.61%-51.66%72.82%27.74%
RL
Ralph Lauren Corporation		20.28%23.05%20.49%51.70%32.09%9.63%
VST
Vistra Corp.		16.67%23.87%0.79%53.66%54.80%N/A
AZO
AutoZone, Inc.		16.58%-0.79%17.78%34.64%26.60%18.64%
LDOS
Leidos Holdings, Inc.		3.41%0.91%-9.70%3.33%8.60%18.93%
PWR
Quanta Services, Inc.		8.46%17.04%-0.50%22.61%56.47%27.79%
MO
Altria Group, Inc.		18.00%2.47%8.94%44.24%18.28%8.63%
WSM
Williams-Sonoma, Inc.		-11.97%4.72%-5.24%13.96%33.82%17.97%
KDP
Keurig Dr Pepper Inc.		6.30%-2.66%4.58%1.99%6.25%-5.70%
PLTR
Palantir Technologies Inc.		74.24%11.26%96.45%506.44%N/AN/A
DPZ
Domino's Pizza, Inc.		13.34%-3.38%0.23%-5.63%5.40%17.09%
ED
Consolidated Edison, Inc.		19.16%-6.54%5.70%16.95%10.81%9.42%
ABBV
AbbVie Inc.		6.70%-4.61%3.65%23.40%19.77%15.54%
CF
CF Industries Holdings, Inc.		7.60%16.42%2.39%20.71%28.23%6.56%
TSLA
Tesla, Inc.		-14.21%22.79%0.38%93.78%44.15%35.54%
WRB
W. R. Berkley Corporation		27.79%4.18%16.97%44.40%26.23%20.15%
PODD
Insulet Corporation		24.50%28.83%21.83%84.73%11.50%27.28%
FSLR
First Solar, Inc.		-10.30%25.64%-20.67%-42.89%27.66%11.99%
CPRT
Copart, Inc.		-10.30%-15.65%-18.79%-2.00%18.16%28.21%
PANW
Palo Alto Networks, Inc.		5.75%2.94%-0.77%31.26%37.46%21.22%
CRWD
CrowdStrike Holdings, Inc.		37.76%9.91%36.25%49.21%39.95%N/A
GRMN
Garmin Ltd.		-1.24%8.62%-3.85%26.69%20.33%19.69%
META
Meta Platforms, Inc.		10.68%17.94%12.93%39.14%23.65%23.25%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

Monthly Returns

The table below presents the monthly returns of Backtest (5/27/25), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.83%6.36%-0.52%5.25%4.26%22.88%
20245.96%9.14%5.38%-0.31%4.46%2.61%3.44%7.22%1.23%1.43%10.71%-5.96%54.40%
2023-1.92%2.25%7.03%2.03%9.52%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Backtest (5/27/25) 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

With an overall rank of 99, Backtest (5/27/25) is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Backtest (5/27/25) is 9999
Overall Rank
The Sharpe Ratio Rank of Backtest (5/27/25) is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of Backtest (5/27/25) is 9898
Sortino Ratio Rank
The Omega Ratio Rank of Backtest (5/27/25) is 9999
Omega Ratio Rank
The Calmar Ratio Rank of Backtest (5/27/25) is 9999
Calmar Ratio Rank
The Martin Ratio Rank of Backtest (5/27/25) is 9999
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PGR
The Progressive Corporation		1.612.351.353.558.74
CBOE
Cboe Global Markets, Inc.		1.402.161.282.557.56
PM
Philip Morris International Inc.		3.494.531.707.6422.35
MCK
McKesson Corporation		1.021.241.210.982.39
LLY
Eli Lilly and Company		-0.23-0.300.96-0.57-1.03
NVDA
NVIDIA Corporation		0.370.601.080.220.52
KR
The Kroger Co.		1.402.481.302.7511.76
RSG
Republic Services, Inc.		2.332.781.424.5512.87
COR
Cencora Inc.		1.581.921.282.485.31
AXON
Axon Enterprise, Inc.		2.843.651.585.1113.13
TKO
TKO Group Holdings Inc.		1.472.031.292.215.92
CME
CME Group Inc.		2.633.771.554.6027.31
TPL
Texas Pacific Land Corporation		1.451.391.201.222.51
WMT
Walmart Inc.		2.182.871.402.307.37
T
AT&T Inc.		2.753.471.527.7422.03
COST
Costco Wholesale Corporation		1.251.541.211.353.81
HWM
Howmet Aerospace Inc.		2.583.391.505.3720.70
ORLY
O'Reilly Automotive, Inc.		1.992.581.312.4610.98
NFLX
Netflix, Inc.		2.593.431.474.4814.49
NRG
NRG Energy, Inc.		1.562.561.363.7311.69
NEM
Newmont Goldcorp Corporation		0.781.291.190.861.68
AVGO
Broadcom Inc.		1.231.771.241.554.22
JNPR
Juniper Networks, Inc.		0.330.351.060.230.54
SMCI
Super Micro Computer, Inc.		-0.45-0.021.00-0.57-0.89
RL
Ralph Lauren Corporation		1.241.811.261.414.46
VST
Vistra Corp.		0.701.651.241.613.97
AZO
AutoZone, Inc.		1.582.121.272.4710.32
LDOS
Leidos Holdings, Inc.		0.110.371.060.100.18
PWR
Quanta Services, Inc.		0.521.011.150.711.74
MO
Altria Group, Inc.		2.233.141.424.179.47
WSM
Williams-Sonoma, Inc.		0.250.571.070.150.35
KDP
Keurig Dr Pepper Inc.		0.100.331.040.150.29
PLTR
Palantir Technologies Inc.		6.615.031.6911.1933.34
DPZ
Domino's Pizza, Inc.		-0.18-0.230.97-0.39-0.59
ED
Consolidated Edison, Inc.		0.831.421.171.072.53
ABBV
AbbVie Inc.		0.810.891.140.781.72
CF
CF Industries Holdings, Inc.		0.641.151.160.812.10
TSLA
Tesla, Inc.		1.262.101.251.773.79
WRB
W. R. Berkley Corporation		1.812.501.373.9410.07
PODD
Insulet Corporation		2.082.531.353.3710.13
FSLR
First Solar, Inc.		-0.71-1.160.87-0.79-1.25
CPRT
Copart, Inc.		-0.07-0.050.99-0.23-0.53
PANW
Palo Alto Networks, Inc.		0.851.041.130.762.21
CRWD
CrowdStrike Holdings, Inc.		0.920.921.120.491.10
GRMN
Garmin Ltd.		0.651.271.210.922.70
META
Meta Platforms, Inc.		1.041.291.170.812.40
USD=X
USD Cash		—————

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Backtest (5/27/25) Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 3.32
  • All Time: 4.03

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Backtest (5/27/25) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Backtest (5/27/25) provided a 1.29% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.29%1.33%1.77%2.39%2.26%2.16%2.05%4.71%1.62%2.23%1.94%2.18%
Portfolio components:
PGR
The Progressive Corporation		1.72%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%
CBOE
Cboe Global Markets, Inc.		1.34%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.84%1.33%1.41%1.29%
PM
Philip Morris International Inc.		2.96%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
MCK
McKesson Corporation		0.38%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
LLY
Eli Lilly and Company		0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
KR
The Kroger Co.		1.88%2.00%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%
RSG
Republic Services, Inc.		0.88%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%
COR
Cencora Inc.		0.74%0.93%0.96%1.13%1.34%1.74%1.88%2.07%1.61%1.77%1.17%1.10%
AXON
Axon Enterprise, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TKO
TKO Group Holdings Inc.		0.24%0.00%4.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CME
CME Group Inc.		3.63%4.48%4.58%5.05%3.00%3.24%2.74%2.42%4.20%4.90%5.41%4.38%
TPL
Texas Pacific Land Corporation		1.39%1.58%0.83%1.37%0.88%3.58%0.77%0.75%0.30%0.10%0.22%0.23%
WMT
Walmart Inc.		0.90%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
T
AT&T Inc.		4.00%4.88%6.63%7.35%11.19%9.58%6.91%9.28%6.67%5.98%7.23%7.25%
COST
Costco Wholesale Corporation		0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
HWM
Howmet Aerospace Inc.		0.21%0.24%0.31%0.25%0.13%0.05%0.39%1.42%0.88%0.49%0.00%0.00%
ORLY
O'Reilly Automotive, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NRG
NRG Energy, Inc.		1.09%1.81%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%
NEM
Newmont Goldcorp Corporation		2.37%2.69%3.87%4.66%3.55%1.74%3.31%1.62%0.67%0.37%0.56%1.19%
AVGO
Broadcom Inc.		0.92%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
JNPR
Juniper Networks, Inc.		2.45%2.35%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%
SMCI
Super Micro Computer, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RL
Ralph Lauren Corporation		1.19%1.40%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%0.97%
VST
Vistra Corp.		0.55%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%0.00%
AZO
AutoZone, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDOS
Leidos Holdings, Inc.		1.05%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
PWR
Quanta Services, Inc.		0.11%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.		6.67%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
WSM
Williams-Sonoma, Inc.		1.47%1.16%1.72%2.65%1.43%1.93%2.55%3.33%2.98%3.02%2.36%1.72%
KDP
Keurig Dr Pepper Inc.		2.69%2.72%2.45%2.14%1.83%1.88%2.07%407.49%2.39%2.34%2.06%2.29%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.		1.32%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
ED
Consolidated Edison, Inc.		3.22%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
ABBV
AbbVie Inc.		3.43%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
CF
CF Industries Holdings, Inc.		2.20%2.34%2.01%1.76%1.70%3.10%2.51%2.76%2.82%3.81%2.94%1.83%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WRB
W. R. Berkley Corporation		1.88%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%2.79%
PODD
Insulet 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%
FSLR
First Solar, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CPRT
Copart, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PANW
Palo Alto Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRWD
CrowdStrike Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRMN
Garmin Ltd.		1.48%1.44%2.27%3.10%1.92%2.01%2.30%3.32%3.42%4.21%5.41%3.58%
META
Meta Platforms, Inc.		0.31%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Backtest (5/27/25). 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 Backtest (5/27/25) was 8.43%, occurring on Apr 8, 2025. Recovery took 12 trading sessions.

The current Backtest (5/27/25) drawdown is 0.51%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.43%Feb 20, 202534Apr 8, 202512Apr 24, 202546
-6.11%Dec 6, 202418Dec 31, 202422Jan 30, 202540
-3.65%Oct 18, 20238Oct 27, 20235Nov 3, 202313
-3.28%Sep 3, 20244Sep 6, 20245Sep 13, 20249
-3.19%Sep 20, 202310Oct 3, 20235Oct 10, 202315
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 47 assets, with an effective number of assets of 20.35, 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.
^GSPCUSD=XCFJNPRCMEKRCBOETKDPCORMCKNEMABBVFSLRPGRAZOMOTKOPMTPLEDWRBORLYLLYPODDWMTTSLALDOSDPZWSMSMCINFLXRSGPANWVSTRLNRGMETAPLTRNVDACOSTCRWDAVGOCPRTAXONHWMPWRGRMNPortfolio
^GSPC1.000.000.230.29-0.010.03-0.150.070.110.060.120.230.240.350.120.220.100.350.160.340.030.200.250.420.420.330.570.390.410.550.480.560.330.530.460.560.480.620.610.660.550.600.680.620.590.580.620.640.75
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
CF0.230.001.000.090.030.120.000.150.090.040.070.170.170.18-0.000.120.180.150.130.310.090.060.050.030.090.140.170.120.220.210.030.140.070.000.090.210.090.140.100.050.120.060.070.060.110.170.160.170.19
JNPR0.290.000.091.000.000.04-0.000.060.07-0.010.000.080.190.140.020.100.080.210.140.100.050.090.100.140.190.060.160.210.190.200.110.140.090.140.080.140.110.150.160.110.080.210.210.140.130.200.180.220.20
CME-0.010.000.030.001.000.170.400.190.140.180.190.060.22-0.040.280.230.29-0.040.26-0.040.320.290.280.11-0.020.18-0.080.120.03-0.08-0.17-0.000.310.00-0.06-0.06-0.02-0.070.04-0.150.10-0.08-0.120.010.040.05-0.000.100.20
KR0.030.000.120.040.171.000.180.320.260.200.190.130.14-0.050.220.230.310.010.220.040.340.260.26-0.02-0.070.27-0.090.140.16-0.08-0.10-0.060.23-0.020.01-0.02-0.05-0.10-0.03-0.180.22-0.09-0.110.05-0.030.040.020.020.20
CBOE-0.150.000.00-0.000.400.181.000.190.120.190.180.040.15-0.080.280.130.20-0.010.18-0.070.300.240.17-0.01-0.060.09-0.160.070.00-0.20-0.19-0.080.14-0.07-0.13-0.17-0.12-0.17-0.17-0.24-0.03-0.17-0.24-0.09-0.07-0.04-0.15-0.040.14
T0.070.000.150.060.190.320.191.000.200.240.130.220.290.050.190.220.400.120.390.060.440.260.21-0.020.060.190.010.090.120.03-0.05-0.000.25-0.020.010.040.07-0.100.08-0.170.02-0.12-0.160.07-0.010.09-0.040.130.19
KDP0.110.000.090.070.140.260.120.201.000.230.150.160.200.070.260.210.370.050.36-0.040.400.230.250.010.150.220.080.130.170.02-0.100.010.340.00-0.060.090.01-0.09-0.02-0.150.21-0.06-0.070.200.040.070.060.190.18
COR0.060.000.04-0.010.180.200.190.240.231.000.680.080.27-0.050.310.250.22-0.000.190.030.350.310.320.160.070.15-0.100.110.16-0.02-0.120.010.370.020.000.010.01-0.11-0.08-0.080.11-0.07-0.100.130.020.100.050.090.30
MCK0.120.000.070.000.190.190.180.130.150.681.00-0.000.25-0.060.340.200.180.010.150.080.250.350.340.200.060.21-0.070.170.16-0.04-0.060.070.350.080.040.010.06-0.06-0.07-0.010.190.03-0.070.170.070.130.030.090.36
NEM0.230.000.170.080.060.130.040.220.160.08-0.001.000.060.260.010.160.150.130.230.250.250.030.100.050.230.170.130.140.190.180.140.150.170.080.190.170.210.100.140.070.150.120.140.180.170.160.220.210.29
ABBV0.240.000.170.190.220.140.150.290.200.270.250.061.000.060.270.230.360.050.290.090.300.310.300.270.140.230.010.160.160.190.040.000.290.080.010.140.080.050.10-0.010.180.020.030.180.090.120.090.250.32
FSLR0.350.000.180.14-0.04-0.05-0.080.050.07-0.05-0.060.260.061.00-0.070.020.050.160.140.24-0.00-0.06-0.020.050.300.040.260.130.220.330.290.13-0.020.110.240.300.290.250.280.210.140.160.230.170.270.190.370.270.25
PGR0.120.00-0.000.020.280.220.280.190.260.310.340.010.27-0.071.000.210.270.040.230.070.300.560.330.230.020.24-0.060.200.08-0.06-0.030.100.370.060.090.020.140.040.03-0.040.240.08-0.010.220.080.200.100.170.42
AZO0.220.000.120.100.230.230.130.220.210.250.200.160.230.020.211.000.260.020.180.060.250.270.710.130.060.220.010.270.260.090.010.090.370.080.020.070.060.060.100.020.310.030.080.280.180.200.100.250.30
MO0.100.000.180.080.290.310.200.400.370.220.180.150.360.050.270.261.000.030.610.030.480.340.300.060.090.22-0.020.180.130.05-0.13-0.010.33-0.01-0.030.100.04-0.130.04-0.190.15-0.09-0.140.12-0.040.020.010.160.20
TKO0.350.000.150.21-0.040.01-0.010.120.05-0.000.010.130.050.160.040.020.031.000.180.23-0.030.080.100.100.230.110.220.140.260.170.150.310.080.240.280.260.250.290.280.230.140.310.220.260.300.370.280.230.37
PM0.160.000.130.140.260.220.180.390.360.190.150.230.290.140.230.180.610.181.000.040.390.290.250.140.240.240.010.150.180.08-0.060.040.320.040.040.200.110.020.07-0.110.20-0.00-0.070.170.070.130.050.200.31
TPL0.340.000.310.10-0.040.04-0.070.06-0.040.030.080.250.090.240.070.060.030.230.041.000.000.100.080.060.260.090.180.270.190.280.230.160.160.180.340.260.300.180.260.190.130.270.230.190.320.300.350.250.38
ED0.030.000.090.050.320.340.300.440.400.350.250.250.30-0.000.300.250.48-0.030.390.001.000.390.270.020.040.16-0.110.220.11-0.04-0.14-0.160.40-0.10-0.03-0.060.06-0.18-0.10-0.250.07-0.23-0.250.07-0.050.010.010.140.17
WRB0.200.000.060.090.290.260.240.260.230.310.350.030.31-0.060.560.270.340.080.290.100.391.000.350.170.030.22-0.040.310.14-0.01-0.07-0.010.360.060.060.070.13-0.050.06-0.040.220.06-0.010.210.130.210.120.250.36
ORLY0.250.000.050.100.280.260.170.210.250.320.340.100.30-0.020.330.710.300.100.250.080.270.351.000.160.090.30-0.000.240.250.04-0.050.130.450.150.030.100.060.120.09-0.020.330.090.030.350.150.180.090.270.34
LLY0.420.000.030.140.11-0.02-0.01-0.020.010.160.200.050.270.050.230.130.060.100.140.060.020.170.161.000.180.270.140.260.210.240.260.270.260.350.210.200.230.350.270.320.380.320.290.300.290.250.290.240.55
PODD0.420.000.090.19-0.02-0.07-0.060.060.150.070.060.230.140.300.020.060.090.230.240.260.040.030.090.181.000.240.290.220.220.280.280.240.180.240.220.320.190.300.290.240.310.250.240.290.300.340.290.320.35
WMT0.330.000.140.060.180.270.090.190.220.150.210.170.230.040.240.220.220.110.240.090.160.220.300.270.241.000.230.210.240.150.120.240.350.230.180.190.210.240.200.100.550.160.130.270.210.210.170.250.45
TSLA0.570.000.170.16-0.08-0.09-0.160.010.08-0.10-0.070.130.010.26-0.060.01-0.020.220.010.18-0.11-0.04-0.000.140.290.231.000.160.240.290.340.370.100.340.240.310.250.360.480.350.310.350.440.290.380.350.360.400.31
LDOS0.390.000.120.210.120.140.070.090.130.110.170.140.160.130.200.270.180.140.150.270.220.310.240.260.220.210.161.000.270.280.160.170.370.250.310.210.270.150.200.150.300.240.180.320.330.390.380.370.41
DPZ0.410.000.220.190.030.160.000.120.170.160.160.190.160.220.080.260.130.260.180.190.110.140.250.210.220.240.240.271.000.240.210.170.240.220.250.340.280.160.240.230.330.280.240.370.330.340.330.370.45
WSM0.550.000.210.20-0.08-0.08-0.200.030.02-0.02-0.040.180.190.33-0.060.090.050.170.080.28-0.04-0.010.040.240.280.150.290.280.241.000.340.230.100.260.340.440.350.340.340.350.230.270.370.370.340.330.470.410.40
SMCI0.480.000.030.11-0.17-0.10-0.19-0.05-0.10-0.12-0.060.140.040.29-0.030.01-0.130.15-0.060.23-0.14-0.07-0.050.260.280.120.340.160.210.341.000.340.000.310.380.310.350.400.420.540.240.430.510.320.330.290.410.270.43
NFLX0.560.000.140.14-0.00-0.06-0.08-0.000.010.010.070.150.000.130.100.09-0.010.310.040.16-0.16-0.010.130.270.240.240.370.170.170.230.341.000.180.380.330.280.300.470.430.460.370.460.450.350.410.390.340.320.50
RSG0.330.000.070.090.310.230.140.250.340.370.350.170.29-0.020.370.370.330.080.320.160.400.360.450.260.180.350.100.370.240.100.000.181.000.200.120.120.130.120.090.070.390.100.090.320.260.290.210.320.49
PANW0.530.000.000.140.00-0.02-0.07-0.020.000.020.080.080.080.110.060.08-0.010.240.040.18-0.100.060.150.350.240.230.340.250.220.260.310.380.201.000.290.290.290.400.480.430.370.630.460.430.470.330.410.330.46
VST0.460.000.090.08-0.060.01-0.130.01-0.060.000.040.190.010.240.090.02-0.030.280.040.34-0.030.060.030.210.220.180.240.310.250.340.380.330.120.291.000.400.730.370.370.430.260.470.380.280.460.480.540.270.51
RL0.560.000.210.14-0.06-0.02-0.170.040.090.010.010.170.140.300.020.070.100.260.200.26-0.060.070.100.200.320.190.310.210.340.440.310.280.120.290.401.000.400.310.360.340.260.410.340.400.360.360.470.450.44
NRG0.480.000.090.11-0.02-0.05-0.120.070.010.010.060.210.080.290.140.060.040.250.110.300.060.130.060.230.190.210.250.270.280.350.350.300.130.290.730.401.000.350.360.410.250.420.370.340.430.480.540.360.52
META0.620.000.140.15-0.07-0.10-0.17-0.10-0.09-0.11-0.060.100.050.250.040.06-0.130.290.020.18-0.18-0.050.120.350.300.240.360.150.160.340.400.470.120.400.370.310.351.000.480.530.420.470.550.350.400.380.390.310.45
PLTR0.610.000.100.160.04-0.03-0.170.08-0.02-0.08-0.070.140.100.280.030.100.040.280.070.26-0.100.060.090.270.290.200.480.200.240.340.420.430.090.480.370.360.360.481.000.440.310.570.510.420.570.380.480.380.50
NVDA0.660.000.050.11-0.15-0.18-0.24-0.17-0.15-0.08-0.010.07-0.010.21-0.040.02-0.190.23-0.110.19-0.25-0.04-0.020.320.240.100.350.150.230.350.540.460.070.430.430.340.410.530.441.000.310.530.670.340.440.420.470.320.54
COST0.550.000.120.080.100.22-0.030.020.210.110.190.150.180.140.240.310.150.140.200.130.070.220.330.380.310.550.310.300.330.230.240.370.390.370.260.260.250.420.310.311.000.360.380.430.370.350.300.390.57
CRWD0.600.000.060.21-0.08-0.09-0.17-0.12-0.06-0.070.030.120.020.160.080.03-0.090.31-0.000.27-0.230.060.090.320.250.160.350.240.280.270.430.460.100.630.470.410.420.470.570.530.361.000.560.420.560.400.480.340.52
AVGO0.680.000.070.21-0.12-0.11-0.24-0.16-0.07-0.10-0.070.140.030.23-0.010.08-0.140.22-0.070.23-0.25-0.010.030.290.240.130.440.180.240.370.510.450.090.460.380.340.370.550.510.670.380.561.000.400.490.400.510.350.50
CPRT0.620.000.060.140.010.05-0.090.070.200.130.170.180.180.170.220.280.120.260.170.190.070.210.350.300.290.270.290.320.370.370.320.350.320.430.280.400.340.350.420.340.430.420.401.000.410.390.440.500.51
AXON0.590.000.110.130.04-0.03-0.07-0.010.040.020.070.170.090.270.080.18-0.040.300.070.32-0.050.130.150.290.300.210.380.330.330.340.330.410.260.470.460.360.430.400.570.440.370.560.490.411.000.520.550.460.59
HWM0.580.000.170.200.050.04-0.040.090.070.100.130.160.120.190.200.200.020.370.130.300.010.210.180.250.340.210.350.390.340.330.290.390.290.330.480.360.480.380.380.420.350.400.400.390.521.000.530.470.59
PWR0.620.000.160.18-0.000.02-0.15-0.040.060.050.030.220.090.370.100.100.010.280.050.350.010.120.090.290.290.170.360.380.330.470.410.340.210.410.540.470.540.390.480.470.300.480.510.440.550.531.000.450.55
GRMN0.640.000.170.220.100.02-0.040.130.190.090.090.210.250.270.170.250.160.230.200.250.140.250.270.240.320.250.400.370.370.410.270.320.320.330.270.450.360.310.380.320.390.340.350.500.460.470.451.000.50
Portfolio0.750.000.190.200.200.200.140.190.180.300.360.290.320.250.420.300.200.370.310.380.170.360.340.550.350.450.310.410.450.400.430.500.490.460.510.440.520.450.500.540.570.520.500.510.590.590.550.501.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2023
Go to the full Correlations tool for more customization options