NVSek-exGRNY-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
NVSek-exGRNY-Stks
Last updated Feb 22, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AIT Applied Industrial Technologies, Inc. | Industrials | 2.15% |
AXON Axon Enterprise, Inc. | Industrials | 3.30% |
AXP American Express Company | Financial Services | 3.06% |
BK The Bank of New York Mellon Corporation | Financial Services | 2.99% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 3.05% |
BRO Brown & Brown, Inc. | Financial Services | 4.43% |
COF Capital One Financial Corporation | Financial Services | 3.09% |
CTAS Cintas Corporation | Industrials | 4.49% |
EME EMCOR Group, Inc. | Industrials | 1.78% |
EVR Evercore Inc. | Financial Services | 4.41% |
FICO Fair Isaac Corporation | Technology | 3.10% |
FIX Comfort Systems USA, Inc. | Industrials | 1.73% |
KKR KKR & Co. Inc. | Financial Services | 1.72% |
META Meta Platforms, Inc. | Communication Services | 3.12% |
MSI Motorola Solutions, Inc. | Technology | 4.49% |
MUSA Murphy USA Inc. | Consumer Cyclical | 2.12% |
NFLX Netflix, Inc. | Communication Services | 3.10% |
NVDA NVIDIA Corporation | Technology | 3.47% |
NVR NVR, Inc. | Consumer Cyclical | 4.41% |
ORCL | 3.12% | |
PH | 4.55% | |
PLTR | 12.58% | |
TSLA | 3.20% | |
TT | 4.67% | |
TXRH | 4.46% | |
WMT | 3.06% | |
WSO | 4.35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-exGRNY-Stks, 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.
NVSek-exGRNY-Stks
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Aug 19, 2013, corresponding to the inception date of MUSA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| NVSek-exGRNY-Stks | 6.00% | 0.64% | 37.93% | 77.27% | N/A | N/A |
| Portfolio components: | ||||||
AIT Applied Industrial Technologies, Inc. | 2.79% | -5.95% | 18.53% | 31.69% | 31.32% | 21.29% |
AXON Axon Enterprise, Inc. | -13.65% | -15.53% | 38.45% | 89.00% | 43.07% | 34.09% |
AXP American Express Company | -0.23% | -8.33% | 18.13% | 39.57% | 18.61% | 15.55% |
BK The Bank of New York Mellon Corporation | 14.19% | 4.03% | 32.94% | 61.83% | 17.74% | 10.96% |
BKNG Booking Holdings Inc. | 0.45% | 8.04% | 30.80% | 29.03% | 21.21% | 15.27% |
BRO Brown & Brown, Inc. | 9.65% | 6.35% | 9.83% | 33.56% | 19.10% | 22.45% |
COF Capital One Financial Corporation | 12.60% | -0.07% | 41.33% | 51.01% | 16.74% | 11.68% |
CTAS Cintas Corporation | 12.11% | 2.91% | 4.09% | 31.40% | 24.00% | 27.07% |
EME EMCOR Group, Inc. | -10.87% | -24.56% | 5.88% | 56.38% | 35.79% | 25.39% |
EVR Evercore Inc. | -9.76% | -12.63% | 2.66% | 36.89% | 28.92% | 19.72% |
FICO Fair Isaac Corporation | -14.71% | -9.69% | -2.71% | 31.81% | 33.00% | 35.31% |
FIX Comfort Systems USA, Inc. | -14.16% | -33.85% | 7.62% | 47.36% | 50.48% | 37.07% |
KKR KKR & Co. Inc. | -10.50% | -18.03% | 8.45% | 38.86% | 33.39% | 21.66% |
META Meta Platforms, Inc. | 16.74% | 9.63% | 29.69% | 41.00% | 26.77% | 24.28% |
MSI Motorola Solutions, Inc. | -8.73% | -10.60% | -1.53% | 28.73% | 19.53% | 22.01% |
MUSA Murphy USA Inc. | -11.02% | -7.41% | -13.00% | 10.02% | 34.65% | 20.45% |
NFLX Netflix, Inc. | 12.55% | 5.15% | 46.08% | 70.47% | 21.48% | 31.00% |
NVDA NVIDIA Corporation | 0.10% | -8.59% | 3.93% | 71.20% | 79.22% | 73.93% |
NVR NVR, Inc. | -13.25% | -15.35% | -23.89% | -5.82% | 12.00% | 18.02% |
ORCL | 0.96% | -8.91% | 21.15% | 52.82% | N/A | N/A |
PH | 5.11% | -0.88% | 13.16% | 27.16% | N/A | N/A |
PLTR | 34.01% | 31.85% | 218.91% | 329.63% | N/A | N/A |
TSLA | -16.35% | -18.62% | 53.32% | 71.12% | N/A | N/A |
TT | -3.93% | -11.19% | 1.00% | 26.98% | N/A | N/A |
TXRH | -6.26% | -6.06% | 1.01% | 15.15% | N/A | N/A |
WMT | 4.90% | 1.66% | 25.48% | 64.04% | N/A | N/A |
WSO | 5.81% | -1.38% | 3.81% | 33.13% | N/A | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of NVSek-exGRNY-Stks, 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 | 4.30% | 6.00% | |||||||||||
| 2024 | 2.15% | 17.17% | 3.48% | -3.03% | 6.31% | 4.69% | 5.47% | 5.69% | 7.37% | 3.83% | 21.89% | -4.13% | 94.11% |
| 2023 | 12.58% | 2.78% | 2.40% | -0.01% | 6.54% | 10.28% | 6.08% | -1.83% | -3.29% | -2.74% | 15.13% | 3.93% | 63.12% |
| 2022 | -9.54% | -4.79% | 2.89% | -11.82% | -2.05% | -8.55% | 14.14% | -4.78% | -6.15% | 11.83% | 5.06% | -7.06% | -22.04% |
| 2021 | 10.85% | -5.58% | 3.64% | 5.35% | 0.61% | 4.28% | -2.27% | 5.89% | -4.99% | 8.89% | -5.10% | 0.94% | 22.97% |
| 2020 | 1.14% | 34.36% | 0.22% | 36.19% |
Expense Ratio
NVSek-exGRNY-Stks 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
With an overall rank of 97, NVSek-exGRNY-Stks is among the top 3% 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.
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 | |
|---|---|---|---|---|---|
AIT Applied Industrial Technologies, Inc. | 1.13 | 1.80 | 1.23 | 2.19 | 5.29 |
AXON Axon Enterprise, Inc. | 1.85 | 2.96 | 1.47 | 3.31 | 12.10 |
AXP American Express Company | 1.70 | 2.34 | 1.31 | 3.78 | 12.69 |
BK The Bank of New York Mellon Corporation | 3.30 | 4.60 | 1.60 | 6.94 | 27.22 |
BKNG Booking Holdings Inc. | 1.34 | 1.71 | 1.26 | 1.83 | 5.03 |
BRO Brown & Brown, Inc. | 2.07 | 2.84 | 1.36 | 3.16 | 8.63 |
COF Capital One Financial Corporation | 1.56 | 2.53 | 1.30 | 2.20 | 9.35 |
CTAS Cintas Corporation | 1.51 | 1.99 | 1.33 | 1.74 | 5.62 |
EME EMCOR Group, Inc. | 1.59 | 1.90 | 1.32 | 2.50 | 8.19 |
EVR Evercore Inc. | 1.20 | 1.90 | 1.24 | 1.91 | 6.19 |
FICO Fair Isaac Corporation | 1.13 | 1.63 | 1.21 | 1.21 | 3.54 |
FIX Comfort Systems USA, Inc. | 0.89 | 1.33 | 1.21 | 1.41 | 5.00 |
KKR KKR & Co. Inc. | 1.25 | 1.86 | 1.24 | 2.06 | 7.82 |
META Meta Platforms, Inc. | 1.50 | 1.99 | 1.27 | 2.47 | 7.45 |
MSI Motorola Solutions, Inc. | 1.68 | 2.42 | 1.33 | 1.97 | 8.10 |
MUSA Murphy USA Inc. | 0.47 | 0.83 | 1.10 | 0.58 | 1.82 |
NFLX Netflix, Inc. | 2.55 | 3.35 | 1.45 | 3.65 | 16.64 |
NVDA NVIDIA Corporation | 1.65 | 2.19 | 1.28 | 3.46 | 9.57 |
NVR NVR, Inc. | -0.19 | -0.12 | 0.99 | -0.15 | -0.45 |
ORCL | 1.50 | 2.23 | 1.32 | 2.85 | 8.22 |
PH | 1.15 | 1.87 | 1.24 | 2.62 | 6.09 |
PLTR | 5.24 | 5.01 | 1.67 | 7.01 | 35.46 |
TSLA | 1.16 | 1.98 | 1.23 | 1.14 | 5.25 |
TT | 1.26 | 1.68 | 1.23 | 1.96 | 5.61 |
TXRH | 0.72 | 1.20 | 1.14 | 0.94 | 2.80 |
WMT | 3.30 | 4.35 | 1.62 | 6.51 | 30.44 |
WSO | 1.24 | 1.89 | 1.23 | 1.90 | 4.36 |
NVSek-exGRNY-Stks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
NVSek-exGRNY-Stks provided a 0.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.64% | 0.66% | 0.82% | 1.02% | 0.78% | 0.85% | 1.04% | 1.18% | 0.97% | 1.06% | 1.34% | 1.16% |
| Portfolio components: | ||||||||||||
AIT Applied Industrial Technologies, Inc. | 0.64% | 0.62% | 0.81% | 1.08% | 1.29% | 1.64% | 1.86% | 2.22% | 1.70% | 1.89% | 2.67% | 2.19% |
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% |
AXP American Express Company | 0.95% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
BK The Bank of New York Mellon Corporation | 2.10% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
BKNG Booking Holdings Inc. | 0.70% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRO Brown & Brown, Inc. | 0.50% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
COF Capital One Financial Corporation | 1.20% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% |
CTAS Cintas Corporation | 0.74% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
EME EMCOR Group, Inc. | 0.25% | 0.20% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% |
EVR Evercore Inc. | 0.96% | 1.14% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% | 1.97% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
FIX Comfort Systems USA, Inc. | 0.33% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% | 1.31% |
KKR KKR & Co. Inc. | 0.53% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
META Meta Platforms, Inc. | 0.22% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSI Motorola Solutions, Inc. | 0.96% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
MUSA Murphy USA Inc. | 0.40% | 0.36% | 0.43% | 0.45% | 0.52% | 0.19% | 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% |
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% |
NVR NVR, 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% |
ORCL | 0.95% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
PH | 0.98% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% |
PLTR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TT | 0.95% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
TXRH | 1.44% | 1.35% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% | 1.78% |
WMT | 0.88% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
WSO | 2.17% | 2.23% | 2.29% | 3.43% | 2.44% | 3.06% | 3.55% | 4.02% | 2.71% | 2.43% | 2.39% | 1.87% |
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.
NVSek-exGRNY-Stks
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the NVSek-exGRNY-Stks. 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 NVSek-exGRNY-Stks was 38.41%, occurring on Jun 16, 2022. Recovery took 250 trading sessions.
The current NVSek-exGRNY-Stks drawdown is 7.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.41% | Nov 9, 2021 | 152 | Jun 16, 2022 | 250 | Jun 15, 2023 | 402 |
| -13.07% | Feb 10, 2021 | 30 | Mar 24, 2021 | 66 | Jun 28, 2021 | 96 |
| -10.85% | Dec 9, 2024 | 23 | Jan 13, 2025 | 15 | Feb 4, 2025 | 38 |
| -10.55% | Feb 19, 2025 | 3 | Feb 21, 2025 | — | — | — |
| -9.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 7 | Aug 14, 2024 | 21 |
Volatility
Volatility Chart
The current NVSek-exGRNY-Stks volatility is 12.19%, 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.
NVSek-exGRNY-Stks
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.
| MUSA | WMT | TSLA | NFLX | PLTR | AXON | TXRH | META | ORCL | NVDA | FICO | BKNG | NVR | BRO | MSI | BK | COF | WSO | AIT | EME | CTAS | AXP | FIX | TT | EVR | KKR | PH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MUSA | 1.00 | 0.27 | 0.08 | 0.12 | 0.10 | 0.16 | 0.25 | 0.13 | 0.24 | 0.11 | 0.21 | 0.16 | 0.24 | 0.31 | 0.30 | 0.23 | 0.20 | 0.27 | 0.33 | 0.34 | 0.30 | 0.23 | 0.33 | 0.27 | 0.25 | 0.21 | 0.29 |
| WMT | 0.27 | 1.00 | 0.17 | 0.22 | 0.17 | 0.17 | 0.16 | 0.24 | 0.26 | 0.16 | 0.22 | 0.16 | 0.25 | 0.35 | 0.37 | 0.21 | 0.18 | 0.28 | 0.22 | 0.23 | 0.38 | 0.22 | 0.24 | 0.29 | 0.19 | 0.21 | 0.24 |
| TSLA | 0.08 | 0.17 | 1.00 | 0.44 | 0.49 | 0.38 | 0.28 | 0.37 | 0.28 | 0.45 | 0.32 | 0.34 | 0.24 | 0.21 | 0.24 | 0.26 | 0.29 | 0.32 | 0.26 | 0.22 | 0.30 | 0.33 | 0.27 | 0.24 | 0.34 | 0.40 | 0.32 |
| NFLX | 0.12 | 0.22 | 0.44 | 1.00 | 0.43 | 0.39 | 0.27 | 0.56 | 0.38 | 0.51 | 0.41 | 0.33 | 0.31 | 0.28 | 0.33 | 0.20 | 0.23 | 0.28 | 0.20 | 0.24 | 0.35 | 0.30 | 0.28 | 0.28 | 0.30 | 0.45 | 0.28 |
| PLTR | 0.10 | 0.17 | 0.49 | 0.43 | 1.00 | 0.51 | 0.31 | 0.43 | 0.32 | 0.49 | 0.39 | 0.35 | 0.31 | 0.26 | 0.29 | 0.28 | 0.33 | 0.35 | 0.26 | 0.27 | 0.29 | 0.33 | 0.33 | 0.29 | 0.39 | 0.43 | 0.34 |
| AXON | 0.16 | 0.17 | 0.38 | 0.39 | 0.51 | 1.00 | 0.35 | 0.40 | 0.31 | 0.44 | 0.42 | 0.35 | 0.33 | 0.31 | 0.38 | 0.25 | 0.25 | 0.37 | 0.32 | 0.33 | 0.35 | 0.30 | 0.35 | 0.38 | 0.39 | 0.44 | 0.34 |
| TXRH | 0.25 | 0.16 | 0.28 | 0.27 | 0.31 | 0.35 | 1.00 | 0.31 | 0.30 | 0.28 | 0.34 | 0.43 | 0.35 | 0.35 | 0.30 | 0.36 | 0.42 | 0.35 | 0.41 | 0.40 | 0.35 | 0.46 | 0.41 | 0.38 | 0.44 | 0.37 | 0.40 |
| META | 0.13 | 0.24 | 0.37 | 0.56 | 0.43 | 0.40 | 0.31 | 1.00 | 0.40 | 0.56 | 0.41 | 0.39 | 0.37 | 0.29 | 0.33 | 0.29 | 0.32 | 0.34 | 0.28 | 0.30 | 0.42 | 0.36 | 0.32 | 0.36 | 0.39 | 0.48 | 0.33 |
| ORCL | 0.24 | 0.26 | 0.28 | 0.38 | 0.32 | 0.31 | 0.30 | 0.40 | 1.00 | 0.44 | 0.40 | 0.35 | 0.34 | 0.40 | 0.45 | 0.34 | 0.33 | 0.39 | 0.35 | 0.36 | 0.45 | 0.40 | 0.45 | 0.42 | 0.39 | 0.45 | 0.37 |
| NVDA | 0.11 | 0.16 | 0.45 | 0.51 | 0.49 | 0.44 | 0.28 | 0.56 | 0.44 | 1.00 | 0.45 | 0.42 | 0.34 | 0.27 | 0.37 | 0.28 | 0.31 | 0.35 | 0.26 | 0.34 | 0.42 | 0.35 | 0.36 | 0.39 | 0.38 | 0.52 | 0.38 |
| FICO | 0.21 | 0.22 | 0.32 | 0.41 | 0.39 | 0.42 | 0.34 | 0.41 | 0.40 | 0.45 | 1.00 | 0.38 | 0.43 | 0.42 | 0.40 | 0.27 | 0.27 | 0.44 | 0.33 | 0.35 | 0.47 | 0.38 | 0.37 | 0.40 | 0.37 | 0.45 | 0.38 |
| BKNG | 0.16 | 0.16 | 0.34 | 0.33 | 0.35 | 0.35 | 0.43 | 0.39 | 0.35 | 0.42 | 0.38 | 1.00 | 0.32 | 0.33 | 0.35 | 0.42 | 0.45 | 0.29 | 0.39 | 0.42 | 0.37 | 0.51 | 0.41 | 0.40 | 0.46 | 0.47 | 0.49 |
| NVR | 0.24 | 0.25 | 0.24 | 0.31 | 0.31 | 0.33 | 0.35 | 0.37 | 0.34 | 0.34 | 0.43 | 0.32 | 1.00 | 0.39 | 0.37 | 0.35 | 0.38 | 0.50 | 0.46 | 0.42 | 0.45 | 0.38 | 0.44 | 0.46 | 0.43 | 0.46 | 0.45 |
| BRO | 0.31 | 0.35 | 0.21 | 0.28 | 0.26 | 0.31 | 0.35 | 0.29 | 0.40 | 0.27 | 0.42 | 0.33 | 0.39 | 1.00 | 0.56 | 0.41 | 0.36 | 0.47 | 0.42 | 0.40 | 0.59 | 0.44 | 0.42 | 0.50 | 0.41 | 0.43 | 0.45 |
| MSI | 0.30 | 0.37 | 0.24 | 0.33 | 0.29 | 0.38 | 0.30 | 0.33 | 0.45 | 0.37 | 0.40 | 0.35 | 0.37 | 0.56 | 1.00 | 0.36 | 0.31 | 0.42 | 0.42 | 0.39 | 0.59 | 0.40 | 0.41 | 0.50 | 0.36 | 0.42 | 0.45 |
| BK | 0.23 | 0.21 | 0.26 | 0.20 | 0.28 | 0.25 | 0.36 | 0.29 | 0.34 | 0.28 | 0.27 | 0.42 | 0.35 | 0.41 | 0.36 | 1.00 | 0.69 | 0.36 | 0.52 | 0.48 | 0.39 | 0.64 | 0.47 | 0.48 | 0.63 | 0.52 | 0.60 |
| COF | 0.20 | 0.18 | 0.29 | 0.23 | 0.33 | 0.25 | 0.42 | 0.32 | 0.33 | 0.31 | 0.27 | 0.45 | 0.38 | 0.36 | 0.31 | 0.69 | 1.00 | 0.35 | 0.51 | 0.46 | 0.35 | 0.75 | 0.47 | 0.42 | 0.63 | 0.54 | 0.60 |
| WSO | 0.27 | 0.28 | 0.32 | 0.28 | 0.35 | 0.37 | 0.35 | 0.34 | 0.39 | 0.35 | 0.44 | 0.29 | 0.50 | 0.47 | 0.42 | 0.36 | 0.35 | 1.00 | 0.55 | 0.51 | 0.51 | 0.39 | 0.52 | 0.59 | 0.46 | 0.46 | 0.53 |
| AIT | 0.33 | 0.22 | 0.26 | 0.20 | 0.26 | 0.32 | 0.41 | 0.28 | 0.35 | 0.26 | 0.33 | 0.39 | 0.46 | 0.42 | 0.42 | 0.52 | 0.51 | 0.55 | 1.00 | 0.66 | 0.45 | 0.52 | 0.63 | 0.54 | 0.55 | 0.49 | 0.65 |
| EME | 0.34 | 0.23 | 0.22 | 0.24 | 0.27 | 0.33 | 0.40 | 0.30 | 0.36 | 0.34 | 0.35 | 0.42 | 0.42 | 0.40 | 0.39 | 0.48 | 0.46 | 0.51 | 0.66 | 1.00 | 0.46 | 0.49 | 0.74 | 0.61 | 0.54 | 0.49 | 0.63 |
| CTAS | 0.30 | 0.38 | 0.30 | 0.35 | 0.29 | 0.35 | 0.35 | 0.42 | 0.45 | 0.42 | 0.47 | 0.37 | 0.45 | 0.59 | 0.59 | 0.39 | 0.35 | 0.51 | 0.45 | 0.46 | 1.00 | 0.46 | 0.48 | 0.56 | 0.42 | 0.49 | 0.50 |
| AXP | 0.23 | 0.22 | 0.33 | 0.30 | 0.33 | 0.30 | 0.46 | 0.36 | 0.40 | 0.35 | 0.38 | 0.51 | 0.38 | 0.44 | 0.40 | 0.64 | 0.75 | 0.39 | 0.52 | 0.49 | 0.46 | 1.00 | 0.49 | 0.49 | 0.60 | 0.58 | 0.61 |
| FIX | 0.33 | 0.24 | 0.27 | 0.28 | 0.33 | 0.35 | 0.41 | 0.32 | 0.45 | 0.36 | 0.37 | 0.41 | 0.44 | 0.42 | 0.41 | 0.47 | 0.47 | 0.52 | 0.63 | 0.74 | 0.48 | 0.49 | 1.00 | 0.59 | 0.53 | 0.52 | 0.60 |
| TT | 0.27 | 0.29 | 0.24 | 0.28 | 0.29 | 0.38 | 0.38 | 0.36 | 0.42 | 0.39 | 0.40 | 0.40 | 0.46 | 0.50 | 0.50 | 0.48 | 0.42 | 0.59 | 0.54 | 0.61 | 0.56 | 0.49 | 0.59 | 1.00 | 0.49 | 0.51 | 0.64 |
| EVR | 0.25 | 0.19 | 0.34 | 0.30 | 0.39 | 0.39 | 0.44 | 0.39 | 0.39 | 0.38 | 0.37 | 0.46 | 0.43 | 0.41 | 0.36 | 0.63 | 0.63 | 0.46 | 0.55 | 0.54 | 0.42 | 0.60 | 0.53 | 0.49 | 1.00 | 0.66 | 0.61 |
| KKR | 0.21 | 0.21 | 0.40 | 0.45 | 0.43 | 0.44 | 0.37 | 0.48 | 0.45 | 0.52 | 0.45 | 0.47 | 0.46 | 0.43 | 0.42 | 0.52 | 0.54 | 0.46 | 0.49 | 0.49 | 0.49 | 0.58 | 0.52 | 0.51 | 0.66 | 1.00 | 0.58 |
| PH | 0.29 | 0.24 | 0.32 | 0.28 | 0.34 | 0.34 | 0.40 | 0.33 | 0.37 | 0.38 | 0.38 | 0.49 | 0.45 | 0.45 | 0.45 | 0.60 | 0.60 | 0.53 | 0.65 | 0.63 | 0.50 | 0.61 | 0.60 | 0.64 | 0.61 | 0.58 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 1, 2020