bob
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
bob
Last updated Apr 18, 2025
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in bob, 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.
bob
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is May 16, 2018, corresponding to the inception date of EQNR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| bob | 6.15% | 0.54% | 3.76% | 14.98% | 6.88% | N/A |
| Portfolio components: | ||||||
EQNR Equinor ASA | -0.07% | -5.63% | -0.25% | -6.39% | 19.72% | N/A |
NEM Newmont Goldcorp Corporation | 48.86% | 15.21% | -1.35% | 46.12% | 1.80% | 11.50% |
OXY Occidental Petroleum Corporation | -19.22% | -16.66% | -22.48% | -38.75% | 25.03% | -3.94% |
EPD Enterprise Products Partners L.P. | 0.50% | -8.22% | 10.17% | 17.16% | 23.07% | 6.30% |
KMI Kinder Morgan, Inc. | -0.05% | -1.53% | 11.63% | 60.57% | 20.00% | 0.37% |
VZ | 13.94% | 1.17% | 3.91% | 18.23% | 0.11% | N/A |
ENB Enbridge Inc. | 8.53% | 4.52% | 11.75% | 45.27% | 16.87% | 4.42% |
MAIN Main Street Capital Corporation | -6.90% | -6.57% | 6.50% | 22.79% | 26.61% | 14.04% |
STAG | -0.94% | -6.19% | -12.02% | -0.86% | 9.44% | N/A |
BNS The Bank of Nova Scotia | -8.96% | -0.27% | -8.60% | 8.27% | 10.34% | 3.93% |
TFC | -16.31% | -12.12% | -14.51% | 5.66% | 6.29% | N/A |
USB | -19.18% | -8.57% | -21.83% | 1.19% | 6.23% | N/A |
UL | 13.53% | 8.74% | 3.20% | 41.25% | 7.58% | N/A |
BTI British American Tobacco p.l.c. | 18.82% | 4.59% | 24.52% | 60.91% | 11.04% | 3.80% |
TXN | -20.25% | -17.28% | -24.09% | -7.91% | 8.51% | N/A |
NTR Nutrien Ltd. | 18.61% | 1.93% | 11.25% | 5.98% | 11.84% | N/A |
PM Philip Morris International Inc. | 36.81% | 7.03% | 38.57% | 88.27% | 22.22% | 12.33% |
TRV | 6.65% | -1.78% | -2.58% | 26.05% | 22.17% | N/A |
WHR | -29.94% | -15.42% | -22.21% | -18.70% | -1.18% | N/A |
AEM Agnico Eagle Mines Limited | 56.05% | 14.85% | 49.22% | 98.36% | 20.78% | 17.15% |
FNV Franco-Nevada Corporation | 45.87% | 10.90% | 35.27% | 43.67% | 7.63% | 14.39% |
GOLD Barrick Gold Corporation | 30.86% | 4.35% | 0.30% | 23.48% | -1.18% | 6.67% |
RGLD Royal Gold, Inc. | 41.09% | 19.88% | 25.31% | 52.14% | 12.77% | 12.81% |
VYMI | 8.39% | -3.13% | 3.26% | 15.08% | 14.27% | N/A |
EWS iShares MSCI Singapore ETF | 5.72% | -1.99% | 7.94% | 34.40% | 9.79% | 2.73% |
VNQ | -1.51% | -3.83% | -8.48% | 15.04% | 6.68% | N/A |
HII Huntington Ingalls Industries, Inc. | 17.05% | 5.23% | -14.96% | -17.08% | 4.70% | 6.72% |
EL The Estee Lauder Companies Inc. | -27.00% | -19.94% | -39.53% | -59.65% | -19.78% | -2.88% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.38% | 2.21% | 4.90% | 2.52% | 1.75% |
*Annualized
Monthly Returns
The table below presents the monthly returns of bob, 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 | 2.88% | 1.71% | 1.77% | -0.33% | 6.15% | ||||||||
| 2024 | -1.64% | 0.41% | 3.99% | -0.87% | 2.09% | -0.40% | 4.16% | 1.87% | 0.39% | -0.60% | 2.32% | -2.94% | 8.86% |
| 2023 | 3.95% | -3.68% | 0.59% | 0.79% | -4.16% | 2.69% | 1.79% | -1.99% | -1.79% | -1.58% | 3.65% | 2.70% | 2.53% |
| 2022 | -0.61% | 1.83% | 2.82% | -3.00% | 0.44% | -4.89% | 1.49% | -1.96% | -4.38% | 3.14% | 4.07% | -1.31% | -2.82% |
| 2021 | -0.71% | 1.21% | 3.90% | 2.65% | 2.66% | -1.68% | 0.66% | -0.54% | -2.00% | 2.41% | -1.78% | 3.37% | 10.35% |
| 2020 | -0.81% | -4.69% | -8.70% | 7.80% | 1.77% | 0.50% | 3.16% | 0.89% | -1.99% | -0.47% | 2.69% | 1.29% | 0.49% |
| 2019 | 4.27% | 1.37% | 0.91% | 0.57% | -1.88% | 3.98% | 0.76% | 0.83% | 0.40% | 0.12% | 0.63% | 2.13% | 14.85% |
| 2018 | -0.36% | 0.42% | 0.35% | -1.07% | -0.02% | -1.73% | 0.96% | -2.85% | -4.27% |
Expense Ratio
bob has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
EWS: 0.50%
BIL: 0.14%
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, bob is among the top 7% 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: 1.72
^GSPC: 0.24
Portfolio: 2.30
^GSPC: 0.47
Portfolio: 1.36
^GSPC: 1.07
Portfolio: 2.36
^GSPC: 0.24
Portfolio: 11.12
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EQNR Equinor ASA | -0.26 | -0.16 | 0.98 | -0.23 | -0.72 |
NEM Newmont Goldcorp Corporation | 1.26 | 1.75 | 1.26 | 0.91 | 2.67 |
OXY Occidental Petroleum Corporation | -1.23 | -1.77 | 0.76 | -0.78 | -1.74 |
EPD Enterprise Products Partners L.P. | 0.98 | 1.36 | 1.20 | 1.13 | 4.53 |
KMI Kinder Morgan, Inc. | 2.47 | 2.89 | 1.48 | 3.33 | 9.47 |
VZ | 0.81 | 1.14 | 1.17 | 0.78 | 3.39 |
ENB Enbridge Inc. | 2.81 | 3.58 | 1.49 | 2.25 | 15.15 |
MAIN Main Street Capital Corporation | 1.11 | 1.56 | 1.23 | 1.11 | 4.70 |
STAG | -0.13 | -0.02 | 1.00 | -0.11 | -0.32 |
BNS The Bank of Nova Scotia | 0.50 | 0.78 | 1.10 | 0.29 | 1.25 |
TFC | 0.18 | 0.49 | 1.06 | 0.14 | 0.72 |
USB | -0.08 | 0.09 | 1.01 | -0.07 | -0.25 |
UL | 2.20 | 2.98 | 1.44 | 2.55 | 5.64 |
BTI British American Tobacco p.l.c. | 3.24 | 3.75 | 1.61 | 2.30 | 13.60 |
TXN | -0.24 | -0.09 | 0.99 | -0.27 | -0.80 |
NTR Nutrien Ltd. | 0.22 | 0.52 | 1.06 | 0.11 | 0.39 |
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
TRV | 0.63 | 0.98 | 1.14 | 1.34 | 3.23 |
WHR | -0.43 | -0.37 | 0.95 | -0.32 | -1.28 |
AEM Agnico Eagle Mines Limited | 3.14 | 3.49 | 1.48 | 4.99 | 21.00 |
FNV Franco-Nevada Corporation | 1.66 | 2.12 | 1.29 | 1.55 | 7.08 |
GOLD Barrick Gold Corporation | 0.73 | 1.20 | 1.15 | 0.58 | 2.01 |
RGLD Royal Gold, Inc. | 2.04 | 2.54 | 1.36 | 3.28 | 9.74 |
VYMI | 0.96 | 1.40 | 1.19 | 1.21 | 4.23 |
EWS iShares MSCI Singapore ETF | 1.77 | 2.47 | 1.40 | 2.17 | 11.98 |
VNQ | 0.79 | 1.17 | 1.15 | 0.55 | 2.79 |
HII Huntington Ingalls Industries, Inc. | -0.40 | -0.22 | 0.95 | -0.40 | -0.81 |
EL The Estee Lauder Companies Inc. | -1.16 | -1.83 | 0.74 | -0.69 | -1.42 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
bob
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
bob provided a 4.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.59% | 4.73% | 4.79% | 2.75% | 1.83% | 2.07% | 2.83% | 2.80% | 1.74% | 1.45% | 1.74% | 1.36% |
| Portfolio components: | ||||||||||||
EQNR Equinor ASA | 11.51% | 12.18% | 8.85% | 4.13% | 2.24% | 4.32% | 4.85% | 2.37% | 0.00% | 0.00% | 0.00% | 0.00% |
NEM Newmont Goldcorp Corporation | 1.82% | 2.69% | 3.87% | 4.66% | 3.55% | 1.74% | 3.31% | 1.62% | 0.67% | 0.37% | 0.56% | 1.19% |
OXY Occidental Petroleum Corporation | 2.27% | 1.78% | 1.21% | 0.83% | 0.14% | 4.74% | 7.62% | 5.05% | 4.15% | 4.24% | 4.39% | 3.46% |
EPD Enterprise Products Partners L.P. | 6.77% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% |
KMI Kinder Morgan, Inc. | 4.24% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
VZ | 6.13% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
ENB Enbridge Inc. | 5.85% | 6.28% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
MAIN Main Street Capital Corporation | 7.79% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
STAG | 4.47% | 4.38% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% |
BNS The Bank of Nova Scotia | 6.43% | 5.84% | 6.40% | 6.40% | 4.02% | 4.94% | 3.54% | 5.10% | 3.75% | 3.98% | 6.63% | 4.11% |
TFC | 5.79% | 4.79% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% | 2.44% |
USB | 5.21% | 4.14% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% |
UL | 2.94% | 3.29% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% |
BTI British American Tobacco p.l.c. | 7.03% | 8.18% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% |
TXN | 3.58% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
NTR Nutrien Ltd. | 4.12% | 4.83% | 3.76% | 2.63% | 2.45% | 3.74% | 3.67% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% |
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
TRV | 1.64% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% |
WHR | 8.88% | 6.11% | 5.75% | 4.95% | 2.32% | 2.69% | 3.22% | 4.26% | 2.55% | 2.15% | 2.35% | 1.48% |
AEM Agnico Eagle Mines Limited | 1.32% | 2.05% | 2.92% | 3.08% | 2.63% | 1.35% | 1.10% | 1.09% | 0.89% | 0.86% | 1.22% | 1.29% |
FNV Franco-Nevada Corporation | 0.85% | 1.22% | 1.23% | 0.94% | 0.84% | 0.82% | 0.72% | 1.35% | 1.14% | 1.46% | 1.81% | 1.59% |
GOLD Barrick Gold Corporation | 1.98% | 2.58% | 2.21% | 3.78% | 4.11% | 1.36% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% | 1.86% |
RGLD Royal Gold, Inc. | 0.92% | 1.21% | 1.24% | 1.24% | 1.14% | 1.05% | 0.87% | 1.17% | 1.17% | 1.45% | 1.81% | 1.36% |
VYMI | 4.48% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
EWS iShares MSCI Singapore ETF | 4.05% | 4.28% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% |
VNQ | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
HII Huntington Ingalls Industries, Inc. | 2.41% | 2.78% | 1.93% | 2.07% | 2.46% | 2.48% | 1.44% | 1.59% | 1.07% | 1.14% | 1.34% | 0.89% |
EL The Estee Lauder Companies Inc. | 3.71% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
bob
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the bob. 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 bob was 19.46%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.
The current bob drawdown is 1.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.46% | Jan 22, 2020 | 43 | Mar 23, 2020 | 180 | Dec 7, 2020 | 223 |
| -13.78% | Apr 21, 2022 | 109 | Sep 26, 2022 | 452 | Jul 16, 2024 | 561 |
| -7.02% | Jul 11, 2018 | 116 | Dec 24, 2018 | 37 | Feb 19, 2019 | 153 |
| -6.28% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
| -4.08% | Jun 8, 2021 | 124 | Dec 1, 2021 | 23 | Jan 4, 2022 | 147 |
Volatility
Volatility Chart
The current bob volatility is 5.82%, 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.
bob
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.
| BIL | VZ | AEM | GOLD | RGLD | FNV | UL | NEM | PM | BTI | HII | EL | EQNR | TRV | OXY | TXN | MAIN | NTR | EPD | WHR | STAG | EWS | TFC | USB | ENB | KMI | VNQ | BNS | VYMI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.02 | 0.01 | 0.02 | 0.02 | 0.01 | 0.02 | -0.03 | 0.00 | 0.01 | -0.03 | -0.03 | 0.00 | -0.01 | -0.00 | -0.00 | -0.04 | 0.01 | -0.02 | -0.02 | 0.01 | -0.03 | -0.03 | -0.01 | 0.02 | -0.01 | -0.00 | -0.01 |
| VZ | 0.02 | 1.00 | 0.13 | 0.14 | 0.15 | 0.13 | 0.29 | 0.16 | 0.37 | 0.30 | 0.26 | 0.21 | 0.15 | 0.35 | 0.14 | 0.19 | 0.23 | 0.18 | 0.21 | 0.27 | 0.31 | 0.16 | 0.30 | 0.33 | 0.27 | 0.26 | 0.38 | 0.28 | 0.30 |
| AEM | 0.02 | 0.13 | 1.00 | 0.84 | 0.78 | 0.77 | 0.22 | 0.77 | 0.14 | 0.18 | 0.08 | 0.14 | 0.15 | 0.05 | 0.11 | 0.13 | 0.08 | 0.14 | 0.15 | 0.12 | 0.16 | 0.21 | 0.02 | 0.03 | 0.23 | 0.19 | 0.22 | 0.18 | 0.27 |
| GOLD | 0.01 | 0.14 | 0.84 | 1.00 | 0.76 | 0.74 | 0.22 | 0.80 | 0.15 | 0.17 | 0.08 | 0.15 | 0.16 | 0.07 | 0.13 | 0.15 | 0.08 | 0.14 | 0.14 | 0.13 | 0.17 | 0.22 | 0.04 | 0.05 | 0.23 | 0.20 | 0.22 | 0.19 | 0.27 |
| RGLD | 0.02 | 0.15 | 0.78 | 0.76 | 1.00 | 0.71 | 0.23 | 0.74 | 0.16 | 0.18 | 0.11 | 0.16 | 0.16 | 0.07 | 0.13 | 0.17 | 0.11 | 0.18 | 0.16 | 0.14 | 0.20 | 0.21 | 0.05 | 0.07 | 0.21 | 0.20 | 0.26 | 0.20 | 0.28 |
| FNV | 0.02 | 0.13 | 0.77 | 0.74 | 0.71 | 1.00 | 0.22 | 0.69 | 0.15 | 0.19 | 0.11 | 0.14 | 0.17 | 0.07 | 0.16 | 0.16 | 0.11 | 0.18 | 0.17 | 0.14 | 0.19 | 0.22 | 0.05 | 0.08 | 0.27 | 0.22 | 0.23 | 0.22 | 0.29 |
| UL | 0.01 | 0.29 | 0.22 | 0.22 | 0.23 | 0.22 | 1.00 | 0.22 | 0.34 | 0.41 | 0.25 | 0.35 | 0.16 | 0.29 | 0.09 | 0.24 | 0.23 | 0.14 | 0.14 | 0.25 | 0.38 | 0.31 | 0.19 | 0.22 | 0.30 | 0.22 | 0.41 | 0.32 | 0.43 |
| NEM | 0.02 | 0.16 | 0.77 | 0.80 | 0.74 | 0.69 | 0.22 | 1.00 | 0.19 | 0.21 | 0.14 | 0.15 | 0.19 | 0.09 | 0.15 | 0.17 | 0.10 | 0.18 | 0.17 | 0.16 | 0.21 | 0.26 | 0.10 | 0.11 | 0.26 | 0.24 | 0.27 | 0.22 | 0.31 |
| PM | -0.03 | 0.37 | 0.14 | 0.15 | 0.16 | 0.15 | 0.34 | 0.19 | 1.00 | 0.52 | 0.27 | 0.31 | 0.22 | 0.36 | 0.19 | 0.25 | 0.24 | 0.24 | 0.25 | 0.31 | 0.36 | 0.28 | 0.35 | 0.37 | 0.35 | 0.34 | 0.41 | 0.38 | 0.41 |
| BTI | 0.00 | 0.30 | 0.18 | 0.17 | 0.18 | 0.19 | 0.41 | 0.21 | 0.52 | 1.00 | 0.28 | 0.25 | 0.28 | 0.32 | 0.23 | 0.21 | 0.25 | 0.27 | 0.24 | 0.27 | 0.32 | 0.33 | 0.30 | 0.33 | 0.39 | 0.31 | 0.37 | 0.39 | 0.49 |
| HII | 0.01 | 0.26 | 0.08 | 0.08 | 0.11 | 0.11 | 0.25 | 0.14 | 0.27 | 0.28 | 1.00 | 0.29 | 0.31 | 0.46 | 0.36 | 0.30 | 0.34 | 0.36 | 0.34 | 0.36 | 0.37 | 0.28 | 0.42 | 0.44 | 0.35 | 0.42 | 0.39 | 0.40 | 0.41 |
| EL | -0.03 | 0.21 | 0.14 | 0.15 | 0.16 | 0.14 | 0.35 | 0.15 | 0.31 | 0.25 | 0.29 | 1.00 | 0.22 | 0.28 | 0.24 | 0.45 | 0.34 | 0.30 | 0.26 | 0.42 | 0.39 | 0.44 | 0.36 | 0.37 | 0.31 | 0.27 | 0.47 | 0.41 | 0.51 |
| EQNR | -0.03 | 0.15 | 0.15 | 0.16 | 0.16 | 0.17 | 0.16 | 0.19 | 0.22 | 0.28 | 0.31 | 0.22 | 1.00 | 0.28 | 0.63 | 0.25 | 0.28 | 0.47 | 0.49 | 0.25 | 0.17 | 0.39 | 0.34 | 0.34 | 0.48 | 0.54 | 0.24 | 0.42 | 0.56 |
| TRV | 0.00 | 0.35 | 0.05 | 0.07 | 0.07 | 0.07 | 0.29 | 0.09 | 0.36 | 0.32 | 0.46 | 0.28 | 0.28 | 1.00 | 0.29 | 0.27 | 0.35 | 0.32 | 0.30 | 0.34 | 0.38 | 0.28 | 0.52 | 0.54 | 0.37 | 0.39 | 0.43 | 0.44 | 0.45 |
| OXY | -0.01 | 0.14 | 0.11 | 0.13 | 0.13 | 0.16 | 0.09 | 0.15 | 0.19 | 0.23 | 0.36 | 0.24 | 0.63 | 0.29 | 1.00 | 0.29 | 0.33 | 0.49 | 0.55 | 0.29 | 0.20 | 0.34 | 0.41 | 0.42 | 0.49 | 0.62 | 0.26 | 0.41 | 0.48 |
| TXN | -0.00 | 0.19 | 0.13 | 0.15 | 0.17 | 0.16 | 0.24 | 0.17 | 0.25 | 0.21 | 0.30 | 0.45 | 0.25 | 0.27 | 0.29 | 1.00 | 0.36 | 0.32 | 0.29 | 0.45 | 0.37 | 0.48 | 0.42 | 0.42 | 0.30 | 0.33 | 0.45 | 0.43 | 0.56 |
| MAIN | -0.00 | 0.23 | 0.08 | 0.08 | 0.11 | 0.11 | 0.23 | 0.10 | 0.24 | 0.25 | 0.34 | 0.34 | 0.28 | 0.35 | 0.33 | 0.36 | 1.00 | 0.33 | 0.38 | 0.42 | 0.41 | 0.40 | 0.47 | 0.44 | 0.39 | 0.42 | 0.47 | 0.46 | 0.48 |
| NTR | -0.04 | 0.18 | 0.14 | 0.14 | 0.18 | 0.18 | 0.14 | 0.18 | 0.24 | 0.27 | 0.36 | 0.30 | 0.47 | 0.32 | 0.49 | 0.32 | 0.33 | 1.00 | 0.39 | 0.35 | 0.27 | 0.38 | 0.40 | 0.39 | 0.44 | 0.44 | 0.32 | 0.48 | 0.52 |
| EPD | 0.01 | 0.21 | 0.15 | 0.14 | 0.16 | 0.17 | 0.14 | 0.17 | 0.25 | 0.24 | 0.34 | 0.26 | 0.49 | 0.30 | 0.55 | 0.29 | 0.38 | 0.39 | 1.00 | 0.31 | 0.30 | 0.35 | 0.39 | 0.39 | 0.54 | 0.67 | 0.37 | 0.44 | 0.47 |
| WHR | -0.02 | 0.27 | 0.12 | 0.13 | 0.14 | 0.14 | 0.25 | 0.16 | 0.31 | 0.27 | 0.36 | 0.42 | 0.25 | 0.34 | 0.29 | 0.45 | 0.42 | 0.35 | 0.31 | 1.00 | 0.43 | 0.39 | 0.49 | 0.50 | 0.33 | 0.35 | 0.50 | 0.47 | 0.49 |
| STAG | -0.02 | 0.31 | 0.16 | 0.17 | 0.20 | 0.19 | 0.38 | 0.21 | 0.36 | 0.32 | 0.37 | 0.39 | 0.17 | 0.38 | 0.20 | 0.37 | 0.41 | 0.27 | 0.30 | 0.43 | 1.00 | 0.36 | 0.40 | 0.42 | 0.37 | 0.36 | 0.81 | 0.42 | 0.46 |
| EWS | 0.01 | 0.16 | 0.21 | 0.22 | 0.21 | 0.22 | 0.31 | 0.26 | 0.28 | 0.33 | 0.28 | 0.44 | 0.39 | 0.28 | 0.34 | 0.48 | 0.40 | 0.38 | 0.35 | 0.39 | 0.36 | 1.00 | 0.42 | 0.42 | 0.41 | 0.36 | 0.42 | 0.56 | 0.74 |
| TFC | -0.03 | 0.30 | 0.02 | 0.04 | 0.05 | 0.05 | 0.19 | 0.10 | 0.35 | 0.30 | 0.42 | 0.36 | 0.34 | 0.52 | 0.41 | 0.42 | 0.47 | 0.40 | 0.39 | 0.49 | 0.40 | 0.42 | 1.00 | 0.83 | 0.41 | 0.49 | 0.48 | 0.61 | 0.57 |
| USB | -0.03 | 0.33 | 0.03 | 0.05 | 0.07 | 0.08 | 0.22 | 0.11 | 0.37 | 0.33 | 0.44 | 0.37 | 0.34 | 0.54 | 0.42 | 0.42 | 0.44 | 0.39 | 0.39 | 0.50 | 0.42 | 0.42 | 0.83 | 1.00 | 0.42 | 0.48 | 0.49 | 0.61 | 0.57 |
| ENB | -0.01 | 0.27 | 0.23 | 0.23 | 0.21 | 0.27 | 0.30 | 0.26 | 0.35 | 0.39 | 0.35 | 0.31 | 0.48 | 0.37 | 0.49 | 0.30 | 0.39 | 0.44 | 0.54 | 0.33 | 0.37 | 0.41 | 0.41 | 0.42 | 1.00 | 0.65 | 0.46 | 0.57 | 0.58 |
| KMI | 0.02 | 0.26 | 0.19 | 0.20 | 0.20 | 0.22 | 0.22 | 0.24 | 0.34 | 0.31 | 0.42 | 0.27 | 0.54 | 0.39 | 0.62 | 0.33 | 0.42 | 0.44 | 0.67 | 0.35 | 0.36 | 0.36 | 0.49 | 0.48 | 0.65 | 1.00 | 0.46 | 0.49 | 0.52 |
| VNQ | -0.01 | 0.38 | 0.22 | 0.22 | 0.26 | 0.23 | 0.41 | 0.27 | 0.41 | 0.37 | 0.39 | 0.47 | 0.24 | 0.43 | 0.26 | 0.45 | 0.47 | 0.32 | 0.37 | 0.50 | 0.81 | 0.42 | 0.48 | 0.49 | 0.46 | 0.46 | 1.00 | 0.50 | 0.54 |
| BNS | -0.00 | 0.28 | 0.18 | 0.19 | 0.20 | 0.22 | 0.32 | 0.22 | 0.38 | 0.39 | 0.40 | 0.41 | 0.42 | 0.44 | 0.41 | 0.43 | 0.46 | 0.48 | 0.44 | 0.47 | 0.42 | 0.56 | 0.61 | 0.61 | 0.57 | 0.49 | 0.50 | 1.00 | 0.72 |
| VYMI | -0.01 | 0.30 | 0.27 | 0.27 | 0.28 | 0.29 | 0.43 | 0.31 | 0.41 | 0.49 | 0.41 | 0.51 | 0.56 | 0.45 | 0.48 | 0.56 | 0.48 | 0.52 | 0.47 | 0.49 | 0.46 | 0.74 | 0.57 | 0.57 | 0.58 | 0.52 | 0.54 | 0.72 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 17, 2018