bob
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
bob
Last updated Jan 10, 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 | 0.62% | -1.93% | 5.98% | 23.72% | 12.67% | 11.33% |
| bob | 1.19% | -0.78% | 4.21% | 10.85% | 4.02% | N/A |
| Portfolio components: | ||||||
EQNR Equinor ASA | 6.80% | 7.07% | -1.13% | -6.11% | 11.21% | N/A |
NEM Newmont Goldcorp Corporation | 5.13% | -5.69% | -16.14% | 5.68% | 1.65% | 8.83% |
OXY Occidental Petroleum Corporation | 3.60% | 6.53% | -16.01% | -8.42% | 3.65% | -0.73% |
EPD Enterprise Products Partners L.P. | 3.44% | 0.78% | 15.21% | 29.71% | 11.09% | 7.10% |
KMI Kinder Morgan, Inc. | 3.25% | 5.21% | 43.88% | 66.83% | 12.59% | 1.30% |
VZ | -2.63% | -7.94% | -4.24% | 4.52% | -2.96% | N/A |
ENB Enbridge Inc. | 3.75% | 4.04% | 26.99% | 27.97% | 9.23% | 5.67% |
MAIN Main Street Capital Corporation | -0.26% | 6.50% | 16.55% | 44.36% | 14.61% | 16.03% |
STAG | -1.54% | -7.34% | -9.04% | -10.51% | 5.37% | N/A |
BNS The Bank of Nova Scotia | -2.41% | -6.10% | 13.49% | 15.52% | 4.64% | 5.25% |
TFC | 1.31% | -5.40% | 11.43% | 22.65% | -0.25% | N/A |
USB | 1.44% | -4.93% | 18.23% | 16.97% | 1.21% | N/A |
UL | -0.99% | -4.38% | 0.71% | 18.73% | 3.55% | N/A |
BTI British American Tobacco p.l.c. | 1.16% | -0.62% | 18.67% | 33.72% | 4.02% | 2.93% |
TXN | 2.21% | 0.78% | -2.91% | 17.86% | 11.15% | N/A |
NTR Nutrien Ltd. | 6.88% | -0.26% | -1.42% | -6.20% | 3.93% | N/A |
PM Philip Morris International Inc. | 1.25% | -4.47% | 18.66% | 35.46% | 12.84% | 9.38% |
TRV | 0.78% | -1.97% | 17.18% | 28.02% | 14.94% | N/A |
WHR | -0.89% | -8.41% | 8.11% | 0.63% | -1.10% | N/A |
AEM Agnico Eagle Mines Limited | 6.58% | -1.13% | 12.80% | 64.00% | 9.85% | 12.51% |
FNV Franco-Nevada Corporation | 8.30% | 4.47% | 0.51% | 21.49% | 5.49% | 10.22% |
GOLD Barrick Gold Corporation | 2.19% | -7.58% | -11.70% | -6.49% | 0.31% | 5.34% |
RGLD Royal Gold, Inc. | 3.68% | -7.77% | 0.89% | 13.30% | 4.94% | 8.20% |
VYMI | 0.56% | -2.20% | -0.91% | 8.64% | 6.00% | N/A |
EWS iShares MSCI Singapore ETF | 2.01% | -0.73% | 13.29% | 28.62% | 2.73% | 2.93% |
VNQ | -1.56% | -6.30% | 2.86% | 4.36% | 2.79% | N/A |
HII Huntington Ingalls Industries, Inc. | 0.37% | -0.69% | -23.78% | -23.38% | -4.77% | 7.02% |
EL The Estee Lauder Companies Inc. | -1.76% | -10.80% | -26.63% | -44.50% | -18.07% | 1.15% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.09% | 0.34% | 2.45% | 5.15% | 2.36% | 1.63% |
*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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.64% | 0.41% | 3.99% | -0.87% | 2.09% | -0.40% | 4.16% | 1.87% | 0.39% | -0.60% | 2.33% | -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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of bob is 36, 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 | |
|---|---|---|---|---|---|
EQNR Equinor ASA | -0.28 | -0.20 | 0.98 | -0.22 | -0.72 |
NEM Newmont Goldcorp Corporation | 0.10 | 0.39 | 1.05 | 0.06 | 0.25 |
OXY Occidental Petroleum Corporation | -0.44 | -0.48 | 0.94 | -0.25 | -0.55 |
EPD Enterprise Products Partners L.P. | 2.24 | 3.17 | 1.41 | 2.57 | 9.42 |
KMI Kinder Morgan, Inc. | 3.50 | 4.83 | 1.63 | 6.94 | 25.36 |
VZ | 0.22 | 0.45 | 1.06 | 0.18 | 0.91 |
ENB Enbridge Inc. | 1.99 | 2.84 | 1.34 | 1.32 | 9.28 |
MAIN Main Street Capital Corporation | 3.13 | 3.96 | 1.60 | 4.63 | 17.67 |
STAG | -0.52 | -0.62 | 0.93 | -0.46 | -1.34 |
BNS The Bank of Nova Scotia | 0.95 | 1.37 | 1.17 | 0.51 | 2.97 |
TFC | 0.87 | 1.49 | 1.17 | 0.54 | 4.57 |
USB | 0.67 | 1.13 | 1.13 | 0.52 | 2.63 |
UL | 1.11 | 1.77 | 1.22 | 1.07 | 3.41 |
BTI British American Tobacco p.l.c. | 1.93 | 2.83 | 1.37 | 1.17 | 7.62 |
TXN | 0.62 | 1.06 | 1.12 | 1.04 | 2.70 |
NTR Nutrien Ltd. | -0.23 | -0.16 | 0.98 | -0.11 | -0.41 |
PM Philip Morris International Inc. | 1.70 | 2.63 | 1.35 | 2.95 | 9.50 |
TRV | 1.22 | 1.70 | 1.26 | 2.36 | 4.93 |
WHR | 0.01 | 0.33 | 1.04 | 0.01 | 0.03 |
AEM Agnico Eagle Mines Limited | 2.15 | 2.66 | 1.34 | 1.53 | 12.03 |
FNV Franco-Nevada Corporation | 0.76 | 1.16 | 1.14 | 0.56 | 3.11 |
GOLD Barrick Gold Corporation | -0.20 | -0.06 | 0.99 | -0.14 | -0.59 |
RGLD Royal Gold, Inc. | 0.54 | 0.91 | 1.11 | 0.50 | 2.23 |
VYMI | 0.74 | 1.05 | 1.13 | 1.06 | 2.86 |
EWS iShares MSCI Singapore ETF | 2.00 | 2.76 | 1.37 | 1.56 | 12.94 |
VNQ | 0.28 | 0.48 | 1.06 | 0.17 | 1.08 |
HII Huntington Ingalls Industries, Inc. | -0.67 | -0.62 | 0.86 | -0.64 | -1.35 |
EL The Estee Lauder Companies Inc. | -1.05 | -1.54 | 0.79 | -0.56 | -1.33 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.69 | 266.73 | 155.00 | 473.07 | 4,342.18 |
bob
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
bob provided a 4.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.69% | 4.73% | 4.80% | 2.75% | 1.83% | 2.07% | 2.83% | 2.80% | 1.74% | 1.45% | 1.74% | 1.36% |
| Portfolio components: | ||||||||||||
EQNR Equinor ASA | 11.40% | 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 | 2.56% | 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 | 1.72% | 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. | 6.41% | 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. | 4.05% | 4.18% | 6.38% | 6.10% | 6.76% | 7.59% | 4.49% | 4.71% | 2.77% | 2.41% | 12.94% | 4.02% |
VZ | 6.90% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
ENB Enbridge Inc. | 6.05% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
MAIN Main Street Capital Corporation | 7.13% | 7.07% | 8.70% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
STAG | 4.44% | 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 | 5.99% | 5.84% | 6.40% | 6.40% | 4.02% | 4.94% | 3.54% | 5.10% | 3.75% | 3.98% | 6.63% | 4.11% |
TFC | 4.73% | 4.79% | 5.63% | 4.65% | 3.18% | 3.76% | 3.04% | 3.60% | 2.53% | 2.45% | 2.78% | 2.44% |
USB | 4.08% | 4.14% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% |
UL | 3.32% | 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. | 8.09% | 8.18% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% |
TXN | 2.74% | 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. | 4.52% | 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. | 4.35% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
TRV | 1.71% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% |
WHR | 6.17% | 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 | 1.92% | 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 | 1.13% | 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 | 2.53% | 2.58% | 2.21% | 3.78% | 4.11% | 1.36% | 0.70% | 1.40% | 0.83% | 0.50% | 1.89% | 1.86% |
RGLD Royal Gold, Inc. | 1.21% | 1.21% | 1.24% | 1.24% | 1.14% | 1.05% | 0.87% | 1.17% | 1.17% | 1.45% | 1.81% | 1.36% |
VYMI | 4.82% | 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 | 4.19% | 4.28% | 6.49% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% | 3.35% |
VNQ | 3.92% | 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. | 2.77% | 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. | 3.16% | 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 | 5.02% | 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 1.79%.
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 |
| -4.08% | Jun 8, 2021 | 124 | Dec 1, 2021 | 23 | Jan 4, 2022 | 147 |
| -4.04% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current bob volatility is 2.33%, 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 | AEM | VZ | GOLD | RGLD | FNV | UL | NEM | PM | BTI | EL | HII | TRV | EQNR | OXY | TXN | MAIN | NTR | EPD | WHR | STAG | EWS | TFC | USB | ENB | KMI | VNQ | BNS | VYMI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.01 | 0.01 | 0.02 | 0.02 | -0.00 | 0.01 | -0.02 | 0.00 | -0.03 | 0.02 | 0.01 | -0.02 | 0.00 | 0.01 | -0.01 | -0.02 | 0.01 | -0.02 | -0.01 | 0.02 | -0.02 | -0.01 | -0.01 | 0.03 | 0.01 | 0.01 | -0.00 |
| AEM | 0.01 | 1.00 | 0.13 | 0.84 | 0.78 | 0.77 | 0.22 | 0.78 | 0.14 | 0.17 | 0.14 | 0.08 | 0.05 | 0.16 | 0.11 | 0.13 | 0.08 | 0.13 | 0.15 | 0.12 | 0.17 | 0.21 | 0.02 | 0.04 | 0.23 | 0.19 | 0.22 | 0.18 | 0.27 |
| VZ | 0.01 | 0.13 | 1.00 | 0.14 | 0.14 | 0.14 | 0.29 | 0.17 | 0.36 | 0.29 | 0.21 | 0.27 | 0.35 | 0.16 | 0.14 | 0.20 | 0.24 | 0.19 | 0.20 | 0.28 | 0.32 | 0.17 | 0.32 | 0.34 | 0.28 | 0.27 | 0.39 | 0.30 | 0.30 |
| GOLD | 0.01 | 0.84 | 0.14 | 1.00 | 0.76 | 0.74 | 0.22 | 0.80 | 0.15 | 0.16 | 0.15 | 0.08 | 0.07 | 0.17 | 0.13 | 0.15 | 0.08 | 0.14 | 0.15 | 0.13 | 0.17 | 0.21 | 0.03 | 0.05 | 0.22 | 0.19 | 0.22 | 0.19 | 0.27 |
| RGLD | 0.02 | 0.78 | 0.14 | 0.76 | 1.00 | 0.71 | 0.23 | 0.74 | 0.15 | 0.17 | 0.16 | 0.11 | 0.07 | 0.16 | 0.13 | 0.18 | 0.11 | 0.18 | 0.15 | 0.15 | 0.20 | 0.20 | 0.05 | 0.06 | 0.21 | 0.20 | 0.26 | 0.20 | 0.27 |
| FNV | 0.02 | 0.77 | 0.14 | 0.74 | 0.71 | 1.00 | 0.22 | 0.70 | 0.16 | 0.18 | 0.15 | 0.11 | 0.06 | 0.17 | 0.16 | 0.16 | 0.12 | 0.18 | 0.16 | 0.15 | 0.20 | 0.22 | 0.05 | 0.08 | 0.27 | 0.21 | 0.23 | 0.22 | 0.28 |
| UL | -0.00 | 0.22 | 0.29 | 0.22 | 0.23 | 0.22 | 1.00 | 0.22 | 0.34 | 0.40 | 0.35 | 0.25 | 0.29 | 0.16 | 0.09 | 0.26 | 0.24 | 0.15 | 0.13 | 0.27 | 0.38 | 0.32 | 0.20 | 0.23 | 0.30 | 0.22 | 0.41 | 0.32 | 0.44 |
| NEM | 0.01 | 0.78 | 0.17 | 0.80 | 0.74 | 0.70 | 0.22 | 1.00 | 0.19 | 0.21 | 0.16 | 0.13 | 0.09 | 0.19 | 0.15 | 0.17 | 0.10 | 0.18 | 0.18 | 0.16 | 0.22 | 0.26 | 0.10 | 0.11 | 0.26 | 0.24 | 0.27 | 0.22 | 0.30 |
| PM | -0.02 | 0.14 | 0.36 | 0.15 | 0.15 | 0.16 | 0.34 | 0.19 | 1.00 | 0.51 | 0.31 | 0.29 | 0.37 | 0.23 | 0.20 | 0.24 | 0.24 | 0.24 | 0.24 | 0.32 | 0.35 | 0.28 | 0.35 | 0.38 | 0.36 | 0.35 | 0.41 | 0.39 | 0.41 |
| BTI | 0.00 | 0.17 | 0.29 | 0.16 | 0.17 | 0.18 | 0.40 | 0.21 | 0.51 | 1.00 | 0.26 | 0.28 | 0.32 | 0.29 | 0.24 | 0.22 | 0.26 | 0.28 | 0.24 | 0.28 | 0.32 | 0.34 | 0.31 | 0.33 | 0.39 | 0.33 | 0.37 | 0.40 | 0.49 |
| EL | -0.03 | 0.14 | 0.21 | 0.15 | 0.16 | 0.15 | 0.35 | 0.16 | 0.31 | 0.26 | 1.00 | 0.29 | 0.28 | 0.21 | 0.23 | 0.46 | 0.34 | 0.30 | 0.25 | 0.42 | 0.39 | 0.44 | 0.36 | 0.37 | 0.31 | 0.27 | 0.46 | 0.42 | 0.51 |
| HII | 0.02 | 0.08 | 0.27 | 0.08 | 0.11 | 0.11 | 0.25 | 0.13 | 0.29 | 0.28 | 0.29 | 1.00 | 0.46 | 0.32 | 0.37 | 0.30 | 0.34 | 0.37 | 0.34 | 0.37 | 0.37 | 0.29 | 0.43 | 0.44 | 0.36 | 0.42 | 0.39 | 0.41 | 0.41 |
| TRV | 0.01 | 0.05 | 0.35 | 0.07 | 0.07 | 0.06 | 0.29 | 0.09 | 0.37 | 0.32 | 0.28 | 0.46 | 1.00 | 0.28 | 0.30 | 0.27 | 0.35 | 0.33 | 0.30 | 0.34 | 0.37 | 0.29 | 0.52 | 0.55 | 0.37 | 0.40 | 0.42 | 0.44 | 0.45 |
| EQNR | -0.02 | 0.16 | 0.16 | 0.17 | 0.16 | 0.17 | 0.16 | 0.19 | 0.23 | 0.29 | 0.21 | 0.32 | 0.28 | 1.00 | 0.63 | 0.26 | 0.28 | 0.47 | 0.49 | 0.25 | 0.17 | 0.39 | 0.34 | 0.35 | 0.48 | 0.55 | 0.24 | 0.43 | 0.57 |
| OXY | 0.00 | 0.11 | 0.14 | 0.13 | 0.13 | 0.16 | 0.09 | 0.15 | 0.20 | 0.24 | 0.23 | 0.37 | 0.30 | 0.63 | 1.00 | 0.28 | 0.33 | 0.49 | 0.56 | 0.28 | 0.19 | 0.34 | 0.41 | 0.42 | 0.50 | 0.63 | 0.25 | 0.42 | 0.48 |
| TXN | 0.01 | 0.13 | 0.20 | 0.15 | 0.18 | 0.16 | 0.26 | 0.17 | 0.24 | 0.22 | 0.46 | 0.30 | 0.27 | 0.26 | 0.28 | 1.00 | 0.36 | 0.33 | 0.29 | 0.45 | 0.37 | 0.49 | 0.41 | 0.41 | 0.31 | 0.33 | 0.44 | 0.44 | 0.57 |
| MAIN | -0.01 | 0.08 | 0.24 | 0.08 | 0.11 | 0.12 | 0.24 | 0.10 | 0.24 | 0.26 | 0.34 | 0.34 | 0.35 | 0.28 | 0.33 | 0.36 | 1.00 | 0.34 | 0.37 | 0.42 | 0.41 | 0.39 | 0.46 | 0.43 | 0.40 | 0.42 | 0.47 | 0.46 | 0.48 |
| NTR | -0.02 | 0.13 | 0.19 | 0.14 | 0.18 | 0.18 | 0.15 | 0.18 | 0.24 | 0.28 | 0.30 | 0.37 | 0.33 | 0.47 | 0.49 | 0.33 | 0.34 | 1.00 | 0.41 | 0.35 | 0.27 | 0.39 | 0.41 | 0.40 | 0.45 | 0.45 | 0.33 | 0.49 | 0.53 |
| EPD | 0.01 | 0.15 | 0.20 | 0.15 | 0.15 | 0.16 | 0.13 | 0.18 | 0.24 | 0.24 | 0.25 | 0.34 | 0.30 | 0.49 | 0.56 | 0.29 | 0.37 | 0.41 | 1.00 | 0.31 | 0.29 | 0.35 | 0.39 | 0.39 | 0.54 | 0.67 | 0.36 | 0.45 | 0.47 |
| WHR | -0.02 | 0.12 | 0.28 | 0.13 | 0.15 | 0.15 | 0.27 | 0.16 | 0.32 | 0.28 | 0.42 | 0.37 | 0.34 | 0.25 | 0.28 | 0.45 | 0.42 | 0.35 | 0.31 | 1.00 | 0.43 | 0.39 | 0.49 | 0.50 | 0.34 | 0.36 | 0.50 | 0.48 | 0.50 |
| STAG | -0.01 | 0.17 | 0.32 | 0.17 | 0.20 | 0.20 | 0.38 | 0.22 | 0.35 | 0.32 | 0.39 | 0.37 | 0.37 | 0.17 | 0.19 | 0.37 | 0.41 | 0.27 | 0.29 | 0.43 | 1.00 | 0.35 | 0.40 | 0.42 | 0.36 | 0.35 | 0.81 | 0.42 | 0.45 |
| EWS | 0.02 | 0.21 | 0.17 | 0.21 | 0.20 | 0.22 | 0.32 | 0.26 | 0.28 | 0.34 | 0.44 | 0.29 | 0.29 | 0.39 | 0.34 | 0.49 | 0.39 | 0.39 | 0.35 | 0.39 | 0.35 | 1.00 | 0.42 | 0.42 | 0.40 | 0.36 | 0.42 | 0.56 | 0.74 |
| TFC | -0.02 | 0.02 | 0.32 | 0.03 | 0.05 | 0.05 | 0.20 | 0.10 | 0.35 | 0.31 | 0.36 | 0.43 | 0.52 | 0.34 | 0.41 | 0.41 | 0.46 | 0.41 | 0.39 | 0.49 | 0.40 | 0.42 | 1.00 | 0.83 | 0.41 | 0.48 | 0.47 | 0.62 | 0.58 |
| USB | -0.01 | 0.04 | 0.34 | 0.05 | 0.06 | 0.08 | 0.23 | 0.11 | 0.38 | 0.33 | 0.37 | 0.44 | 0.55 | 0.35 | 0.42 | 0.41 | 0.43 | 0.40 | 0.39 | 0.50 | 0.42 | 0.42 | 0.83 | 1.00 | 0.41 | 0.48 | 0.48 | 0.61 | 0.57 |
| ENB | -0.01 | 0.23 | 0.28 | 0.22 | 0.21 | 0.27 | 0.30 | 0.26 | 0.36 | 0.39 | 0.31 | 0.36 | 0.37 | 0.48 | 0.50 | 0.31 | 0.40 | 0.45 | 0.54 | 0.34 | 0.36 | 0.40 | 0.41 | 0.41 | 1.00 | 0.66 | 0.46 | 0.57 | 0.58 |
| KMI | 0.03 | 0.19 | 0.27 | 0.19 | 0.20 | 0.21 | 0.22 | 0.24 | 0.35 | 0.33 | 0.27 | 0.42 | 0.40 | 0.55 | 0.63 | 0.33 | 0.42 | 0.45 | 0.67 | 0.36 | 0.35 | 0.36 | 0.48 | 0.48 | 0.66 | 1.00 | 0.46 | 0.50 | 0.53 |
| VNQ | 0.01 | 0.22 | 0.39 | 0.22 | 0.26 | 0.23 | 0.41 | 0.27 | 0.41 | 0.37 | 0.46 | 0.39 | 0.42 | 0.24 | 0.25 | 0.44 | 0.47 | 0.33 | 0.36 | 0.50 | 0.81 | 0.42 | 0.47 | 0.48 | 0.46 | 0.46 | 1.00 | 0.50 | 0.54 |
| BNS | 0.01 | 0.18 | 0.30 | 0.19 | 0.20 | 0.22 | 0.32 | 0.22 | 0.39 | 0.40 | 0.42 | 0.41 | 0.44 | 0.43 | 0.42 | 0.44 | 0.46 | 0.49 | 0.45 | 0.48 | 0.42 | 0.56 | 0.62 | 0.61 | 0.57 | 0.50 | 0.50 | 1.00 | 0.72 |
| VYMI | -0.00 | 0.27 | 0.30 | 0.27 | 0.27 | 0.28 | 0.44 | 0.30 | 0.41 | 0.49 | 0.51 | 0.41 | 0.45 | 0.57 | 0.48 | 0.57 | 0.48 | 0.53 | 0.47 | 0.50 | 0.45 | 0.74 | 0.58 | 0.57 | 0.58 | 0.53 | 0.54 | 0.72 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 17, 2018