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JVV Current IRA since 19 Aug 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

JVV Current IRA since 19 Aug 2024

Last updated Nov 13, 2024

This is JVV's current IRA after 5 August selloff. Still a work in progress. First round of optimization done August 19-21, 2024. Updated 29 August 24- that day traded some XLK for NVDA and NTAP which went down. Then on August 30 sold SBSW and increase positions in NTAP and NVDA. Also 4x GIS were sold on a limit bases GIS should go to 3...4%).

Asset Allocation

LMT 4.58%COST 4.27%XLK 3.67%NEE 3.66%BRO 3.58%ARMK 3.5%MCK 3.44%UHS 3.42%GIS 3.41%O 3.33%EME 3.27%FANG 3.19%HLT 3.19%BAESY 3.16%TDG 2.99%CBOE 2.92%SYF 2.87%SBUX 2.78%GD 2.76%TJX 2.68%AJG 2.57%ITOCY 2.42%STLD 2.23%CTSH 2.17%ADM 2.11%NTR 2.04%LNG 2.01%ENB 1.93%NTAP 1.77%EW 1.73%CTRA 1.68%NVDA 1.63%MKC 1.33%PHM 1.3%TMO 1.28%CNI 1.22%NVO 1.14%DRI 1.02%EquityEquity
PositionCategory/SectorWeight
ADM
Archer-Daniels-Midland Company		Consumer Defensive
2.11%
AJG
Arthur J. Gallagher & Co.		Financial Services
2.57%
ARMK
Aramark		Consumer Cyclical
3.50%
BAESY
BAE Systems PLC		Industrials
3.16%
BRO
Brown & Brown, Inc.		Financial Services
3.58%
CBOE
Cboe Global Markets, Inc.		Financial Services
2.92%
CNI
Canadian National Railway Company		Industrials
1.22%
COST
Costco Wholesale Corporation		Consumer Defensive
4.27%
CTRA
Coterra Energy Inc.		Energy
1.68%
CTSH
Cognizant Technology Solutions Corporation		Technology
2.17%
DRI
Darden Restaurants, Inc.		Consumer Cyclical
1.02%
EME
EMCOR Group, Inc.		Industrials
3.27%
ENB
Enbridge Inc.		Energy
1.93%
EW
Edwards Lifesciences Corporation		Healthcare
1.73%
FANG
Diamondback Energy, Inc.		Energy
3.19%
GD
General Dynamics Corporation
2.76%
GIS
General Mills, Inc.		Consumer Defensive
3.41%
HLT
Hilton Worldwide Holdings Inc.		Consumer Cyclical
3.19%
ITOCY
Itochu Corp ADR		Industrials
2.42%
LMT
Lockheed Martin Corporation		Industrials
4.58%
LNG
2.01%
MCK
3.44%
MKC
1.33%
NEE
3.66%
NTAP
1.77%
NTR
2.04%
NVDA
1.63%
NVO
1.14%
O
3.33%
PHM
1.30%
SBUX
2.78%
SPTL
0.93%
STLD
2.23%
SYF
2.87%
TDG
2.99%
TJX
2.68%
TMO
1.28%
TYL
0.81%
UHS
3.42%
USD=X
0.01%
XLK
3.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JVV Current IRA since 19 Aug 2024, 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 Quarterly

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.27%
14.05%
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of ARMK

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
JVV Current IRA since 19 Aug 202429.81%1.07%12.63%36.45%20.14%N/A
Portfolio components:
ADM
Archer-Daniels-Midland Company		-26.91%-11.19%-13.67%-28.53%6.29%2.86%
AJG
Arthur J. Gallagher & Co.		32.21%1.92%17.79%22.05%26.90%22.49%
BAESY
BAE Systems PLC		27.96%5.23%3.57%35.52%23.16%13.96%
BRO
Brown & Brown, Inc.		59.04%6.26%27.08%54.50%24.29%22.78%
CNI
Canadian National Railway Company		-9.85%-3.42%-10.11%-0.71%5.53%6.68%
COST
Costco Wholesale Corporation		42.08%4.93%18.79%62.35%26.30%23.65%
CTRA
Coterra Energy Inc.		1.21%3.28%-8.55%-4.37%11.59%-0.12%
DRI
Darden Restaurants, Inc.		5.34%6.46%12.18%11.81%10.87%16.19%
ENB
Enbridge Inc.		23.72%2.50%15.99%33.94%8.62%5.12%
EW
Edwards Lifesciences Corporation		-13.69%-5.49%-27.01%0.03%-4.14%12.27%
GD
General Dynamics Corporation		22.60%3.38%6.97%28.44%13.01%10.62%
GIS
General Mills, Inc.		2.23%-9.28%-6.31%2.21%7.28%5.91%
LMT
Lockheed Martin Corporation		27.34%-7.35%23.46%30.85%10.10%14.83%
LNG
26.71%13.69%37.80%25.60%28.16%N/A
MKC
13.82%-5.50%3.78%18.17%0.61%N/A
NEE
24.98%-10.43%-2.37%32.98%7.34%N/A
O
4.03%-7.79%6.34%15.62%-0.71%N/A
SBUX
4.94%4.26%32.30%-4.59%5.17%N/A
TDG
41.46%-3.98%11.00%48.85%22.74%N/A
TJX
29.12%4.00%22.12%30.95%15.79%N/A
TMO
2.08%-10.44%-9.61%18.06%11.85%N/A
TYL
48.07%3.24%26.57%47.57%16.22%N/A
XLK
23.33%1.00%11.25%30.69%22.36%N/A
PHM
25.47%-9.59%5.91%47.71%27.43%N/A
FANG
Diamondback Energy, Inc.		20.58%-5.66%-7.45%20.03%22.80%12.78%
STLD
23.51%10.88%6.20%32.18%36.77%N/A
SYF
74.33%21.84%49.03%119.73%14.44%N/A
NTR
-13.88%-3.19%-16.26%-13.03%2.49%N/A
SPTL
-4.07%-2.88%0.70%5.67%-4.84%N/A
ARMK
Aramark		36.48%-1.81%13.35%46.93%4.97%7.54%
CBOE
Cboe Global Markets, Inc.		12.72%-2.90%12.90%13.81%12.02%14.21%
CTSH
Cognizant Technology Solutions Corporation		9.54%6.47%19.69%23.30%6.56%5.44%
HLT
Hilton Worldwide Holdings Inc.		37.92%5.40%22.68%50.50%19.79%17.48%
ITOCY
Itochu Corp ADR		26.08%-1.87%11.15%27.92%18.20%19.09%
MCK
33.88%21.28%12.25%36.77%32.76%N/A
UHS
35.06%-6.90%12.83%55.49%7.56%N/A
EME
EMCOR Group, Inc.		139.29%13.65%33.48%136.91%40.52%28.34%
NVO
4.63%-10.62%-20.20%9.11%31.08%N/A
NTAP
39.76%-4.68%10.22%56.56%16.67%N/A
NVDA
199.51%7.40%56.73%198.72%92.13%N/A
USD=X
0.00%0.00%0.00%0.00%0.00%N/A

Monthly Returns

The table below presents the monthly returns of JVV Current IRA since 19 Aug 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.75%5.49%5.54%-2.28%5.21%0.18%3.93%3.94%0.37%-1.84%29.81%
20235.03%-1.99%1.86%2.63%-2.57%7.48%1.94%-0.74%-4.15%0.31%6.87%3.65%21.44%
2022-2.96%4.30%3.66%-5.24%0.29%-7.21%8.89%-1.18%-7.83%11.89%5.98%-3.93%4.54%
2021-2.94%4.89%5.53%5.52%1.78%0.92%1.97%2.13%-1.64%5.34%-0.51%6.62%33.29%
20200.73%-7.68%-16.26%12.43%4.54%-1.40%5.10%7.04%-2.78%-2.44%14.56%4.67%15.45%
20199.32%3.42%2.21%3.23%-3.51%6.49%2.02%1.23%1.10%1.36%2.65%1.58%35.22%
20184.64%-4.14%-0.50%0.41%1.16%0.67%2.61%2.25%1.24%-5.93%1.41%-9.06%-5.95%

Expense Ratio

JVV Current IRA since 19 Aug 2024 has an expense ratio of 0.01%, 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JVV Current IRA since 19 Aug 2024 is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of JVV Current IRA since 19 Aug 2024 is 9595
Combined Rank
The Sharpe Ratio Rank of JVV Current IRA since 19 Aug 2024 is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of JVV Current IRA since 19 Aug 2024 is 9595Sortino Ratio Rank
The Omega Ratio Rank of JVV Current IRA since 19 Aug 2024 is 9393Omega Ratio Rank
The Calmar Ratio Rank of JVV Current IRA since 19 Aug 2024 is 9696Calmar Ratio Rank
The Martin Ratio Rank of JVV Current IRA since 19 Aug 2024 is 9595Martin 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.

JVV Current IRA since 19 Aug 2024
Sharpe ratio
The chart of Sharpe ratio for JVV Current IRA since 19 Aug 2024, currently valued at 3.69, compared to the broader market0.002.004.006.003.69
Sortino ratio
The chart of Sortino ratio for JVV Current IRA since 19 Aug 2024, currently valued at 5.23, compared to the broader market-2.000.002.004.006.005.23
Omega ratio
The chart of Omega ratio for JVV Current IRA since 19 Aug 2024, currently valued at 1.67, compared to the broader market0.801.001.201.401.601.802.001.67
Calmar ratio
The chart of Calmar ratio for JVV Current IRA since 19 Aug 2024, currently valued at 8.03, compared to the broader market0.005.0010.0015.008.03
Martin ratio
The chart of Martin ratio for JVV Current IRA since 19 Aug 2024, currently valued at 28.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.0028.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADM
Archer-Daniels-Midland Company		-0.86-0.940.83-0.63-1.43
AJG
Arthur J. Gallagher & Co.		0.971.321.191.393.60
BAESY
BAE Systems PLC		1.662.211.303.477.81
BRO
Brown & Brown, Inc.		2.793.721.526.2017.21
CNI
Canadian National Railway Company		-0.070.021.00-0.07-0.15
COST
Costco Wholesale Corporation		3.243.911.596.0515.62
CTRA
Coterra Energy Inc.		-0.16-0.070.99-0.12-0.38
DRI
Darden Restaurants, Inc.		0.490.911.110.551.10
ENB
Enbridge Inc.		2.163.101.381.399.59
EW
Edwards Lifesciences Corporation		-0.070.191.04-0.06-0.18
GD
General Dynamics Corporation		1.792.601.344.4213.69
GIS
General Mills, Inc.		0.110.291.040.070.41
LMT
Lockheed Martin Corporation		1.802.531.381.927.36
LNG
1.061.651.201.312.30
MKC
0.821.401.170.493.37
NEE
1.241.681.230.845.54
O
0.681.051.130.461.69
SBUX
-0.050.211.03-0.05-0.13
TDG
2.222.841.364.0312.61
TJX
2.062.921.384.0111.30
TMO
0.540.911.110.392.18
TYL
2.273.641.461.8416.43
XLK
1.351.841.251.715.88
PHM
1.562.181.283.227.98
FANG
Diamondback Energy, Inc.		0.771.221.161.092.92
STLD
0.991.701.201.152.57
SYF
3.494.611.583.0425.59
NTR
-0.46-0.520.94-0.22-0.95
SPTL
0.430.701.080.141.07
ARMK
Aramark		1.702.421.292.1914.59
CBOE
Cboe Global Markets, Inc.		0.590.971.120.841.86
CTSH
Cognizant Technology Solutions Corporation		0.831.311.150.571.84
HLT
Hilton Worldwide Holdings Inc.		2.603.461.444.1412.40
ITOCY
Itochu Corp ADR		1.041.621.201.745.64
MCK
1.331.721.321.443.72
UHS
1.732.321.333.039.26
EME
EMCOR Group, Inc.		4.554.721.739.4530.19
NVO
0.090.351.040.090.27
NTAP
1.752.901.413.779.71
NVDA
4.094.031.537.7824.80
USD=X
—————

Sharpe Ratio

The current JVV Current IRA since 19 Aug 2024 Sharpe ratio is 3.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.98, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of JVV Current IRA since 19 Aug 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.69
2.90
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JVV Current IRA since 19 Aug 2024 provided a 2.00% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.00%2.05%2.01%1.67%2.01%2.08%2.02%1.93%1.91%1.81%1.88%1.91%
Portfolio components:
ADM
Archer-Daniels-Midland Company		2.92%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
AJG
Arthur J. Gallagher & Co.		0.80%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%2.98%
BAESY
BAE Systems PLC		2.26%2.45%3.16%4.45%7.23%3.75%5.11%3.49%3.94%4.36%4.62%4.20%
BRO
Brown & Brown, Inc.		0.48%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
CNI
Canadian National Railway Company		2.19%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%
COST
Costco Wholesale Corporation		2.09%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
CTRA
Coterra Energy Inc.		3.29%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%
DRI
Darden Restaurants, Inc.		3.24%3.07%3.34%2.29%0.99%2.99%2.76%2.48%2.92%3.09%3.75%3.86%
ENB
Enbridge Inc.		4.77%7.29%6.79%6.86%7.56%5.57%6.70%4.72%3.79%4.42%2.47%2.82%
EW
Edwards Lifesciences 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%
GD
General Dynamics Corporation		1.79%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%1.76%
GIS
General Mills, Inc.		3.70%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
LMT
Lockheed Martin Corporation		2.23%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
LNG
0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MKC
2.19%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%
NEE
2.71%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
O
5.47%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
SBUX
1.73%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%0.00%
TDG
8.12%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
TJX
0.90%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%0.86%
TMO
0.28%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
TYL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
PHM
0.62%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
FANG
Diamondback Energy, Inc.		5.98%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%0.00%
STLD
1.25%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.09%2.33%2.25%
SYF
1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%0.00%
NTR
4.58%3.76%2.63%2.45%3.74%3.67%3.47%0.00%0.00%0.00%0.00%0.00%
SPTL
3.87%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%2.64%2.98%
ARMK
Aramark		1.00%1.19%1.06%1.19%1.14%1.01%1.47%0.97%1.09%1.09%1.00%0.00%
CBOE
Cboe Global Markets, Inc.		1.14%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%2.23%
CTSH
Cognizant Technology Solutions Corporation		1.46%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%0.00%
HLT
Hilton Worldwide Holdings Inc.		0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.51%0.96%0.00%0.00%
ITOCY
Itochu Corp ADR		0.00%0.00%0.00%2.65%2.83%3.53%3.93%2.83%3.68%3.30%4.09%3.26%
MCK
0.42%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
UHS
0.39%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%0.25%
EME
EMCOR Group, Inc.		0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%
NVO
1.35%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%1.72%
NTAP
1.69%2.27%3.33%2.13%2.90%2.83%2.01%1.41%2.10%2.60%1.52%0.73%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
USD=X
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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.68%
-0.29%
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JVV Current IRA since 19 Aug 2024. 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 JVV Current IRA since 19 Aug 2024 was 37.46%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current JVV Current IRA since 19 Aug 2024 drawdown is 0.68%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.46%Feb 21, 202022Mar 23, 2020165Nov 9, 2020187
-17.97%Sep 24, 201866Dec 24, 201863Mar 21, 2019129
-17.39%Apr 21, 202242Jun 17, 2022113Nov 23, 2022155
-9.53%Jan 29, 20189Feb 8, 2018138Aug 21, 2018147
-7.34%Jul 26, 202350Oct 3, 202333Nov 17, 202383

Volatility

Volatility Chart

The current JVV Current IRA since 19 Aug 2024 volatility is 3.30%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.30%
3.86%
JVV Current IRA since 19 Aug 2024
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.
USD=XSPTLGISBAESYNVOCBOEMKCCTRAITOCYNEELNGMCKFANGOLMTNVDANTRTYLCOSTDRITMOEWPHMSTLDENBUHSADMNTAPTJXSBUXHLTARMKAJGSYFCNIEMEGDTDGCTSHBROXLK
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
SPTL0.001.000.07-0.080.00-0.070.10-0.17-0.040.18-0.11-0.16-0.220.13-0.12-0.06-0.160.040.00-0.10-0.02-0.010.13-0.19-0.04-0.09-0.18-0.15-0.12-0.05-0.16-0.09-0.10-0.20-0.10-0.13-0.18-0.09-0.10-0.07-0.08
GIS0.000.071.000.050.100.160.550.150.060.320.070.280.030.290.29-0.030.080.120.230.110.190.140.130.050.210.180.280.050.150.200.030.110.250.100.170.090.240.070.130.260.07
BAESY0.00-0.080.051.000.150.100.060.120.170.120.140.160.210.090.250.090.230.090.090.120.080.130.150.200.240.210.210.160.150.140.200.210.170.200.230.220.290.250.190.160.14
NVO0.000.000.100.151.000.130.170.110.160.220.070.250.070.160.140.280.110.270.270.100.360.320.180.130.150.190.130.200.170.240.150.160.250.110.240.180.180.200.220.270.35
CBOE0.00-0.070.160.100.131.000.220.110.120.230.110.230.120.220.200.120.130.240.200.200.200.220.170.140.170.190.170.160.250.250.170.190.350.210.220.190.250.210.240.320.22
MKC0.000.100.550.060.170.221.000.110.150.410.080.260.040.380.300.090.150.240.340.200.320.260.260.110.270.250.280.170.230.310.130.180.340.160.270.180.280.190.260.360.24
CTRA0.00-0.170.150.120.110.110.111.000.150.140.390.230.550.180.230.140.380.130.150.190.150.140.200.310.370.260.390.280.230.160.250.270.180.320.280.290.330.230.260.200.22
ITOCY0.00-0.040.060.170.160.120.150.151.000.160.200.190.200.170.180.270.270.240.260.210.240.250.270.260.280.260.260.310.230.270.300.260.250.300.340.290.280.310.310.240.36
NEE0.000.180.320.120.220.230.410.140.161.000.110.180.070.470.260.150.140.280.310.190.310.300.280.110.310.220.260.150.220.330.130.220.360.180.300.200.290.260.280.370.28
LNG0.00-0.110.070.140.070.110.080.390.200.111.000.200.510.180.260.230.400.170.130.230.170.210.190.360.430.240.390.290.240.240.330.290.250.320.300.290.320.340.280.250.29
MCK0.00-0.160.280.160.250.230.260.230.190.180.201.000.220.230.310.170.200.170.290.220.240.260.210.280.290.370.340.260.310.270.220.280.330.260.280.320.370.280.310.340.27
FANG0.00-0.220.030.210.070.120.040.550.200.070.510.221.000.160.260.220.460.140.110.270.120.150.220.440.460.280.410.330.300.190.360.350.220.440.320.400.360.380.280.210.26
O0.000.130.290.090.160.220.380.180.170.470.180.230.161.000.270.130.210.250.290.290.280.300.360.200.360.330.330.210.300.380.230.350.350.300.310.270.300.310.340.370.28
LMT0.00-0.120.290.250.140.200.300.230.180.260.260.310.260.271.000.110.270.180.250.220.240.230.210.280.340.300.370.230.290.270.250.300.380.290.320.330.660.410.290.370.23
NVDA0.00-0.06-0.030.090.280.120.090.140.270.150.230.170.220.130.111.000.210.500.440.270.410.400.320.310.230.210.180.500.330.350.390.290.270.300.350.350.210.390.400.330.79
NTR0.00-0.160.080.230.110.130.150.380.270.140.400.200.460.210.270.211.000.180.190.270.240.190.270.470.450.300.510.330.290.270.370.350.250.400.430.370.380.350.340.260.30
TYL0.000.040.120.090.270.240.240.130.240.280.170.170.140.250.180.500.181.000.400.260.470.480.320.230.240.240.190.410.340.380.350.310.410.260.360.290.250.360.440.460.63
COST0.000.000.230.090.270.200.340.150.260.310.130.290.110.290.250.440.190.401.000.260.420.400.310.230.240.280.250.370.410.410.280.260.400.240.360.330.330.320.380.440.55
DRI0.00-0.100.110.120.100.200.200.190.210.190.230.220.270.290.220.270.270.260.261.000.220.270.390.360.290.400.310.370.460.450.480.480.330.470.340.420.340.410.390.370.37
TMO0.00-0.020.190.080.360.200.320.150.240.310.170.240.120.280.240.410.240.470.420.221.000.490.310.250.280.280.270.370.280.400.280.280.420.260.390.280.300.320.460.450.56
EW0.00-0.010.140.130.320.220.260.140.250.300.210.260.150.300.230.400.190.480.400.270.491.000.310.230.260.350.240.380.340.430.360.310.390.280.340.310.300.380.430.440.54
PHM0.000.130.130.150.180.170.260.200.270.280.190.210.220.360.210.320.270.320.310.390.310.311.000.340.330.380.280.350.390.360.380.390.330.420.370.450.310.410.390.390.42
STLD0.00-0.190.050.200.130.140.110.310.260.110.360.280.440.200.280.310.470.230.230.360.250.230.341.000.340.400.470.420.370.300.410.410.320.500.410.500.430.420.400.360.38
ENB0.00-0.040.210.240.150.170.270.370.280.310.430.290.460.360.340.230.450.240.240.290.280.260.330.341.000.350.410.330.300.330.350.380.330.400.460.350.380.390.380.330.34
UHS0.00-0.090.180.210.190.190.250.260.260.220.240.370.280.330.300.210.300.240.280.400.280.350.380.400.351.000.380.350.420.390.370.440.350.430.370.470.410.420.420.390.33
ADM0.00-0.180.280.210.130.170.280.390.260.260.390.340.410.330.370.180.510.190.250.310.270.240.280.470.410.381.000.360.360.320.360.380.340.470.410.420.470.350.410.350.31
NTAP0.00-0.150.050.160.200.160.170.280.310.150.290.260.330.210.230.500.330.410.370.370.370.380.350.420.330.350.361.000.410.370.440.410.340.450.410.470.380.420.470.380.61
TJX0.00-0.120.150.150.170.250.230.230.230.220.240.310.300.300.290.330.290.340.410.460.280.340.390.370.300.420.360.411.000.460.490.450.400.460.400.480.410.440.420.430.44
SBUX0.00-0.050.200.140.240.250.310.160.270.330.240.270.190.380.270.350.270.380.410.450.400.430.360.300.330.390.320.370.461.000.450.430.420.400.410.380.350.440.460.440.52
HLT0.00-0.160.030.200.150.170.130.250.300.130.330.220.360.230.250.390.370.350.280.480.280.360.380.410.350.370.360.440.490.451.000.560.360.540.390.490.390.570.430.380.49
ARMK0.00-0.090.110.210.160.190.180.270.260.220.290.280.350.350.300.290.350.310.260.480.280.310.390.410.380.440.380.410.450.430.561.000.370.530.390.480.420.480.440.400.42
AJG0.00-0.100.250.170.250.350.340.180.250.360.250.330.220.350.380.270.250.410.400.330.420.390.330.320.330.350.340.340.400.420.360.371.000.360.410.390.460.440.430.780.46
SYF0.00-0.200.100.200.110.210.160.320.300.180.320.260.440.300.290.300.400.260.240.470.260.280.420.500.400.430.470.450.460.400.540.530.361.000.420.500.450.480.450.380.42
CNI0.00-0.100.170.230.240.220.270.280.340.300.300.280.320.310.320.350.430.360.360.340.390.340.370.410.460.370.410.410.400.410.390.390.410.421.000.430.430.430.460.430.49
EME0.00-0.130.090.220.180.190.180.290.290.200.290.320.400.270.330.350.370.290.330.420.280.310.450.500.350.470.420.470.480.380.490.480.390.500.431.000.490.530.420.430.45
GD0.00-0.180.240.290.180.250.280.330.280.290.320.370.360.300.660.210.380.250.330.340.300.300.310.430.380.410.470.380.410.350.390.420.460.450.430.491.000.510.430.490.36
TDG0.00-0.090.070.250.200.210.190.230.310.260.340.280.380.310.410.390.350.360.320.410.320.380.410.420.390.420.350.420.440.440.570.480.440.480.430.530.511.000.440.450.50
CTSH0.00-0.100.130.190.220.240.260.260.310.280.280.310.280.340.290.400.340.440.380.390.460.430.390.400.380.420.410.470.420.460.430.440.430.450.460.420.430.441.000.460.59
BRO0.00-0.070.260.160.270.320.360.200.240.370.250.340.210.370.370.330.260.460.440.370.450.440.390.360.330.390.350.380.430.440.380.400.780.380.430.430.490.450.461.000.49
XLK0.00-0.080.070.140.350.220.240.220.360.280.290.270.260.280.230.790.300.630.550.370.560.540.420.380.340.330.310.610.440.520.490.420.460.420.490.450.360.500.590.491.00
The correlation results are calculated based on daily price changes starting from Jan 3, 2018