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5PORT_10
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5PORT_10

Currency in USD · Last updated May 28, 2025

AAPL,ADBE,AMAT,AMD,AMT,AMZN,ASML,AVGO,AXP,BA,BAC,ASX:BHP,BP,BSX,BUD,C,CARR,CAT,TSX:CNQ,COP,COST,CRM,CVX,DE,DSDVY,EMR,EW,EXPE,GOOGL,GS,HESAY,HMC,IEF,IR,ISNPY,ISRG,JNJ,JPM,LLY,MA,MBB,META,MS,MSFT,AMEX:MUB,NFLX,NKE,NOW,NRDBY,NVDA,NVS,ORCL,PEP,PG,RHHBY,SAP,SBUX,SCGLY,SCHW,SHEL,SMCAY,SONY,AMEX:SPTL,SU,TMO,TSM,UBS,UL,UNCRY,UNH,UNP,V,VCIT,WMT,WYNN,XOM

Asset Allocation

IEF 1.39%MBB 1.39%VCIT 1.39%AAPL 1.39%ADBE 1.39%AMAT 1.39%AMD 1.39%AMT 1.39%AMZN 1.39%ASML 1.39%AVGO 1.39%AXP 1.39%BA 1.39%BAC 1.39%BP 1.39%BSX 1.39%BUD 1.39%C 1.39%CARR 1.39%CAT 1.39%COP 1.39%COST 1.39%CRM 1.39%CVX 1.39%DE 1.39%DSDVY 1.39%EMR 1.39%EW 1.39%EXPE 1.39%GOOGL 1.39%GS 1.39%HESAY 1.39%HMC 1.39%IR 1.39%ISNPY 1.39%ISRG 1.39%JNJ 1.39%JPM 1.39%LLY 1.39%MA 1.39%META 1.39%MS 1.39%MSFT 1.39%NFLX 1.39%NKE 1.39%NOW 1.39%NRDBY 1.39%NVDA 1.39%NVS 1.39%ORCL 1.39%PEP 1.39%PG 1.39%RHHBY 1.39%SAP 1.39%SBUX 1.39%SCGLY 1.39%SCHW 1.39%SHEL 1.39%SMCAY 1.39%SONY 1.39%SU 1.39%TMO 1.39%TSM 1.39%UBS 1.39%UL 1.39%UNCRY 1.39%UNH 1.39%UNP 1.39%V 1.39%WMT 1.39%WYNN 1.39%XOM 1.39%BondBondEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
1.39%
ADBE
Adobe Inc		Technology
1.39%
AMAT
Applied Materials, Inc.		Technology
1.39%
AMD
Advanced Micro Devices, Inc.		Technology
1.39%
AMT
American Tower Corporation		Real Estate
1.39%
AMZN
Amazon.com, Inc.		Consumer Cyclical
1.39%
ASML
ASML Holding N.V.		Technology
1.39%
AVGO
Broadcom Inc.		Technology
1.39%
AXP
American Express Company		Financial Services
1.39%
BA
The Boeing Company		Industrials
1.39%
BAC
Bank of America Corporation		Financial Services
1.39%
BP
BP p.l.c.		Energy
1.39%
BSX
Boston Scientific Corporation		Healthcare
1.39%
BUD
Anheuser-Busch InBev SA/NV		Consumer Defensive
1.39%
C
Citigroup Inc.		Financial Services
1.39%
CARR
Carrier Global Corporation		Industrials
1.39%
CAT
Caterpillar Inc.		Industrials
1.39%
COP
ConocoPhillips Company		Energy
1.39%
COST
Costco Wholesale Corporation		Consumer Defensive
1.39%
CRM
salesforce.com, inc.		Technology
1.39%
CVX
Chevron Corporation		Energy
1.39%
DE
Deere & Company		Industrials
1.39%
DSDVY
DSV Panalpina A/S ADR		Industrials
1.39%
EMR
Emerson Electric Co.		Industrials
1.39%
EW
Edwards Lifesciences Corporation		Healthcare
1.39%
EXPE
Expedia Group, Inc.		Consumer Cyclical
1.39%
GOOGL
Alphabet Inc Class A		Communication Services
1.39%
GS
The Goldman Sachs Group, Inc.		Financial Services
1.39%
HESAY
Hermes International SA		Consumer Cyclical
1.39%
HMC
Honda Motor Co., Ltd.		Consumer Cyclical
1.39%
IEF
iShares 7-10 Year Treasury Bond ETF		Government Bonds
1.39%
IR
Ingersoll-Rand Plc		Industrials
1.39%
ISNPY
Intesa Sanpaolo SpA PK		Financial Services
1.39%
ISRG
Intuitive Surgical, Inc.		Healthcare
1.39%
JNJ
Johnson & Johnson		Healthcare
1.39%
JPM
JPMorgan Chase & Co.		Financial Services
1.39%
LLY
Eli Lilly and Company		Healthcare
1.39%
MA
Mastercard Inc		Financial Services
1.39%
MBB
iShares MBS Bond ETF		Mortgage Backed Securities
1.39%
META
Meta Platforms, Inc.		Communication Services
1.39%
MS
Morgan Stanley		Financial Services
1.39%
MSFT
Microsoft Corporation		Technology
1.39%
NFLX
Netflix, Inc.		Communication Services
1.39%
NKE
NIKE, Inc.		Consumer Cyclical
1.39%
NOW
ServiceNow, Inc.		Technology
1.39%
NRDBY
Nordea Bank Abp ADR		Financial Services
1.39%
NVDA
NVIDIA Corporation		Technology
1.39%
NVS
Novartis AG		Healthcare
1.39%
ORCL
Oracle Corporation		Technology
1.39%
PEP
PepsiCo, Inc.		Consumer Defensive
1.39%
PG
The Procter & Gamble Company		Consumer Defensive
1.39%
RHHBY
Roche Holding AG		Healthcare
1.39%
SAP
SAP SE		Technology
1.39%
SBUX
Starbucks Corporation		Consumer Cyclical
1.39%
SCGLY
Societe Generale ADR		Financial Services
1.39%
SCHW
The Charles Schwab Corporation		Financial Services
1.39%
SHEL
Shell plc		Energy
1.39%
SMCAY
SMC Corp Japan		Industrials
1.39%
SONY
Sony Group Corporation		Technology
1.39%
SU
Suncor Energy Inc.		Energy
1.39%
TMO
Thermo Fisher Scientific Inc.		Healthcare
1.39%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
1.39%
UBS
UBS Group AG		Financial Services
1.39%
UL
The Unilever Group		Consumer Defensive
1.39%
UNCRY
UniCredit SpA ADR		Financial Services
1.39%
UNH
UnitedHealth Group Incorporated		Healthcare
1.39%
UNP
Union Pacific Corporation		Industrials
1.39%
V
Visa Inc.		Financial Services
1.39%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		Corporate Bonds
1.39%
WMT
Walmart Inc.		Consumer Defensive
1.39%
WYNN
Wynn Resorts, Limited		Consumer Cyclical
1.39%
XOM
Exxon Mobil Corporation		Energy
1.39%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Apr 3, 2020, corresponding to the inception date of CARR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.68%7.17%-1.66%11.63%14.34%10.88%
5PORT_107.46%6.96%5.33%15.89%21.16%N/A
Portfolio components:
AAPL
Apple Inc		-19.86%-4.21%-14.62%5.88%20.95%21.24%
ADBE
Adobe Inc		-7.10%12.34%-21.36%-13.11%1.69%17.98%
AMAT
Applied Materials, Inc.		0.02%7.09%-6.08%-26.05%25.36%24.70%
AMD
Advanced Micro Devices, Inc.		-5.16%18.54%-16.82%-31.14%17.23%47.95%
AMT
American Tower Corporation		17.47%1.37%4.51%18.74%-1.07%11.28%
AMZN
Amazon.com, Inc.		-6.09%9.01%-0.89%13.98%11.41%25.38%
ASML
ASML Holding N.V.		9.73%12.06%13.18%-20.13%19.86%22.19%
AVGO
Broadcom Inc.		1.95%22.54%43.86%69.43%56.72%35.32%
AXP
American Express Company		-0.46%10.93%-3.32%24.73%26.18%15.61%
BA
The Boeing Company		13.58%12.97%33.34%15.19%6.06%4.91%
BAC
Bank of America Corporation		1.25%11.41%-6.29%14.14%15.03%12.72%
BP
BP p.l.c.		1.62%1.48%3.72%-15.67%10.09%2.38%
BSX
Boston Scientific Corporation		18.86%4.19%17.69%40.38%23.16%19.24%
BUD
Anheuser-Busch InBev SA/NV		42.40%9.68%32.21%9.63%9.63%-3.48%
C
Citigroup Inc.		8.82%11.17%9.82%22.72%13.14%6.34%
CARR
Carrier Global Corporation		5.96%20.43%-5.99%10.18%29.84%N/A
CAT
Caterpillar Inc.		-2.26%14.70%-13.06%2.40%26.39%18.23%
COP
ConocoPhillips Company		-12.29%-5.93%-18.54%-24.90%18.92%6.24%
COST
Costco Wholesale Corporation		11.35%4.29%5.02%26.34%28.99%23.87%
CRM
salesforce.com, inc.		-16.96%3.49%-19.01%2.40%9.04%14.39%
CVX
Chevron Corporation		-2.61%0.56%-13.21%-8.66%13.56%7.48%
DE
Deere & Company		20.70%10.96%11.35%37.93%28.89%20.59%
DSDVY
DSV Panalpina A/S ADR		12.82%21.89%14.90%57.76%17.89%N/A
EMR
Emerson Electric Co.		-1.54%15.41%-8.26%8.57%17.19%10.16%
EW
Edwards Lifesciences Corporation		2.96%0.24%6.53%-13.37%0.58%13.34%
EXPE
Expedia Group, Inc.		-11.27%3.05%-11.24%49.88%15.98%4.92%
GOOGL
Alphabet Inc Class A		-8.56%6.75%2.47%-0.72%19.63%20.34%
GS
The Goldman Sachs Group, Inc.		8.06%13.01%2.70%36.46%28.14%13.77%
HESAY
Hermes International SA		13.63%-0.33%26.26%14.67%27.72%22.54%
HMC
Honda Motor Co., Ltd.		7.07%-1.26%18.16%-6.16%5.53%2.10%
IEF
iShares 7-10 Year Treasury Bond ETF		3.13%-0.78%1.64%5.19%-2.86%0.80%
IR
Ingersoll-Rand Plc		-8.66%10.18%-21.11%-13.44%24.04%N/A
ISNPY
Intesa Sanpaolo SpA PK		41.36%6.42%50.99%54.79%36.27%11.45%
ISRG
Intuitive Surgical, Inc.		5.41%6.92%1.49%35.90%23.59%26.08%
JNJ
Johnson & Johnson		7.73%-0.01%0.83%7.67%3.74%7.29%
JPM
JPMorgan Chase & Co.		11.93%8.93%7.33%35.24%25.01%18.16%
LLY
Eli Lilly and Company		-5.70%-17.84%-7.77%-9.57%38.54%27.10%
MA
Mastercard Inc		9.45%7.70%9.05%28.10%14.35%20.80%
MBB
iShares MBS Bond ETF		1.94%-0.86%0.80%5.38%-1.03%0.90%
META
Meta Platforms, Inc.		9.80%17.37%12.18%34.80%23.41%23.34%
MS
Morgan Stanley		4.29%12.27%-0.13%34.73%27.87%16.15%
MSFT
Microsoft Corporation		9.72%17.78%8.05%7.92%21.53%27.48%
NFLX
Netflix, Inc.		35.93%9.99%38.85%87.33%23.99%29.81%
NKE
NIKE, Inc.		-16.55%9.04%-18.22%-30.23%-7.49%3.32%
NOW
ServiceNow, Inc.		-3.09%8.69%-3.99%39.12%22.14%29.64%
NRDBY
Nordea Bank Abp ADR		43.80%6.80%41.26%28.09%25.51%10.13%
NVDA
NVIDIA Corporation		0.91%22.06%-1.02%27.31%74.16%73.90%
NVS
Novartis AG		20.53%0.95%12.98%16.67%11.18%6.91%
ORCL
Oracle Corporation		-2.24%16.91%-14.42%33.22%26.60%15.83%
PEP
PepsiCo, Inc.		-12.84%-1.51%-17.58%-23.74%2.82%6.21%
PG
The Procter & Gamble Company		1.32%4.19%-5.27%3.97%10.33%10.95%
RHHBY
Roche Holding AG		16.95%-0.10%15.20%29.09%1.22%3.65%
SAP
SAP SE		23.67%9.54%29.53%55.84%21.54%16.92%
SBUX
Starbucks Corporation		-3.45%4.55%-12.50%13.07%4.32%7.42%
SCGLY
Societe Generale ADR		99.62%14.68%110.42%90.51%35.00%6.39%
SCHW
The Charles Schwab Corporation		20.54%11.23%8.46%24.36%21.40%12.22%
SHEL
Shell plc		8.75%2.35%5.16%-1.86%20.01%6.12%
SMCAY
SMC Corp Japan		-3.75%16.95%-12.87%-27.01%-6.10%2.89%
SONY
Sony Group Corporation		25.52%6.37%37.12%65.97%17.35%17.56%
SU
Suncor Energy Inc.		1.23%0.34%-7.69%-7.56%20.43%6.00%
TMO
Thermo Fisher Scientific Inc.		-22.36%-4.88%-21.21%-30.70%3.57%12.36%
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.48%19.73%8.28%25.27%33.91%26.60%
UBS
UBS Group AG		7.34%6.73%4.35%5.43%28.37%9.45%
UL
The Unilever Group		14.31%2.64%9.66%20.68%7.23%7.25%
UNCRY
UniCredit SpA ADR		65.93%11.01%76.05%72.65%56.99%N/A
UNH
UnitedHealth Group Incorporated		-41.43%-29.53%-50.99%-41.02%0.87%11.08%
UNP
Union Pacific Corporation		-1.08%5.19%-7.63%-1.14%7.85%10.71%
V
Visa Inc.		14.07%7.38%15.61%31.85%13.89%18.82%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		2.92%0.24%2.02%6.97%0.78%2.82%
WMT
Walmart Inc.		8.56%2.87%7.66%50.78%20.51%16.94%
WYNN
Wynn Resorts, Limited		7.98%12.99%1.28%-1.09%2.64%0.51%
XOM
Exxon Mobil Corporation		-2.01%-3.77%-10.65%-5.55%23.61%6.54%
*Annualized

Monthly Returns

The table below presents the monthly returns of 5PORT_10, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.07%0.76%-3.90%-0.46%6.12%7.46%
20242.48%4.42%3.53%-3.23%3.80%1.75%1.68%2.53%1.54%-1.05%4.35%-2.44%20.75%
20239.12%-1.48%3.15%1.97%0.19%6.54%3.78%-1.56%-4.42%-2.52%9.94%5.55%33.32%
2022-3.06%-3.23%1.68%-9.38%1.98%-9.62%9.09%-4.22%-9.29%9.87%10.07%-3.85%-12.20%
2021-1.66%6.76%3.57%4.01%3.23%2.19%1.61%2.48%-2.92%6.44%-1.95%4.22%31.18%
202016.04%4.81%3.09%4.56%7.64%-3.97%-3.26%16.34%4.37%59.19%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

5PORT_10 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.

IEF
iShares 7-10 Year Treasury Bond ETF
MBB
iShares MBS Bond ETF
VCIT
Vanguard Intermediate-Term Corporate Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5PORT_10 is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 5PORT_10 is 6868
Overall Rank
The Sharpe Ratio Rank of 5PORT_10 is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of 5PORT_10 is 6565
Sortino Ratio Rank
The Omega Ratio Rank of 5PORT_10 is 7171
Omega Ratio Rank
The Calmar Ratio Rank of 5PORT_10 is 6565
Calmar Ratio Rank
The Martin Ratio Rank of 5PORT_10 is 7171
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
AAPL
Apple Inc		0.180.471.060.160.50
ADBE
Adobe Inc		-0.36-0.310.95-0.29-0.68
AMAT
Applied Materials, Inc.		-0.54-0.480.94-0.50-0.86
AMD
Advanced Micro Devices, Inc.		-0.59-0.620.93-0.49-1.01
AMT
American Tower Corporation		0.680.931.120.421.22
AMZN
Amazon.com, Inc.		0.410.751.090.401.05
ASML
ASML Holding N.V.		-0.42-0.190.97-0.38-0.57
AVGO
Broadcom Inc.		1.111.881.251.734.78
AXP
American Express Company		0.771.211.170.832.60
BA
The Boeing Company		0.390.561.070.160.59
BAC
Bank of America Corporation		0.490.841.120.511.51
BP
BP p.l.c.		-0.55-0.560.92-0.50-1.08
BSX
Boston Scientific Corporation		1.832.311.372.6310.72
BUD
Anheuser-Busch InBev SA/NV		0.420.751.090.240.71
C
Citigroup Inc.		0.671.061.150.712.12
CARR
Carrier Global Corporation		0.310.701.090.330.76
CAT
Caterpillar Inc.		0.080.251.030.010.03
COP
ConocoPhillips Company		-0.76-0.950.87-0.70-1.87
COST
Costco Wholesale Corporation		1.211.761.231.604.59
CRM
salesforce.com, inc.		0.060.211.03-0.05-0.12
CVX
Chevron Corporation		-0.35-0.290.96-0.39-0.95
DE
Deere & Company		1.321.941.221.576.16
DSDVY
DSV Panalpina A/S ADR		1.772.721.341.346.72
EMR
Emerson Electric Co.		0.270.551.070.250.65
EW
Edwards Lifesciences Corporation		-0.33-0.200.96-0.29-0.67
EXPE
Expedia Group, Inc.		1.141.861.240.974.21
GOOGL
Alphabet Inc Class A		-0.020.151.02-0.05-0.11
GS
The Goldman Sachs Group, Inc.		1.071.631.231.173.83
HESAY
Hermes International SA		0.470.951.120.701.85
HMC
Honda Motor Co., Ltd.		-0.19-0.031.00-0.16-0.45
IEF
iShares 7-10 Year Treasury Bond ETF		0.781.111.130.251.55
IR
Ingersoll-Rand Plc		-0.42-0.420.95-0.39-0.95
ISNPY
Intesa Sanpaolo SpA PK		1.922.541.352.5610.83
ISRG
Intuitive Surgical, Inc.		1.061.781.251.434.42
JNJ
Johnson & Johnson		0.410.341.050.180.47
JPM
JPMorgan Chase & Co.		1.251.881.271.515.05
LLY
Eli Lilly and Company		-0.25-0.080.99-0.36-0.68
MA
Mastercard Inc		1.331.751.251.596.82
MBB
iShares MBS Bond ETF		0.911.271.150.452.26
META
Meta Platforms, Inc.		0.951.611.211.113.36
MS
Morgan Stanley		1.021.471.211.113.48
MSFT
Microsoft Corporation		0.310.631.080.330.73
NFLX
Netflix, Inc.		2.723.521.474.6615.23
NKE
NIKE, Inc.		-0.74-0.850.87-0.45-1.30
NOW
ServiceNow, Inc.		0.901.331.190.872.38
NRDBY
Nordea Bank Abp ADR		0.991.551.211.713.46
NVDA
NVIDIA Corporation		0.461.311.171.162.84
NVS
Novartis AG		0.841.121.150.751.61
ORCL
Oracle Corporation		0.781.291.170.882.34
PEP
PepsiCo, Inc.		-1.21-1.780.79-0.84-2.01
PG
The Procter & Gamble Company		0.210.291.040.210.45
RHHBY
Roche Holding AG		1.191.651.220.793.36
SAP
SAP SE		1.932.741.352.9812.27
SBUX
Starbucks Corporation		0.320.771.100.270.84
SCGLY
Societe Generale ADR		2.273.011.442.587.88
SCHW
The Charles Schwab Corporation		0.831.071.160.592.09
SHEL
Shell plc		-0.080.071.01-0.08-0.17
SMCAY
SMC Corp Japan		-0.75-0.970.88-0.47-1.16
SONY
Sony Group Corporation		2.142.721.351.8111.04
SU
Suncor Energy Inc.		-0.25-0.170.98-0.36-0.92
TMO
Thermo Fisher Scientific Inc.		-1.13-1.720.80-0.78-2.00
TSM
Taiwan Semiconductor Manufacturing Company Limited		0.551.121.140.772.03
UBS
UBS Group AG		0.180.571.080.311.03
UL
The Unilever Group		1.101.631.231.352.85
UNCRY
UniCredit SpA ADR		2.002.561.353.3010.57
UNH
UnitedHealth Group Incorporated		-0.93-1.170.80-0.76-2.46
UNP
Union Pacific Corporation		-0.050.031.00-0.12-0.31
V
Visa Inc.		1.451.921.292.097.34
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		1.251.741.220.724.03
WMT
Walmart Inc.		2.132.871.392.337.59
WYNN
Wynn Resorts, Limited		-0.030.231.03-0.04-0.12
XOM
Exxon Mobil Corporation		-0.23-0.260.97-0.38-0.82

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.

5PORT_10 Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 1.22
  • All Time: 1.40

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 0.55 to 1.08, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 5PORT_10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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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

5PORT_10 provided a 1.88% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.88%1.98%1.94%1.90%1.59%1.94%2.14%2.41%1.79%2.01%2.06%1.68%
Portfolio components:
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ADBE
Adobe 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%
AMAT
Applied Materials, Inc.		1.03%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%
AMD
Advanced Micro Devices, 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%
AMT
American Tower Corporation		3.07%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%1.42%
AMZN
Amazon.com, 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%
ASML
ASML Holding N.V.		0.89%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
AVGO
Broadcom Inc.		0.95%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
AXP
American Express Company		0.99%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
BA
The Boeing Company		0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%
BAC
Bank of America Corporation		2.31%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%
BP
BP p.l.c.		6.59%6.18%4.71%3.94%4.83%9.21%6.48%6.36%5.66%6.37%7.63%6.14%
BSX
Boston Scientific 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%
BUD
Anheuser-Busch InBev SA/NV		1.50%1.76%1.27%0.67%0.99%0.81%2.45%3.84%2.88%3.03%2.58%2.38%
C
Citigroup Inc.		2.97%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%
CARR
Carrier Global Corporation		1.15%1.16%1.30%1.54%0.94%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
CAT
Caterpillar Inc.		1.60%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
COP
ConocoPhillips Company		3.41%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
CRM
salesforce.com, inc.		0.58%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CVX
Chevron Corporation		4.85%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
DE
Deere & Company		1.21%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
DSDVY
DSV Panalpina A/S ADR		0.41%0.48%0.53%0.54%0.27%0.21%0.30%0.50%0.33%0.57%0.57%0.00%
EMR
Emerson Electric Co.		1.74%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
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%
EXPE
Expedia Group, Inc.		0.24%0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%
GOOGL
Alphabet Inc Class A		0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GS
The Goldman Sachs Group, Inc.		1.91%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%
HESAY
Hermes International SA		0.53%1.13%0.65%0.57%0.31%0.81%0.68%0.91%0.76%0.92%2.53%1.04%
HMC
Honda Motor Co., Ltd.		4.59%3.23%3.30%4.11%2.74%2.23%2.90%3.19%3.02%5.37%3.30%4.39%
IEF
iShares 7-10 Year Treasury Bond ETF		3.72%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%
IR
Ingersoll-Rand Plc		0.10%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%
ISNPY
Intesa Sanpaolo SpA PK		6.75%8.45%8.58%7.31%9.31%0.00%8.52%11.20%5.72%6.17%2.36%2.39%
ISRG
Intuitive Surgical, 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%
JNJ
Johnson & Johnson		3.28%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
JPM
JPMorgan Chase & Co.		1.90%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
LLY
Eli Lilly and Company		0.77%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
MA
Mastercard Inc		0.49%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
MBB
iShares MBS Bond ETF		4.09%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MS
Morgan Stanley		2.86%2.82%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
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%
NKE
NIKE, Inc.		2.45%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%
NOW
ServiceNow, 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%
NRDBY
Nordea Bank Abp ADR		6.78%9.08%7.05%7.30%7.47%10.90%9.62%10.05%5.72%6.39%6.23%5.09%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
NVS
Novartis AG		3.53%3.88%3.44%3.91%4.08%3.40%2.87%3.72%3.50%4.06%3.51%3.14%
ORCL
Oracle Corporation		1.05%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
PEP
PepsiCo, Inc.		4.14%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
PG
The Procter & Gamble Company		2.43%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
RHHBY
Roche Holding AG		3.45%3.99%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%
SAP
SAP SE		0.84%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
SBUX
Starbucks Corporation		2.76%2.54%2.25%2.02%1.57%1.57%1.69%2.05%1.83%1.53%0.87%0.00%
SCGLY
Societe Generale ADR		2.23%3.43%6.76%6.98%1.90%0.00%7.16%8.65%4.66%4.49%2.83%3.31%
SCHW
The Charles Schwab Corporation		1.17%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
SHEL
Shell plc		4.21%4.39%3.76%3.48%3.78%5.44%6.14%5.48%4.79%5.88%6.98%4.72%
SMCAY
SMC Corp Japan		0.00%0.00%0.00%0.00%0.80%0.62%0.79%1.18%0.86%0.77%0.61%0.62%
SONY
Sony Group Corporation		0.25%0.58%0.59%0.69%0.43%0.46%0.54%0.56%0.49%0.76%0.39%0.72%
SU
Suncor Energy Inc.		4.48%4.51%4.85%4.57%3.39%4.93%3.84%3.95%2.67%2.67%3.43%2.90%
TMO
Thermo Fisher Scientific Inc.		0.40%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.24%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
UBS
UBS Group AG		1.40%3.46%1.79%2.68%2.07%10.31%5.47%5.24%3.27%9.43%4.10%0.00%
UL
The Unilever Group		3.04%3.29%3.83%3.61%3.77%3.07%3.18%3.49%2.82%3.44%3.06%3.72%
UNCRY
UniCredit SpA ADR		4.13%7.26%4.00%4.00%0.94%0.00%2.06%2.20%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated		2.85%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
UNP
Union Pacific Corporation		2.37%2.32%2.12%2.45%1.70%1.86%2.05%2.21%1.85%2.17%2.81%1.60%
V
Visa Inc.		0.64%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF		4.48%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%
WMT
Walmart Inc.		0.91%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
WYNN
Wynn Resorts, Limited		1.08%1.16%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%
XOM
Exxon Mobil Corporation		3.79%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%

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 5PORT_10. 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 5PORT_10 was 25.70%, occurring on Sep 30, 2022. Recovery took 168 trading sessions.

The current 5PORT_10 drawdown is 0.59%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.7%Jan 5, 2022186Sep 30, 2022168Jun 2, 2023354
-16.89%Feb 19, 202535Apr 8, 202527May 16, 202562
-9.9%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-9.41%Sep 3, 202039Oct 28, 20208Nov 9, 202047
-8.52%Jun 9, 202014Jun 26, 202017Jul 22, 202031
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 72 assets, with an effective number of assets of 72.00, 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.
^GSPCSMCAYIEFMBBVCITLLYJNJRHHBYUNHDSDVYWMTPGUNCRYULNVSPEPNRDBYAMTCOPXOMNFLXSUSHELBPCVXTMOCOSTWYNNBUDBAHESAYAMDEWSONYHMCDEBSXNOWMETAAMZNSCGLYNVDAORCLSCHWNKEEXPETSMCRMSBUXUNPADBEAAPLGOOGLISNPYCARRAVGOMSFTCATBACAMATSAPJPMCISRGVUBSASMLMAIREMRGSMSAXPPortfolio
^GSPC1.000.080.020.160.280.350.290.300.340.300.390.340.260.330.320.390.300.400.360.350.530.370.370.370.390.540.590.490.440.490.500.610.570.540.500.500.550.640.650.670.460.680.630.530.580.570.620.650.590.560.680.710.710.510.630.720.760.580.570.700.640.590.590.710.660.590.700.670.670.660.640.650.660.94
SMCAY0.081.000.080.080.100.00-0.020.02-0.020.190.030.010.100.060.070.000.140.050.030.040.040.080.050.070.030.060.070.060.080.050.090.050.050.220.160.050.020.040.060.060.080.070.060.030.060.070.120.070.060.060.090.070.080.060.050.060.040.090.040.090.100.060.060.050.060.110.090.080.090.080.090.080.060.14
IEF0.020.081.000.880.870.050.100.16-0.020.050.060.13-0.130.140.120.16-0.060.27-0.17-0.160.12-0.14-0.15-0.18-0.150.100.10-0.080.01-0.050.090.040.110.06-0.05-0.060.010.100.030.07-0.110.030.04-0.160.04-0.06-0.040.050.02-0.010.070.080.02-0.080.06-0.010.05-0.12-0.15-0.010.10-0.17-0.110.100.02-0.050.040.01-0.05-0.10-0.07-0.09-0.11-0.00
MBB0.160.080.881.000.860.080.160.200.040.110.090.17-0.050.200.160.200.030.33-0.06-0.030.15-0.03-0.03-0.07-0.030.160.150.030.120.060.180.090.160.160.090.060.110.160.100.140.040.090.10-0.010.140.070.050.120.120.090.140.150.110.040.170.080.110.020.010.090.18-0.030.040.170.120.100.130.110.070.040.070.050.040.15
VCIT0.280.100.870.861.000.110.190.230.090.160.130.23-0.010.250.210.250.080.38-0.010.000.240.020.02-0.010.020.250.230.100.200.140.240.190.260.210.130.100.170.260.200.240.080.190.190.020.210.130.140.210.190.150.230.250.220.120.230.170.220.070.050.170.290.040.100.280.200.160.230.200.150.120.140.120.120.26
LLY0.350.000.050.080.111.000.370.300.280.100.260.300.040.190.360.280.020.200.110.110.200.070.100.090.120.250.310.070.120.100.190.190.270.190.180.120.300.230.250.220.080.230.310.130.160.080.170.230.200.170.240.250.220.140.190.240.300.170.100.210.280.150.130.320.250.140.240.240.210.220.180.150.170.31
JNJ0.29-0.020.100.160.190.371.000.300.400.130.310.500.060.350.450.500.120.400.140.180.060.090.150.130.210.340.260.050.280.110.150.040.300.140.180.220.320.050.060.060.16-0.010.180.160.220.070.020.090.270.360.140.180.150.210.170.060.170.210.210.090.200.230.180.260.320.160.130.280.190.230.210.200.190.27
RHHBY0.300.020.160.200.230.300.301.000.230.210.160.260.080.330.550.290.130.290.040.060.190.080.110.090.080.310.230.090.230.120.300.180.250.240.190.160.220.220.210.170.120.200.180.100.210.160.180.210.220.190.260.230.220.180.190.170.260.140.130.180.330.120.130.270.250.240.250.240.160.160.160.170.140.30
UNH0.34-0.02-0.020.040.090.280.400.231.000.090.260.370.080.250.320.380.080.280.190.180.100.160.160.160.230.290.260.080.200.140.160.110.280.160.170.250.330.140.120.120.140.110.210.210.190.140.080.140.230.320.190.220.210.170.180.160.230.200.240.150.160.270.200.260.310.170.150.290.250.260.210.220.250.30
DSDVY0.300.190.050.110.160.100.130.210.091.000.100.090.300.200.200.100.400.160.090.070.190.150.150.140.090.240.190.190.230.160.370.210.250.260.280.210.210.230.240.190.270.230.210.160.220.190.250.240.190.200.250.230.220.290.270.220.240.200.190.230.360.160.220.270.230.290.340.260.250.230.230.230.230.37
WMT0.390.030.060.090.130.260.310.160.260.101.000.430.040.270.260.420.030.300.090.130.230.120.080.090.150.260.590.090.170.160.170.170.250.210.160.210.270.200.240.260.100.200.280.180.240.130.150.200.290.260.240.290.250.160.220.210.300.200.200.190.240.210.170.310.290.150.210.280.220.250.210.190.210.33
PG0.340.010.130.170.230.300.500.260.370.090.431.000.070.530.390.670.080.420.060.100.140.050.080.060.110.330.380.050.340.110.210.050.310.180.170.180.340.110.140.150.140.050.240.180.280.090.040.150.300.350.220.260.180.200.200.130.270.170.180.120.270.210.150.310.350.160.160.340.210.240.170.170.180.29
UNCRY0.260.10-0.13-0.05-0.010.040.060.080.080.300.040.071.000.150.140.050.560.060.220.240.060.290.330.330.240.070.050.280.370.300.280.110.130.200.340.270.220.070.130.090.610.130.200.280.200.280.200.110.200.240.100.100.150.680.230.160.080.310.390.180.310.370.380.150.220.470.200.240.260.290.390.370.350.41
UL0.330.060.140.200.250.190.350.330.250.200.270.530.151.000.460.470.220.350.070.100.150.100.150.140.130.300.270.140.440.160.300.090.250.230.240.190.290.150.160.160.190.110.210.160.270.170.150.180.320.270.220.220.180.280.220.140.210.160.170.130.380.190.170.260.320.250.220.290.210.210.200.190.220.34
NVS0.320.070.120.160.210.360.450.550.320.200.260.390.140.461.000.400.170.320.110.150.140.120.200.160.160.360.260.100.330.160.280.150.290.240.250.210.340.180.170.140.180.130.210.160.230.170.150.180.250.290.230.200.170.280.200.150.220.190.170.170.350.190.180.280.320.270.230.300.210.220.220.210.210.34
PEP0.390.000.160.200.250.280.500.290.380.100.420.670.050.470.401.000.090.430.120.170.140.090.140.110.170.340.390.100.380.130.220.080.300.200.180.210.310.160.160.170.160.090.250.200.290.130.090.220.390.350.270.300.210.210.230.160.290.180.180.140.270.200.170.320.370.180.190.360.230.260.190.210.220.34
NRDBY0.300.14-0.060.030.080.020.120.130.080.400.030.080.560.220.170.091.000.130.260.260.070.320.360.360.280.140.090.270.390.320.310.140.190.190.360.300.220.080.150.090.550.150.170.300.220.290.220.130.190.250.140.150.150.540.270.170.100.350.390.220.300.360.380.150.260.530.270.270.310.320.380.380.370.44
AMT0.400.050.270.330.380.200.400.290.280.160.300.420.060.350.320.430.131.000.070.080.190.050.090.080.100.420.340.110.280.160.250.180.370.280.200.190.320.270.200.230.190.180.240.190.270.150.140.260.350.350.310.310.240.230.300.180.310.180.210.170.310.200.190.330.330.230.220.310.230.210.230.240.210.36
COP0.360.03-0.17-0.06-0.010.110.140.040.190.090.090.060.220.070.110.120.260.071.000.830.050.780.730.740.830.080.060.340.280.330.140.120.100.180.290.440.200.080.110.100.340.110.170.390.220.300.200.160.220.380.110.140.170.330.260.190.110.520.480.240.140.450.480.150.260.360.180.260.380.470.430.440.430.47
XOM0.350.04-0.16-0.030.000.110.180.060.180.070.130.100.240.100.150.170.260.080.831.000.030.770.750.760.880.080.090.360.300.330.120.090.090.190.310.460.210.060.080.060.360.070.160.390.240.320.170.130.220.370.080.150.140.340.260.170.060.540.480.230.140.450.480.150.280.370.160.290.400.480.440.450.440.47
NFLX0.530.040.120.150.240.200.060.190.100.190.230.140.060.150.140.140.070.190.050.031.000.070.050.050.050.290.390.250.170.230.300.470.340.360.230.120.260.560.550.580.170.510.370.210.310.260.380.520.300.140.550.480.470.200.260.450.530.160.160.410.410.170.190.470.350.250.470.350.260.210.240.240.250.48
SU0.370.08-0.14-0.030.020.070.090.080.160.150.120.050.290.100.120.090.320.050.780.770.071.000.750.750.770.080.100.360.320.360.190.150.090.200.350.440.180.090.130.110.380.160.180.370.240.320.240.150.210.360.110.150.210.380.270.200.120.530.460.270.180.420.470.170.270.420.240.290.430.490.440.450.420.50
SHEL0.370.05-0.15-0.030.020.100.150.110.160.150.080.080.330.150.200.140.360.090.730.750.050.751.000.880.740.090.090.370.370.330.190.150.120.230.370.400.240.090.120.110.460.140.180.360.230.330.260.130.220.350.100.170.210.440.250.200.130.500.450.260.230.430.470.160.280.460.250.290.410.470.430.430.430.52
BP0.370.07-0.18-0.07-0.010.090.130.090.160.140.090.060.330.140.160.110.360.080.740.760.050.750.881.000.750.090.080.380.360.370.180.140.120.220.380.430.220.090.120.100.450.140.190.380.240.330.250.130.220.350.100.170.190.440.270.200.120.520.480.260.210.450.490.150.280.460.240.280.400.480.450.450.440.51
CVX0.390.03-0.15-0.030.020.120.210.080.230.090.150.110.240.130.160.170.280.100.830.880.050.770.740.751.000.120.120.370.310.340.140.130.120.210.300.480.230.080.110.090.370.120.190.400.250.340.210.140.240.410.120.180.200.360.270.210.120.560.490.260.160.470.490.190.300.410.200.300.410.510.450.470.450.50
TMO0.540.060.100.160.250.250.340.310.290.240.260.330.070.300.360.340.140.420.080.080.290.080.090.090.121.000.400.180.240.170.340.340.440.320.240.250.330.460.330.350.170.370.350.240.390.230.340.400.360.370.450.400.380.230.380.370.450.260.240.370.380.250.260.500.400.300.430.400.360.340.290.310.310.49
COST0.590.070.100.150.230.310.260.230.260.190.590.380.050.270.260.390.090.340.060.090.390.100.090.080.120.401.000.140.190.220.300.380.390.310.250.210.340.410.420.460.150.430.390.240.360.230.340.400.380.320.480.480.420.230.340.450.520.250.220.420.390.230.210.500.420.250.430.420.330.310.270.270.300.51
WYNN0.490.06-0.080.030.100.070.050.090.080.190.090.050.280.140.100.100.270.110.340.360.250.360.370.380.370.180.141.000.370.450.310.310.260.310.380.390.300.270.330.310.440.310.300.390.400.510.370.320.410.320.280.310.340.400.350.350.270.450.440.410.310.450.470.330.340.440.390.370.440.440.460.480.480.57
BUD0.440.080.010.120.200.120.280.230.200.230.170.340.370.440.330.380.390.280.280.300.170.320.370.360.310.240.190.371.000.390.380.170.280.270.380.340.340.160.250.220.490.160.270.360.320.370.240.230.360.380.220.260.280.510.330.240.240.380.420.260.430.410.430.280.400.480.300.400.380.400.430.420.410.53
BA0.490.05-0.050.060.140.100.110.120.140.160.160.110.300.160.160.130.320.160.330.330.230.360.330.370.340.170.220.450.391.000.330.280.290.330.370.420.300.250.310.280.460.260.270.460.340.450.310.290.370.330.240.310.290.440.360.340.260.430.480.350.340.490.500.310.340.450.350.370.430.450.490.470.520.56
HESAY0.500.090.090.180.240.190.150.300.160.370.170.210.280.300.280.220.310.250.140.120.300.190.190.180.140.340.300.310.380.331.000.360.340.350.330.270.290.340.350.390.350.350.320.260.420.320.360.340.380.300.380.380.380.400.350.390.400.320.290.390.500.310.320.390.380.420.510.360.370.330.370.350.350.55
AMD0.610.050.040.090.190.190.040.180.110.210.170.050.110.090.150.080.140.180.120.090.470.150.150.140.130.340.380.310.170.280.361.000.350.430.300.220.270.540.530.560.250.730.400.260.340.330.620.510.320.220.570.510.540.280.390.610.580.280.240.660.450.230.280.490.370.350.650.370.400.340.320.330.310.60
EW0.570.050.110.160.260.270.300.250.280.250.250.310.130.250.290.300.190.370.100.090.340.090.120.120.120.440.390.260.280.290.340.351.000.330.260.250.550.440.390.380.230.360.360.270.370.320.310.440.420.340.450.420.410.280.360.370.450.230.280.370.410.300.280.660.460.300.420.470.340.340.330.350.350.53
SONY0.540.220.060.160.210.190.140.240.160.260.210.180.200.230.240.200.190.280.180.190.360.200.230.220.210.320.310.310.270.330.350.430.331.000.440.270.280.420.420.410.310.430.340.310.370.360.420.420.380.280.410.450.440.340.350.410.440.320.320.430.430.320.350.400.390.400.470.410.370.340.390.380.370.57
HMC0.500.16-0.050.090.130.180.180.190.170.280.160.170.340.240.250.180.360.200.290.310.230.350.370.380.300.240.250.380.380.370.330.300.260.441.000.340.310.260.310.270.470.310.330.350.330.350.380.300.350.370.290.300.330.480.380.360.290.430.410.380.370.400.450.340.360.490.400.380.430.410.440.440.430.57
DE0.500.05-0.060.060.100.120.220.160.250.210.210.180.270.190.210.210.300.190.440.460.120.440.400.430.480.250.210.390.340.420.270.220.250.270.341.000.320.210.180.180.430.220.280.470.380.340.290.210.340.520.200.270.220.410.480.300.200.700.510.320.250.520.490.290.390.460.310.380.520.600.520.520.500.57
BSX0.550.020.010.110.170.300.320.220.330.210.270.340.220.290.340.310.220.320.200.210.260.180.240.220.230.330.340.300.340.300.290.270.550.280.310.321.000.350.340.290.320.290.390.340.290.380.280.360.410.380.340.320.360.360.360.330.380.350.360.330.410.410.360.580.480.360.350.480.380.440.390.390.470.54
NOW0.640.040.100.160.260.230.050.220.140.230.200.110.070.150.180.160.080.270.080.060.560.090.090.090.080.460.410.270.160.250.340.540.440.420.260.210.351.000.550.630.180.610.480.270.380.350.480.710.360.250.700.530.540.220.370.560.660.230.200.510.530.200.240.590.440.270.560.460.370.320.280.310.330.58
META0.650.060.030.100.200.250.060.210.120.240.240.140.130.160.170.160.150.200.110.080.550.130.120.120.110.330.420.330.250.310.350.530.390.420.310.180.340.551.000.640.260.570.430.250.350.350.470.550.380.210.590.530.650.290.350.550.630.240.270.500.480.270.300.520.420.350.510.430.360.320.320.320.360.59
AMZN0.670.060.070.140.240.220.060.170.120.190.260.150.090.160.140.170.090.230.100.060.580.110.110.100.090.350.460.310.220.280.390.560.380.410.270.180.290.630.641.000.210.600.440.240.400.370.480.600.380.220.630.610.680.260.350.550.700.240.240.500.500.250.260.530.400.310.540.420.350.330.320.310.350.58
SCGLY0.460.08-0.110.040.080.080.160.120.140.270.100.140.610.190.180.160.550.190.340.360.170.380.460.450.370.170.150.440.490.460.350.250.230.310.470.430.320.180.260.211.000.240.290.490.310.420.330.220.330.370.210.240.270.720.370.300.220.480.560.310.370.540.550.260.350.650.340.350.440.450.540.540.500.60
NVDA0.680.070.030.090.190.23-0.010.200.110.230.200.050.130.110.130.090.150.180.110.070.510.160.140.140.120.370.430.310.160.260.350.730.360.430.310.220.290.610.570.600.241.000.460.260.330.370.670.570.330.220.610.540.560.290.390.690.650.290.240.670.470.260.280.540.370.350.680.390.380.340.340.360.340.63
ORCL0.630.060.040.100.190.310.180.180.210.210.280.240.200.210.210.250.170.240.170.160.370.180.180.190.190.350.390.300.270.270.320.400.360.340.330.280.390.480.430.440.290.461.000.330.360.330.410.460.380.320.500.440.450.320.410.480.550.350.330.420.470.360.340.490.430.360.440.440.420.420.420.400.420.59
SCHW0.530.03-0.16-0.010.020.130.160.100.210.160.180.180.280.160.160.200.300.190.390.390.210.370.360.380.400.240.240.390.360.460.260.260.270.310.350.470.340.270.250.240.490.260.331.000.350.410.310.290.320.450.250.240.270.460.420.340.270.520.690.380.320.640.620.320.400.510.340.420.500.520.620.660.590.59
NKE0.580.060.040.140.210.160.220.210.190.220.240.280.200.270.230.290.220.270.220.240.310.240.230.240.250.390.360.400.320.340.420.340.370.370.330.380.290.380.350.400.310.330.360.351.000.400.330.390.560.440.430.430.400.350.420.370.400.380.360.390.360.390.380.390.450.390.430.470.460.430.420.440.420.58
EXPE0.570.07-0.060.070.130.080.070.160.140.190.130.090.280.170.170.130.290.150.300.320.260.320.330.330.340.230.230.510.370.450.320.330.320.360.350.340.380.350.350.370.420.370.330.410.401.000.400.380.430.370.330.340.410.420.400.400.340.460.490.400.380.480.510.390.440.480.400.480.480.440.490.500.580.63
TSM0.620.12-0.040.050.140.170.020.180.080.250.150.040.200.150.150.090.220.140.200.170.380.240.260.250.210.340.340.370.240.310.360.620.310.420.380.290.280.480.470.480.330.670.410.310.330.401.000.470.330.270.470.470.480.360.390.660.530.370.310.690.490.320.370.450.360.420.700.360.420.420.400.420.400.65
CRM0.650.070.050.120.210.230.090.210.140.240.200.150.110.180.180.220.130.260.160.130.520.150.130.130.140.400.400.320.230.290.340.510.440.420.300.210.360.710.550.600.220.570.460.290.390.380.471.000.390.280.680.520.540.270.380.530.630.250.260.490.520.260.290.540.460.330.530.480.380.340.340.350.380.60
SBUX0.590.060.020.120.190.200.270.220.230.190.290.300.200.320.250.390.190.350.220.220.300.210.220.220.240.360.380.410.360.370.380.320.420.380.350.340.410.360.380.380.330.330.380.320.560.430.330.391.000.420.390.420.390.370.410.380.400.350.390.380.410.430.380.470.490.380.400.500.450.410.430.430.450.59
UNP0.560.06-0.010.090.150.170.360.190.320.200.260.350.240.270.290.350.250.350.380.370.140.360.350.350.410.370.320.320.380.330.300.220.340.280.370.520.380.250.210.220.370.220.320.450.440.370.270.280.421.000.290.320.300.420.480.320.310.540.500.330.330.530.490.360.460.450.340.490.520.570.500.520.500.59
ADBE0.680.090.070.140.230.240.140.260.190.250.240.220.100.220.230.270.140.310.110.080.550.110.100.100.120.450.480.280.220.240.380.570.450.410.290.200.340.700.590.630.210.610.500.250.430.330.470.680.390.291.000.580.610.270.390.570.710.240.200.530.530.220.230.570.510.320.570.500.380.310.290.300.310.62
AAPL0.710.070.080.150.250.250.180.230.220.230.290.260.100.220.200.300.150.310.140.150.480.150.170.170.180.400.480.310.260.310.380.510.420.450.300.270.320.530.530.610.240.540.440.240.430.340.470.520.420.320.581.000.600.270.370.540.680.260.260.500.480.280.270.520.460.330.530.460.380.340.340.340.350.60
GOOGL0.710.080.020.110.220.220.150.220.210.220.250.180.150.180.170.210.150.240.170.140.470.210.210.190.200.380.420.340.280.290.380.540.410.440.330.220.360.540.650.680.270.560.450.270.400.410.480.540.390.300.610.601.000.330.350.540.720.290.300.520.490.300.320.540.480.360.540.480.400.390.360.360.400.63
ISNPY0.510.06-0.080.040.120.140.210.180.170.290.160.200.680.280.280.210.540.230.330.340.200.380.440.440.360.230.230.400.510.440.400.280.280.340.480.410.360.220.290.260.720.290.320.460.350.420.360.270.370.420.270.270.331.000.390.330.270.480.530.360.480.520.530.310.410.630.400.410.440.470.550.530.520.63
CARR0.630.050.060.170.230.190.170.190.180.270.220.200.230.220.200.230.270.300.260.260.260.270.250.270.270.380.340.350.330.360.350.390.360.350.380.480.360.370.350.350.370.390.410.420.420.400.390.380.410.480.390.370.350.391.000.440.370.520.470.470.390.480.480.430.400.470.450.420.650.610.520.500.500.65
AVGO0.720.06-0.010.080.170.240.060.170.160.220.210.130.160.140.150.160.170.180.190.170.450.200.200.200.210.370.450.350.240.340.390.610.370.410.360.300.330.560.550.550.300.690.480.340.370.400.660.530.380.320.570.540.540.330.441.000.620.390.310.740.490.340.350.540.420.400.690.440.460.450.400.420.410.67
MSFT0.760.040.050.110.220.300.170.260.230.240.300.270.080.210.220.290.100.310.110.060.530.120.130.120.120.450.520.270.240.260.400.580.450.440.290.200.380.660.630.700.220.650.550.270.400.340.530.630.400.310.710.680.720.270.370.621.000.250.240.580.560.260.270.620.500.320.620.510.390.360.320.350.360.64
CAT0.580.09-0.120.020.070.170.210.140.200.200.200.170.310.160.190.180.350.180.520.540.160.530.500.520.560.260.250.450.380.430.320.280.230.320.430.700.350.230.240.240.480.290.350.520.380.460.370.250.350.540.240.260.290.480.520.390.251.000.590.430.330.610.600.320.410.550.380.420.650.720.610.600.600.67
BAC0.570.04-0.150.010.050.100.210.130.240.190.200.180.390.170.170.180.390.210.480.480.160.460.450.480.490.240.220.440.420.480.290.240.280.320.410.510.360.200.270.240.560.240.330.690.360.490.310.260.390.500.200.260.300.530.470.310.240.591.000.360.310.840.830.300.420.600.300.420.550.600.770.770.710.66
AMAT0.700.09-0.010.090.170.210.090.180.150.230.190.120.180.130.170.140.220.170.240.230.410.270.260.260.260.370.420.410.260.350.390.660.370.430.380.320.330.510.500.500.310.670.420.380.390.400.690.490.380.330.530.500.520.360.470.740.580.430.361.000.500.370.400.520.420.440.810.440.510.490.430.450.450.70
SAP0.640.100.100.180.290.280.200.330.160.360.240.270.310.380.350.270.300.310.140.140.410.180.230.210.160.380.390.310.430.340.500.450.410.430.370.250.410.530.480.500.370.470.470.320.360.380.490.520.410.330.530.480.490.480.390.490.560.330.310.501.000.310.360.510.470.450.600.470.440.400.400.390.400.66
JPM0.590.06-0.17-0.030.040.150.230.120.270.160.210.210.370.190.190.200.360.200.450.450.170.420.430.450.470.250.230.450.410.490.310.230.300.320.400.520.410.200.270.250.540.260.360.640.390.480.320.260.430.530.220.280.300.520.480.340.260.610.840.370.311.000.800.330.450.570.310.460.560.600.770.750.730.66
C0.590.06-0.110.040.100.130.180.130.200.220.170.150.380.170.180.170.380.190.480.480.190.470.470.490.490.260.210.470.430.500.320.280.280.350.450.490.360.240.300.260.550.280.340.620.380.510.370.290.380.490.230.270.320.530.480.350.270.600.830.400.360.801.000.320.420.600.360.420.550.590.770.760.690.68
ISRG0.710.050.100.170.280.320.260.270.260.270.310.310.150.260.280.320.150.330.150.150.470.170.160.150.190.500.500.330.280.310.390.490.660.400.340.290.580.590.520.530.260.540.490.320.390.390.450.540.470.360.570.520.540.310.430.540.620.320.300.520.510.330.321.000.520.350.570.540.420.430.380.390.410.66
V0.660.060.020.120.200.250.320.250.310.230.290.350.220.320.320.370.260.330.260.280.350.270.280.280.300.400.420.340.400.340.380.370.460.390.360.390.480.440.420.400.350.370.430.400.450.440.360.460.490.460.510.460.480.410.400.420.500.410.420.420.470.450.420.521.000.420.440.870.470.470.440.460.560.66
UBS0.590.11-0.050.100.160.140.160.240.170.290.150.160.470.250.270.180.530.230.360.370.250.420.460.460.410.300.250.440.480.450.420.350.300.400.490.460.360.270.350.310.650.350.360.510.390.480.420.330.380.450.320.330.360.630.470.400.320.550.600.440.450.570.600.350.421.000.470.420.530.530.620.630.580.71
ASML0.700.090.040.130.230.240.130.250.150.340.210.160.200.220.230.190.270.220.180.160.470.240.250.240.200.430.430.390.300.350.510.650.420.470.400.310.350.560.510.540.340.680.440.340.430.400.700.530.400.340.570.530.540.400.450.690.620.380.300.810.600.310.360.570.440.471.000.450.490.450.400.430.410.72
MA0.670.080.010.110.200.240.280.240.290.260.280.340.240.290.300.360.270.310.260.290.350.290.290.280.300.400.420.370.400.370.360.370.470.410.380.380.480.460.430.420.350.390.440.420.470.480.360.480.500.490.500.460.480.410.420.440.510.420.420.440.470.460.420.540.870.420.451.000.490.480.470.480.570.67
IR0.670.09-0.050.070.150.210.190.160.250.250.220.210.260.210.210.230.310.230.380.400.260.430.410.400.410.360.330.440.380.430.370.400.340.370.430.520.380.370.360.350.440.380.420.500.460.480.420.380.450.520.380.380.400.440.650.460.390.650.550.510.440.560.550.420.470.530.490.491.000.720.590.580.600.72
EMR0.660.08-0.100.040.120.220.230.160.260.230.250.240.290.210.220.260.320.210.470.480.210.490.470.480.510.340.310.440.400.450.330.340.340.340.410.600.440.320.320.330.450.340.420.520.430.440.420.340.410.570.310.340.390.470.610.450.360.720.600.490.400.600.590.430.470.530.450.480.721.000.600.600.610.71
GS0.640.09-0.070.070.140.180.210.160.210.230.210.170.390.200.220.190.380.230.430.440.240.440.430.450.450.290.270.460.430.490.370.320.330.390.440.520.390.280.320.320.540.340.420.620.420.490.400.340.430.500.290.340.360.550.520.400.320.610.770.430.400.770.770.380.440.620.400.470.590.601.000.850.690.72
MS0.650.08-0.090.050.120.150.200.170.220.230.190.170.370.190.210.210.380.240.440.450.240.450.430.450.470.310.270.480.420.470.350.330.350.380.440.520.390.310.320.310.540.360.400.660.440.500.420.350.430.520.300.340.360.530.500.420.350.600.770.450.390.750.760.390.460.630.430.480.580.600.851.000.690.72
AXP0.660.06-0.110.040.120.170.190.140.250.230.210.180.350.220.210.220.370.210.430.440.250.420.430.440.450.310.300.480.410.520.350.310.350.370.430.500.470.330.360.350.500.340.420.590.420.580.400.380.450.500.310.350.400.520.500.410.360.600.710.450.400.730.690.410.560.580.410.570.600.610.690.691.000.73
Portfolio0.940.14-0.000.150.260.310.270.300.300.370.330.290.410.340.340.340.440.360.470.470.480.500.520.510.500.490.510.570.530.560.550.600.530.570.570.570.540.580.590.580.600.630.590.590.580.630.650.600.590.590.620.600.630.630.650.670.640.670.660.700.660.660.680.660.660.710.720.670.720.710.720.720.731.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2020
Go to the full Correlations tool for more customization options