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Dividend Sharpe

Currency in USD · Last updated May 22, 2025

Asset Allocation

DOV 3.13%IBM 1.56%CAT 1.56%NEE 1.56%ESS 1.56%ALB 1.56%BRO 1.56%CB 1.56%EXPD 1.56%O 1.56%LIN 1.56%WST 1.56%AOS 1.56%ECL 1.56%ROP 1.56%GD 1.56%CVX 1.56%CAH 1.56%TROW 1.56%MKC 1.56%ATO 1.56%CTAS 1.56%AMCR 1.56%XOM 1.56%APD 1.56%AFL 1.56%BEN 1.56%SHW 1.56%CLX 1.56%MDT 1.56%MCD 1.56%PNR 1.56%WBA 1.56%ADP 1.56%LOW 1.56%ED 1.56%WMT 1.56%ADM 1.56%SPGI 1.56%NUE 1.56%VFC 1.56%PEP 1.56%KMB 1.56%ABT 1.56%GWW 1.56%BDX 1.56%ABBV 1.56%ITW 1.56%PPG 1.56%TGT 1.56%SYY 1.56%SWK 1.56%FRT 1.56%HRL 1.56%JNJ 1.56%NDSN 1.56%CL 1.56%KO 1.56%CINF 1.56%MMM 1.56%EMR 1.56%GPC 1.56%PG 1.56%EquityEquity
PositionCategory/SectorTarget Weight
ABBV
AbbVie Inc.		Healthcare
1.56%
ABT
Abbott Laboratories		Healthcare
1.56%
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.56%
ADP
Automatic Data Processing, Inc.		Industrials
1.56%
AFL
Aflac Incorporated		Financial Services
1.56%
ALB
Albemarle Corporation		Basic Materials
1.56%
AMCR
Amcor plc		Consumer Cyclical
1.56%
AOS
A. O. Smith Corporation		Industrials
1.56%
APD
Air Products and Chemicals, Inc.		Basic Materials
1.56%
ATO
Atmos Energy Corporation		Utilities
1.56%
BDX
Becton, Dickinson and Company		Healthcare
1.56%
BEN
Franklin Resources, Inc.		Financial Services
1.56%
BRO
Brown & Brown, Inc.		Financial Services
1.56%
CAH
Cardinal Health, Inc.		Healthcare
1.56%
CAT
Caterpillar Inc.		Industrials
1.56%
CB
Chubb Limited		Financial Services
1.56%
CINF
Cincinnati Financial Corporation		Financial Services
1.56%
CL
Colgate-Palmolive Company		Consumer Defensive
1.56%
CLX
The Clorox Company		Consumer Defensive
1.56%
CTAS
Cintas Corporation		Industrials
1.56%
CVX
Chevron Corporation		Energy
1.56%
DOV
Dover Corporation		Industrials
3.13%
ECL
Ecolab Inc.		Basic Materials
1.56%
ED
Consolidated Edison, Inc.		Utilities
1.56%
EMR
Emerson Electric Co.		Industrials
1.56%
ESS
Essex Property Trust, Inc.		Real Estate
1.56%
EXPD
Expeditors International of Washington, Inc.		Industrials
1.56%
FRT
Federal Realty Investment Trust		Real Estate
1.56%
GD
General Dynamics Corporation
1.56%
GPC
Genuine Parts Company		Consumer Cyclical
1.56%
GWW
W.W. Grainger, Inc.		Industrials
1.56%
HRL
Hormel Foods Corporation		Consumer Defensive
1.56%
IBM
International Business Machines Corporation		Technology
1.56%
ITW
Illinois Tool Works Inc.		Industrials
1.56%
JNJ
Johnson & Johnson		Healthcare
1.56%
KMB
Kimberly-Clark Corporation		Consumer Defensive
1.56%
KO
The Coca-Cola Company		Consumer Defensive
1.56%
LIN
Linde plc		Basic Materials
1.56%
LOW
Lowe's Companies, Inc.		Consumer Cyclical
1.56%
MCD
McDonald's Corporation		Consumer Cyclical
1.56%
MDT
Medtronic plc		Healthcare
1.56%
MKC
McCormick & Company, Incorporated		Consumer Defensive
1.56%
MMM
3M Company		Industrials
1.56%
NDSN
Nordson Corporation		Industrials
1.56%
NEE
NextEra Energy, Inc.		Utilities
1.56%
NUE
Nucor Corporation		Basic Materials
1.56%
O
Realty Income Corporation		Real Estate
1.56%
PEP
PepsiCo, Inc.		Consumer Defensive
1.56%
PG
The Procter & Gamble Company		Consumer Defensive
1.56%
PNR
Pentair plc		Industrials
1.56%
PPG
PPG Industries, Inc.		Basic Materials
1.56%
ROP
Roper Technologies, Inc.		Industrials
1.56%
SHW
The Sherwin-Williams Company		Basic Materials
1.56%
SPGI
S&P Global Inc.		Financial Services
1.56%
SWK
Stanley Black & Decker, Inc.		Industrials
1.56%
SYY
Sysco Corporation		Consumer Defensive
1.56%
TGT
Target Corporation		Consumer Defensive
1.56%
TROW
T. Rowe Price Group, Inc.		Financial Services
1.56%
VFC
V.F. Corporation		Consumer Cyclical
1.56%
WBA
Walgreens Boots Alliance, Inc.		Healthcare
1.56%
WMT
Walmart Inc.		Consumer Defensive
1.56%
WST
West Pharmaceutical Services, Inc.		Healthcare
1.56%
XOM
Exxon Mobil Corporation		Energy
1.56%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
Dividend Sharpe -0.35%2.76%-5.33%2.60%12.24%N/A
Portfolio components:
IBM
International Business Machines Corporation		19.10%7.97%17.73%53.26%23.31%9.21%
CAT
Caterpillar Inc.		-4.02%18.55%-10.63%-1.43%27.73%17.57%
NEE
NextEra Energy, Inc.		-5.86%0.45%-12.17%-9.82%5.25%12.97%
ESS
Essex Property Trust, Inc.		-2.44%-0.94%-8.50%7.76%6.65%5.43%
ALB
Albemarle Corporation		-32.31%5.79%-46.32%-53.37%-2.10%0.75%
BRO
Brown & Brown, Inc.		8.54%-5.94%-0.01%21.80%24.35%22.33%
CB
Chubb Limited		4.23%-1.15%1.35%8.76%21.72%12.37%
EXPD
Expeditors International of Washington, Inc.		2.64%6.14%-5.24%-1.82%10.83%10.70%
O
Realty Income Corporation		5.80%-5.27%-1.08%8.61%7.60%7.11%
LIN
Linde plc		10.00%0.97%1.51%6.90%20.89%16.30%
WST
West Pharmaceutical Services, Inc.		-36.25%-2.99%-34.92%-37.45%-0.04%14.71%
AOS
A. O. Smith Corporation		-0.22%5.87%-6.73%-19.34%11.87%8.49%
ECL
Ecolab Inc.		11.10%9.65%7.23%12.20%6.45%9.70%
ROP
Roper Technologies, Inc.		9.80%3.22%2.98%4.55%9.78%13.04%
GD
General Dynamics Corporation		6.28%0.81%0.04%-5.10%17.59%9.53%
CVX
Chevron Corporation		-4.41%-0.26%-14.34%-10.24%13.29%7.09%
CAH
Cardinal Health, Inc.		29.97%14.06%24.54%61.15%26.79%8.69%
TROW
T. Rowe Price Group, Inc.		-15.30%9.61%-18.11%-15.89%0.09%5.03%
MKC
McCormick & Company, Incorporated		-5.91%-5.85%-7.44%-0.92%-1.84%8.06%
ATO
Atmos Energy Corporation		12.15%-3.01%4.56%35.85%12.26%13.88%
CTAS
Cintas Corporation		21.78%7.88%0.45%27.30%31.10%27.62%
AMCR
Amcor plc		-1.46%-4.21%-11.44%-5.72%3.59%N/A
XOM
Exxon Mobil Corporation		-2.53%-4.05%-14.01%-7.72%23.72%6.32%
APD
Air Products and Chemicals, Inc.		-6.03%1.46%-17.13%4.32%5.29%9.38%
AFL
Aflac Incorporated		0.15%-4.89%-7.28%19.28%27.18%15.27%
BEN
Franklin Resources, Inc.		8.30%19.72%2.76%-3.31%8.91%-4.07%
SHW
The Sherwin-Williams Company		4.28%6.55%-7.52%15.83%13.89%15.04%
CLX
The Clorox Company		-18.08%-7.04%-21.34%0.89%-5.25%4.63%
MDT
Medtronic plc		2.09%-2.95%-2.93%-2.47%-0.28%2.95%
MCD
McDonald's Corporation		9.05%-1.49%10.25%21.15%13.85%15.11%
PNR
Pentair plc		-2.44%13.23%-7.41%17.38%23.46%10.27%
WBA
Walgreens Boots Alliance, Inc.		20.47%2.27%35.42%-28.00%-18.19%-15.33%
ADP
Automatic Data Processing, Inc.		10.46%9.82%6.72%29.35%21.51%16.49%
LOW
Lowe's Companies, Inc.		-8.46%2.68%-14.82%3.09%14.88%14.46%
ED
Consolidated Edison, Inc.		17.94%-7.94%6.62%11.33%12.08%9.30%
WMT
Walmart Inc.		6.73%1.38%9.33%48.53%19.98%16.49%
ADM
Archer-Daniels-Midland Company		-3.02%-0.18%-7.89%-19.42%9.24%2.03%
SPGI
S&P Global Inc.		2.85%9.63%0.35%16.47%11.33%18.19%
NUE
Nucor Corporation		-4.73%0.98%-25.51%-34.24%25.20%11.36%
VFC
V.F. Corporation		-43.07%11.46%-34.70%0.69%-23.68%-13.22%
PEP
PepsiCo, Inc.		-13.67%-9.30%-17.43%-26.16%2.90%6.13%
KMB
Kimberly-Clark Corporation		7.60%1.33%3.81%8.11%3.54%5.77%
ABT
Abbott Laboratories		17.41%-0.17%13.25%27.97%9.45%12.49%
GWW
W.W. Grainger, Inc.		2.71%8.17%-9.36%12.75%31.31%17.85%
BDX
Becton, Dickinson and Company		-23.70%-13.79%-22.86%-25.22%-4.49%3.72%
ABBV
AbbVie Inc.		4.65%5.04%8.29%18.53%19.46%15.51%
ITW
Illinois Tool Works Inc.		-2.90%3.58%-8.22%0.73%10.89%12.30%
PPG
PPG Industries, Inc.		-5.77%9.95%-8.25%-15.50%4.88%1.46%
TGT
Target Corporation		-28.27%2.18%-20.25%-31.30%-1.73%4.81%
SYY
Sysco Corporation		-4.58%-1.79%-2.82%1.74%9.65%9.49%
SWK
Stanley Black & Decker, Inc.		-16.56%13.63%-22.88%-21.06%-8.83%-2.05%
FRT
Federal Realty Investment Trust		-14.55%0.10%-16.38%-3.41%8.08%-0.04%
HRL
Hormel Foods Corporation		-4.29%-4.10%-1.56%-13.79%-6.40%2.67%
JNJ
Johnson & Johnson		6.37%-3.26%-0.28%1.79%3.85%7.03%
NDSN
Nordson Corporation		-5.70%6.98%-23.10%-18.60%3.39%10.09%
CL
Colgate-Palmolive Company		1.12%-5.12%-2.47%-2.01%7.62%5.30%
KO
The Coca-Cola Company		15.11%-3.73%13.25%16.30%13.00%9.01%
CINF
Cincinnati Financial Corporation		1.72%9.29%-5.07%25.35%23.66%14.25%
MMM
3M Company		16.60%9.87%18.22%50.94%8.11%4.55%
EMR
Emerson Electric Co.		-4.49%18.12%-7.72%4.16%18.56%9.57%
GPC
Genuine Parts Company		9.57%10.39%5.12%-12.55%13.55%6.09%
PG
The Procter & Gamble Company		-0.33%-1.70%-3.27%0.77%10.64%10.55%
DOV
Dover Corporation		-3.88%9.96%-10.72%-3.07%16.51%12.35%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.18%1.02%-2.52%-3.96%1.14%-0.35%
2024-0.52%3.06%4.76%-4.73%1.33%-1.37%5.84%3.23%2.21%-2.78%4.65%-7.13%7.88%
20233.64%-2.43%0.55%1.98%-6.31%8.40%2.77%-2.09%-5.47%-3.70%7.00%5.42%8.80%
2022-4.39%-2.71%3.86%-3.52%0.35%-7.08%7.23%-2.78%-9.16%10.45%7.07%-4.02%-6.59%
2021-2.05%2.71%7.71%4.63%2.39%-0.79%2.73%2.19%-5.97%6.59%-1.45%7.44%28.31%
2020-1.13%-8.54%-12.60%10.76%6.24%0.90%5.32%3.91%-1.37%-2.01%11.25%1.86%12.46%
20191.54%1.07%-0.54%3.16%0.48%2.94%2.17%11.26%

Expense Ratio

Dividend Sharpe 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend Sharpe is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Dividend Sharpe is 88
Overall Rank
The Sharpe Ratio Rank of Dividend Sharpe is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Sharpe is 77
Sortino Ratio Rank
The Omega Ratio Rank of Dividend Sharpe is 77
Omega Ratio Rank
The Calmar Ratio Rank of Dividend Sharpe is 99
Calmar Ratio Rank
The Martin Ratio Rank of Dividend Sharpe is 99
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
IBM
International Business Machines Corporation		2.032.691.383.249.87
CAT
Caterpillar Inc.		0.000.111.01-0.07-0.18
NEE
NextEra Energy, Inc.		-0.29-0.300.96-0.42-0.84
ESS
Essex Property Trust, Inc.		0.410.571.070.311.14
ALB
Albemarle Corporation		-0.90-1.450.83-0.64-1.59
BRO
Brown & Brown, Inc.		1.161.511.221.784.60
CB
Chubb Limited		0.520.781.100.681.69
EXPD
Expeditors International of Washington, Inc.		-0.050.061.01-0.11-0.23
O
Realty Income Corporation		0.630.561.070.240.63
LIN
Linde plc		0.410.651.090.461.13
WST
West Pharmaceutical Services, Inc.		-0.67-0.650.87-0.64-1.80
AOS
A. O. Smith Corporation		-0.71-0.960.88-0.58-1.03
ECL
Ecolab Inc.		0.600.891.120.722.10
ROP
Roper Technologies, Inc.		0.240.501.070.451.13
GD
General Dynamics Corporation		-0.21-0.150.98-0.21-0.44
CVX
Chevron Corporation		-0.40-0.460.94-0.53-1.29
CAH
Cardinal Health, Inc.		2.823.551.503.4016.45
TROW
T. Rowe Price Group, Inc.		-0.53-0.660.92-0.27-1.15
MKC
McCormick & Company, Incorporated		0.050.071.01-0.04-0.20
ATO
Atmos Energy Corporation		2.352.661.353.469.73
CTAS
Cintas Corporation		1.131.511.231.413.57
AMCR
Amcor plc		-0.17-0.200.98-0.21-0.58
XOM
Exxon Mobil Corporation		-0.26-0.400.95-0.51-1.10
APD
Air Products and Chemicals, Inc.		0.180.451.060.170.43
AFL
Aflac Incorporated		0.921.231.181.543.39
BEN
Franklin Resources, Inc.		-0.020.091.01-0.08-0.30
SHW
The Sherwin-Williams Company		0.711.061.130.691.67
CLX
The Clorox Company		0.140.191.020.020.07
MDT
Medtronic plc		0.130.041.01-0.05-0.27
MCD
McDonald's Corporation		1.251.531.201.234.47
PNR
Pentair plc		0.631.011.130.571.62
WBA
Walgreens Boots Alliance, Inc.		-0.41-0.380.95-0.35-0.85
ADP
Automatic Data Processing, Inc.		1.622.171.312.398.19
LOW
Lowe's Companies, Inc.		0.200.251.030.060.13
ED
Consolidated Edison, Inc.		0.700.911.110.641.52
WMT
Walmart Inc.		2.082.771.382.227.26
ADM
Archer-Daniels-Midland Company		-0.67-0.830.90-0.34-1.02
SPGI
S&P Global Inc.		0.821.171.160.893.04
NUE
Nucor Corporation		-0.88-1.270.85-0.72-1.68
VFC
V.F. Corporation		0.050.531.08-0.00-0.02
PEP
PepsiCo, Inc.		-1.28-1.810.78-0.85-1.96
KMB
Kimberly-Clark Corporation		0.500.671.090.561.22
ABT
Abbott Laboratories		1.372.111.271.197.05
GWW
W.W. Grainger, Inc.		0.601.021.130.551.28
BDX
Becton, Dickinson and Company		-0.85-1.020.82-0.63-2.39
ABBV
AbbVie Inc.		0.700.891.140.781.81
ITW
Illinois Tool Works Inc.		0.170.201.030.030.10
PPG
PPG Industries, Inc.		-0.48-0.660.92-0.32-1.27
TGT
Target Corporation		-0.80-1.130.83-0.58-1.82
SYY
Sysco Corporation		0.070.041.00-0.10-0.25
SWK
Stanley Black & Decker, Inc.		-0.46-0.510.93-0.31-1.01
FRT
Federal Realty Investment Trust		-0.04-0.060.99-0.12-0.39
HRL
Hormel Foods Corporation		-0.51-0.800.90-0.37-1.35
JNJ
Johnson & Johnson		0.230.361.050.190.50
NDSN
Nordson Corporation		-0.60-0.840.89-0.48-1.21
CL
Colgate-Palmolive Company		-0.05-0.021.00-0.12-0.20
KO
The Coca-Cola Company		1.071.481.181.062.33
CINF
Cincinnati Financial Corporation		1.081.451.201.283.22
MMM
3M Company		1.482.491.331.398.76
EMR
Emerson Electric Co.		0.190.451.060.170.45
GPC
Genuine Parts Company		-0.31-0.320.95-0.34-0.94
PG
The Procter & Gamble Company		0.110.161.020.040.08
DOV
Dover Corporation		-0.050.081.01-0.09-0.27

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.

Dividend Sharpe Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 0.27
  • 5-Year: 0.78
  • All Time: 0.51

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 0.46 to 0.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Dividend Sharpe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Dividend Sharpe provided a 2.58% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.58%2.53%2.53%2.46%2.16%2.43%2.24%2.61%2.07%2.22%2.33%2.00%
Portfolio components:
IBM
International Business Machines Corporation		2.59%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
CAT
Caterpillar Inc.		1.63%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
NEE
NextEra Energy, Inc.		3.15%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
ESS
Essex Property Trust, Inc.		3.62%2.57%3.73%4.15%2.37%3.50%2.59%3.03%2.90%2.75%2.41%2.47%
ALB
Albemarle Corporation		2.79%1.87%1.11%0.73%0.67%1.04%2.02%1.74%1.00%1.42%2.07%1.83%
BRO
Brown & Brown, Inc.		0.53%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
CB
Chubb Limited		1.27%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
EXPD
Expeditors International of Washington, Inc.		1.28%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%
O
Realty Income Corporation		5.75%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
LIN
Linde plc		1.24%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
WST
West Pharmaceutical Services, Inc.		0.40%0.25%0.22%0.31%0.15%0.23%0.41%0.58%0.54%0.58%0.75%0.77%
AOS
A. O. Smith Corporation		1.99%1.91%1.84%1.99%1.23%1.79%1.89%1.78%0.91%1.01%0.99%1.06%
ECL
Ecolab Inc.		0.94%1.01%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%
ROP
Roper Technologies, Inc.		0.55%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%
GD
General Dynamics Corporation		2.08%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
CVX
Chevron Corporation		4.94%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
CAH
Cardinal Health, Inc.		1.33%1.28%1.98%2.57%3.80%3.62%3.80%4.24%3.00%2.41%1.68%1.65%
TROW
T. Rowe Price Group, Inc.		5.28%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%
MKC
McCormick & Company, Incorporated		2.44%2.24%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%
ATO
Atmos Energy Corporation		2.16%2.36%2.61%2.48%2.44%2.46%1.92%2.14%2.14%2.31%2.52%2.69%
CTAS
Cintas Corporation		0.70%0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%
AMCR
Amcor plc		5.63%5.35%5.12%4.06%3.95%3.93%2.17%0.00%0.00%0.00%0.00%0.00%
XOM
Exxon Mobil Corporation		3.81%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
APD
Air Products and Chemicals, Inc.		2.64%1.83%2.56%2.10%1.97%1.96%1.97%2.75%2.32%1.20%0.00%0.00%
AFL
Aflac Incorporated		2.11%1.93%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%
BEN
Franklin Resources, Inc.		5.83%7.69%3.02%4.44%3.37%4.36%4.04%13.32%1.92%1.87%1.71%1.82%
SHW
The Sherwin-Williams Company		0.85%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
CLX
The Clorox Company		3.73%2.98%3.34%3.33%2.60%2.15%2.63%2.41%2.21%2.62%2.38%2.78%
MDT
Medtronic plc		3.46%3.49%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%
MCD
McDonald's Corporation		2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
PNR
Pentair plc		0.98%0.91%1.21%1.87%1.10%1.43%1.57%2.17%1.95%2.39%2.58%1.66%
WBA
Walgreens Boots Alliance, Inc.		4.45%10.72%7.35%5.13%3.63%4.64%3.05%2.46%2.13%1.78%1.64%1.71%
ADP
Automatic Data Processing, Inc.		1.83%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%
LOW
Lowe's Companies, Inc.		2.06%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
ED
Consolidated Edison, Inc.		3.25%3.72%3.56%3.32%3.63%4.23%3.27%3.74%3.25%3.64%4.05%3.82%
WMT
Walmart Inc.		0.92%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
ADM
Archer-Daniels-Midland Company		4.21%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
SPGI
S&P Global Inc.		0.72%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
NUE
Nucor Corporation		1.97%1.86%1.19%1.52%1.50%3.03%2.85%2.97%2.38%2.53%3.70%3.02%
VFC
V.F. Corporation		2.96%1.68%5.27%7.28%2.69%2.26%1.91%2.65%2.32%2.87%2.14%1.48%
PEP
PepsiCo, Inc.		4.17%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
KMB
Kimberly-Clark Corporation		3.52%3.72%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%
ABT
Abbott Laboratories		1.73%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%
GWW
W.W. Grainger, Inc.		0.78%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
BDX
Becton, Dickinson and Company		2.31%1.71%1.51%1.38%1.34%1.28%1.14%1.34%1.37%1.64%1.60%1.61%
ABBV
AbbVie Inc.		3.50%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
ITW
Illinois Tool Works Inc.		2.41%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%
PPG
PPG Industries, Inc.		2.45%2.23%1.70%1.92%1.31%1.46%1.48%1.82%1.46%1.65%1.43%1.13%
TGT
Target Corporation		4.71%3.28%3.06%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%
SYY
Sysco Corporation		2.83%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%
SWK
Stanley Black & Decker, Inc.		4.93%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%
FRT
Federal Realty Investment Trust		4.69%2.93%4.21%4.26%3.12%4.96%3.22%3.42%2.98%2.70%2.48%2.47%
HRL
Hormel Foods Corporation		3.89%3.60%3.43%2.28%2.01%2.00%1.86%1.76%1.87%1.67%1.26%1.54%
JNJ
Johnson & Johnson		2.44%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%
NDSN
Nordson Corporation		1.19%1.02%1.01%0.98%0.71%0.77%0.90%1.09%0.78%0.91%1.43%1.03%
CL
Colgate-Palmolive Company		2.22%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%2.05%
KO
The Coca-Cola Company		2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
CINF
Cincinnati Financial Corporation		2.27%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%
MMM
3M Company		2.38%2.60%5.49%4.97%3.33%3.36%3.26%2.86%2.00%2.49%2.72%2.08%
EMR
Emerson Electric Co.		1.80%1.70%2.14%2.15%2.18%2.49%2.58%3.26%2.76%3.42%3.94%2.85%
GPC
Genuine Parts Company		3.18%3.43%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%
PG
The Procter & Gamble Company		2.47%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%
DOV
Dover Corporation		1.14%1.09%1.32%1.48%1.10%1.56%1.68%2.02%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend Sharpe . 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 Dividend Sharpe was 35.00%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Dividend Sharpe drawdown is 7.10%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35%Feb 18, 202025Mar 23, 202099Aug 12, 2020124
-18%Jan 5, 2022186Sep 30, 2022200Jul 20, 2023386
-15.92%Dec 2, 202487Apr 8, 2025———
-12.54%Jul 27, 202366Oct 27, 202340Dec 26, 2023106
-7.15%Oct 13, 202012Oct 28, 20208Nov 9, 202020

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 63 assets, with an effective number of assets of 62.06, 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.
^GSPCCLXHRLWMTABBVXOMWSTALBEDCVXKMBCAHMKCBDXNEEJNJWBACLTGTATOABTVFCPGNUEOMCDADMESSSYYEXPDCBPEPIBMFRTCATSPGIMDTKOLOWGDCINFROPAOSSHWGWWMMMBROAPDAMCRBENAFLLINCTASSWKGPCEMRADPTROWPNRNDSNPPGECLDOVITWPortfolio
^GSPC1.000.190.180.400.360.390.510.530.240.420.250.390.310.400.410.320.410.310.490.330.500.530.360.530.410.470.430.510.470.560.430.410.570.510.600.670.540.430.610.510.510.630.570.600.590.550.580.590.540.650.540.640.700.640.550.680.650.750.660.670.620.660.690.650.80
CLX0.191.000.430.320.230.010.210.030.320.030.590.190.440.270.290.290.150.510.210.280.290.150.520.080.250.280.110.190.200.200.170.470.180.160.060.200.200.370.230.160.180.250.180.310.190.220.260.250.260.160.160.220.200.160.180.100.240.150.180.190.200.270.160.210.33
HRL0.180.431.000.300.230.140.150.090.460.140.500.250.570.310.330.360.280.470.230.420.280.170.460.110.290.320.310.270.280.200.260.530.230.230.160.220.250.450.210.280.260.240.210.270.230.270.260.270.300.200.250.230.210.220.270.140.270.210.170.220.230.260.190.280.39
WMT0.400.320.301.000.250.150.240.160.300.170.350.260.370.250.290.320.280.390.400.320.310.230.440.230.210.340.210.270.290.300.270.440.290.240.210.320.290.370.350.280.270.330.260.350.320.280.360.320.320.240.280.330.370.240.290.260.330.290.280.290.260.360.300.330.44
ABBV0.360.230.230.251.000.270.300.140.250.280.320.380.310.370.230.450.300.340.260.270.400.190.360.240.270.300.280.270.270.250.330.380.330.270.290.270.400.380.290.320.310.330.270.290.260.300.320.300.310.250.340.330.300.270.320.300.350.280.270.300.300.300.290.350.45
XOM0.390.010.140.150.271.000.100.360.160.870.090.310.140.180.170.200.340.120.260.250.130.320.120.460.230.220.520.240.370.320.380.190.390.370.570.200.280.260.270.450.380.220.310.150.350.360.240.320.350.430.490.330.280.350.420.520.310.360.340.330.330.250.420.410.50
WST0.510.210.150.240.300.101.000.310.180.130.210.240.270.420.300.280.210.240.320.210.470.260.280.260.230.300.210.280.180.350.190.300.210.220.250.470.400.230.370.240.260.430.350.410.320.280.390.340.340.310.240.390.410.370.290.320.390.420.420.470.360.430.400.360.49
ALB0.530.030.090.160.140.360.311.000.090.360.040.240.130.190.230.130.380.060.350.190.180.400.100.460.240.200.400.290.300.390.250.140.320.360.500.330.300.200.380.320.340.290.430.340.390.390.290.400.410.500.350.400.360.500.410.500.330.490.490.480.470.410.490.460.55
ED0.240.320.460.300.250.160.180.091.000.180.510.270.460.360.610.430.270.510.210.730.340.170.520.150.510.390.310.440.320.230.350.530.290.390.140.280.360.530.240.360.360.280.240.290.270.270.380.310.340.230.340.300.320.190.280.170.370.210.220.210.270.330.260.300.46
CVX0.420.030.140.170.280.870.130.360.181.000.100.340.160.210.190.230.350.130.280.260.160.340.130.480.250.240.540.280.370.310.390.190.400.370.580.230.300.270.290.470.380.250.320.170.360.380.260.350.360.450.490.350.300.360.430.530.330.390.350.360.350.270.460.430.52
KMB0.250.590.500.350.320.090.210.040.510.101.000.270.510.340.400.440.260.680.240.450.400.190.710.110.370.410.260.300.280.250.320.600.280.270.120.270.340.550.280.290.300.360.260.360.280.320.390.350.360.210.290.320.320.220.270.180.370.230.250.250.310.380.260.320.46
CAH0.390.190.250.260.380.310.240.240.270.340.271.000.270.370.190.380.390.310.260.330.320.270.320.350.270.320.340.270.350.260.400.310.420.300.370.290.370.340.270.430.390.310.310.290.390.360.380.330.340.340.450.370.330.300.400.390.360.320.320.340.370.360.360.380.50
MKC0.310.440.570.370.310.140.270.130.460.160.510.271.000.340.420.410.300.530.290.430.400.220.530.150.380.370.270.320.330.250.310.590.260.310.180.350.350.500.320.300.330.330.270.370.270.320.370.340.350.240.300.320.320.280.300.200.380.280.260.300.300.370.260.340.48
BDX0.400.270.310.250.370.180.420.190.360.210.340.370.341.000.330.440.270.380.270.350.540.220.390.260.290.340.270.310.240.300.280.420.300.250.280.360.490.390.310.310.310.390.300.350.300.330.380.380.370.300.300.380.340.330.320.310.380.320.340.370.350.400.350.390.51
NEE0.410.290.330.290.230.170.300.230.610.190.400.190.420.331.000.360.230.420.290.540.390.250.470.150.470.370.290.450.290.290.320.460.250.350.180.400.380.460.360.330.310.330.260.380.260.280.410.380.350.290.290.360.400.280.260.240.400.320.280.300.310.420.320.330.49
JNJ0.320.290.360.320.450.200.280.130.430.230.440.380.410.440.361.000.330.460.270.410.500.190.490.220.340.360.320.310.270.280.350.500.340.280.240.310.460.470.290.340.320.350.250.320.280.340.360.330.370.280.340.380.320.260.340.250.380.300.250.300.310.360.300.380.49
WBA0.410.150.280.280.300.340.210.380.270.350.260.390.300.270.230.331.000.240.400.320.290.400.250.390.330.270.380.340.370.330.290.270.390.420.430.260.350.300.370.410.380.280.360.290.350.450.280.350.410.470.390.330.300.430.440.420.350.430.420.400.420.340.440.450.56
CL0.310.510.470.390.340.120.240.060.510.130.680.310.530.380.420.460.241.000.270.460.450.180.750.140.380.440.260.360.340.270.390.650.310.290.170.340.370.620.310.320.340.400.260.380.300.310.410.390.350.220.320.360.380.250.310.210.400.240.250.260.310.430.270.350.49
TGT0.490.210.230.400.260.260.320.350.210.280.240.260.290.270.290.270.400.271.000.260.310.460.280.360.280.290.320.310.350.420.280.310.320.360.350.370.320.300.510.310.350.370.430.410.400.400.350.380.410.430.330.360.370.470.450.410.370.460.460.440.410.400.430.460.57
ATO0.330.280.420.320.270.250.210.190.730.260.450.330.430.350.540.410.320.460.261.000.330.230.460.230.510.370.350.490.360.270.400.480.370.470.250.340.390.520.300.430.420.350.300.340.350.340.430.360.380.330.430.350.370.280.370.280.430.310.330.310.330.400.350.380.54
ABT0.500.290.280.310.400.130.470.180.340.160.400.320.400.540.390.500.290.450.310.331.000.270.450.200.350.400.250.360.290.370.320.450.330.290.230.480.570.440.380.300.320.450.300.430.320.340.460.410.360.340.320.440.440.360.300.310.490.410.370.400.370.450.380.400.54
VFC0.530.150.170.230.190.320.260.400.170.340.190.270.220.220.250.190.400.180.460.230.271.000.220.430.340.300.370.380.430.380.330.240.390.490.470.360.370.320.460.360.420.330.440.380.370.470.310.400.440.550.410.350.370.570.500.470.380.530.510.460.510.420.540.500.61
PG0.360.520.460.440.360.120.280.100.520.130.710.320.530.390.470.490.250.750.280.460.450.221.000.180.380.450.290.350.340.290.400.670.340.300.170.370.400.630.320.340.360.400.260.400.300.330.420.400.360.240.320.410.400.240.330.240.430.260.270.310.350.450.300.380.52
NUE0.530.080.110.230.240.460.260.460.150.480.110.350.150.260.150.220.390.140.360.230.200.430.181.000.250.250.480.290.370.410.370.190.410.410.600.320.310.260.390.440.420.360.470.380.470.450.350.450.440.520.480.470.390.500.530.590.390.470.510.510.550.420.560.560.61
O0.410.250.290.210.270.230.230.240.510.250.370.270.380.290.470.340.330.380.280.510.350.340.380.251.000.400.340.640.410.290.370.430.350.670.260.420.460.500.360.370.400.370.340.420.310.350.430.390.410.360.410.350.450.360.400.290.440.380.350.360.390.460.400.390.57
MCD0.470.280.320.340.300.220.300.200.390.240.410.320.370.340.370.360.270.440.290.370.400.300.450.250.401.000.310.340.460.330.430.490.370.370.290.430.420.540.390.390.390.420.330.390.360.340.460.390.390.340.410.400.480.340.410.340.460.370.340.400.390.450.390.410.55
ADM0.430.110.310.210.280.520.210.400.310.540.260.340.270.270.290.320.380.260.320.350.250.370.290.480.340.311.000.330.420.360.470.340.400.390.540.280.370.390.330.480.450.330.390.280.420.420.340.400.450.440.520.390.380.440.480.500.380.410.410.440.430.340.470.500.60
ESS0.510.190.270.270.270.240.280.290.440.280.300.270.320.310.450.310.340.360.310.490.360.380.350.290.640.340.331.000.420.320.360.400.360.660.320.440.440.430.400.400.440.400.350.430.380.360.450.420.410.400.430.370.470.410.410.370.470.440.440.420.420.510.450.430.60
SYY0.470.200.280.290.270.370.180.300.320.370.280.350.330.240.290.270.370.340.350.360.290.430.340.370.410.460.420.421.000.320.450.410.410.490.410.320.420.470.390.450.480.350.390.350.410.390.420.390.450.460.520.410.450.440.500.450.450.430.410.420.460.450.440.470.61
EXPD0.560.200.200.300.250.320.350.390.230.310.250.260.250.300.290.280.330.270.420.270.370.380.290.410.290.330.360.320.321.000.300.320.380.350.430.440.350.320.490.380.330.480.510.480.500.470.390.460.460.490.370.470.450.540.490.500.450.530.540.550.500.470.550.570.62
CB0.430.170.260.270.330.380.190.250.350.390.320.400.310.280.320.350.290.390.280.400.320.330.400.370.370.430.470.360.450.301.000.420.390.420.400.360.410.490.330.540.690.390.390.360.400.410.560.430.430.400.660.450.430.360.470.430.480.400.390.380.430.430.440.470.61
PEP0.410.470.530.440.380.190.300.140.530.190.600.310.590.420.460.500.270.650.310.480.450.240.670.190.430.490.340.400.410.320.421.000.330.330.190.420.440.710.370.380.360.430.300.440.340.340.460.420.420.280.360.440.460.300.380.260.490.340.290.330.360.440.310.390.56
IBM0.570.180.230.290.330.390.210.320.290.400.280.420.260.300.250.340.390.310.320.370.330.390.340.410.350.370.400.360.410.380.390.331.000.430.500.390.410.400.380.460.440.420.440.380.470.510.400.420.430.500.490.450.430.460.480.540.490.480.480.470.450.460.530.530.63
FRT0.510.160.230.240.270.370.220.360.390.370.270.300.310.250.350.280.420.290.360.470.290.490.300.410.670.370.390.660.490.350.420.330.431.000.440.400.440.410.430.460.490.350.450.410.400.440.420.400.450.510.520.370.450.490.500.460.460.490.500.450.480.490.520.500.65
CAT0.600.060.160.210.290.570.250.500.140.580.120.370.180.280.180.240.430.170.350.250.230.470.170.600.260.290.540.320.410.430.400.190.500.441.000.350.380.290.430.510.470.370.540.370.540.560.350.490.470.590.550.470.410.600.570.740.400.560.580.560.560.420.650.640.67
SPGI0.670.200.220.320.270.200.470.330.280.230.270.290.350.360.400.310.260.340.370.340.480.360.370.320.420.430.280.440.320.440.360.420.390.400.351.000.470.410.500.390.380.600.420.570.450.410.530.490.410.440.400.510.610.470.390.450.570.550.510.530.480.570.520.500.63
MDT0.540.200.250.290.400.280.400.300.360.300.340.370.350.490.380.460.350.370.320.390.570.370.400.310.460.420.370.440.420.350.410.440.410.440.380.471.000.490.390.400.430.440.370.430.370.450.490.460.450.420.440.480.460.460.400.440.510.460.430.460.470.510.490.490.63
KO0.430.370.450.370.380.260.230.200.530.270.550.340.500.390.460.470.300.620.300.520.440.320.630.260.500.540.390.430.470.320.490.710.400.410.290.410.491.000.340.430.450.410.340.410.350.390.470.460.470.350.470.480.470.340.410.350.510.350.340.360.420.490.380.450.62
LOW0.610.230.210.350.290.270.370.380.240.290.280.270.320.310.360.290.370.310.510.300.380.460.320.390.360.390.330.400.390.490.330.370.380.430.430.500.390.341.000.380.370.470.550.610.520.480.430.440.460.480.390.470.500.610.540.500.470.540.590.570.530.510.550.560.67
GD0.510.160.280.280.320.450.240.320.360.470.290.430.300.310.330.340.410.320.310.430.300.360.340.440.370.390.480.400.450.380.540.380.460.460.510.390.400.430.381.000.540.450.450.400.540.470.510.430.430.450.580.450.490.430.500.540.510.470.460.490.450.460.540.540.66
CINF0.510.180.260.270.310.380.260.340.360.380.300.390.330.310.310.320.380.340.350.420.320.420.360.420.400.390.450.440.480.330.690.360.440.490.470.380.430.450.370.541.000.400.440.400.470.460.550.430.450.520.680.450.450.470.510.490.520.490.490.440.490.480.530.520.67
ROP0.630.250.240.330.330.220.430.290.280.250.360.310.330.390.330.350.280.400.370.350.450.330.400.360.370.420.330.400.350.480.390.430.420.350.370.600.440.410.470.450.401.000.460.560.510.460.570.480.440.430.420.530.590.480.450.500.570.500.520.560.490.560.560.560.65
AOS0.570.180.210.260.270.310.350.430.240.320.260.310.270.300.260.250.360.260.430.300.300.440.260.470.340.330.390.350.390.510.390.300.440.450.540.420.370.340.550.450.440.461.000.510.590.530.440.470.510.550.470.500.480.630.570.590.440.550.650.610.580.520.620.660.69
SHW0.600.310.270.350.290.150.410.340.290.170.360.290.370.350.380.320.290.380.410.340.430.380.400.380.420.390.280.430.350.480.360.440.380.410.370.570.430.410.610.400.400.560.511.000.520.460.510.530.510.430.380.530.530.540.480.440.520.510.570.550.620.630.530.550.67
GWW0.590.190.230.320.260.350.320.390.270.360.280.390.270.300.260.280.350.300.400.350.320.370.300.470.310.360.420.380.410.500.400.340.470.400.540.450.370.350.520.540.470.510.590.521.000.490.510.470.450.480.480.490.540.540.570.610.500.510.600.610.530.510.620.670.68
MMM0.550.220.270.280.300.360.280.390.270.380.320.360.320.330.280.340.450.310.400.340.340.470.330.450.350.340.420.360.390.470.410.340.510.440.560.410.450.390.480.470.460.460.530.460.491.000.390.480.540.550.480.480.430.610.520.590.460.540.590.530.560.510.610.630.69
BRO0.580.260.260.360.320.240.390.290.380.260.390.380.370.380.410.360.280.410.350.430.460.310.420.350.430.460.340.450.420.390.560.460.400.420.350.530.490.470.430.510.550.570.440.510.510.391.000.480.420.410.560.530.590.430.460.430.600.490.470.490.450.550.490.520.66
APD0.590.250.270.320.300.320.340.400.310.350.350.330.340.380.380.330.350.390.380.360.410.400.400.450.390.390.400.420.390.460.430.420.420.400.490.490.460.460.440.430.430.480.470.530.470.480.481.000.520.470.460.680.510.490.480.510.500.500.490.530.570.600.560.570.69
AMCR0.540.260.300.320.310.350.340.410.340.360.360.340.350.370.350.370.410.350.410.380.360.440.360.440.410.390.450.410.450.460.430.420.430.450.470.410.450.470.460.430.450.440.510.510.450.540.420.521.000.540.480.530.460.550.520.510.480.520.510.560.590.560.560.560.69
BEN0.650.160.200.240.250.430.310.500.230.450.210.340.240.300.290.280.470.220.430.330.340.550.240.520.360.340.440.400.460.490.400.280.500.510.590.440.420.350.480.450.520.430.550.430.480.550.410.470.541.000.550.490.450.630.560.620.470.740.640.580.580.500.640.610.73
AFL0.540.160.250.280.340.490.240.350.340.490.290.450.300.300.290.340.390.320.330.430.320.410.320.480.410.410.520.430.520.370.660.360.490.520.550.400.440.470.390.580.680.420.470.380.480.480.560.460.480.551.000.510.500.500.540.560.510.530.500.480.520.490.560.560.70
LIN0.640.220.230.330.330.330.390.400.300.350.320.370.320.380.360.380.330.360.360.350.440.350.410.470.350.400.390.370.410.470.450.440.450.370.470.510.480.480.470.450.450.530.500.530.490.480.530.680.530.490.511.000.570.500.490.540.550.510.520.550.600.620.560.600.70
CTAS0.700.200.210.370.300.280.410.360.320.300.320.330.320.340.400.320.300.380.370.370.440.370.400.390.450.480.380.470.450.450.430.460.430.450.410.610.460.470.500.490.450.590.480.530.540.430.590.510.460.450.500.571.000.480.500.520.620.560.530.570.510.600.570.560.69
SWK0.640.160.220.240.270.350.370.500.190.360.220.300.280.330.280.260.430.250.470.280.360.570.240.500.360.340.440.410.440.540.360.300.460.490.600.470.460.340.610.430.470.480.630.540.540.610.430.490.550.630.500.500.481.000.580.620.470.630.690.640.650.540.670.690.74
GPC0.550.180.270.290.320.420.290.410.280.430.270.400.300.320.260.340.440.310.450.370.300.500.330.530.400.410.480.410.500.490.470.380.480.500.570.390.400.410.540.500.510.450.570.480.570.520.460.480.520.560.540.490.500.581.000.590.490.540.580.580.580.500.610.660.72
EMR0.680.100.140.260.300.520.320.500.170.530.180.390.200.310.240.250.420.210.410.280.310.470.240.590.290.340.500.370.450.500.430.260.540.460.740.450.440.350.500.540.490.500.590.440.610.590.430.510.510.620.560.540.520.620.591.000.490.620.660.640.600.530.730.690.74
ADP0.650.240.270.330.350.310.390.330.370.330.370.360.380.380.400.380.350.400.370.430.490.380.430.390.440.460.380.470.450.450.480.490.490.460.400.570.510.510.470.510.520.570.440.520.500.460.600.500.480.470.510.550.620.470.490.491.000.550.520.520.500.570.550.550.71
TROW0.750.150.210.290.280.360.420.490.210.390.230.320.280.320.320.300.430.240.460.310.410.530.260.470.380.370.410.440.430.530.400.340.480.490.560.550.460.350.540.470.490.500.550.510.510.540.490.500.520.740.530.510.560.630.540.620.551.000.640.600.570.550.650.610.74
PNR0.660.180.170.280.270.340.420.490.220.350.250.320.260.340.280.250.420.250.460.330.370.510.270.510.350.340.410.440.410.540.390.290.480.500.580.510.430.340.590.460.490.520.650.570.600.590.470.490.510.640.500.520.530.690.580.660.520.641.000.670.620.580.730.710.75
NDSN0.670.190.220.290.300.330.470.480.210.360.250.340.300.370.300.300.400.260.440.310.400.460.310.510.360.400.440.420.420.550.380.330.470.450.560.530.460.360.570.490.440.560.610.550.610.530.490.530.560.580.480.550.570.640.580.640.520.600.671.000.620.570.690.690.74
PPG0.620.200.230.260.300.330.360.470.270.350.310.370.300.350.310.310.420.310.410.330.370.510.350.550.390.390.430.420.460.500.430.360.450.480.560.480.470.420.530.450.490.490.580.620.530.560.450.570.590.580.520.600.510.650.580.600.500.570.620.621.000.640.670.670.75
ECL0.660.270.260.360.300.250.430.410.330.270.380.360.370.400.420.360.340.430.400.400.450.420.450.420.460.450.340.510.450.470.430.440.460.490.420.570.510.490.510.460.480.560.520.630.510.510.550.600.560.500.490.620.600.540.500.530.570.550.580.570.641.000.590.600.74
DOV0.690.160.190.300.290.420.400.490.260.460.260.360.260.350.320.300.440.270.430.350.380.540.300.560.400.390.470.450.440.550.440.310.530.520.650.520.490.380.550.540.530.560.620.530.620.610.490.560.560.640.560.560.570.670.610.730.550.650.730.690.670.591.000.750.80
ITW0.650.210.280.330.350.410.360.460.300.430.320.380.340.390.330.380.450.350.460.380.400.500.380.560.390.410.500.430.470.570.470.390.530.500.640.500.490.450.560.540.520.560.660.550.670.630.520.570.560.610.560.600.560.690.660.690.550.610.710.690.670.600.751.000.81
Portfolio0.800.330.390.440.450.500.490.550.460.520.460.500.480.510.490.490.560.490.570.540.540.610.520.610.570.550.600.600.610.620.610.560.630.650.670.630.630.620.670.660.670.650.690.670.680.690.660.690.690.730.700.700.690.740.720.740.710.740.750.740.750.740.800.811.00
The correlation results are calculated based on daily price changes starting from Jun 12, 2019