first 20 profit corp (YTD) s&p 500
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
first 20 profit corp (YTD) s&p 500
Currency in USD · Last updated May 18, 2025
LOW CORRELATION, first 23 corporation of s&p 500 for profits (YTD).
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ANET Arista Networks, Inc. | Technology | 4.35% |
APH Amphenol Corporation | Technology | 4.35% |
BSX Boston Scientific Corporation | Healthcare | 4.35% |
CEG Constellation Energy Corp | Utilities | 4.35% |
DVA DaVita Inc. | Healthcare | 4.35% |
ETN Eaton Corporation plc | Industrials | 4.35% |
FICO Fair Isaac Corporation | Technology | 4.35% |
FSLR First Solar, Inc. | Technology | 4.35% |
GLW Corning Incorporated | Technology | 4.35% |
GM General Motors Company | Consumer Cyclical | 4.35% |
HWM Howmet Aerospace Inc. | Industrials | 4.35% |
IRM Iron Mountain Incorporated | Real Estate | 4.35% |
LDOS Leidos Holdings, Inc. | Technology | 4.35% |
LLY Eli Lilly and Company | Healthcare | 4.35% |
META Meta Platforms, Inc. | Communication Services | 4.35% |
MU Micron Technology, Inc. | Technology | 4.35% |
NRG NRG Energy, Inc. | Utilities | 4.35% |
NTAP NetApp, Inc. | Technology | 4.35% |
NVDA NVIDIA Corporation | Technology | 4.35% |
ORCL | 4.35% | |
TRGP | 4.35% | |
TT | 4.35% | |
WDC | 4.35% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| first 20 profit corp (YTD) s&p 500 | 10.67% | 24.42% | 6.46% | 27.97% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 0.84% | 33.41% | -4.62% | 46.45% | 73.38% | 75.04% |
CEG Constellation Energy Corp | 30.55% | 41.05% | 30.22% | 37.73% | N/A | N/A |
LLY Eli Lilly and Company | -1.52% | -9.65% | 1.88% | -0.96% | 38.57% | 28.68% |
MU Micron Technology, Inc. | 16.60% | 42.44% | 1.99% | -21.42% | 16.96% | 14.23% |
TRGP | -6.31% | -4.55% | -14.69% | 43.57% | N/A | N/A |
NRG NRG Energy, Inc. | 77.93% | 63.34% | 74.13% | 97.01% | 39.51% | 22.84% |
ANET Arista Networks, Inc. | -12.77% | 35.42% | 3.02% | 20.57% | 48.41% | 36.86% |
WDC | 10.95% | 36.92% | 5.35% | -8.24% | N/A | N/A |
GLW Corning Incorporated | 2.06% | 16.14% | 4.32% | 40.00% | 21.72% | 11.39% |
NTAP NetApp, Inc. | -12.45% | 21.69% | -13.29% | -7.24% | 20.88% | 13.96% |
HWM Howmet Aerospace Inc. | 49.06% | 32.19% | 45.55% | 96.90% | 68.21% | N/A |
TT | 16.49% | 28.79% | 5.81% | 31.86% | N/A | N/A |
APH Amphenol Corporation | 25.42% | 33.54% | 23.79% | 32.91% | 32.88% | 20.78% |
META Meta Platforms, Inc. | 9.46% | 27.69% | 15.76% | 36.19% | 24.81% | 23.17% |
LDOS Leidos Holdings, Inc. | 10.70% | 14.04% | -0.47% | 8.10% | 11.56% | 19.77% |
ETN Eaton Corporation plc | -0.13% | 23.07% | -7.68% | 0.98% | 35.90% | 19.50% |
ORCL | -3.09% | 24.78% | -12.11% | 31.42% | N/A | N/A |
IRM Iron Mountain Incorporated | -3.41% | 19.48% | -11.05% | 26.64% | 40.76% | 17.25% |
FICO Fair Isaac Corporation | 10.60% | 15.36% | -2.61% | 56.01% | 43.28% | 38.12% |
GM General Motors Company | -5.20% | 13.01% | -11.27% | 11.17% | 15.92% | 6.27% |
FSLR First Solar, Inc. | 1.26% | 39.44% | -6.30% | -9.68% | 33.44% | 12.54% |
DVA DaVita Inc. | -2.77% | 3.84% | -9.31% | 4.00% | 12.54% | 5.70% |
BSX Boston Scientific Corporation | 18.72% | 11.48% | 21.90% | 42.05% | 23.91% | 19.48% |
*Annualized
Monthly Returns
The table below presents the monthly returns of first 20 profit corp (YTD) s&p 500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.81% | -4.30% | -7.83% | 3.36% | 14.72% | 10.67% | |||||||
| 2024 | 4.45% | 12.17% | 8.80% | -0.59% | 11.84% | 2.91% | -1.26% | 5.69% | 5.99% | 0.00% | 7.37% | -8.12% | 59.16% |
| 2023 | 10.11% | 0.24% | 6.01% | 0.67% | 3.34% | 8.54% | 3.98% | 3.02% | -4.07% | -3.17% | 13.60% | 4.71% | 56.36% |
| 2022 | -3.31% | 4.19% | -7.69% | 2.00% | -11.33% | 13.13% | 0.18% | -8.70% | 10.34% | 8.74% | -7.07% | -2.97% |
Expense Ratio
first 20 profit corp (YTD) s&p 500 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 first 20 profit corp (YTD) s&p 500 is 69, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.73 | 1.40 | 1.18 | 1.31 | 3.22 |
CEG Constellation Energy Corp | 0.51 | 1.18 | 1.16 | 0.69 | 1.66 |
LLY Eli Lilly and Company | -0.03 | 0.27 | 1.04 | -0.00 | -0.00 |
MU Micron Technology, Inc. | -0.36 | -0.07 | 0.99 | -0.37 | -0.60 |
TRGP | 1.30 | 1.70 | 1.25 | 1.77 | 4.88 |
NRG NRG Energy, Inc. | 1.75 | 2.51 | 1.34 | 3.72 | 10.73 |
ANET Arista Networks, Inc. | 0.39 | 0.88 | 1.13 | 0.46 | 1.19 |
WDC | -0.22 | 0.04 | 1.01 | -0.20 | -0.48 |
GLW Corning Incorporated | 1.19 | 1.78 | 1.25 | 1.51 | 4.33 |
NTAP NetApp, Inc. | -0.18 | 0.03 | 1.01 | -0.14 | -0.36 |
HWM Howmet Aerospace Inc. | 2.56 | 3.30 | 1.47 | 5.25 | 19.33 |
TT | 1.17 | 1.56 | 1.21 | 1.28 | 3.33 |
APH Amphenol Corporation | 0.88 | 1.41 | 1.21 | 1.48 | 3.83 |
META Meta Platforms, Inc. | 0.97 | 1.56 | 1.20 | 1.06 | 3.27 |
LDOS Leidos Holdings, Inc. | 0.30 | 0.61 | 1.10 | 0.26 | 0.48 |
ETN Eaton Corporation plc | 0.03 | 0.29 | 1.04 | 0.03 | 0.06 |
ORCL | 0.78 | 1.37 | 1.19 | 0.96 | 2.61 |
IRM Iron Mountain Incorporated | 0.80 | 1.25 | 1.18 | 0.73 | 1.67 |
FICO Fair Isaac Corporation | 1.73 | 2.45 | 1.32 | 2.11 | 4.64 |
GM General Motors Company | 0.29 | 0.72 | 1.10 | 0.45 | 0.95 |
FSLR First Solar, Inc. | -0.13 | 0.38 | 1.04 | -0.08 | -0.12 |
DVA DaVita Inc. | 0.21 | 0.46 | 1.06 | 0.25 | 0.60 |
BSX Boston Scientific Corporation | 1.91 | 2.47 | 1.40 | 2.85 | 11.63 |
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Dividends
Dividend yield
first 20 profit corp (YTD) s&p 500 provided a 0.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.80% | 0.83% | 1.07% | 1.27% | 0.93% | 1.46% | 1.74% | 2.04% | 1.57% | 2.90% | 2.35% | 1.42% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
CEG Constellation Energy Corp | 0.63% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.74% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
MU Micron Technology, Inc. | 0.47% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRGP | 1.96% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
NRG NRG Energy, Inc. | 1.06% | 1.81% | 2.92% | 4.40% | 3.02% | 3.20% | 0.30% | 0.30% | 0.42% | 1.92% | 4.93% | 2.00% |
ANET Arista Networks, 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% |
WDC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.52% | 2.94% | 4.21% | 1.36% |
GLW Corning Incorporated | 2.32% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% | 1.74% |
NTAP NetApp, Inc. | 2.07% | 1.76% | 2.27% | 3.33% | 2.13% | 2.90% | 2.83% | 2.01% | 1.41% | 2.10% | 2.60% | 1.52% |
HWM Howmet Aerospace Inc. | 0.22% | 0.24% | 0.31% | 0.25% | 0.13% | 0.06% | 0.31% | 1.13% | 0.70% | 0.39% | 0.00% | 0.00% |
TT | 0.81% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
APH Amphenol Corporation | 0.70% | 0.79% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% |
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% |
LDOS Leidos Holdings, Inc. | 0.98% | 1.07% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% |
ETN Eaton Corporation plc | 1.20% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
ORCL | 1.06% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% |
IRM Iron Mountain Incorporated | 2.85% | 3.34% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
GM General Motors Company | 0.95% | 0.90% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% |
FSLR First Solar, 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% |
DVA DaVita 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% |
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% |
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 first 20 profit corp (YTD) s&p 500. 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 first 20 profit corp (YTD) s&p 500 was 26.41%, occurring on Apr 4, 2025. The portfolio has not yet recovered.
The current first 20 profit corp (YTD) s&p 500 drawdown is 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.41% | Jan 24, 2025 | 50 | Apr 4, 2025 | — | — | — |
| -20.16% | Mar 30, 2022 | 55 | Jun 16, 2022 | 105 | Nov 15, 2022 | 160 |
| -11.69% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -9.97% | Sep 5, 2023 | 39 | Oct 27, 2023 | 12 | Nov 14, 2023 | 51 |
| -9.34% | Dec 5, 2024 | 11 | Dec 19, 2024 | 19 | Jan 21, 2025 | 30 |
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 23 assets, with an effective number of assets of 23.00, 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.
| ^GSPC | LLY | DVA | FSLR | LDOS | TRGP | BSX | CEG | GM | NRG | IRM | FICO | META | MU | ORCL | GLW | HWM | NVDA | ANET | WDC | NTAP | TT | ETN | APH | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.37 | 0.37 | 0.42 | 0.41 | 0.44 | 0.54 | 0.49 | 0.60 | 0.51 | 0.58 | 0.62 | 0.68 | 0.63 | 0.68 | 0.68 | 0.64 | 0.72 | 0.68 | 0.65 | 0.69 | 0.69 | 0.71 | 0.77 | 0.89 |
| LLY | 0.37 | 1.00 | 0.19 | 0.09 | 0.27 | 0.17 | 0.38 | 0.25 | 0.13 | 0.21 | 0.30 | 0.25 | 0.28 | 0.17 | 0.34 | 0.18 | 0.22 | 0.24 | 0.25 | 0.19 | 0.25 | 0.35 | 0.31 | 0.28 | 0.37 |
| DVA | 0.37 | 0.19 | 1.00 | 0.16 | 0.26 | 0.25 | 0.34 | 0.17 | 0.34 | 0.23 | 0.32 | 0.26 | 0.22 | 0.21 | 0.27 | 0.29 | 0.32 | 0.20 | 0.16 | 0.25 | 0.26 | 0.32 | 0.28 | 0.26 | 0.40 |
| FSLR | 0.42 | 0.09 | 0.16 | 1.00 | 0.18 | 0.24 | 0.18 | 0.33 | 0.36 | 0.28 | 0.31 | 0.28 | 0.31 | 0.33 | 0.24 | 0.30 | 0.28 | 0.32 | 0.29 | 0.30 | 0.30 | 0.31 | 0.32 | 0.37 | 0.49 |
| LDOS | 0.41 | 0.27 | 0.26 | 0.18 | 1.00 | 0.37 | 0.30 | 0.32 | 0.32 | 0.32 | 0.40 | 0.32 | 0.17 | 0.17 | 0.26 | 0.33 | 0.42 | 0.18 | 0.23 | 0.22 | 0.31 | 0.42 | 0.41 | 0.39 | 0.44 |
| TRGP | 0.44 | 0.17 | 0.25 | 0.24 | 0.37 | 1.00 | 0.32 | 0.42 | 0.37 | 0.49 | 0.41 | 0.27 | 0.23 | 0.28 | 0.31 | 0.41 | 0.46 | 0.29 | 0.31 | 0.34 | 0.37 | 0.33 | 0.40 | 0.39 | 0.52 |
| BSX | 0.54 | 0.38 | 0.34 | 0.18 | 0.30 | 0.32 | 1.00 | 0.31 | 0.32 | 0.37 | 0.42 | 0.41 | 0.39 | 0.29 | 0.42 | 0.40 | 0.44 | 0.33 | 0.34 | 0.33 | 0.37 | 0.49 | 0.44 | 0.43 | 0.54 |
| CEG | 0.49 | 0.25 | 0.17 | 0.33 | 0.32 | 0.42 | 0.31 | 1.00 | 0.28 | 0.57 | 0.39 | 0.32 | 0.37 | 0.39 | 0.36 | 0.35 | 0.44 | 0.39 | 0.44 | 0.41 | 0.39 | 0.45 | 0.51 | 0.45 | 0.62 |
| GM | 0.60 | 0.13 | 0.34 | 0.36 | 0.32 | 0.37 | 0.32 | 0.28 | 1.00 | 0.34 | 0.41 | 0.35 | 0.38 | 0.40 | 0.37 | 0.57 | 0.44 | 0.39 | 0.37 | 0.46 | 0.47 | 0.45 | 0.47 | 0.54 | 0.60 |
| NRG | 0.51 | 0.21 | 0.23 | 0.28 | 0.32 | 0.49 | 0.37 | 0.57 | 0.34 | 1.00 | 0.40 | 0.34 | 0.33 | 0.39 | 0.35 | 0.41 | 0.47 | 0.37 | 0.44 | 0.43 | 0.42 | 0.47 | 0.51 | 0.47 | 0.62 |
| IRM | 0.58 | 0.30 | 0.32 | 0.31 | 0.40 | 0.41 | 0.42 | 0.39 | 0.41 | 0.40 | 1.00 | 0.43 | 0.36 | 0.32 | 0.41 | 0.44 | 0.45 | 0.31 | 0.36 | 0.40 | 0.45 | 0.53 | 0.49 | 0.50 | 0.61 |
| FICO | 0.62 | 0.25 | 0.26 | 0.28 | 0.32 | 0.27 | 0.41 | 0.32 | 0.35 | 0.34 | 0.43 | 1.00 | 0.45 | 0.42 | 0.49 | 0.39 | 0.46 | 0.50 | 0.50 | 0.41 | 0.48 | 0.50 | 0.47 | 0.54 | 0.64 |
| META | 0.68 | 0.28 | 0.22 | 0.31 | 0.17 | 0.23 | 0.39 | 0.37 | 0.38 | 0.33 | 0.36 | 0.45 | 1.00 | 0.51 | 0.49 | 0.43 | 0.43 | 0.60 | 0.53 | 0.50 | 0.49 | 0.48 | 0.48 | 0.53 | 0.66 |
| MU | 0.63 | 0.17 | 0.21 | 0.33 | 0.17 | 0.28 | 0.29 | 0.39 | 0.40 | 0.39 | 0.32 | 0.42 | 0.51 | 1.00 | 0.47 | 0.51 | 0.43 | 0.66 | 0.57 | 0.73 | 0.60 | 0.43 | 0.52 | 0.58 | 0.72 |
| ORCL | 0.68 | 0.34 | 0.27 | 0.24 | 0.26 | 0.31 | 0.42 | 0.36 | 0.37 | 0.35 | 0.41 | 0.49 | 0.49 | 0.47 | 1.00 | 0.46 | 0.44 | 0.55 | 0.56 | 0.47 | 0.54 | 0.53 | 0.54 | 0.57 | 0.67 |
| GLW | 0.68 | 0.18 | 0.29 | 0.30 | 0.33 | 0.41 | 0.40 | 0.35 | 0.57 | 0.41 | 0.44 | 0.39 | 0.43 | 0.51 | 0.46 | 1.00 | 0.49 | 0.47 | 0.49 | 0.55 | 0.58 | 0.54 | 0.56 | 0.66 | 0.70 |
| HWM | 0.64 | 0.22 | 0.32 | 0.28 | 0.42 | 0.46 | 0.44 | 0.44 | 0.44 | 0.47 | 0.45 | 0.46 | 0.43 | 0.43 | 0.44 | 0.49 | 1.00 | 0.49 | 0.47 | 0.47 | 0.50 | 0.57 | 0.61 | 0.58 | 0.68 |
| NVDA | 0.72 | 0.24 | 0.20 | 0.32 | 0.18 | 0.29 | 0.33 | 0.39 | 0.39 | 0.37 | 0.31 | 0.50 | 0.60 | 0.66 | 0.55 | 0.47 | 0.49 | 1.00 | 0.67 | 0.60 | 0.58 | 0.47 | 0.54 | 0.63 | 0.74 |
| ANET | 0.68 | 0.25 | 0.16 | 0.29 | 0.23 | 0.31 | 0.34 | 0.44 | 0.37 | 0.44 | 0.36 | 0.50 | 0.53 | 0.57 | 0.56 | 0.49 | 0.47 | 0.67 | 1.00 | 0.55 | 0.59 | 0.49 | 0.59 | 0.64 | 0.74 |
| WDC | 0.65 | 0.19 | 0.25 | 0.30 | 0.22 | 0.34 | 0.33 | 0.41 | 0.46 | 0.43 | 0.40 | 0.41 | 0.50 | 0.73 | 0.47 | 0.55 | 0.47 | 0.60 | 0.55 | 1.00 | 0.64 | 0.49 | 0.55 | 0.61 | 0.74 |
| NTAP | 0.69 | 0.25 | 0.26 | 0.30 | 0.31 | 0.37 | 0.37 | 0.39 | 0.47 | 0.42 | 0.45 | 0.48 | 0.49 | 0.60 | 0.54 | 0.58 | 0.50 | 0.58 | 0.59 | 0.64 | 1.00 | 0.51 | 0.58 | 0.65 | 0.75 |
| TT | 0.69 | 0.35 | 0.32 | 0.31 | 0.42 | 0.33 | 0.49 | 0.45 | 0.45 | 0.47 | 0.53 | 0.50 | 0.48 | 0.43 | 0.53 | 0.54 | 0.57 | 0.47 | 0.49 | 0.49 | 0.51 | 1.00 | 0.74 | 0.68 | 0.73 |
| ETN | 0.71 | 0.31 | 0.28 | 0.32 | 0.41 | 0.40 | 0.44 | 0.51 | 0.47 | 0.51 | 0.49 | 0.47 | 0.48 | 0.52 | 0.54 | 0.56 | 0.61 | 0.54 | 0.59 | 0.55 | 0.58 | 0.74 | 1.00 | 0.73 | 0.78 |
| APH | 0.77 | 0.28 | 0.26 | 0.37 | 0.39 | 0.39 | 0.43 | 0.45 | 0.54 | 0.47 | 0.50 | 0.54 | 0.53 | 0.58 | 0.57 | 0.66 | 0.58 | 0.63 | 0.64 | 0.61 | 0.65 | 0.68 | 0.73 | 1.00 | 0.81 |
| Portfolio | 0.89 | 0.37 | 0.40 | 0.49 | 0.44 | 0.52 | 0.54 | 0.62 | 0.60 | 0.62 | 0.61 | 0.64 | 0.66 | 0.72 | 0.67 | 0.70 | 0.68 | 0.74 | 0.74 | 0.74 | 0.75 | 0.73 | 0.78 | 0.81 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 3, 2022