NVSek-SatNew-Stks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
NVSek-SatNew-Stks
Last updated Dec 28, 2024
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 3.70% |
ABBV AbbVie Inc. | Healthcare | 3.70% |
ADP Automatic Data Processing, Inc. | Industrials | 3.70% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.70% |
AVGO Broadcom Inc. | Technology | 3.70% |
AXP American Express Company | Financial Services | 3.70% |
AZO AutoZone, Inc. | Consumer Cyclical | 3.70% |
BK The Bank of New York Mellon Corporation | Financial Services | 3.70% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 3.70% |
COF Capital One Financial Corporation | Financial Services | 3.70% |
FI Fiserv Inc. | Technology | 3.70% |
GOOG Alphabet Inc. | Communication Services | 3.70% |
INTU Intuit Inc. | Technology | 3.70% |
JPM JPMorgan Chase & Co. | Financial Services | 3.70% |
MCK McKesson Corporation | Healthcare | 3.70% |
META Meta Platforms, Inc. | Communication Services | 3.70% |
MRK Merck & Co., Inc. | Healthcare | 3.70% |
MSFT Microsoft Corporation | Technology | 3.71% |
NFLX Netflix, Inc. | Communication Services | 3.71% |
NVDA NVIDIA Corporation | Technology | 3.71% |
ORCL | 3.71% | |
PM | 3.71% | |
SHEL | 3.71% | |
TSLA | 3.71% | |
UNH | 3.71% | |
V | 3.71% | |
WMT | 3.71% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NVSek-SatNew-Stks, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
NVSek-SatNew-Stks
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 28, 2024, the NVSek-SatNew-Stks returned 46.70% Year-To-Date and 24.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| NVSek-SatNew-Stks | 103.51% | 3.64% | 17.27% | 103.51% | 44.59% | 33.57% |
| Portfolio components: | ||||||
AAPL Apple Inc | 33.40% | 7.69% | 18.19% | 33.40% | 29.24% | 26.59% |
ABBV AbbVie Inc. | 19.07% | -2.69% | 6.29% | 19.07% | 20.10% | 15.16% |
ADP Automatic Data Processing, Inc. | 29.92% | -3.00% | 26.97% | 29.92% | 14.12% | 16.07% |
AMZN Amazon.com, Inc. | 47.26% | 7.63% | 13.46% | 47.26% | 19.42% | 30.76% |
AVGO Broadcom Inc. | 119.49% | 49.55% | 48.22% | 119.49% | 54.74% | 41.22% |
AXP American Express Company | 62.62% | -1.19% | 29.48% | 62.62% | 21.04% | 14.17% |
AZO AutoZone, Inc. | 25.37% | 2.27% | 14.43% | 25.37% | 22.24% | 18.10% |
BK The Bank of New York Mellon Corporation | 53.36% | -5.25% | 30.82% | 53.36% | 12.51% | 9.47% |
BKNG Booking Holdings Inc. | 43.27% | -3.00% | 30.18% | 43.27% | 19.94% | 16.15% |
COF Capital One Financial Corporation | 39.71% | -6.14% | 30.00% | 39.71% | 13.95% | 10.25% |
FI Fiserv Inc. | 56.54% | -5.89% | 41.33% | 56.54% | 12.50% | 21.41% |
GOOG Alphabet Inc. | 38.18% | 13.94% | 5.43% | 38.18% | 23.93% | 22.30% |
INTU Intuit Inc. | 2.78% | -0.49% | -1.57% | 2.78% | 20.31% | 22.54% |
JPM JPMorgan Chase & Co. | 45.17% | -3.42% | 18.76% | 45.17% | 14.91% | 17.64% |
MCK McKesson Corporation | 25.13% | -8.15% | -1.42% | 25.13% | 34.13% | 11.69% |
META Meta Platforms, Inc. | 70.10% | 4.52% | 19.06% | 70.10% | 24.10% | 22.67% |
MRK Merck & Co., Inc. | -6.05% | -1.12% | -20.90% | -6.05% | 6.03% | 9.53% |
MSFT Microsoft Corporation | 15.35% | 1.67% | -5.38% | 15.35% | 23.42% | 26.86% |
NFLX Netflix, Inc. | 86.40% | 2.34% | 34.73% | 86.40% | 22.99% | 33.77% |
NVDA NVIDIA Corporation | 176.72% | -0.89% | 10.24% | 176.72% | 88.22% | 76.18% |
ORCL | 62.22% | -8.59% | 18.68% | 62.22% | 28.17% | 16.15% |
PM | 35.56% | -7.71% | 22.64% | 35.56% | 13.40% | 9.62% |
SHEL | -2.39% | -4.71% | -13.64% | -2.39% | 5.11% | 4.14% |
TSLA | 73.72% | 25.06% | 105.69% | 73.72% | 73.26% | 40.42% |
UNH | -1.61% | -16.10% | 3.86% | -1.61% | 13.34% | 19.46% |
V | 23.33% | 1.14% | 21.53% | 23.33% | 11.97% | 17.88% |
WMT | 76.51% | -0.69% | 36.52% | 76.51% | 20.13% | 14.65% |
*Annualized
Monthly Returns
The table below presents the monthly returns of NVSek-SatNew-Stks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 10.87% | 16.55% | 7.71% | -3.84% | 16.02% | 10.88% | -2.36% | 1.91% | 2.77% | 5.47% | 5.75% | 103.51% | |
| 2023 | 15.10% | 5.81% | 9.44% | -0.20% | 16.70% | 10.20% | 6.09% | 1.91% | -7.89% | -3.52% | 12.11% | 5.55% | 94.47% |
| 2022 | -10.87% | -3.57% | 8.50% | -18.90% | -1.24% | -11.07% | 15.14% | -7.49% | -10.15% | 5.96% | 7.10% | -9.52% | -34.72% |
| 2021 | -0.38% | 1.29% | 1.31% | 6.98% | 0.58% | 8.55% | 1.45% | 6.95% | -3.72% | 15.36% | 7.65% | -1.60% | 52.40% |
| 2020 | 1.90% | -2.73% | -7.90% | 14.29% | 7.47% | 5.39% | 7.61% | 16.19% | -4.07% | -4.64% | 12.11% | 5.31% | 59.56% |
| 2019 | 8.92% | 3.39% | 5.00% | 3.25% | -9.14% | 8.68% | 1.54% | -2.36% | -0.43% | 6.19% | 5.61% | 3.88% | 38.63% |
| 2018 | 12.96% | -1.10% | -4.25% | 2.05% | 6.24% | 0.44% | 0.04% | 7.22% | 0.90% | -11.11% | -2.40% | -8.70% | -0.14% |
| 2017 | 4.15% | 3.25% | 2.34% | 1.58% | 7.88% | -0.14% | 5.88% | 0.89% | 1.85% | 6.86% | 1.30% | -0.46% | 41.18% |
| 2016 | -6.31% | 0.01% | 8.17% | -0.43% | 5.21% | -0.76% | 4.99% | 1.34% | 1.26% | 0.54% | 4.66% | 3.81% | 24.00% |
| 2015 | -2.00% | 7.74% | -2.01% | 3.53% | 3.84% | -1.58% | 4.30% | -4.34% | -1.85% | 7.84% | 2.51% | -0.72% | 17.66% |
| 2014 | -1.85% | 4.76% | 1.99% | -0.75% | 5.39% | -1.13% | 2.24% | 3.72% | -1.07% | 13.77% |
Expense Ratio
NVSek-SatNew-Stks has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, NVSek-SatNew-Stks is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.46 | 2.12 | 1.27 | 1.99 | 5.18 |
ABBV AbbVie Inc. | 0.81 | 1.12 | 1.18 | 1.00 | 2.69 |
ADP Automatic Data Processing, Inc. | 2.02 | 2.79 | 1.37 | 2.67 | 11.10 |
AMZN Amazon.com, Inc. | 1.64 | 2.25 | 1.29 | 2.04 | 7.66 |
AVGO Broadcom Inc. | 2.18 | 3.03 | 1.38 | 4.66 | 13.52 |
AXP American Express Company | 2.61 | 3.44 | 1.47 | 5.87 | 20.96 |
AZO AutoZone, Inc. | 1.25 | 1.87 | 1.23 | 1.68 | 4.09 |
BK The Bank of New York Mellon Corporation | 3.02 | 4.04 | 1.53 | 3.95 | 26.38 |
BKNG Booking Holdings Inc. | 1.67 | 2.04 | 1.32 | 2.22 | 6.85 |
COF Capital One Financial Corporation | 1.32 | 2.21 | 1.26 | 1.51 | 7.89 |
FI Fiserv Inc. | 3.15 | 3.96 | 1.55 | 5.99 | 15.02 |
GOOG Alphabet Inc. | 1.36 | 1.89 | 1.25 | 1.69 | 4.16 |
INTU Intuit Inc. | 0.07 | 0.29 | 1.04 | 0.12 | 0.33 |
JPM JPMorgan Chase & Co. | 1.95 | 2.68 | 1.40 | 4.52 | 13.04 |
MCK McKesson Corporation | 1.03 | 1.41 | 1.25 | 1.11 | 2.83 |
META Meta Platforms, Inc. | 1.87 | 2.74 | 1.37 | 3.70 | 11.33 |
MRK Merck & Co., Inc. | -0.24 | -0.19 | 0.97 | -0.19 | -0.41 |
MSFT Microsoft Corporation | 0.80 | 1.13 | 1.15 | 1.03 | 2.35 |
NFLX Netflix, Inc. | 2.85 | 3.72 | 1.50 | 2.62 | 20.45 |
NVDA NVIDIA Corporation | 3.38 | 3.60 | 1.45 | 6.56 | 20.19 |
ORCL | 1.91 | 3.06 | 1.38 | 3.26 | 12.07 |
PM | 1.80 | 2.78 | 1.37 | 3.13 | 10.00 |
SHEL | -0.17 | -0.11 | 0.99 | -0.18 | -0.47 |
TSLA | 1.03 | 1.81 | 1.22 | 1.00 | 3.03 |
UNH | -0.03 | 0.14 | 1.02 | -0.04 | -0.11 |
V | 1.42 | 1.93 | 1.27 | 1.93 | 4.90 |
WMT | 4.33 | 6.33 | 1.82 | 10.37 | 46.80 |
NVSek-SatNew-Stks
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
NVSek-SatNew-Stks provided a 1.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.20% | 1.31% | 1.39% | 1.27% | 1.48% | 1.55% | 1.64% | 1.41% | 1.71% | 1.94% | 1.68% | 1.47% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.39% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ABBV AbbVie Inc. | 3.48% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ADP Automatic Data Processing, Inc. | 1.94% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
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% |
AVGO Broadcom Inc. | 0.90% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
AXP American Express Company | 0.90% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
AZO AutoZone, 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% |
BK The Bank of New York Mellon Corporation | 2.29% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% | 1.66% |
BKNG Booking Holdings Inc. | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COF Capital One Financial Corporation | 1.33% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% | 1.24% |
FI Fiserv Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.06% | 5.08% | 7.87% | 7.61% | 1.52% |
GOOG Alphabet Inc. | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTU Intuit Inc. | 0.59% | 0.52% | 0.72% | 0.38% | 0.42% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% | 0.89% | 0.92% |
JPM JPMorgan Chase & Co. | 1.91% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
MCK McKesson Corporation | 0.46% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
META Meta Platforms, Inc. | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRK Merck & Co., Inc. | 3.13% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
ORCL | 0.95% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
PM | 4.36% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% | 4.11% |
SHEL | 4.46% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 1.60% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
V | 0.67% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WMT | 0.91% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
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.
NVSek-SatNew-Stks
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the NVSek-SatNew-Stks. 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 NVSek-SatNew-Stks was 41.45%, occurring on Oct 14, 2022. Recovery took 158 trading sessions.
The current NVSek-SatNew-Stks drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.45% | Nov 22, 2021 | 226 | Oct 14, 2022 | 158 | Jun 2, 2023 | 384 |
| -31.14% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -27.37% | Oct 2, 2018 | 58 | Dec 24, 2018 | 217 | Nov 4, 2019 | 275 |
| -20.29% | Jul 11, 2024 | 20 | Aug 7, 2024 | 43 | Oct 8, 2024 | 63 |
| -15.72% | Dec 7, 2015 | 46 | Feb 11, 2016 | 42 | Apr 13, 2016 | 88 |
Volatility
Volatility Chart
The current NVSek-SatNew-Stks volatility is 7.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
NVSek-SatNew-Stks
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| WMT | PM | SHEL | AZO | MRK | TSLA | MCK | ABBV | UNH | NFLX | NVDA | BKNG | META | BK | COF | AVGO | AMZN | ORCL | AAPL | JPM | FI | ADP | AXP | INTU | GOOG | V | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.29 | 0.14 | 0.30 | 0.27 | 0.16 | 0.28 | 0.24 | 0.28 | 0.20 | 0.21 | 0.20 | 0.20 | 0.23 | 0.21 | 0.21 | 0.26 | 0.30 | 0.26 | 0.25 | 0.32 | 0.34 | 0.26 | 0.29 | 0.27 | 0.28 | 0.30 |
| PM | 0.29 | 1.00 | 0.28 | 0.25 | 0.31 | 0.12 | 0.27 | 0.30 | 0.29 | 0.14 | 0.14 | 0.27 | 0.19 | 0.32 | 0.29 | 0.19 | 0.17 | 0.28 | 0.24 | 0.31 | 0.34 | 0.34 | 0.31 | 0.22 | 0.24 | 0.31 | 0.24 |
| SHEL | 0.14 | 0.28 | 1.00 | 0.18 | 0.23 | 0.15 | 0.23 | 0.23 | 0.22 | 0.16 | 0.20 | 0.33 | 0.18 | 0.40 | 0.41 | 0.26 | 0.19 | 0.28 | 0.24 | 0.44 | 0.27 | 0.28 | 0.40 | 0.21 | 0.26 | 0.30 | 0.24 |
| AZO | 0.30 | 0.25 | 0.18 | 1.00 | 0.25 | 0.14 | 0.27 | 0.25 | 0.32 | 0.18 | 0.21 | 0.23 | 0.21 | 0.29 | 0.28 | 0.25 | 0.21 | 0.31 | 0.25 | 0.31 | 0.34 | 0.39 | 0.28 | 0.28 | 0.24 | 0.32 | 0.28 |
| MRK | 0.27 | 0.31 | 0.23 | 0.25 | 1.00 | 0.09 | 0.40 | 0.44 | 0.37 | 0.16 | 0.12 | 0.21 | 0.20 | 0.27 | 0.22 | 0.18 | 0.18 | 0.30 | 0.22 | 0.29 | 0.33 | 0.36 | 0.27 | 0.27 | 0.24 | 0.33 | 0.28 |
| TSLA | 0.16 | 0.12 | 0.15 | 0.14 | 0.09 | 1.00 | 0.14 | 0.15 | 0.16 | 0.38 | 0.41 | 0.33 | 0.36 | 0.24 | 0.25 | 0.39 | 0.41 | 0.29 | 0.40 | 0.24 | 0.28 | 0.25 | 0.29 | 0.38 | 0.37 | 0.30 | 0.38 |
| MCK | 0.28 | 0.27 | 0.23 | 0.27 | 0.40 | 0.14 | 1.00 | 0.39 | 0.43 | 0.18 | 0.17 | 0.26 | 0.21 | 0.32 | 0.28 | 0.23 | 0.20 | 0.30 | 0.23 | 0.35 | 0.29 | 0.36 | 0.32 | 0.25 | 0.26 | 0.32 | 0.26 |
| ABBV | 0.24 | 0.30 | 0.23 | 0.25 | 0.44 | 0.15 | 0.39 | 1.00 | 0.38 | 0.19 | 0.20 | 0.23 | 0.22 | 0.30 | 0.26 | 0.24 | 0.21 | 0.29 | 0.25 | 0.32 | 0.33 | 0.35 | 0.29 | 0.29 | 0.28 | 0.33 | 0.29 |
| UNH | 0.28 | 0.29 | 0.22 | 0.32 | 0.37 | 0.16 | 0.43 | 0.38 | 1.00 | 0.22 | 0.22 | 0.26 | 0.23 | 0.35 | 0.30 | 0.26 | 0.24 | 0.31 | 0.31 | 0.36 | 0.37 | 0.41 | 0.36 | 0.31 | 0.32 | 0.37 | 0.33 |
| NFLX | 0.20 | 0.14 | 0.16 | 0.18 | 0.16 | 0.38 | 0.18 | 0.19 | 0.22 | 1.00 | 0.46 | 0.37 | 0.51 | 0.23 | 0.24 | 0.40 | 0.54 | 0.37 | 0.44 | 0.25 | 0.33 | 0.29 | 0.29 | 0.46 | 0.48 | 0.39 | 0.49 |
| NVDA | 0.21 | 0.14 | 0.20 | 0.21 | 0.12 | 0.41 | 0.17 | 0.20 | 0.22 | 0.46 | 1.00 | 0.42 | 0.50 | 0.32 | 0.32 | 0.61 | 0.53 | 0.43 | 0.51 | 0.32 | 0.37 | 0.36 | 0.36 | 0.54 | 0.51 | 0.43 | 0.58 |
| BKNG | 0.20 | 0.27 | 0.33 | 0.23 | 0.21 | 0.33 | 0.26 | 0.23 | 0.26 | 0.37 | 0.42 | 1.00 | 0.45 | 0.42 | 0.44 | 0.43 | 0.47 | 0.39 | 0.39 | 0.44 | 0.43 | 0.40 | 0.48 | 0.45 | 0.49 | 0.48 | 0.42 |
| META | 0.20 | 0.19 | 0.18 | 0.21 | 0.20 | 0.36 | 0.21 | 0.22 | 0.23 | 0.51 | 0.50 | 0.45 | 1.00 | 0.29 | 0.31 | 0.48 | 0.61 | 0.41 | 0.51 | 0.31 | 0.41 | 0.36 | 0.36 | 0.50 | 0.65 | 0.48 | 0.58 |
| BK | 0.23 | 0.32 | 0.40 | 0.29 | 0.27 | 0.24 | 0.32 | 0.30 | 0.35 | 0.23 | 0.32 | 0.42 | 0.29 | 1.00 | 0.68 | 0.36 | 0.27 | 0.40 | 0.30 | 0.75 | 0.43 | 0.43 | 0.63 | 0.36 | 0.35 | 0.43 | 0.33 |
| COF | 0.21 | 0.29 | 0.41 | 0.28 | 0.22 | 0.25 | 0.28 | 0.26 | 0.30 | 0.24 | 0.32 | 0.44 | 0.31 | 0.68 | 1.00 | 0.38 | 0.30 | 0.38 | 0.34 | 0.74 | 0.43 | 0.43 | 0.73 | 0.37 | 0.36 | 0.44 | 0.34 |
| AVGO | 0.21 | 0.19 | 0.26 | 0.25 | 0.18 | 0.39 | 0.23 | 0.24 | 0.26 | 0.40 | 0.61 | 0.43 | 0.48 | 0.36 | 0.38 | 1.00 | 0.47 | 0.44 | 0.55 | 0.38 | 0.40 | 0.41 | 0.41 | 0.50 | 0.48 | 0.44 | 0.54 |
| AMZN | 0.26 | 0.17 | 0.19 | 0.21 | 0.18 | 0.41 | 0.20 | 0.21 | 0.24 | 0.54 | 0.53 | 0.47 | 0.61 | 0.27 | 0.30 | 0.47 | 1.00 | 0.43 | 0.55 | 0.30 | 0.38 | 0.36 | 0.35 | 0.55 | 0.67 | 0.48 | 0.64 |
| ORCL | 0.30 | 0.28 | 0.28 | 0.31 | 0.30 | 0.29 | 0.30 | 0.29 | 0.31 | 0.37 | 0.43 | 0.39 | 0.41 | 0.40 | 0.38 | 0.44 | 0.43 | 1.00 | 0.45 | 0.42 | 0.44 | 0.47 | 0.43 | 0.51 | 0.47 | 0.48 | 0.56 |
| AAPL | 0.26 | 0.24 | 0.24 | 0.25 | 0.22 | 0.40 | 0.23 | 0.25 | 0.31 | 0.44 | 0.51 | 0.39 | 0.51 | 0.30 | 0.34 | 0.55 | 0.55 | 0.45 | 1.00 | 0.36 | 0.39 | 0.42 | 0.38 | 0.52 | 0.57 | 0.48 | 0.61 |
| JPM | 0.25 | 0.31 | 0.44 | 0.31 | 0.29 | 0.24 | 0.35 | 0.32 | 0.36 | 0.25 | 0.32 | 0.44 | 0.31 | 0.75 | 0.74 | 0.38 | 0.30 | 0.42 | 0.36 | 1.00 | 0.43 | 0.45 | 0.69 | 0.36 | 0.37 | 0.47 | 0.36 |
| FI | 0.32 | 0.34 | 0.27 | 0.34 | 0.33 | 0.28 | 0.29 | 0.33 | 0.37 | 0.33 | 0.37 | 0.43 | 0.41 | 0.43 | 0.43 | 0.40 | 0.38 | 0.44 | 0.39 | 0.43 | 1.00 | 0.60 | 0.49 | 0.55 | 0.44 | 0.61 | 0.49 |
| ADP | 0.34 | 0.34 | 0.28 | 0.39 | 0.36 | 0.25 | 0.36 | 0.35 | 0.41 | 0.29 | 0.36 | 0.40 | 0.36 | 0.43 | 0.43 | 0.41 | 0.36 | 0.47 | 0.42 | 0.45 | 0.60 | 1.00 | 0.49 | 0.57 | 0.45 | 0.56 | 0.52 |
| AXP | 0.26 | 0.31 | 0.40 | 0.28 | 0.27 | 0.29 | 0.32 | 0.29 | 0.36 | 0.29 | 0.36 | 0.48 | 0.36 | 0.63 | 0.73 | 0.41 | 0.35 | 0.43 | 0.38 | 0.69 | 0.49 | 0.49 | 1.00 | 0.44 | 0.42 | 0.56 | 0.41 |
| INTU | 0.29 | 0.22 | 0.21 | 0.28 | 0.27 | 0.38 | 0.25 | 0.29 | 0.31 | 0.46 | 0.54 | 0.45 | 0.50 | 0.36 | 0.37 | 0.50 | 0.55 | 0.51 | 0.52 | 0.36 | 0.55 | 0.57 | 0.44 | 1.00 | 0.57 | 0.56 | 0.66 |
| GOOG | 0.27 | 0.24 | 0.26 | 0.24 | 0.24 | 0.37 | 0.26 | 0.28 | 0.32 | 0.48 | 0.51 | 0.49 | 0.65 | 0.35 | 0.36 | 0.48 | 0.67 | 0.47 | 0.57 | 0.37 | 0.44 | 0.45 | 0.42 | 0.57 | 1.00 | 0.54 | 0.68 |
| V | 0.28 | 0.31 | 0.30 | 0.32 | 0.33 | 0.30 | 0.32 | 0.33 | 0.37 | 0.39 | 0.43 | 0.48 | 0.48 | 0.43 | 0.44 | 0.44 | 0.48 | 0.48 | 0.48 | 0.47 | 0.61 | 0.56 | 0.56 | 0.56 | 0.54 | 1.00 | 0.57 |
| MSFT | 0.30 | 0.24 | 0.24 | 0.28 | 0.28 | 0.38 | 0.26 | 0.29 | 0.33 | 0.49 | 0.58 | 0.42 | 0.58 | 0.33 | 0.34 | 0.54 | 0.64 | 0.56 | 0.61 | 0.36 | 0.49 | 0.52 | 0.41 | 0.66 | 0.68 | 0.57 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014