Gabelli Financial Services Opportunities Q3 Holdin...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Last updated Jan 14, 2025
Gabelli Financial Services Opportunities Q3 Holdings excluding BRK.B, Markel Group
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gabelli Financial Services Opportunities Q3 Holdings (GABF), 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.
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 14, 2020, corresponding to the inception date of OWL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
| Gabelli Financial Services Opportunities Q3 Holdings (GABF) | 3.83% | 4.62% | 27.84% | 81.77% | N/A | N/A |
| Portfolio components: | ||||||
BX The Blackstone Group Inc. | -3.86% | -12.02% | 22.32% | 42.46% | 27.80% | 23.74% |
WRB | -2.08% | -4.79% | 6.90% | 20.96% | N/A | N/A |
WFC | 0.41% | 0.13% | 18.66% | 52.73% | N/A | N/A |
IBKR Interactive Brokers Group, Inc. | 3.73% | 2.10% | 48.68% | 108.68% | 31.37% | 21.63% |
BAC Bank of America Corporation | 2.53% | -1.34% | 3.34% | 40.87% | 8.07% | 13.74% |
STNE | 2.13% | -9.76% | -40.41% | -52.43% | N/A | N/A |
AXP American Express Company | 0.31% | -1.46% | 19.58% | 64.97% | 19.69% | 14.91% |
OWL Blue Owl Capital Inc. | -3.87% | -8.25% | 23.95% | 56.13% | N/A | N/A |
JPM JPMorgan Chase & Co. | 2.40% | 2.31% | 15.61% | 47.76% | 15.63% | 19.18% |
MCO Moody's Corporation | -3.27% | -6.37% | 1.59% | 21.52% | 13.61% | 18.43% |
SPGI | -3.10% | -4.58% | -0.92% | 11.29% | N/A | N/A |
FDS FactSet Research Systems Inc. | -5.29% | -6.93% | 3.33% | -1.60% | 11.93% | 13.70% |
SAMG | -4.73% | -5.19% | 2.45% | 8.43% | N/A | N/A |
MS Morgan Stanley | -1.38% | -2.68% | 18.71% | 43.26% | 22.55% | 16.70% |
CODI Compass Diversified | -8.41% | -10.50% | -8.81% | 1.57% | 2.51% | 10.14% |
CNS Cohen & Steers, Inc. | -8.31% | -14.51% | 5.84% | 27.85% | 8.75% | 11.10% |
PSFE Paysafe Limited | 1.70% | -6.76% | -15.25% | 28.06% | N/A | N/A |
BK The Bank of New York Mellon Corporation | -0.94% | -3.45% | 18.67% | 42.80% | 11.93% | 10.11% |
KKR KKR & Co. Inc. | -4.50% | -8.48% | 21.41% | 73.78% | 38.45% | 23.10% |
STT | -3.02% | -5.25% | 13.19% | 27.82% | N/A | N/A |
APO Apollo Global Management, Inc. | -6.27% | -12.26% | 25.72% | 64.67% | 29.94% | 26.89% |
OBDC Blue Owl Capital Corporation | -1.85% | -0.57% | 1.24% | 10.03% | 8.75% | N/A |
FHI Federated Hermes, Inc. | -7.78% | -11.01% | 11.59% | 20.18% | 7.19% | 6.93% |
SCHW | -1.82% | -8.65% | 8.56% | 13.04% | N/A | N/A |
QABA | -3.96% | -10.88% | 1.95% | 15.26% | N/A | N/A |
COF Capital One Financial Corporation | 1.13% | -2.28% | 21.51% | 43.54% | 14.10% | 11.08% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 14.25% | 24.94% | 53.94% | 245.66% | 68.43% | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of Gabelli Financial Services Opportunities Q3 Holdings (GABF), 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 | 4.92% | 5.35% | 7.42% | -1.98% | 8.25% | 6.21% | 7.05% | 5.87% | 2.91% | 4.37% | 17.87% | -9.32% | 74.11% |
| 2023 | 13.13% | -0.13% | -5.74% | 0.79% | -2.18% | 8.38% | 5.37% | -0.09% | -2.68% | -2.58% | 12.01% | 9.78% | 39.68% |
| 2022 | -2.80% | -3.52% | 0.95% | -10.79% | 4.03% | -12.16% | 9.80% | -2.99% | -8.58% | 13.39% | 5.44% | -7.69% | -17.06% |
| 2021 | -2.98% | 11.44% | 3.93% | 6.33% | 3.54% | 2.48% | -0.42% | 2.33% | -2.55% | 9.76% | -5.96% | 4.70% | 36.04% |
| 2020 | 4.51% | 4.51% |
Expense Ratio
Gabelli Financial Services Opportunities Q3 Holdings (GABF) has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, Gabelli Financial Services Opportunities Q3 Holdings (GABF) 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.
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
^GSPC
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BX The Blackstone Group Inc. | 1.38 | 1.92 | 1.23 | 2.32 | 6.86 |
WRB | 1.02 | 1.44 | 1.20 | 1.67 | 3.43 |
WFC | 1.65 | 2.47 | 1.32 | 2.73 | 7.53 |
IBKR Interactive Brokers Group, Inc. | 4.19 | 5.03 | 1.67 | 7.29 | 28.19 |
BAC Bank of America Corporation | 1.65 | 2.49 | 1.30 | 1.17 | 6.65 |
STNE | -1.24 | -1.98 | 0.77 | -0.57 | -1.67 |
AXP American Express Company | 2.57 | 3.37 | 1.47 | 5.82 | 21.01 |
OWL Blue Owl Capital Inc. | 1.78 | 2.32 | 1.31 | 2.88 | 8.46 |
JPM JPMorgan Chase & Co. | 1.95 | 2.69 | 1.40 | 4.55 | 12.97 |
MCO Moody's Corporation | 1.11 | 1.44 | 1.21 | 2.35 | 5.72 |
SPGI | 0.76 | 1.08 | 1.14 | 0.95 | 2.40 |
FDS FactSet Research Systems Inc. | -0.04 | 0.09 | 1.01 | -0.04 | -0.08 |
SAMG | 0.26 | 0.61 | 1.07 | 0.25 | 1.03 |
MS Morgan Stanley | 1.54 | 2.21 | 1.31 | 2.30 | 9.14 |
CODI Compass Diversified | -0.02 | 0.17 | 1.02 | -0.02 | -0.09 |
CNS Cohen & Steers, Inc. | 0.80 | 1.31 | 1.16 | 0.85 | 4.00 |
PSFE Paysafe Limited | 0.63 | 1.14 | 1.17 | 0.35 | 2.37 |
BK The Bank of New York Mellon Corporation | 2.70 | 3.61 | 1.48 | 4.06 | 21.01 |
KKR KKR & Co. Inc. | 2.24 | 3.03 | 1.39 | 5.19 | 17.21 |
STT | 1.31 | 1.88 | 1.25 | 1.04 | 7.14 |
APO Apollo Global Management, Inc. | 1.93 | 2.50 | 1.35 | 2.99 | 11.35 |
OBDC Blue Owl Capital Corporation | 0.77 | 1.14 | 1.14 | 0.79 | 1.83 |
FHI Federated Hermes, Inc. | 1.06 | 1.54 | 1.19 | 0.92 | 4.48 |
SCHW | 0.47 | 0.81 | 1.12 | 0.36 | 1.16 |
QABA | 0.46 | 0.91 | 1.11 | 0.46 | 1.79 |
COF Capital One Financial Corporation | 1.40 | 2.32 | 1.27 | 1.60 | 8.25 |
FTAI Fortress Transportation and Infrastructure Investors LLC | 5.56 | 4.89 | 1.67 | 9.32 | 35.98 |
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Gabelli Financial Services Opportunities Q3 Holdings (GABF) provided a 2.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 1.95% | 2.37% | 3.13% | 2.22% | 2.68% | 2.68% | 3.63% | 2.66% | 3.37% | 3.00% | 2.15% |
| Portfolio components: | ||||||||||||
BX The Blackstone Group Inc. | 2.08% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% |
WRB | 2.44% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% | 2.79% |
WFC | 2.13% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
IBKR Interactive Brokers Group, Inc. | 0.46% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% |
BAC Bank of America Corporation | 2.22% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
STNE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 0.94% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
OWL Blue Owl Capital Inc. | 3.04% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.97% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
MCO Moody's Corporation | 0.74% | 0.72% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% |
SPGI | 0.75% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
FDS FactSet Research Systems Inc. | 0.90% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% | 1.08% |
SAMG | 4.45% | 4.24% | 4.35% | 3.73% | 3.84% | 4.61% | 4.77% | 4.23% | 2.99% | 3.65% | 5.05% | 3.07% |
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% |
CODI Compass Diversified | 4.73% | 4.33% | 4.45% | 5.49% | 7.59% | 7.40% | 5.79% | 11.57% | 8.50% | 8.04% | 9.06% | 8.86% |
CNS Cohen & Steers, Inc. | 2.79% | 2.56% | 3.01% | 3.41% | 2.81% | 2.92% | 4.91% | 11.13% | 4.48% | 4.58% | 4.92% | 4.47% |
PSFE Paysafe Limited | 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 | 2.34% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% | 1.63% |
KKR KKR & Co. Inc. | 0.49% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
STT | 3.07% | 2.18% | 3.41% | 3.09% | 2.34% | 2.86% | 2.50% | 2.82% | 1.64% | 1.85% | 1.99% | 1.48% |
APO Apollo Global Management, Inc. | 1.17% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
OBDC Blue Owl Capital Corporation | 11.59% | 11.38% | 10.77% | 11.17% | 8.76% | 7.98% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FHI Federated Hermes, Inc. | 5.83% | 5.38% | 3.38% | 2.97% | 2.87% | 7.20% | 3.31% | 3.99% | 2.77% | 7.07% | 3.49% | 3.04% |
SCHW | 1.38% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% |
QABA | 2.47% | 2.37% | 2.71% | 2.10% | 1.68% | 2.55% | 1.95% | 1.90% | 1.43% | 1.12% | 1.39% | 1.28% |
COF Capital One Financial Corporation | 1.33% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% |
FTAI Fortress Transportation and Infrastructure Investors LLC | 0.73% | 0.83% | 2.59% | 6.97% | 4.56% | 5.63% | 6.76% | 9.21% | 6.62% | 9.93% | 4.26% | 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.
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Gabelli Financial Services Opportunities Q3 Holdings (GABF). 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 Gabelli Financial Services Opportunities Q3 Holdings (GABF) was 27.09%, occurring on Jun 16, 2022. Recovery took 356 trading sessions.
The current Gabelli Financial Services Opportunities Q3 Holdings (GABF) drawdown is 6.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.09% | Nov 4, 2021 | 155 | Jun 16, 2022 | 356 | Nov 15, 2023 | 511 |
| -14.95% | Nov 27, 2024 | 15 | Dec 18, 2024 | — | — | — |
| -10.62% | Jul 29, 2024 | 6 | Aug 5, 2024 | 12 | Aug 21, 2024 | 18 |
| -7.19% | Sep 3, 2024 | 4 | Sep 6, 2024 | 7 | Sep 17, 2024 | 11 |
| -6.98% | Jan 15, 2021 | 10 | Jan 29, 2021 | 5 | Feb 5, 2021 | 15 |
Volatility
Volatility Chart
The current Gabelli Financial Services Opportunities Q3 Holdings (GABF) volatility is 8.92%, 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.
Gabelli Financial Services Opportunities Q3 Holdings (GABF)
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.
| SAMG | STNE | FDS | FTAI | WRB | PSFE | CODI | IBKR | SPGI | OBDC | OWL | FHI | MCO | APO | SCHW | BX | CNS | WFC | KKR | COF | JPM | AXP | QABA | MS | BAC | BK | STT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SAMG | 1.00 | 0.22 | 0.21 | 0.25 | 0.27 | 0.28 | 0.32 | 0.32 | 0.24 | 0.31 | 0.33 | 0.34 | 0.24 | 0.34 | 0.38 | 0.36 | 0.43 | 0.35 | 0.35 | 0.39 | 0.37 | 0.40 | 0.46 | 0.38 | 0.41 | 0.41 | 0.40 |
| STNE | 0.22 | 1.00 | 0.28 | 0.29 | 0.16 | 0.46 | 0.31 | 0.32 | 0.36 | 0.31 | 0.37 | 0.27 | 0.38 | 0.43 | 0.34 | 0.44 | 0.35 | 0.31 | 0.45 | 0.37 | 0.32 | 0.40 | 0.33 | 0.38 | 0.34 | 0.33 | 0.36 |
| FDS | 0.21 | 0.28 | 1.00 | 0.28 | 0.33 | 0.27 | 0.29 | 0.27 | 0.61 | 0.35 | 0.31 | 0.33 | 0.59 | 0.36 | 0.30 | 0.43 | 0.43 | 0.27 | 0.42 | 0.29 | 0.29 | 0.34 | 0.34 | 0.34 | 0.29 | 0.35 | 0.35 |
| FTAI | 0.25 | 0.29 | 0.28 | 1.00 | 0.26 | 0.30 | 0.31 | 0.31 | 0.29 | 0.33 | 0.36 | 0.32 | 0.31 | 0.38 | 0.36 | 0.40 | 0.38 | 0.33 | 0.43 | 0.39 | 0.34 | 0.42 | 0.41 | 0.37 | 0.35 | 0.40 | 0.40 |
| WRB | 0.27 | 0.16 | 0.33 | 0.26 | 1.00 | 0.17 | 0.27 | 0.37 | 0.30 | 0.34 | 0.23 | 0.39 | 0.32 | 0.31 | 0.41 | 0.27 | 0.32 | 0.47 | 0.34 | 0.41 | 0.52 | 0.45 | 0.47 | 0.42 | 0.47 | 0.48 | 0.44 |
| PSFE | 0.28 | 0.46 | 0.27 | 0.30 | 0.17 | 1.00 | 0.34 | 0.33 | 0.35 | 0.32 | 0.42 | 0.31 | 0.38 | 0.39 | 0.34 | 0.43 | 0.41 | 0.34 | 0.42 | 0.37 | 0.35 | 0.40 | 0.37 | 0.40 | 0.38 | 0.38 | 0.38 |
| CODI | 0.32 | 0.31 | 0.29 | 0.31 | 0.27 | 0.34 | 1.00 | 0.28 | 0.33 | 0.40 | 0.37 | 0.33 | 0.32 | 0.37 | 0.41 | 0.41 | 0.47 | 0.40 | 0.43 | 0.44 | 0.41 | 0.41 | 0.52 | 0.46 | 0.45 | 0.42 | 0.44 |
| IBKR | 0.32 | 0.32 | 0.27 | 0.31 | 0.37 | 0.33 | 0.28 | 1.00 | 0.28 | 0.33 | 0.35 | 0.38 | 0.31 | 0.50 | 0.51 | 0.35 | 0.33 | 0.45 | 0.47 | 0.42 | 0.48 | 0.47 | 0.42 | 0.47 | 0.44 | 0.47 | 0.48 |
| SPGI | 0.24 | 0.36 | 0.61 | 0.29 | 0.30 | 0.35 | 0.33 | 0.28 | 1.00 | 0.35 | 0.38 | 0.30 | 0.85 | 0.44 | 0.32 | 0.53 | 0.52 | 0.30 | 0.53 | 0.34 | 0.35 | 0.44 | 0.35 | 0.40 | 0.34 | 0.40 | 0.41 |
| OBDC | 0.31 | 0.31 | 0.35 | 0.33 | 0.34 | 0.32 | 0.40 | 0.33 | 0.35 | 1.00 | 0.39 | 0.34 | 0.37 | 0.48 | 0.39 | 0.45 | 0.42 | 0.43 | 0.47 | 0.47 | 0.44 | 0.48 | 0.46 | 0.45 | 0.44 | 0.46 | 0.45 |
| OWL | 0.33 | 0.37 | 0.31 | 0.36 | 0.23 | 0.42 | 0.37 | 0.35 | 0.38 | 0.39 | 1.00 | 0.35 | 0.41 | 0.56 | 0.37 | 0.57 | 0.46 | 0.38 | 0.58 | 0.44 | 0.41 | 0.46 | 0.43 | 0.45 | 0.41 | 0.43 | 0.44 |
| FHI | 0.34 | 0.27 | 0.33 | 0.32 | 0.39 | 0.31 | 0.33 | 0.38 | 0.30 | 0.34 | 0.35 | 1.00 | 0.34 | 0.41 | 0.46 | 0.40 | 0.52 | 0.51 | 0.42 | 0.49 | 0.53 | 0.48 | 0.56 | 0.50 | 0.52 | 0.55 | 0.56 |
| MCO | 0.24 | 0.38 | 0.59 | 0.31 | 0.32 | 0.38 | 0.32 | 0.31 | 0.85 | 0.37 | 0.41 | 0.34 | 1.00 | 0.49 | 0.35 | 0.57 | 0.53 | 0.34 | 0.58 | 0.38 | 0.39 | 0.47 | 0.37 | 0.45 | 0.38 | 0.42 | 0.44 |
| APO | 0.34 | 0.43 | 0.36 | 0.38 | 0.31 | 0.39 | 0.37 | 0.50 | 0.44 | 0.48 | 0.56 | 0.41 | 0.49 | 1.00 | 0.47 | 0.63 | 0.50 | 0.47 | 0.73 | 0.51 | 0.49 | 0.56 | 0.48 | 0.54 | 0.48 | 0.51 | 0.52 |
| SCHW | 0.38 | 0.34 | 0.30 | 0.36 | 0.41 | 0.34 | 0.41 | 0.51 | 0.32 | 0.39 | 0.37 | 0.46 | 0.35 | 0.47 | 1.00 | 0.47 | 0.50 | 0.63 | 0.51 | 0.56 | 0.61 | 0.57 | 0.66 | 0.64 | 0.68 | 0.67 | 0.65 |
| BX | 0.36 | 0.44 | 0.43 | 0.40 | 0.27 | 0.43 | 0.41 | 0.35 | 0.53 | 0.45 | 0.57 | 0.40 | 0.57 | 0.63 | 0.47 | 1.00 | 0.60 | 0.45 | 0.75 | 0.51 | 0.46 | 0.54 | 0.50 | 0.57 | 0.48 | 0.49 | 0.54 |
| CNS | 0.43 | 0.35 | 0.43 | 0.38 | 0.32 | 0.41 | 0.47 | 0.33 | 0.52 | 0.42 | 0.46 | 0.52 | 0.53 | 0.50 | 0.50 | 0.60 | 1.00 | 0.50 | 0.58 | 0.53 | 0.49 | 0.51 | 0.64 | 0.55 | 0.55 | 0.57 | 0.56 |
| WFC | 0.35 | 0.31 | 0.27 | 0.33 | 0.47 | 0.34 | 0.40 | 0.45 | 0.30 | 0.43 | 0.38 | 0.51 | 0.34 | 0.47 | 0.63 | 0.45 | 0.50 | 1.00 | 0.48 | 0.69 | 0.79 | 0.64 | 0.70 | 0.69 | 0.82 | 0.69 | 0.69 |
| KKR | 0.35 | 0.45 | 0.42 | 0.43 | 0.34 | 0.42 | 0.43 | 0.47 | 0.53 | 0.47 | 0.58 | 0.42 | 0.58 | 0.73 | 0.51 | 0.75 | 0.58 | 0.48 | 1.00 | 0.55 | 0.50 | 0.58 | 0.51 | 0.59 | 0.51 | 0.54 | 0.54 |
| COF | 0.39 | 0.37 | 0.29 | 0.39 | 0.41 | 0.37 | 0.44 | 0.42 | 0.34 | 0.47 | 0.44 | 0.49 | 0.38 | 0.51 | 0.56 | 0.51 | 0.53 | 0.69 | 0.55 | 1.00 | 0.68 | 0.74 | 0.71 | 0.69 | 0.74 | 0.69 | 0.69 |
| JPM | 0.37 | 0.32 | 0.29 | 0.34 | 0.52 | 0.35 | 0.41 | 0.48 | 0.35 | 0.44 | 0.41 | 0.53 | 0.39 | 0.49 | 0.61 | 0.46 | 0.49 | 0.79 | 0.50 | 0.68 | 1.00 | 0.68 | 0.65 | 0.72 | 0.83 | 0.72 | 0.70 |
| AXP | 0.40 | 0.40 | 0.34 | 0.42 | 0.45 | 0.40 | 0.41 | 0.47 | 0.44 | 0.48 | 0.46 | 0.48 | 0.47 | 0.56 | 0.57 | 0.54 | 0.51 | 0.64 | 0.58 | 0.74 | 0.68 | 1.00 | 0.63 | 0.65 | 0.66 | 0.63 | 0.65 |
| QABA | 0.46 | 0.33 | 0.34 | 0.41 | 0.47 | 0.37 | 0.52 | 0.42 | 0.35 | 0.46 | 0.43 | 0.56 | 0.37 | 0.48 | 0.66 | 0.50 | 0.64 | 0.70 | 0.51 | 0.71 | 0.65 | 0.63 | 1.00 | 0.64 | 0.75 | 0.68 | 0.69 |
| MS | 0.38 | 0.38 | 0.34 | 0.37 | 0.42 | 0.40 | 0.46 | 0.47 | 0.40 | 0.45 | 0.45 | 0.50 | 0.45 | 0.54 | 0.64 | 0.57 | 0.55 | 0.69 | 0.59 | 0.69 | 0.72 | 0.65 | 0.64 | 1.00 | 0.76 | 0.70 | 0.70 |
| BAC | 0.41 | 0.34 | 0.29 | 0.35 | 0.47 | 0.38 | 0.45 | 0.44 | 0.34 | 0.44 | 0.41 | 0.52 | 0.38 | 0.48 | 0.68 | 0.48 | 0.55 | 0.82 | 0.51 | 0.74 | 0.83 | 0.66 | 0.75 | 0.76 | 1.00 | 0.76 | 0.75 |
| BK | 0.41 | 0.33 | 0.35 | 0.40 | 0.48 | 0.38 | 0.42 | 0.47 | 0.40 | 0.46 | 0.43 | 0.55 | 0.42 | 0.51 | 0.67 | 0.49 | 0.57 | 0.69 | 0.54 | 0.69 | 0.72 | 0.63 | 0.68 | 0.70 | 0.76 | 1.00 | 0.84 |
| STT | 0.40 | 0.36 | 0.35 | 0.40 | 0.44 | 0.38 | 0.44 | 0.48 | 0.41 | 0.45 | 0.44 | 0.56 | 0.44 | 0.52 | 0.65 | 0.54 | 0.56 | 0.69 | 0.54 | 0.69 | 0.70 | 0.65 | 0.69 | 0.70 | 0.75 | 0.84 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 15, 2020