Momentum Experiment 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Momentum Experiment 3
Last updated Apr 15, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 0.64% |
CBOE Cboe Global Markets, Inc. | Financial Services | 14.67% |
CME CME Group Inc. | Financial Services | 4.51% |
COR Cencora Inc. | Healthcare | 14.83% |
COST Costco Wholesale Corporation | Consumer Defensive | 2.07% |
FICO Fair Isaac Corporation | Technology | 0.80% |
GRMN Garmin Ltd. | Technology | 3.14% |
K Kellogg Company | Consumer Defensive | 9.12% |
KR The Kroger Co. | Consumer Defensive | 4.87% |
LLY Eli Lilly and Company | Healthcare | 1.48% |
MCK McKesson Corporation | Healthcare | 6.53% |
META Meta Platforms, Inc. | Communication Services | 0.34% |
MO Altria Group, Inc. | Consumer Defensive | 4.76% |
NFLX Netflix, Inc. | Communication Services | 3.18% |
NVDA NVIDIA Corporation | Technology | 3.63% |
PGR The Progressive Corporation | Financial Services | 2.67% |
PLTR Palantir Technologies Inc. | Technology | 3.53% |
PM Philip Morris International Inc. | Consumer Defensive | 5.67% |
RCL Royal Caribbean Cruises Ltd. | Consumer Cyclical | 0.85% |
RSG | 2.10% | |
SMCI | 0.64% | |
T | 1.68% | |
TMUS | 1.14% | |
UBER | 0.76% | |
VST | 2.84% | |
WELL | 0.79% | |
WMT | 0.42% | |
WSM | 2.35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Momentum Experiment 3, 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 when any position deviates by more than 0.0% from its target allocation.
Momentum Experiment 3
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Momentum Experiment 3 | 12.96% | 2.30% | 19.82% | 47.50% | N/A | N/A |
| Portfolio components: | ||||||
COR Cencora Inc. | 26.82% | 10.16% | 27.03% | 22.58% | 28.04% | 11.36% |
CBOE Cboe Global Markets, Inc. | 11.47% | 1.50% | 6.33% | 23.13% | 19.05% | 15.73% |
K Kellogg Company | 2.53% | 0.27% | 3.69% | 53.36% | 10.73% | 6.70% |
MCK McKesson Corporation | 21.91% | 6.70% | 36.57% | 33.30% | 39.23% | 12.69% |
PM Philip Morris International Inc. | 32.10% | 4.68% | 33.87% | 85.33% | 22.18% | 11.91% |
KR The Kroger Co. | 13.52% | 6.11% | 26.28% | 27.89% | 23.52% | 10.83% |
MO Altria Group, Inc. | 11.22% | -1.27% | 18.91% | 50.49% | 15.88% | 7.77% |
CME CME Group Inc. | 14.11% | 1.94% | 21.72% | 31.69% | 11.85% | 15.98% |
NVDA NVIDIA Corporation | -17.55% | -9.01% | -19.80% | 25.58% | 74.04% | 70.70% |
PLTR Palantir Technologies Inc. | 22.46% | 7.40% | 113.41% | 308.56% | N/A | N/A |
NFLX Netflix, Inc. | 4.48% | 1.45% | 30.61% | 49.52% | 16.95% | 27.65% |
GRMN Garmin Ltd. | -6.53% | -10.19% | 15.18% | 36.38% | 22.62% | 18.81% |
VST | -18.12% | -9.30% | -14.51% | 62.93% | N/A | N/A |
PGR The Progressive Corporation | 18.61% | -1.77% | 12.83% | 39.51% | 31.31% | 29.62% |
WSM | -21.33% | -13.28% | 0.10% | 2.07% | N/A | N/A |
RSG | 22.70% | 6.09% | 19.97% | 32.18% | N/A | N/A |
COST Costco Wholesale Corporation | 7.00% | 8.34% | 10.33% | 34.65% | 28.06% | 23.31% |
T | 22.29% | 3.42% | 30.97% | 75.50% | N/A | N/A |
LLY Eli Lilly and Company | -2.12% | -7.27% | -18.57% | 1.01% | 39.76% | 28.85% |
TMUS | 19.38% | 2.60% | 22.49% | 66.41% | N/A | N/A |
RCL Royal Caribbean Cruises Ltd. | -16.56% | -9.53% | -1.95% | 51.47% | 39.36% | 10.61% |
FICO Fair Isaac Corporation | -2.92% | 7.38% | -6.58% | 64.40% | 44.37% | 35.70% |
WELL | 16.04% | -1.52% | 15.18% | 65.63% | N/A | N/A |
UBER | 21.19% | 2.17% | -13.94% | -2.90% | N/A | N/A |
AVGO Broadcom Inc. | -22.83% | -8.51% | -1.61% | 34.32% | 51.28% | 34.30% |
SMCI | 8.66% | -21.46% | -30.11% | -63.14% | N/A | N/A |
WMT | 5.14% | 11.29% | 18.57% | 59.30% | N/A | N/A |
META Meta Platforms, Inc. | -9.15% | -12.53% | -9.83% | 4.20% | 24.80% | 20.85% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Momentum Experiment 3, 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 | 6.22% | 4.81% | 1.74% | -0.27% | 12.96% | ||||||||
| 2024 | 4.82% | 8.60% | 4.40% | -1.22% | 3.26% | 1.00% | 3.96% | 8.65% | 1.07% | 3.01% | 10.35% | -5.21% | 50.60% |
| 2023 | 4.31% | -1.13% | 4.65% | 1.82% | 3.60% | 7.19% | 2.08% | -0.80% | 0.46% | 0.61% | 9.74% | 1.75% | 39.50% |
| 2022 | -3.77% | 0.59% | 5.18% | -4.64% | 0.88% | -5.30% | 6.60% | -1.61% | -6.65% | 11.70% | 4.42% | -3.57% | 2.14% |
| 2021 | 2.32% | 0.56% | 8.43% | 1.90% | 2.30% | 3.23% | 1.37% | 4.67% | -3.73% | 3.92% | -1.51% | 6.54% | 33.74% |
| 2020 | -3.55% | 14.46% | 0.78% | 11.26% |
Expense Ratio
Momentum Experiment 3 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
With an overall rank of 99, Momentum Experiment 3 is among the top 1% 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: 4.08
^GSPC: 0.21
Portfolio: 5.36
^GSPC: 0.43
Portfolio: 1.85
^GSPC: 1.06
Portfolio: 7.26
^GSPC: 0.21
Portfolio: 27.10
^GSPC: 1.00
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
COR Cencora Inc. | 1.14 | 1.68 | 1.22 | 1.84 | 3.99 |
CBOE Cboe Global Markets, Inc. | 1.05 | 1.54 | 1.19 | 1.65 | 4.65 |
K Kellogg Company | 2.24 | 6.32 | 1.97 | 2.74 | 17.81 |
MCK McKesson Corporation | 1.22 | 1.64 | 1.28 | 1.39 | 3.43 |
PM Philip Morris International Inc. | 3.38 | 4.55 | 1.69 | 7.66 | 23.35 |
KR The Kroger Co. | 1.12 | 1.82 | 1.21 | 1.82 | 5.23 |
MO Altria Group, Inc. | 2.66 | 3.72 | 1.49 | 3.38 | 11.53 |
CME CME Group Inc. | 1.70 | 2.28 | 1.30 | 2.02 | 7.09 |
NVDA NVIDIA Corporation | 0.37 | 0.91 | 1.11 | 0.60 | 1.70 |
PLTR Palantir Technologies Inc. | 4.29 | 4.11 | 1.56 | 6.43 | 22.45 |
NFLX Netflix, Inc. | 1.44 | 2.04 | 1.28 | 2.36 | 7.83 |
GRMN Garmin Ltd. | 0.82 | 1.62 | 1.26 | 1.20 | 4.96 |
VST | 0.77 | 1.40 | 1.19 | 1.18 | 2.92 |
PGR The Progressive Corporation | 1.69 | 2.23 | 1.32 | 3.30 | 8.71 |
WSM | 0.00 | 0.41 | 1.05 | 0.00 | 0.01 |
RSG | 1.77 | 2.30 | 1.34 | 3.65 | 10.02 |
COST Costco Wholesale Corporation | 1.60 | 2.16 | 1.29 | 1.99 | 6.27 |
T | 3.33 | 3.98 | 1.59 | 3.67 | 27.78 |
LLY Eli Lilly and Company | -0.00 | 0.23 | 1.03 | -0.00 | -0.00 |
TMUS | 2.86 | 3.42 | 1.53 | 4.56 | 14.22 |
RCL Royal Caribbean Cruises Ltd. | 1.01 | 1.58 | 1.22 | 1.27 | 4.38 |
FICO Fair Isaac Corporation | 1.82 | 2.37 | 1.31 | 2.09 | 4.93 |
WELL | 3.11 | 3.97 | 1.52 | 4.97 | 16.09 |
UBER | -0.09 | 0.17 | 1.02 | -0.13 | -0.28 |
AVGO Broadcom Inc. | 0.49 | 1.16 | 1.15 | 0.74 | 2.27 |
SMCI | -0.56 | -0.46 | 0.94 | -0.76 | -1.27 |
WMT | 2.42 | 3.29 | 1.46 | 2.71 | 9.68 |
META Meta Platforms, Inc. | 0.05 | 0.33 | 1.04 | 0.06 | 0.22 |
Momentum Experiment 3
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Momentum Experiment 3 provided a 1.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.66% | 1.78% | 2.23% | 2.96% | 2.22% | 2.45% | 2.22% | 2.34% | 1.93% | 2.44% | 2.05% | 1.99% |
| Portfolio components: | ||||||||||||
COR Cencora Inc. | 0.75% | 0.93% | 0.96% | 1.13% | 1.34% | 1.74% | 1.88% | 2.07% | 1.61% | 1.77% | 1.17% | 1.10% |
CBOE Cboe Global Markets, Inc. | 1.12% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% |
K Kellogg Company | 2.75% | 2.79% | 3.99% | 3.28% | 3.59% | 3.66% | 3.27% | 3.86% | 3.12% | 2.77% | 2.74% | 2.90% |
MCK McKesson Corporation | 0.40% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
PM Philip Morris International Inc. | 3.39% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
KR The Kroger Co. | 1.81% | 2.00% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% |
MO Altria Group, Inc. | 7.07% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
CME CME Group Inc. | 3.98% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
NVDA NVIDIA Corporation | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PLTR Palantir Technologies 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% |
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% |
GRMN Garmin Ltd. | 1.56% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% | 3.58% |
VST | 0.78% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% |
PGR The Progressive Corporation | 1.76% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
WSM | 1.57% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% |
RSG | 0.93% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
T | 4.08% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
LLY Eli Lilly and Company | 0.72% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
TMUS | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCL Royal Caribbean Cruises Ltd. | 0.89% | 0.41% | 0.00% | 0.00% | 0.00% | 1.04% | 2.22% | 2.66% | 1.81% | 2.08% | 1.33% | 1.33% |
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% |
WELL | 1.80% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% |
UBER | 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. | 1.25% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
SMCI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT | 0.91% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
META Meta Platforms, Inc. | 0.38% | 0.34% | 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.
Momentum Experiment 3
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Momentum Experiment 3. 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 Momentum Experiment 3 was 13.44%, occurring on Jun 16, 2022. Recovery took 112 trading sessions.
The current Momentum Experiment 3 drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.44% | Apr 11, 2022 | 47 | Jun 16, 2022 | 112 | Nov 25, 2022 | 159 |
| -7.06% | Dec 31, 2021 | 18 | Jan 26, 2022 | 36 | Mar 18, 2022 | 54 |
| -6.37% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
| -6.1% | Oct 16, 2020 | 9 | Oct 28, 2020 | 5 | Nov 4, 2020 | 14 |
| -5.82% | Nov 8, 2021 | 17 | Dec 1, 2021 | 16 | Dec 23, 2021 | 33 |
Volatility
Volatility Chart
The current Momentum Experiment 3 volatility is 7.07%, 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.
Momentum Experiment 3
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.
| KR | CBOE | K | CME | T | LLY | SMCI | MCK | MO | COR | VST | PGR | PM | PLTR | WSM | UBER | RCL | WELL | NFLX | TMUS | WMT | NVDA | META | FICO | RSG | AVGO | COST | GRMN | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.10 | 0.39 | 0.11 | 0.23 | 0.09 | 0.02 | 0.22 | 0.28 | 0.23 | 0.09 | 0.24 | 0.19 | 0.01 | 0.11 | -0.04 | 0.01 | 0.13 | 0.02 | 0.19 | 0.38 | -0.03 | 0.03 | 0.08 | 0.21 | 0.00 | 0.28 | 0.11 |
| CBOE | 0.10 | 1.00 | 0.15 | 0.41 | 0.15 | 0.14 | 0.04 | 0.23 | 0.17 | 0.24 | 0.11 | 0.25 | 0.15 | 0.02 | 0.05 | 0.09 | 0.08 | 0.14 | 0.11 | 0.26 | 0.19 | 0.06 | 0.10 | 0.12 | 0.29 | 0.08 | 0.17 | 0.21 |
| K | 0.39 | 0.15 | 1.00 | 0.13 | 0.29 | 0.14 | -0.04 | 0.20 | 0.35 | 0.27 | 0.06 | 0.23 | 0.36 | -0.08 | 0.06 | -0.10 | -0.00 | 0.21 | -0.02 | 0.21 | 0.30 | -0.12 | -0.03 | 0.03 | 0.29 | -0.03 | 0.18 | 0.11 |
| CME | 0.11 | 0.41 | 0.13 | 1.00 | 0.22 | 0.17 | 0.03 | 0.26 | 0.22 | 0.26 | 0.16 | 0.30 | 0.23 | 0.08 | 0.07 | 0.11 | 0.16 | 0.27 | 0.12 | 0.23 | 0.24 | 0.09 | 0.11 | 0.16 | 0.36 | 0.12 | 0.21 | 0.24 |
| T | 0.23 | 0.15 | 0.29 | 0.22 | 1.00 | 0.12 | 0.09 | 0.25 | 0.38 | 0.32 | 0.18 | 0.27 | 0.39 | 0.11 | 0.16 | 0.11 | 0.20 | 0.35 | 0.09 | 0.31 | 0.24 | -0.01 | 0.09 | 0.13 | 0.27 | 0.03 | 0.13 | 0.27 |
| LLY | 0.09 | 0.14 | 0.14 | 0.17 | 0.12 | 1.00 | 0.21 | 0.28 | 0.16 | 0.28 | 0.19 | 0.23 | 0.21 | 0.11 | 0.15 | 0.13 | 0.11 | 0.22 | 0.20 | 0.25 | 0.25 | 0.22 | 0.25 | 0.20 | 0.34 | 0.24 | 0.30 | 0.22 |
| SMCI | 0.02 | 0.04 | -0.04 | 0.03 | 0.09 | 0.21 | 1.00 | 0.07 | 0.04 | 0.05 | 0.28 | 0.10 | 0.06 | 0.33 | 0.32 | 0.34 | 0.32 | 0.15 | 0.32 | 0.14 | 0.13 | 0.49 | 0.35 | 0.32 | 0.11 | 0.48 | 0.26 | 0.32 |
| MCK | 0.22 | 0.23 | 0.20 | 0.26 | 0.25 | 0.28 | 0.07 | 1.00 | 0.28 | 0.77 | 0.20 | 0.32 | 0.24 | -0.03 | 0.06 | 0.06 | 0.10 | 0.21 | 0.07 | 0.27 | 0.26 | 0.06 | 0.07 | 0.14 | 0.38 | 0.08 | 0.24 | 0.16 |
| MO | 0.28 | 0.17 | 0.35 | 0.22 | 0.38 | 0.16 | 0.04 | 0.28 | 1.00 | 0.32 | 0.13 | 0.29 | 0.63 | 0.03 | 0.16 | 0.06 | 0.18 | 0.33 | 0.05 | 0.26 | 0.26 | -0.04 | 0.03 | 0.14 | 0.30 | 0.07 | 0.18 | 0.24 |
| COR | 0.23 | 0.24 | 0.27 | 0.26 | 0.32 | 0.28 | 0.05 | 0.77 | 0.32 | 1.00 | 0.19 | 0.32 | 0.30 | -0.03 | 0.10 | 0.04 | 0.13 | 0.26 | 0.04 | 0.27 | 0.24 | 0.03 | 0.07 | 0.13 | 0.38 | 0.08 | 0.18 | 0.17 |
| VST | 0.09 | 0.11 | 0.06 | 0.16 | 0.18 | 0.19 | 0.28 | 0.20 | 0.13 | 0.19 | 1.00 | 0.20 | 0.14 | 0.24 | 0.25 | 0.24 | 0.30 | 0.29 | 0.22 | 0.17 | 0.19 | 0.29 | 0.28 | 0.24 | 0.25 | 0.30 | 0.25 | 0.31 |
| PGR | 0.24 | 0.25 | 0.23 | 0.30 | 0.27 | 0.23 | 0.10 | 0.32 | 0.29 | 0.32 | 0.20 | 1.00 | 0.27 | 0.02 | 0.10 | 0.08 | 0.13 | 0.25 | 0.12 | 0.32 | 0.29 | 0.07 | 0.12 | 0.17 | 0.41 | 0.12 | 0.27 | 0.25 |
| PM | 0.19 | 0.15 | 0.36 | 0.23 | 0.39 | 0.21 | 0.06 | 0.24 | 0.63 | 0.30 | 0.14 | 0.27 | 1.00 | 0.04 | 0.14 | 0.08 | 0.17 | 0.36 | 0.10 | 0.26 | 0.29 | 0.04 | 0.14 | 0.18 | 0.30 | 0.11 | 0.22 | 0.27 |
| PLTR | 0.01 | 0.02 | -0.08 | 0.08 | 0.11 | 0.11 | 0.33 | -0.03 | 0.03 | -0.03 | 0.24 | 0.02 | 0.04 | 1.00 | 0.37 | 0.48 | 0.39 | 0.16 | 0.45 | 0.16 | 0.18 | 0.50 | 0.45 | 0.40 | 0.06 | 0.45 | 0.31 | 0.40 |
| WSM | 0.11 | 0.05 | 0.06 | 0.07 | 0.16 | 0.15 | 0.32 | 0.06 | 0.16 | 0.10 | 0.25 | 0.10 | 0.14 | 0.37 | 1.00 | 0.33 | 0.34 | 0.20 | 0.30 | 0.17 | 0.24 | 0.36 | 0.34 | 0.32 | 0.16 | 0.37 | 0.32 | 0.44 |
| UBER | -0.04 | 0.09 | -0.10 | 0.11 | 0.11 | 0.13 | 0.34 | 0.06 | 0.06 | 0.04 | 0.24 | 0.08 | 0.08 | 0.48 | 0.33 | 1.00 | 0.48 | 0.19 | 0.41 | 0.18 | 0.13 | 0.45 | 0.43 | 0.37 | 0.10 | 0.39 | 0.25 | 0.37 |
| RCL | 0.01 | 0.08 | -0.00 | 0.16 | 0.20 | 0.11 | 0.32 | 0.10 | 0.18 | 0.13 | 0.30 | 0.13 | 0.17 | 0.39 | 0.34 | 0.48 | 1.00 | 0.24 | 0.31 | 0.19 | 0.16 | 0.38 | 0.34 | 0.35 | 0.14 | 0.38 | 0.26 | 0.42 |
| WELL | 0.13 | 0.14 | 0.21 | 0.27 | 0.35 | 0.22 | 0.15 | 0.21 | 0.33 | 0.26 | 0.29 | 0.25 | 0.36 | 0.16 | 0.20 | 0.19 | 0.24 | 1.00 | 0.14 | 0.25 | 0.24 | 0.11 | 0.21 | 0.26 | 0.35 | 0.20 | 0.26 | 0.34 |
| NFLX | 0.02 | 0.11 | -0.02 | 0.12 | 0.09 | 0.20 | 0.32 | 0.07 | 0.05 | 0.04 | 0.22 | 0.12 | 0.10 | 0.45 | 0.30 | 0.41 | 0.31 | 0.14 | 1.00 | 0.25 | 0.23 | 0.52 | 0.57 | 0.42 | 0.16 | 0.48 | 0.41 | 0.40 |
| TMUS | 0.19 | 0.26 | 0.21 | 0.23 | 0.31 | 0.25 | 0.14 | 0.27 | 0.26 | 0.27 | 0.17 | 0.32 | 0.26 | 0.16 | 0.17 | 0.18 | 0.19 | 0.25 | 0.25 | 1.00 | 0.28 | 0.22 | 0.24 | 0.26 | 0.37 | 0.23 | 0.34 | 0.33 |
| WMT | 0.38 | 0.19 | 0.30 | 0.24 | 0.24 | 0.25 | 0.13 | 0.26 | 0.26 | 0.24 | 0.19 | 0.29 | 0.29 | 0.18 | 0.24 | 0.13 | 0.16 | 0.24 | 0.23 | 0.28 | 1.00 | 0.17 | 0.24 | 0.24 | 0.36 | 0.21 | 0.59 | 0.30 |
| NVDA | -0.03 | 0.06 | -0.12 | 0.09 | -0.01 | 0.22 | 0.49 | 0.06 | -0.04 | 0.03 | 0.29 | 0.07 | 0.04 | 0.50 | 0.36 | 0.45 | 0.38 | 0.11 | 0.52 | 0.22 | 0.17 | 1.00 | 0.57 | 0.46 | 0.14 | 0.69 | 0.42 | 0.44 |
| META | 0.03 | 0.10 | -0.03 | 0.11 | 0.09 | 0.25 | 0.35 | 0.07 | 0.03 | 0.07 | 0.28 | 0.12 | 0.14 | 0.45 | 0.34 | 0.43 | 0.34 | 0.21 | 0.57 | 0.24 | 0.24 | 0.57 | 1.00 | 0.42 | 0.17 | 0.55 | 0.43 | 0.44 |
| FICO | 0.08 | 0.12 | 0.03 | 0.16 | 0.13 | 0.20 | 0.32 | 0.14 | 0.14 | 0.13 | 0.24 | 0.17 | 0.18 | 0.40 | 0.32 | 0.37 | 0.35 | 0.26 | 0.42 | 0.26 | 0.24 | 0.46 | 0.42 | 1.00 | 0.29 | 0.47 | 0.42 | 0.44 |
| RSG | 0.21 | 0.29 | 0.29 | 0.36 | 0.27 | 0.34 | 0.11 | 0.38 | 0.30 | 0.38 | 0.25 | 0.41 | 0.30 | 0.06 | 0.16 | 0.10 | 0.14 | 0.35 | 0.16 | 0.37 | 0.36 | 0.14 | 0.17 | 0.29 | 1.00 | 0.21 | 0.41 | 0.40 |
| AVGO | 0.00 | 0.08 | -0.03 | 0.12 | 0.03 | 0.24 | 0.48 | 0.08 | 0.07 | 0.08 | 0.30 | 0.12 | 0.11 | 0.45 | 0.37 | 0.39 | 0.38 | 0.20 | 0.48 | 0.23 | 0.21 | 0.69 | 0.55 | 0.47 | 0.21 | 1.00 | 0.45 | 0.46 |
| COST | 0.28 | 0.17 | 0.18 | 0.21 | 0.13 | 0.30 | 0.26 | 0.24 | 0.18 | 0.18 | 0.25 | 0.27 | 0.22 | 0.31 | 0.32 | 0.25 | 0.26 | 0.26 | 0.41 | 0.34 | 0.59 | 0.42 | 0.43 | 0.42 | 0.41 | 0.45 | 1.00 | 0.42 |
| GRMN | 0.11 | 0.21 | 0.11 | 0.24 | 0.27 | 0.22 | 0.32 | 0.16 | 0.24 | 0.17 | 0.31 | 0.25 | 0.27 | 0.40 | 0.44 | 0.37 | 0.42 | 0.34 | 0.40 | 0.33 | 0.30 | 0.44 | 0.44 | 0.44 | 0.40 | 0.46 | 0.42 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 1, 2020