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16March2024 Charles Schwab Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 6.5%UPS 7.5%AAPL 5.6%VIG 5.4%ADM 5.3%JNJ 5.3%MCK 5.2%FIS 4.5%SCHD 4.5%MRK 4%UGI 3.7%SMH 3.6%LOW 3.3%GLW 3.2%GIS 3.1%MDT 2.7%KO 2.5%CHRW 2.4%MDLZ 2.4%NRG 2.3%VYMI 2.2%CCOI 1.9%NSC 1.7%REMIX 1.7%VOO 1.5%AEP 1.4%FNF 1.3%VZ 1.3%TXN 1.2%BMY 1%MFC 1%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
5.60%
ADM
Archer-Daniels-Midland Company
Consumer Defensive
5.30%
AEP
American Electric Power Company, Inc.
Utilities
1.40%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds
6.50%
BMY
Bristol-Myers Squibb Company
Healthcare
1%
CCOI
Cogent Communications Holdings, Inc.
Communication Services
1.90%
CHRW
C.H. Robinson Worldwide, Inc.
Industrials
2.40%
FIS
Fidelity National Information Services, Inc.
Technology
4.50%
FNF
Fidelity National Financial, Inc.
Financial Services
1.30%
GIS
General Mills, Inc.
Consumer Defensive
3.10%
GLW
Corning Incorporated
Technology
3.20%
HRL
Hormel Foods Corporation
Consumer Defensive
0.80%
JNJ
Johnson & Johnson
Healthcare
5.30%
KO
The Coca-Cola Company
Consumer Defensive
2.50%
LOW
Lowe's Companies, Inc.
Consumer Cyclical
3.30%
MCK
McKesson Corporation
Healthcare
5.20%
MDLZ
Mondelez International, Inc.
Consumer Defensive
2.40%
MDT
Medtronic plc
Healthcare
2.70%
MFC
Manulife Financial Corporation
Financial Services
1%
MRK
Merck & Co., Inc.
Healthcare
4%
NRG
2.30%
NSC
1.70%
REMIX
1.70%
SCHD
4.50%
SMH
3.60%
TXN
1.20%
UGI
3.70%
UPS
7.50%
VIG
5.40%
VOO
1.50%
VYMI
2.20%
VZ
1.30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 16March2024 Charles Schwab Portfolio, 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 Quarterly


0.00%5.00%10.00%AprilMayJuneJulyAugust
10.78%
10.09%
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.42%2.28%9.95%25.31%14.08%10.95%
16March2024 Charles Schwab Portfolio14.09%3.97%10.78%17.59%N/AN/A
AAPL
Apple Inc
19.39%4.28%31.11%21.49%35.37%25.92%
ADM
Archer-Daniels-Midland Company
-13.32%4.42%16.52%-21.06%12.88%4.89%
AEP
American Electric Power Company, Inc.
27.26%-0.59%20.28%34.85%5.65%10.49%
BMY
Bristol-Myers Squibb Company
1.14%2.42%0.75%-15.48%4.34%2.99%
CCOI
Cogent Communications Holdings, Inc.
-3.82%6.10%2.73%4.08%8.25%12.45%
CHRW
C.H. Robinson Worldwide, Inc.
21.65%4.95%47.95%19.85%6.72%6.74%
FIS
Fidelity National Information Services, Inc.
38.61%10.88%19.89%49.62%-7.70%5.56%
FNF
Fidelity National Financial, Inc.
17.81%7.49%17.72%46.27%11.39%15.57%
GIS
General Mills, Inc.
14.04%4.34%14.35%13.20%9.62%6.64%
GLW
Corning Incorporated
40.63%8.20%27.18%31.59%11.83%10.11%
HRL
Hormel Foods Corporation
4.06%-0.97%-1.93%-12.24%-2.91%4.79%
JNJ
Johnson & Johnson
8.30%1.81%5.40%6.62%8.21%7.77%
KO
The Coca-Cola Company
24.92%4.53%23.08%26.10%9.01%9.12%
LOW
Lowe's Companies, Inc.
13.30%3.36%3.63%9.09%19.41%18.94%
MCK
McKesson Corporation
21.62%-10.88%5.28%36.74%33.39%12.03%
MDLZ
Mondelez International, Inc.
0.39%1.60%1.68%5.60%7.82%9.49%
MDT
Medtronic plc
9.38%8.67%5.94%11.58%-1.23%5.84%
MFC
Manulife Financial Corporation
29.92%12.88%17.76%56.28%17.27%8.16%
MRK
Merck & Co., Inc.
9.99%2.82%-3.33%10.71%10.83%10.93%
NRG
67.51%21.44%48.98%127.26%N/AN/A
NSC
10.24%5.24%-0.03%27.17%N/AN/A
REMIX
15.39%3.50%4.56%16.42%N/AN/A
SCHD
13.08%4.62%9.82%17.53%N/AN/A
SMH
39.22%11.46%8.64%56.79%N/AN/A
TXN
28.48%14.34%26.01%30.14%N/AN/A
UGI
4.52%0.85%3.22%5.10%N/AN/A
UPS
-15.34%1.66%-12.60%-19.84%N/AN/A
VIG
16.13%5.18%10.42%22.30%N/AN/A
VOO
19.40%5.74%10.76%26.76%N/AN/A
VYMI
11.60%6.29%10.16%19.68%N/AN/A
VZ
16.39%1.98%7.05%28.56%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.54%0.38%2.60%5.32%2.13%1.45%

Monthly Returns

The table below presents the monthly returns of 16March2024 Charles Schwab Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%3.36%3.28%-2.82%3.62%0.14%3.61%14.09%
20233.66%-2.97%1.59%1.47%-3.21%5.22%1.96%-3.33%-4.06%-3.39%6.54%4.50%7.40%
2022-0.12%-2.43%3.88%-3.82%2.80%-5.70%6.09%-2.29%-8.53%8.36%4.54%-4.45%-3.14%
2021-1.90%1.70%6.44%4.23%1.54%-0.32%1.00%0.55%-4.18%5.33%-1.94%7.16%20.66%
2020-1.15%-8.19%-7.30%8.70%5.31%1.38%8.22%6.08%-1.72%-3.56%9.69%2.24%19.14%
20190.40%0.40%

Expense Ratio

16March2024 Charles Schwab Portfolio has an expense ratio of 0.06%, 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.


Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 16March2024 Charles Schwab Portfolio is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 16March2024 Charles Schwab Portfolio is 3939
16March2024 Charles Schwab Portfolio
The Sharpe Ratio Rank of 16March2024 Charles Schwab Portfolio is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of 16March2024 Charles Schwab Portfolio is 4242Sortino Ratio Rank
The Omega Ratio Rank of 16March2024 Charles Schwab Portfolio is 4444Omega Ratio Rank
The Calmar Ratio Rank of 16March2024 Charles Schwab Portfolio is 3636Calmar Ratio Rank
The Martin Ratio Rank of 16March2024 Charles Schwab Portfolio is 2828Martin 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.


16March2024 Charles Schwab Portfolio
Sharpe ratio
The chart of Sharpe ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.80, compared to the broader market-1.000.001.002.003.004.001.80
Sortino ratio
The chart of Sortino ratio for 16March2024 Charles Schwab Portfolio, currently valued at 2.50, compared to the broader market-2.000.002.004.002.50
Omega ratio
The chart of Omega ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for 16March2024 Charles Schwab Portfolio, currently valued at 1.40, compared to the broader market0.002.004.006.008.001.40
Martin ratio
The chart of Martin ratio for 16March2024 Charles Schwab Portfolio, currently valued at 6.65, compared to the broader market0.005.0010.0015.0020.0025.0030.006.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.02
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.33, compared to the broader market0.005.0010.0015.0020.0025.0030.009.33

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.011.561.191.362.99
ADM
Archer-Daniels-Midland Company
-0.67-0.650.88-0.48-1.07
AEP
American Electric Power Company, Inc.
1.562.231.281.077.45
BMY
Bristol-Myers Squibb Company
-0.61-0.760.90-0.33-0.81
CCOI
Cogent Communications Holdings, Inc.
0.160.461.060.160.34
CHRW
C.H. Robinson Worldwide, Inc.
0.400.851.120.311.20
FIS
Fidelity National Information Services, Inc.
2.173.121.350.7510.10
FNF
Fidelity National Financial, Inc.
2.042.501.351.9910.28
GIS
General Mills, Inc.
0.510.841.100.321.98
GLW
Corning Incorporated
1.242.071.260.843.82
HRL
Hormel Foods Corporation
-0.53-0.610.91-0.33-0.95
JNJ
Johnson & Johnson
0.290.531.060.240.77
KO
The Coca-Cola Company
1.762.471.331.377.45
LOW
Lowe's Companies, Inc.
0.440.791.100.380.95
MCK
McKesson Corporation
1.661.921.332.408.83
MDLZ
Mondelez International, Inc.
0.160.341.040.130.35
MDT
Medtronic plc
0.610.961.120.251.74
MFC
Manulife Financial Corporation
2.623.791.464.2113.47
MRK
Merck & Co., Inc.
0.520.801.120.631.86
NRG
4.274.641.626.8525.48
NSC
0.961.651.200.713.13
REMIX
1.492.061.271.737.85
SCHD
1.512.211.261.345.67
SMH
1.772.351.302.317.87
TXN
1.241.861.221.205.12
UGI
0.450.951.110.281.84
UPS
-0.81-0.940.86-0.52-1.68
VIG
2.203.091.402.279.67
VOO
2.172.961.392.3110.21
VYMI
1.612.251.282.108.28
VZ
1.332.071.270.716.65
BIL
SPDR Barclays 1-3 Month T-Bill ETF
20.75481.76482.76494.597,851.35

Sharpe Ratio

The current 16March2024 Charles Schwab Portfolio Sharpe ratio is 1.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.21, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 16March2024 Charles Schwab Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugust
1.80
2.02
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

16March2024 Charles Schwab Portfolio granted a 2.91% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
16March2024 Charles Schwab Portfolio2.91%3.09%2.63%2.11%2.20%2.44%2.58%2.15%2.15%2.36%1.91%2.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ADM
Archer-Daniels-Midland Company
3.20%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%1.75%
AEP
American Electric Power Company, Inc.
3.51%4.15%3.34%3.37%3.41%2.87%3.39%3.25%3.61%3.69%3.34%4.17%
BMY
Bristol-Myers Squibb Company
4.74%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%3.31%
CCOI
Cogent Communications Holdings, Inc.
5.54%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
CHRW
C.H. Robinson Worldwide, Inc.
1.77%2.82%2.47%1.93%2.17%2.57%2.24%2.03%2.38%2.53%1.91%2.40%
FIS
Fidelity National Information Services, Inc.
2.13%4.33%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
FNF
Fidelity National Financial, Inc.
3.21%3.59%4.57%2.99%3.45%3.54%3.82%2.07%2.59%2.31%1.93%2.04%
GIS
General Mills, Inc.
3.28%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%2.85%
GLW
Corning Incorporated
2.68%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
HRL
Hormel Foods Corporation
3.45%3.43%2.28%2.01%2.00%1.86%1.76%1.87%2.50%1.26%1.54%1.51%
JNJ
Johnson & Johnson
2.93%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KO
The Coca-Cola Company
2.61%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
LOW
Lowe's Companies, Inc.
1.79%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
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%
MDLZ
Mondelez International, Inc.
2.37%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
MDT
Medtronic plc
3.13%3.34%3.44%2.39%1.95%1.87%2.15%2.24%2.34%1.88%1.66%1.92%
MFC
Manulife Financial Corporation
4.54%4.87%5.68%4.90%6.26%3.71%4.97%3.01%3.13%3.48%3.36%2.57%
MRK
Merck & Co., Inc.
2.57%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
NRG
1.88%2.92%4.40%3.02%3.20%0.30%0.30%0.42%1.92%4.93%2.00%1.57%
NSC
2.11%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
REMIX
3.00%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
3.35%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SMH
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
TXN
2.43%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
UGI
6.02%6.04%3.84%2.97%3.76%2.68%1.93%2.10%2.04%2.67%2.16%2.70%
UPS
5.06%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%2.36%
VIG
1.71%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VOO
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VYMI
4.38%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
VZ
6.37%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.79%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugust0
-0.33%
16March2024 Charles Schwab Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 16March2024 Charles Schwab Portfolio. 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 16March2024 Charles Schwab Portfolio was 28.03%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.03%Jan 21, 202044Mar 23, 202084Jul 22, 2020128
-13.66%Aug 17, 202232Sep 30, 2022200Jul 20, 2023232
-12.28%Jul 26, 202367Oct 27, 202348Jan 8, 2024115
-11.29%Mar 30, 202256Jun 17, 202238Aug 12, 202294
-7.47%Oct 13, 202014Oct 30, 20207Nov 10, 202021

Volatility

Volatility Chart

The current 16March2024 Charles Schwab Portfolio volatility is 3.31%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugust
3.31%
5.56%
16March2024 Charles Schwab Portfolio
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.

BILGISHRLMRKCCOIMCKBMYNRGCHRWVZAEPJNJAAPLSMHREMIXADMFNFFISMDLZLOWUPSUGIMDTMFCTXNKONSCGLWVYMIVOOSCHDVIG
BIL1.00-0.05-0.050.020.000.01-0.020.01-0.030.020.01-0.00-0.010.04-0.01-0.010.020.01-0.01-0.050.04-0.02-0.010.020.01-0.03-0.000.030.020.010.010.01
GIS-0.051.000.630.350.170.300.330.130.190.360.460.400.12-0.030.070.280.120.170.600.190.200.280.210.100.080.480.190.130.160.170.320.30
HRL-0.050.631.000.240.210.240.290.120.240.380.450.370.14-0.000.110.310.200.240.530.220.250.310.230.160.110.440.250.160.200.190.330.31
MRK0.020.350.241.000.170.390.500.210.180.340.310.520.170.090.160.250.180.240.350.200.220.260.340.190.160.360.250.210.270.290.380.38
CCOI0.000.170.210.171.000.160.210.240.250.300.250.240.290.300.280.210.300.320.260.330.310.290.270.290.310.260.280.310.340.410.390.43
MCK0.010.300.240.390.161.000.350.290.220.280.280.390.220.190.250.340.250.250.370.240.230.250.340.290.220.360.310.310.320.370.430.45
BMY-0.020.330.290.500.210.351.000.220.230.310.320.500.190.140.230.320.240.290.350.220.280.340.400.250.230.390.310.270.320.330.450.41
NRG0.010.130.120.210.240.290.221.000.250.290.370.200.310.350.320.330.400.350.290.340.300.430.340.400.370.320.350.400.430.500.490.50
CHRW-0.030.190.240.180.250.220.230.251.000.270.260.240.300.310.320.360.320.320.280.380.540.360.300.360.390.330.450.410.390.450.510.50
VZ0.020.360.380.340.300.280.310.290.271.000.430.410.180.120.200.360.310.350.440.300.320.430.360.320.240.450.360.310.360.350.510.43
AEP0.010.460.450.310.250.280.320.370.260.431.000.430.230.100.170.360.310.330.520.310.330.490.370.240.220.530.340.270.310.360.460.47
JNJ-0.000.400.370.520.240.390.500.200.240.410.431.000.250.150.210.340.220.290.470.310.330.340.470.250.260.490.350.310.320.370.490.50
AAPL-0.010.120.140.170.290.220.190.310.300.180.230.251.000.640.470.210.330.380.340.430.440.250.350.340.600.320.370.460.480.740.480.62
SMH0.04-0.03-0.000.090.300.190.140.350.310.120.100.150.641.000.570.270.390.420.230.480.440.250.330.460.840.210.400.580.600.790.560.67
REMIX-0.010.070.110.160.280.250.230.320.320.200.170.210.470.571.000.400.410.400.260.370.370.350.380.530.550.310.420.500.640.680.570.62
ADM-0.010.280.310.250.210.340.320.330.360.360.360.340.210.270.401.000.430.350.380.350.370.470.400.520.360.440.500.460.530.460.630.55
FNF0.020.120.200.180.300.250.240.400.320.310.310.220.330.390.410.431.000.450.320.490.430.490.410.580.430.350.490.530.570.580.650.62
FIS0.010.170.240.240.320.250.290.350.320.350.330.290.380.420.400.350.451.000.380.400.420.440.500.470.430.430.460.450.550.600.580.62
MDLZ-0.010.600.530.350.260.370.350.290.280.440.520.470.340.230.260.380.320.381.000.370.380.400.440.280.310.660.370.350.410.480.520.58
LOW-0.050.190.220.200.330.240.220.340.380.300.310.310.430.480.370.350.490.400.371.000.490.410.390.420.500.360.480.510.500.630.610.68
UPS0.040.200.250.220.310.230.280.300.540.320.330.330.440.440.370.370.430.420.380.491.000.410.420.380.480.400.540.500.490.590.630.64
UGI-0.020.280.310.260.290.250.340.430.360.430.490.340.250.250.350.470.490.440.400.410.411.000.460.480.350.490.470.490.540.490.650.56
MDT-0.010.210.230.340.270.340.400.340.300.360.370.470.350.330.380.400.410.500.440.390.420.461.000.430.400.510.470.460.510.570.590.63
MFC0.020.100.160.190.290.290.250.400.360.320.240.250.340.460.530.520.580.470.280.420.380.480.431.000.460.360.500.560.740.620.690.63
TXN0.010.080.110.160.310.220.230.370.390.240.220.260.600.840.550.360.430.430.310.500.480.350.400.461.000.320.480.600.580.750.640.70
KO-0.030.480.440.360.260.360.390.320.330.450.530.490.320.210.310.440.350.430.660.360.400.490.510.360.321.000.480.380.460.500.620.62
NSC-0.000.190.250.250.280.310.310.350.450.360.340.350.370.400.420.500.490.460.370.480.540.470.470.500.480.481.000.560.560.590.690.67
GLW0.030.130.160.210.310.310.270.400.410.310.270.310.460.580.500.460.530.450.350.510.500.490.460.560.600.380.561.000.620.680.710.69
VYMI0.020.160.200.270.340.320.320.430.390.360.310.320.480.600.640.530.570.550.410.500.490.540.510.740.580.460.560.621.000.760.760.74
VOO0.010.170.190.290.410.370.330.500.450.350.360.370.740.790.680.460.580.600.480.630.590.490.570.620.750.500.590.680.761.000.810.93
SCHD0.010.320.330.380.390.430.450.490.510.510.460.490.480.560.570.630.650.580.520.610.630.650.590.690.640.620.690.710.760.811.000.89
VIG0.010.300.310.380.430.450.410.500.500.430.470.500.620.670.620.550.620.620.580.680.640.560.630.630.700.620.670.690.740.930.891.00
The correlation results are calculated based on daily price changes starting from Dec 31, 2019