DividendAristocrats
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DividendAristocrats, 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
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
DividendAristocrats | 4.40% | 2.83% | 4.71% | 4.68% | N/A | N/A |
Portfolio components: | ||||||
WBA | -54.80% | -26.50% | -48.35% | -59.83% | N/A | N/A |
LEG | -49.48% | 19.20% | -45.14% | -53.73% | N/A | N/A |
MMM | 15.79% | 1.91% | 31.87% | 17.36% | N/A | N/A |
O | 2.84% | 9.43% | 7.43% | -2.29% | N/A | N/A |
AMCR Amcor plc | 8.09% | 3.15% | 9.23% | 5.10% | 2.97% | 4.96% |
TROW | 9.55% | -0.88% | 7.16% | 3.10% | N/A | N/A |
BEN Franklin Resources, Inc. | -17.75% | 5.59% | -12.11% | -12.67% | -3.27% | -4.55% |
FRT | 6.15% | 7.97% | 5.59% | 11.15% | N/A | N/A |
CVX | 7.85% | 1.02% | 7.86% | 2.79% | N/A | N/A |
ABBV AbbVie Inc. | 20.88% | 7.42% | 12.87% | 27.11% | 27.45% | 17.79% |
IBM | 19.63% | 11.70% | 4.39% | 39.99% | N/A | N/A |
ESS | 16.26% | 4.41% | 21.93% | 26.92% | N/A | N/A |
KMB | 18.30% | 1.37% | 18.63% | 12.42% | N/A | N/A |
KVUE | -13.45% | -1.83% | -10.59% | -21.66% | N/A | N/A |
XOM | 19.51% | 2.64% | 16.00% | 15.32% | N/A | N/A |
HRL | 1.79% | 6.33% | 4.53% | -18.87% | N/A | N/A |
SJM | -6.51% | 7.77% | -10.28% | -20.09% | N/A | N/A |
ED | 7.34% | 6.97% | 8.47% | 3.87% | N/A | N/A |
SWK | -7.00% | 9.86% | -3.65% | -5.60% | N/A | N/A |
MDT | -3.12% | -1.11% | -7.77% | -8.29% | N/A | N/A |
CLX | -4.90% | -1.43% | -7.06% | -8.54% | N/A | N/A |
TGT | 4.19% | -0.60% | 4.11% | 12.42% | N/A | N/A |
KO | 13.89% | 3.15% | 13.05% | 9.20% | N/A | N/A |
NEE | 22.81% | 0.10% | 27.55% | 3.34% | N/A | N/A |
JNJ | 3.45% | 8.73% | 1.66% | -5.21% | N/A | N/A |
PEP | 2.26% | 2.57% | 3.47% | -6.52% | N/A | N/A |
CINF Cincinnati Financial Corporation | 17.91% | 4.66% | 8.71% | 20.58% | 4.96% | 12.92% |
CHRW C.H. Robinson Worldwide, Inc. | 5.08% | 0.17% | 3.88% | -5.74% | 3.48% | 5.63% |
GPC | 0.98% | -0.07% | -1.95% | -9.03% | N/A | N/A |
ATO Atmos Energy Corporation | 9.33% | 7.60% | 11.44% | 5.05% | 5.54% | 12.18% |
SYY | 0.64% | 0.51% | -2.72% | -1.77% | N/A | N/A |
APD Air Products and Chemicals, Inc. | -4.19% | -1.24% | 0.17% | -12.30% | 4.77% | 10.16% |
PG | 16.05% | 0.27% | 8.23% | 12.50% | N/A | N/A |
MKC | 10.54% | 11.15% | 9.48% | -14.53% | N/A | N/A |
CL Colgate-Palmolive Company | 23.11% | -1.27% | 17.76% | 28.10% | 8.09% | 6.13% |
ADP Automatic Data Processing, Inc. | 8.37% | 4.86% | 6.93% | 1.75% | 10.42% | 15.71% |
ADM Archer-Daniels-Midland Company | -10.77% | 4.37% | 23.81% | -24.02% | 12.30% | 5.68% |
AFL Aflac Incorporated | 15.47% | 5.49% | 11.66% | 33.63% | 14.62% | 14.21% |
EMR | 18.86% | 7.98% | 21.70% | 27.41% | N/A | N/A |
MCD | -14.16% | -2.47% | -12.91% | -12.79% | N/A | N/A |
ITW | -5.87% | 2.68% | -6.03% | -2.43% | N/A | N/A |
LOW | 7.04% | 7.83% | 11.82% | 2.01% | N/A | N/A |
GD | 13.77% | -0.71% | 10.87% | 35.21% | N/A | N/A |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.83% |
ABT Abbott Laboratories | -2.27% | 1.57% | -4.43% | -3.98% | 5.67% | 11.59% |
CAH Cardinal Health, Inc. | -2.93% | -3.65% | -7.43% | 7.01% | 20.31% | 5.98% |
PPG | -14.98% | 0.55% | -11.11% | -11.35% | N/A | N/A |
AOS A. O. Smith Corporation | 0.46% | -0.24% | 2.35% | 13.88% | 15.09% | 14.80% |
BDX Becton, Dickinson and Company | -3.77% | 0.50% | -0.85% | -16.64% | 0.11% | 8.82% |
CB Chubb Limited | 16.54% | 0.62% | 9.18% | 25.70% | 13.44% | 12.02% |
WMT | 33.70% | 2.53% | 28.31% | 33.39% | N/A | N/A |
DOV | 21.86% | 4.25% | 25.00% | 29.48% | N/A | N/A |
PNR | 19.51% | 15.02% | 19.56% | 26.73% | N/A | N/A |
LIN | 8.54% | 1.05% | 10.33% | 16.64% | N/A | N/A |
NUE | -9.21% | 1.95% | -9.76% | -5.59% | N/A | N/A |
ALB Albemarle Corporation | -36.58% | -9.25% | -23.54% | -55.28% | 5.28% | 4.28% |
ECL | 23.44% | 1.25% | 23.36% | 33.98% | N/A | N/A |
CHD Church & Dwight Co., Inc. | 6.18% | -4.43% | 1.30% | 5.26% | 6.93% | 13.26% |
EXPD | -1.25% | -1.89% | -3.33% | 0.19% | N/A | N/A |
NDSN | -8.48% | 4.67% | -4.13% | -2.00% | N/A | N/A |
CTAS | 25.78% | 6.69% | 26.80% | 51.03% | N/A | N/A |
GWW | 15.61% | 4.99% | 8.47% | 32.87% | N/A | N/A |
SPGI | 10.18% | 7.80% | 8.68% | 23.22% | N/A | N/A |
SHW | 10.38% | 15.46% | 14.06% | 24.82% | N/A | N/A |
BRO Brown & Brown, Inc. | 37.46% | 7.56% | 27.14% | 39.02% | 22.74% | 21.22% |
ROP | -0.37% | -2.86% | -1.33% | 10.73% | N/A | N/A |
WST | -21.20% | -14.37% | -23.22% | -21.77% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of DividendAristocrats, 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 | -0.39% | 2.22% | 4.83% | -4.70% | 0.94% | -1.39% | 4.40% | ||||||
2023 | -4.10% | 7.90% | 2.48% | -2.27% | -5.68% | -3.59% | 6.57% | 5.41% | 5.87% |
Expense Ratio
DividendAristocrats 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DividendAristocrats is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
WBA | -1.34 | -2.22 | 0.71 | -0.93 | -1.81 |
LEG | -1.18 | -1.70 | 0.74 | -0.80 | -1.53 |
MMM | 0.72 | 1.16 | 1.16 | 0.82 | 1.88 |
O | -0.18 | -0.12 | 0.99 | -0.14 | -0.27 |
AMCR Amcor plc | 0.23 | 0.54 | 1.06 | 0.30 | 0.71 |
TROW | 0.05 | 0.26 | 1.03 | 0.04 | 0.09 |
BEN Franklin Resources, Inc. | -0.56 | -0.67 | 0.92 | -0.59 | -1.00 |
FRT | 0.46 | 0.80 | 1.09 | 0.56 | 1.42 |
CVX | 0.05 | 0.20 | 1.03 | 0.06 | 0.11 |
ABBV AbbVie Inc. | 1.78 | 2.37 | 1.33 | 2.37 | 5.96 |
IBM | 2.04 | 2.93 | 1.42 | 2.53 | 6.18 |
ESS | 1.03 | 1.61 | 1.18 | 1.48 | 3.33 |
KMB | 0.59 | 0.90 | 1.13 | 0.57 | 2.05 |
KVUE | -0.96 | -1.32 | 0.84 | -0.73 | -1.43 |
XOM | 0.74 | 1.20 | 1.14 | 0.80 | 1.61 |
HRL | -0.67 | -0.84 | 0.88 | -0.63 | -0.99 |
SJM | -0.95 | -1.30 | 0.86 | -0.69 | -1.09 |
ED | 0.10 | 0.26 | 1.03 | 0.11 | 0.28 |
SWK | -0.12 | 0.04 | 1.00 | -0.14 | -0.27 |
MDT | -0.46 | -0.52 | 0.94 | -0.39 | -0.87 |
CLX | -0.41 | -0.47 | 0.95 | -0.31 | -0.69 |
TGT | 0.40 | 0.95 | 1.11 | 0.39 | 1.20 |
KO | 0.74 | 1.10 | 1.14 | 0.56 | 1.66 |
NEE | 0.01 | 0.22 | 1.03 | 0.01 | 0.02 |
JNJ | -0.28 | -0.30 | 0.96 | -0.28 | -0.45 |
PEP | -0.47 | -0.55 | 0.93 | -0.43 | -0.78 |
CINF Cincinnati Financial Corporation | 1.04 | 1.57 | 1.20 | 1.99 | 4.24 |
CHRW C.H. Robinson Worldwide, Inc. | -0.21 | -0.11 | 0.98 | -0.18 | -0.35 |
GPC | -0.41 | -0.42 | 0.94 | -0.39 | -1.03 |
ATO Atmos Energy Corporation | 0.23 | 0.44 | 1.05 | 0.22 | 0.53 |
SYY | -0.10 | -0.01 | 1.00 | -0.10 | -0.21 |
APD Air Products and Chemicals, Inc. | -0.46 | -0.39 | 0.93 | -0.46 | -0.92 |
PG | 0.82 | 1.26 | 1.16 | 1.26 | 3.28 |
MKC | -0.60 | -0.75 | 0.91 | -0.41 | -0.71 |
CL Colgate-Palmolive Company | 1.90 | 2.66 | 1.34 | 1.74 | 7.27 |
ADP Automatic Data Processing, Inc. | 0.33 | 0.55 | 1.08 | 0.35 | 1.08 |
ADM Archer-Daniels-Midland Company | -0.74 | -0.75 | 0.86 | -0.60 | -1.02 |
AFL Aflac Incorporated | 1.73 | 2.15 | 1.35 | 2.95 | 10.12 |
EMR | 1.18 | 1.86 | 1.25 | 1.72 | 4.85 |
MCD | -0.74 | -0.95 | 0.89 | -0.69 | -1.38 |
ITW | -0.16 | -0.10 | 0.99 | -0.17 | -0.32 |
LOW | 0.11 | 0.32 | 1.04 | 0.11 | 0.23 |
GD | 2.07 | 3.34 | 1.42 | 5.65 | 18.09 |
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
ABT Abbott Laboratories | -0.23 | -0.19 | 0.98 | -0.20 | -0.40 |
CAH Cardinal Health, Inc. | 0.26 | 0.50 | 1.07 | 0.30 | 0.68 |
PPG | -0.66 | -0.80 | 0.91 | -0.63 | -1.38 |
AOS A. O. Smith Corporation | 0.49 | 0.79 | 1.11 | 0.77 | 2.07 |
BDX Becton, Dickinson and Company | -0.85 | -1.03 | 0.86 | -0.80 | -1.21 |
CB Chubb Limited | 2.03 | 2.98 | 1.38 | 4.70 | 11.51 |
WMT | 1.96 | 2.63 | 1.41 | 3.09 | 9.21 |
DOV | 1.44 | 2.26 | 1.27 | 1.89 | 6.12 |
PNR | 1.17 | 1.72 | 1.21 | 1.59 | 4.26 |
LIN | 0.93 | 1.36 | 1.19 | 1.27 | 2.98 |
NUE | -0.30 | -0.25 | 0.97 | -0.32 | -0.72 |
ALB Albemarle Corporation | -1.05 | -1.69 | 0.81 | -0.91 | -1.48 |
ECL | 1.62 | 2.67 | 1.33 | 1.68 | 5.88 |
CHD Church & Dwight Co., Inc. | 0.18 | 0.34 | 1.05 | 0.22 | 0.73 |
EXPD | 0.04 | 0.18 | 1.02 | 0.05 | 0.09 |
NDSN | -0.04 | 0.09 | 1.01 | -0.04 | -0.08 |
CTAS | 2.49 | 3.82 | 1.51 | 5.59 | 16.96 |
GWW | 1.22 | 1.76 | 1.23 | 1.74 | 3.90 |
SPGI | 0.72 | 1.04 | 1.16 | 0.71 | 1.74 |
SHW | 1.18 | 1.76 | 1.21 | 1.57 | 3.18 |
BRO Brown & Brown, Inc. | 1.90 | 2.76 | 1.35 | 3.54 | 9.90 |
ROP | 0.61 | 0.85 | 1.12 | 1.12 | 3.33 |
WST | -0.77 | -0.87 | 0.87 | -0.80 | -1.92 |
Dividends
Dividend yield
DividendAristocrats granted a 2.72% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DividendAristocrats | 2.72% | 2.56% | 2.40% | 2.10% | 2.40% | 2.28% | 2.66% | 2.13% | 2.31% | 2.40% | 2.14% | 2.08% |
Portfolio components: | ||||||||||||
WBA | 12.68% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
LEG | 11.13% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% | 3.81% |
MMM | 4.32% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
O | 5.38% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
AMCR Amcor plc | 4.90% | 5.11% | 4.05% | 3.93% | 3.93% | 5.20% | 4.74% | 3.69% | 3.89% | 2.04% | 3.53% | 0.00% |
TROW | 4.26% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
BEN Franklin Resources, Inc. | 5.20% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% | 1.82% | 0.67% |
FRT | 4.07% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
CVX | 3.99% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
ABBV AbbVie Inc. | 3.36% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
IBM | 3.46% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
ESS | 3.37% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
KMB | 3.40% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 2.73% | 2.97% |
KVUE | 4.38% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
HRL | 3.53% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
SJM | 3.65% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% |
ED | 3.42% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
SWK | 3.62% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
MDT | 3.53% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
CLX | 3.60% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
TGT | 3.01% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
KO | 2.86% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
NEE | 2.68% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
JNJ | 3.01% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PEP | 3.01% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
CINF Cincinnati Financial Corporation | 2.59% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.32% | 2.52% | 3.84% | 3.35% | 3.12% |
CHRW C.H. Robinson Worldwide, Inc. | 2.73% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
GPC | 2.83% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% | 2.58% |
ATO Atmos Energy Corporation | 2.53% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% | 3.13% |
SYY | 2.79% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
APD Air Products and Chemicals, Inc. | 2.72% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
PG | 2.33% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
MKC | 2.21% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% | 2.02% |
CL Colgate-Palmolive Company | 2.03% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% | 2.04% |
ADP Automatic Data Processing, Inc. | 2.18% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.11% | 2.22% |
ADM Archer-Daniels-Midland Company | 3.00% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
AFL Aflac Incorporated | 1.95% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
EMR | 1.83% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
MCD | 2.60% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
ITW | 2.30% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
LOW | 1.90% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
GD | 1.88% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
ABT Abbott Laboratories | 2.04% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
CAH Cardinal Health, Inc. | 2.07% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% | 1.77% |
PPG | 2.06% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% | 1.28% |
AOS A. O. Smith Corporation | 1.90% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% | 0.85% |
BDX Becton, Dickinson and Company | 1.62% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.60% | 1.84% |
CB Chubb Limited | 1.33% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
WMT | 1.14% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
DOV | 1.09% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.06% | 0.14% | 0.18% | 0.21% | 0.17% | 0.01% |
PNR | 1.06% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
LIN | 1.20% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
NUE | 1.36% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.52% | 3.70% | 3.02% | 2.76% |
ALB Albemarle Corporation | 1.76% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
ECL | 0.92% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% | 0.93% |
CHD Church & Dwight Co., Inc. | 1.11% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
EXPD | 1.14% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
NDSN | 1.13% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% | 0.89% |
CTAS | 0.72% | 0.83% | 0.93% | 0.77% | 0.20% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.28% |
GWW | 0.80% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
SPGI | 0.75% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
SHW | 0.77% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
BRO Brown & Brown, Inc. | 0.52% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
ROP | 0.54% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
WST | 0.22% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% | 0.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DividendAristocrats. 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 DividendAristocrats was 13.06%, occurring on Oct 27, 2023. Recovery took 79 trading sessions.
The current DividendAristocrats drawdown is 2.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.06% | Jul 27, 2023 | 66 | Oct 27, 2023 | 79 | Feb 22, 2024 | 145 |
-6.41% | Apr 1, 2024 | 69 | Jul 9, 2024 | — | — | — |
-5.19% | May 8, 2023 | 17 | May 31, 2023 | 9 | Jun 13, 2023 | 26 |
-2.03% | Jun 20, 2023 | 4 | Jun 23, 2023 | 5 | Jun 30, 2023 | 9 |
-1.5% | Jul 5, 2023 | 3 | Jul 7, 2023 | 2 | Jul 11, 2023 | 5 |
Volatility
Volatility Chart
The current DividendAristocrats volatility is 3.47%, 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.
Diversification
Asset Correlations Table
CAH | XOM | WMT | CVX | CHD | ABBV | CB | ALB | SJM | WST | JNJ | KVUE | WBA | CHRW | CLX | MKC | NUE | CL | NEE | ABT | HRL | TGT | KMB | IBM | GD | GWW | MDT | ED | BDX | ADM | MCD | EXPD | CINF | PG | AFL | BRO | ROP | SYY | ADP | KO | PEP | SPGI | LEG | ESS | ECL | LIN | CTAS | ATO | O | APD | MMM | EMR | CAT | SHW | FRT | SWK | TROW | PNR | AOS | AMCR | LOW | DOV | GPC | BEN | PPG | NDSN | ITW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAH | 1.00 | 0.06 | 0.17 | 0.06 | 0.25 | 0.23 | 0.31 | -0.02 | 0.18 | 0.14 | 0.29 | 0.15 | 0.04 | 0.01 | 0.25 | 0.13 | 0.10 | 0.24 | -0.01 | 0.16 | 0.10 | 0.08 | 0.24 | 0.13 | 0.18 | 0.17 | 0.14 | 0.14 | 0.30 | 0.15 | 0.24 | 0.05 | 0.17 | 0.29 | 0.25 | 0.31 | 0.16 | 0.26 | 0.15 | 0.15 | 0.20 | 0.11 | 0.05 | 0.01 | 0.26 | 0.22 | 0.18 | 0.13 | 0.09 | 0.10 | 0.07 | 0.14 | 0.04 | 0.07 | 0.01 | 0.01 | 0.00 | 0.05 | 0.09 | 0.11 | 0.04 | -0.01 | 0.17 | -0.05 | 0.11 | 0.03 | 0.17 |
XOM | 0.06 | 1.00 | 0.14 | 0.82 | -0.01 | 0.19 | 0.18 | 0.19 | 0.22 | 0.05 | 0.14 | 0.14 | 0.22 | 0.23 | 0.03 | 0.21 | 0.31 | 0.06 | 0.29 | 0.04 | 0.22 | 0.26 | 0.11 | 0.11 | 0.32 | 0.15 | 0.13 | 0.17 | 0.16 | 0.41 | 0.17 | 0.27 | 0.25 | 0.14 | 0.32 | 0.05 | -0.01 | 0.21 | 0.17 | 0.12 | 0.13 | 0.06 | 0.23 | 0.12 | 0.01 | 0.17 | 0.03 | 0.26 | 0.14 | 0.23 | 0.21 | 0.27 | 0.42 | 0.05 | 0.24 | 0.17 | 0.17 | 0.20 | 0.18 | 0.25 | 0.23 | 0.33 | 0.20 | 0.24 | 0.15 | 0.22 | 0.30 |
WMT | 0.17 | 0.14 | 1.00 | 0.13 | 0.36 | 0.22 | 0.22 | 0.10 | 0.23 | 0.15 | 0.19 | 0.20 | 0.18 | 0.09 | 0.25 | 0.27 | 0.14 | 0.31 | 0.17 | 0.19 | 0.24 | 0.23 | 0.26 | 0.18 | 0.18 | 0.20 | 0.23 | 0.21 | 0.17 | 0.17 | 0.28 | 0.18 | 0.16 | 0.44 | 0.19 | 0.25 | 0.18 | 0.26 | 0.14 | 0.37 | 0.43 | 0.25 | 0.12 | 0.16 | 0.26 | 0.29 | 0.29 | 0.21 | 0.17 | 0.21 | 0.12 | 0.14 | 0.14 | 0.23 | 0.16 | 0.05 | 0.18 | 0.17 | 0.08 | 0.15 | 0.21 | 0.18 | 0.23 | 0.13 | 0.15 | 0.14 | 0.16 |
CVX | 0.06 | 0.82 | 0.13 | 1.00 | -0.01 | 0.13 | 0.20 | 0.19 | 0.23 | 0.06 | 0.16 | 0.14 | 0.23 | 0.25 | 0.07 | 0.21 | 0.31 | 0.09 | 0.26 | 0.08 | 0.20 | 0.29 | 0.12 | 0.14 | 0.31 | 0.16 | 0.12 | 0.19 | 0.17 | 0.46 | 0.15 | 0.26 | 0.25 | 0.15 | 0.29 | 0.06 | 0.04 | 0.26 | 0.22 | 0.14 | 0.12 | 0.07 | 0.26 | 0.19 | 0.04 | 0.19 | 0.06 | 0.25 | 0.15 | 0.24 | 0.28 | 0.30 | 0.43 | 0.08 | 0.21 | 0.17 | 0.24 | 0.18 | 0.17 | 0.29 | 0.27 | 0.38 | 0.27 | 0.29 | 0.18 | 0.25 | 0.31 |
CHD | 0.25 | -0.01 | 0.36 | -0.01 | 1.00 | 0.29 | 0.12 | -0.04 | 0.41 | 0.24 | 0.22 | 0.31 | 0.02 | 0.01 | 0.57 | 0.33 | 0.08 | 0.53 | 0.15 | 0.30 | 0.34 | 0.10 | 0.56 | 0.12 | 0.16 | 0.13 | 0.21 | 0.28 | 0.31 | 0.12 | 0.34 | 0.09 | 0.09 | 0.66 | 0.09 | 0.28 | 0.26 | 0.34 | 0.19 | 0.42 | 0.49 | 0.17 | 0.09 | 0.11 | 0.31 | 0.27 | 0.29 | 0.23 | 0.16 | 0.20 | 0.14 | 0.07 | 0.03 | 0.18 | 0.11 | 0.04 | 0.05 | 0.08 | 0.16 | 0.22 | 0.14 | 0.12 | 0.24 | 0.05 | 0.15 | 0.10 | 0.08 |
ABBV | 0.23 | 0.19 | 0.22 | 0.13 | 0.29 | 1.00 | 0.33 | -0.00 | 0.32 | 0.20 | 0.38 | 0.17 | 0.26 | 0.15 | 0.21 | 0.20 | 0.06 | 0.30 | 0.19 | 0.32 | 0.22 | 0.22 | 0.35 | 0.25 | 0.21 | 0.18 | 0.25 | 0.28 | 0.28 | 0.16 | 0.29 | 0.15 | 0.33 | 0.35 | 0.26 | 0.27 | 0.30 | 0.23 | 0.31 | 0.34 | 0.33 | 0.16 | 0.23 | 0.19 | 0.17 | 0.21 | 0.20 | 0.30 | 0.25 | 0.16 | 0.17 | 0.15 | 0.19 | 0.13 | 0.23 | 0.09 | 0.09 | 0.16 | 0.19 | 0.13 | 0.24 | 0.16 | 0.24 | 0.12 | 0.12 | 0.14 | 0.20 |
CB | 0.31 | 0.18 | 0.22 | 0.20 | 0.12 | 0.33 | 1.00 | 0.04 | 0.16 | 0.13 | 0.28 | 0.15 | 0.10 | 0.12 | 0.17 | 0.16 | 0.12 | 0.27 | 0.12 | 0.22 | 0.16 | 0.18 | 0.17 | 0.23 | 0.40 | 0.21 | 0.23 | 0.24 | 0.21 | 0.30 | 0.30 | 0.15 | 0.60 | 0.22 | 0.55 | 0.46 | 0.31 | 0.34 | 0.33 | 0.26 | 0.28 | 0.20 | 0.14 | 0.10 | 0.15 | 0.31 | 0.24 | 0.24 | 0.16 | 0.23 | 0.26 | 0.26 | 0.19 | 0.16 | 0.16 | 0.14 | 0.16 | 0.19 | 0.20 | 0.22 | 0.20 | 0.25 | 0.28 | 0.14 | 0.20 | 0.21 | 0.29 |
ALB | -0.02 | 0.19 | 0.10 | 0.19 | -0.04 | -0.00 | 0.04 | 1.00 | 0.07 | 0.26 | 0.02 | 0.18 | 0.36 | 0.29 | 0.09 | 0.09 | 0.34 | 0.01 | 0.29 | 0.05 | 0.14 | 0.35 | 0.05 | 0.20 | 0.18 | 0.24 | 0.17 | 0.16 | 0.12 | 0.30 | 0.07 | 0.30 | 0.19 | 0.05 | 0.20 | 0.13 | 0.18 | 0.17 | 0.15 | 0.12 | 0.04 | 0.21 | 0.37 | 0.36 | 0.28 | 0.18 | 0.18 | 0.21 | 0.24 | 0.28 | 0.31 | 0.33 | 0.43 | 0.36 | 0.28 | 0.47 | 0.41 | 0.41 | 0.37 | 0.40 | 0.40 | 0.39 | 0.26 | 0.47 | 0.44 | 0.43 | 0.37 |
SJM | 0.18 | 0.22 | 0.23 | 0.23 | 0.41 | 0.32 | 0.16 | 0.07 | 1.00 | 0.02 | 0.35 | 0.28 | 0.27 | 0.16 | 0.40 | 0.49 | 0.04 | 0.38 | 0.24 | 0.21 | 0.53 | 0.25 | 0.50 | 0.20 | 0.19 | 0.06 | 0.28 | 0.39 | 0.31 | 0.32 | 0.34 | -0.02 | 0.20 | 0.43 | 0.17 | 0.14 | 0.12 | 0.38 | 0.21 | 0.50 | 0.49 | 0.14 | 0.27 | 0.26 | 0.17 | 0.15 | 0.09 | 0.37 | 0.33 | 0.23 | 0.23 | 0.10 | 0.08 | 0.12 | 0.24 | 0.11 | 0.12 | 0.03 | 0.10 | 0.29 | 0.14 | 0.12 | 0.27 | 0.15 | 0.15 | 0.12 | 0.20 |
WST | 0.14 | 0.05 | 0.15 | 0.06 | 0.24 | 0.20 | 0.13 | 0.26 | 0.02 | 1.00 | 0.12 | 0.21 | 0.08 | 0.12 | 0.21 | 0.12 | 0.24 | 0.16 | 0.19 | 0.24 | 0.09 | 0.17 | 0.18 | 0.16 | 0.24 | 0.32 | 0.24 | 0.13 | 0.32 | 0.17 | 0.26 | 0.30 | 0.22 | 0.23 | 0.19 | 0.29 | 0.33 | 0.13 | 0.30 | 0.14 | 0.19 | 0.36 | 0.19 | 0.23 | 0.39 | 0.33 | 0.37 | 0.18 | 0.15 | 0.30 | 0.25 | 0.34 | 0.37 | 0.39 | 0.23 | 0.35 | 0.29 | 0.41 | 0.40 | 0.24 | 0.34 | 0.33 | 0.28 | 0.26 | 0.38 | 0.40 | 0.31 |
JNJ | 0.29 | 0.14 | 0.19 | 0.16 | 0.22 | 0.38 | 0.28 | 0.02 | 0.35 | 0.12 | 1.00 | 0.30 | 0.25 | 0.18 | 0.23 | 0.28 | 0.07 | 0.33 | 0.22 | 0.44 | 0.33 | 0.22 | 0.36 | 0.17 | 0.16 | 0.06 | 0.46 | 0.34 | 0.40 | 0.29 | 0.38 | 0.13 | 0.26 | 0.35 | 0.29 | 0.23 | 0.25 | 0.26 | 0.33 | 0.41 | 0.41 | 0.24 | 0.22 | 0.20 | 0.18 | 0.26 | 0.21 | 0.32 | 0.31 | 0.26 | 0.27 | 0.11 | 0.10 | 0.17 | 0.19 | 0.13 | 0.21 | 0.07 | 0.10 | 0.27 | 0.21 | 0.13 | 0.30 | 0.21 | 0.19 | 0.14 | 0.20 |
KVUE | 0.15 | 0.14 | 0.20 | 0.14 | 0.31 | 0.17 | 0.15 | 0.18 | 0.28 | 0.21 | 0.30 | 1.00 | 0.22 | 0.19 | 0.27 | 0.28 | 0.16 | 0.36 | 0.29 | 0.24 | 0.31 | 0.25 | 0.35 | 0.13 | 0.15 | 0.17 | 0.34 | 0.26 | 0.25 | 0.30 | 0.28 | 0.18 | 0.18 | 0.40 | 0.21 | 0.20 | 0.17 | 0.33 | 0.21 | 0.40 | 0.37 | 0.19 | 0.27 | 0.17 | 0.24 | 0.25 | 0.20 | 0.27 | 0.25 | 0.30 | 0.27 | 0.19 | 0.21 | 0.26 | 0.18 | 0.22 | 0.25 | 0.18 | 0.22 | 0.34 | 0.26 | 0.20 | 0.29 | 0.28 | 0.34 | 0.23 | 0.28 |
WBA | 0.04 | 0.22 | 0.18 | 0.23 | 0.02 | 0.26 | 0.10 | 0.36 | 0.27 | 0.08 | 0.25 | 0.22 | 1.00 | 0.26 | 0.17 | 0.27 | 0.20 | 0.13 | 0.31 | 0.21 | 0.28 | 0.40 | 0.19 | 0.17 | 0.28 | 0.15 | 0.28 | 0.29 | 0.21 | 0.30 | 0.12 | 0.24 | 0.19 | 0.13 | 0.19 | 0.08 | 0.21 | 0.23 | 0.23 | 0.21 | 0.23 | 0.23 | 0.40 | 0.35 | 0.16 | 0.11 | 0.17 | 0.31 | 0.42 | 0.25 | 0.36 | 0.25 | 0.29 | 0.20 | 0.33 | 0.35 | 0.33 | 0.29 | 0.25 | 0.33 | 0.37 | 0.33 | 0.33 | 0.38 | 0.30 | 0.32 | 0.36 |
CHRW | 0.01 | 0.23 | 0.09 | 0.25 | 0.01 | 0.15 | 0.12 | 0.29 | 0.16 | 0.12 | 0.18 | 0.19 | 0.26 | 1.00 | 0.15 | 0.17 | 0.24 | 0.08 | 0.16 | 0.19 | 0.24 | 0.33 | 0.15 | 0.19 | 0.26 | 0.23 | 0.19 | 0.22 | 0.19 | 0.29 | 0.21 | 0.52 | 0.34 | 0.12 | 0.27 | 0.18 | 0.23 | 0.26 | 0.29 | 0.24 | 0.21 | 0.20 | 0.35 | 0.28 | 0.17 | 0.16 | 0.17 | 0.27 | 0.26 | 0.28 | 0.33 | 0.27 | 0.31 | 0.25 | 0.36 | 0.42 | 0.37 | 0.33 | 0.27 | 0.36 | 0.33 | 0.40 | 0.35 | 0.43 | 0.40 | 0.37 | 0.44 |
CLX | 0.25 | 0.03 | 0.25 | 0.07 | 0.57 | 0.21 | 0.17 | 0.09 | 0.40 | 0.21 | 0.23 | 0.27 | 0.17 | 0.15 | 1.00 | 0.38 | 0.13 | 0.47 | 0.23 | 0.27 | 0.36 | 0.22 | 0.52 | 0.16 | 0.18 | 0.17 | 0.22 | 0.33 | 0.31 | 0.16 | 0.36 | 0.11 | 0.18 | 0.56 | 0.18 | 0.24 | 0.28 | 0.39 | 0.24 | 0.46 | 0.51 | 0.16 | 0.21 | 0.22 | 0.31 | 0.26 | 0.27 | 0.27 | 0.25 | 0.22 | 0.21 | 0.18 | 0.08 | 0.28 | 0.23 | 0.15 | 0.11 | 0.19 | 0.19 | 0.30 | 0.28 | 0.19 | 0.31 | 0.17 | 0.22 | 0.24 | 0.23 |
MKC | 0.13 | 0.21 | 0.27 | 0.21 | 0.33 | 0.20 | 0.16 | 0.09 | 0.49 | 0.12 | 0.28 | 0.28 | 0.27 | 0.17 | 0.38 | 1.00 | 0.12 | 0.39 | 0.28 | 0.25 | 0.57 | 0.27 | 0.37 | 0.09 | 0.23 | 0.09 | 0.24 | 0.37 | 0.27 | 0.26 | 0.32 | 0.06 | 0.19 | 0.42 | 0.20 | 0.18 | 0.17 | 0.44 | 0.23 | 0.48 | 0.52 | 0.19 | 0.24 | 0.21 | 0.25 | 0.27 | 0.19 | 0.35 | 0.35 | 0.27 | 0.27 | 0.18 | 0.17 | 0.22 | 0.27 | 0.18 | 0.21 | 0.17 | 0.19 | 0.35 | 0.20 | 0.13 | 0.31 | 0.24 | 0.27 | 0.20 | 0.25 |
NUE | 0.10 | 0.31 | 0.14 | 0.31 | 0.08 | 0.06 | 0.12 | 0.34 | 0.04 | 0.24 | 0.07 | 0.16 | 0.20 | 0.24 | 0.13 | 0.12 | 1.00 | 0.02 | 0.24 | 0.07 | 0.09 | 0.28 | 0.02 | 0.25 | 0.29 | 0.34 | 0.12 | 0.12 | 0.23 | 0.31 | 0.15 | 0.36 | 0.26 | 0.09 | 0.32 | 0.24 | 0.30 | 0.26 | 0.28 | 0.08 | 0.10 | 0.31 | 0.34 | 0.18 | 0.29 | 0.34 | 0.28 | 0.16 | 0.25 | 0.25 | 0.30 | 0.43 | 0.53 | 0.38 | 0.31 | 0.38 | 0.40 | 0.45 | 0.37 | 0.35 | 0.41 | 0.43 | 0.36 | 0.45 | 0.50 | 0.51 | 0.47 |
CL | 0.24 | 0.06 | 0.31 | 0.09 | 0.53 | 0.30 | 0.27 | 0.01 | 0.38 | 0.16 | 0.33 | 0.36 | 0.13 | 0.08 | 0.47 | 0.39 | 0.02 | 1.00 | 0.25 | 0.39 | 0.43 | 0.22 | 0.56 | 0.16 | 0.24 | 0.17 | 0.29 | 0.32 | 0.38 | 0.22 | 0.39 | 0.09 | 0.14 | 0.69 | 0.15 | 0.34 | 0.29 | 0.41 | 0.26 | 0.56 | 0.59 | 0.24 | 0.15 | 0.22 | 0.37 | 0.28 | 0.35 | 0.30 | 0.24 | 0.26 | 0.24 | 0.15 | 0.09 | 0.21 | 0.20 | 0.09 | 0.09 | 0.08 | 0.21 | 0.26 | 0.18 | 0.13 | 0.28 | 0.11 | 0.17 | 0.17 | 0.16 |
NEE | -0.01 | 0.29 | 0.17 | 0.26 | 0.15 | 0.19 | 0.12 | 0.29 | 0.24 | 0.19 | 0.22 | 0.29 | 0.31 | 0.16 | 0.23 | 0.28 | 0.24 | 0.25 | 1.00 | 0.20 | 0.33 | 0.30 | 0.35 | 0.13 | 0.24 | 0.12 | 0.29 | 0.62 | 0.29 | 0.33 | 0.29 | 0.19 | 0.16 | 0.35 | 0.20 | 0.19 | 0.14 | 0.24 | 0.14 | 0.43 | 0.32 | 0.22 | 0.28 | 0.35 | 0.24 | 0.28 | 0.25 | 0.52 | 0.38 | 0.34 | 0.35 | 0.23 | 0.22 | 0.23 | 0.36 | 0.27 | 0.21 | 0.23 | 0.27 | 0.35 | 0.34 | 0.26 | 0.18 | 0.32 | 0.30 | 0.21 | 0.26 |
ABT | 0.16 | 0.04 | 0.19 | 0.08 | 0.30 | 0.32 | 0.22 | 0.05 | 0.21 | 0.24 | 0.44 | 0.24 | 0.21 | 0.19 | 0.27 | 0.25 | 0.07 | 0.39 | 0.20 | 1.00 | 0.20 | 0.17 | 0.40 | 0.26 | 0.16 | 0.14 | 0.57 | 0.28 | 0.49 | 0.16 | 0.37 | 0.23 | 0.18 | 0.38 | 0.15 | 0.33 | 0.35 | 0.30 | 0.35 | 0.42 | 0.38 | 0.30 | 0.24 | 0.27 | 0.29 | 0.35 | 0.31 | 0.28 | 0.36 | 0.31 | 0.27 | 0.19 | 0.16 | 0.25 | 0.27 | 0.24 | 0.29 | 0.25 | 0.26 | 0.24 | 0.27 | 0.28 | 0.32 | 0.26 | 0.27 | 0.27 | 0.27 |
HRL | 0.10 | 0.22 | 0.24 | 0.20 | 0.34 | 0.22 | 0.16 | 0.14 | 0.53 | 0.09 | 0.33 | 0.31 | 0.28 | 0.24 | 0.36 | 0.57 | 0.09 | 0.43 | 0.33 | 0.20 | 1.00 | 0.31 | 0.43 | 0.18 | 0.25 | 0.09 | 0.30 | 0.44 | 0.27 | 0.33 | 0.32 | 0.13 | 0.25 | 0.43 | 0.25 | 0.17 | 0.15 | 0.41 | 0.23 | 0.50 | 0.52 | 0.19 | 0.31 | 0.32 | 0.25 | 0.23 | 0.15 | 0.37 | 0.34 | 0.36 | 0.34 | 0.16 | 0.16 | 0.22 | 0.31 | 0.19 | 0.25 | 0.13 | 0.16 | 0.34 | 0.22 | 0.21 | 0.31 | 0.25 | 0.25 | 0.20 | 0.25 |
TGT | 0.08 | 0.26 | 0.23 | 0.29 | 0.10 | 0.22 | 0.18 | 0.35 | 0.25 | 0.17 | 0.22 | 0.25 | 0.40 | 0.33 | 0.22 | 0.27 | 0.28 | 0.22 | 0.30 | 0.17 | 0.31 | 1.00 | 0.20 | 0.22 | 0.23 | 0.21 | 0.24 | 0.25 | 0.18 | 0.37 | 0.19 | 0.25 | 0.29 | 0.20 | 0.25 | 0.16 | 0.14 | 0.36 | 0.16 | 0.26 | 0.20 | 0.20 | 0.46 | 0.30 | 0.23 | 0.20 | 0.16 | 0.30 | 0.33 | 0.34 | 0.42 | 0.33 | 0.33 | 0.28 | 0.34 | 0.36 | 0.36 | 0.35 | 0.28 | 0.39 | 0.38 | 0.37 | 0.35 | 0.43 | 0.33 | 0.33 | 0.35 |
KMB | 0.24 | 0.11 | 0.26 | 0.12 | 0.56 | 0.35 | 0.17 | 0.05 | 0.50 | 0.18 | 0.36 | 0.35 | 0.19 | 0.15 | 0.52 | 0.37 | 0.02 | 0.56 | 0.35 | 0.40 | 0.43 | 0.20 | 1.00 | 0.15 | 0.16 | 0.19 | 0.34 | 0.48 | 0.37 | 0.25 | 0.39 | 0.14 | 0.15 | 0.65 | 0.12 | 0.27 | 0.27 | 0.31 | 0.24 | 0.51 | 0.55 | 0.20 | 0.28 | 0.25 | 0.27 | 0.28 | 0.27 | 0.40 | 0.32 | 0.33 | 0.18 | 0.13 | 0.06 | 0.20 | 0.27 | 0.15 | 0.11 | 0.17 | 0.24 | 0.37 | 0.22 | 0.20 | 0.27 | 0.16 | 0.29 | 0.20 | 0.19 |
IBM | 0.13 | 0.11 | 0.18 | 0.14 | 0.12 | 0.25 | 0.23 | 0.20 | 0.20 | 0.16 | 0.17 | 0.13 | 0.17 | 0.19 | 0.16 | 0.09 | 0.25 | 0.16 | 0.13 | 0.26 | 0.18 | 0.22 | 0.15 | 1.00 | 0.27 | 0.42 | 0.18 | 0.20 | 0.26 | 0.31 | 0.25 | 0.31 | 0.36 | 0.20 | 0.30 | 0.39 | 0.39 | 0.21 | 0.35 | 0.22 | 0.22 | 0.39 | 0.30 | 0.31 | 0.34 | 0.37 | 0.34 | 0.31 | 0.33 | 0.33 | 0.31 | 0.42 | 0.39 | 0.32 | 0.38 | 0.32 | 0.40 | 0.42 | 0.37 | 0.27 | 0.34 | 0.45 | 0.37 | 0.41 | 0.33 | 0.46 | 0.44 |
GD | 0.18 | 0.32 | 0.18 | 0.31 | 0.16 | 0.21 | 0.40 | 0.18 | 0.19 | 0.24 | 0.16 | 0.15 | 0.28 | 0.26 | 0.18 | 0.23 | 0.29 | 0.24 | 0.24 | 0.16 | 0.25 | 0.23 | 0.16 | 0.27 | 1.00 | 0.37 | 0.21 | 0.24 | 0.28 | 0.30 | 0.25 | 0.30 | 0.37 | 0.22 | 0.42 | 0.40 | 0.30 | 0.28 | 0.34 | 0.25 | 0.27 | 0.33 | 0.28 | 0.31 | 0.31 | 0.28 | 0.39 | 0.34 | 0.25 | 0.25 | 0.31 | 0.39 | 0.40 | 0.32 | 0.31 | 0.28 | 0.28 | 0.33 | 0.36 | 0.23 | 0.28 | 0.40 | 0.38 | 0.28 | 0.29 | 0.40 | 0.41 |
GWW | 0.17 | 0.15 | 0.20 | 0.16 | 0.13 | 0.18 | 0.21 | 0.24 | 0.06 | 0.32 | 0.06 | 0.17 | 0.15 | 0.23 | 0.17 | 0.09 | 0.34 | 0.17 | 0.12 | 0.14 | 0.09 | 0.21 | 0.19 | 0.42 | 0.37 | 1.00 | 0.14 | 0.10 | 0.12 | 0.22 | 0.19 | 0.40 | 0.31 | 0.16 | 0.36 | 0.44 | 0.45 | 0.24 | 0.37 | 0.12 | 0.16 | 0.35 | 0.22 | 0.32 | 0.38 | 0.43 | 0.51 | 0.24 | 0.15 | 0.30 | 0.21 | 0.53 | 0.49 | 0.45 | 0.26 | 0.40 | 0.39 | 0.52 | 0.54 | 0.27 | 0.46 | 0.50 | 0.50 | 0.36 | 0.38 | 0.56 | 0.54 |
MDT | 0.14 | 0.13 | 0.23 | 0.12 | 0.21 | 0.25 | 0.23 | 0.17 | 0.28 | 0.24 | 0.46 | 0.34 | 0.28 | 0.19 | 0.22 | 0.24 | 0.12 | 0.29 | 0.29 | 0.57 | 0.30 | 0.24 | 0.34 | 0.18 | 0.21 | 0.14 | 1.00 | 0.33 | 0.46 | 0.22 | 0.37 | 0.20 | 0.23 | 0.32 | 0.20 | 0.32 | 0.29 | 0.29 | 0.30 | 0.44 | 0.38 | 0.39 | 0.30 | 0.30 | 0.26 | 0.33 | 0.27 | 0.29 | 0.39 | 0.43 | 0.38 | 0.23 | 0.26 | 0.30 | 0.29 | 0.32 | 0.36 | 0.26 | 0.28 | 0.36 | 0.25 | 0.27 | 0.30 | 0.34 | 0.39 | 0.26 | 0.28 |
ED | 0.14 | 0.17 | 0.21 | 0.19 | 0.28 | 0.28 | 0.24 | 0.16 | 0.39 | 0.13 | 0.34 | 0.26 | 0.29 | 0.22 | 0.33 | 0.37 | 0.12 | 0.32 | 0.62 | 0.28 | 0.44 | 0.25 | 0.48 | 0.20 | 0.24 | 0.10 | 0.33 | 1.00 | 0.38 | 0.32 | 0.33 | 0.17 | 0.27 | 0.45 | 0.28 | 0.25 | 0.26 | 0.32 | 0.24 | 0.47 | 0.49 | 0.23 | 0.29 | 0.36 | 0.20 | 0.25 | 0.29 | 0.72 | 0.49 | 0.34 | 0.29 | 0.20 | 0.13 | 0.19 | 0.40 | 0.18 | 0.20 | 0.21 | 0.23 | 0.36 | 0.26 | 0.22 | 0.29 | 0.31 | 0.26 | 0.19 | 0.24 |
BDX | 0.30 | 0.16 | 0.17 | 0.17 | 0.31 | 0.28 | 0.21 | 0.12 | 0.31 | 0.32 | 0.40 | 0.25 | 0.21 | 0.19 | 0.31 | 0.27 | 0.23 | 0.38 | 0.29 | 0.49 | 0.27 | 0.18 | 0.37 | 0.26 | 0.28 | 0.12 | 0.46 | 0.38 | 1.00 | 0.23 | 0.37 | 0.20 | 0.18 | 0.40 | 0.21 | 0.33 | 0.28 | 0.33 | 0.32 | 0.37 | 0.39 | 0.26 | 0.31 | 0.29 | 0.38 | 0.35 | 0.30 | 0.35 | 0.41 | 0.43 | 0.26 | 0.23 | 0.28 | 0.25 | 0.32 | 0.26 | 0.22 | 0.26 | 0.29 | 0.32 | 0.24 | 0.26 | 0.33 | 0.27 | 0.33 | 0.30 | 0.28 |
ADM | 0.15 | 0.41 | 0.17 | 0.46 | 0.12 | 0.16 | 0.30 | 0.30 | 0.32 | 0.17 | 0.29 | 0.30 | 0.30 | 0.29 | 0.16 | 0.26 | 0.31 | 0.22 | 0.33 | 0.16 | 0.33 | 0.37 | 0.25 | 0.31 | 0.30 | 0.22 | 0.22 | 0.32 | 0.23 | 1.00 | 0.23 | 0.29 | 0.39 | 0.26 | 0.34 | 0.22 | 0.19 | 0.38 | 0.32 | 0.30 | 0.34 | 0.24 | 0.38 | 0.21 | 0.17 | 0.27 | 0.21 | 0.35 | 0.33 | 0.29 | 0.38 | 0.31 | 0.37 | 0.25 | 0.33 | 0.27 | 0.31 | 0.29 | 0.28 | 0.41 | 0.34 | 0.38 | 0.33 | 0.37 | 0.38 | 0.34 | 0.40 |
MCD | 0.24 | 0.17 | 0.28 | 0.15 | 0.34 | 0.29 | 0.30 | 0.07 | 0.34 | 0.26 | 0.38 | 0.28 | 0.12 | 0.21 | 0.36 | 0.32 | 0.15 | 0.39 | 0.29 | 0.37 | 0.32 | 0.19 | 0.39 | 0.25 | 0.25 | 0.19 | 0.37 | 0.33 | 0.37 | 0.23 | 1.00 | 0.22 | 0.24 | 0.47 | 0.32 | 0.41 | 0.38 | 0.39 | 0.35 | 0.49 | 0.48 | 0.36 | 0.24 | 0.22 | 0.29 | 0.32 | 0.42 | 0.33 | 0.35 | 0.28 | 0.26 | 0.18 | 0.14 | 0.31 | 0.32 | 0.22 | 0.30 | 0.20 | 0.24 | 0.28 | 0.33 | 0.20 | 0.36 | 0.28 | 0.33 | 0.31 | 0.27 |
EXPD | 0.05 | 0.27 | 0.18 | 0.26 | 0.09 | 0.15 | 0.15 | 0.30 | -0.02 | 0.30 | 0.13 | 0.18 | 0.24 | 0.52 | 0.11 | 0.06 | 0.36 | 0.09 | 0.19 | 0.23 | 0.13 | 0.25 | 0.14 | 0.31 | 0.30 | 0.40 | 0.20 | 0.17 | 0.20 | 0.29 | 0.22 | 1.00 | 0.23 | 0.15 | 0.39 | 0.28 | 0.35 | 0.23 | 0.28 | 0.18 | 0.16 | 0.34 | 0.31 | 0.30 | 0.35 | 0.34 | 0.33 | 0.26 | 0.26 | 0.35 | 0.37 | 0.44 | 0.43 | 0.45 | 0.34 | 0.46 | 0.49 | 0.49 | 0.44 | 0.37 | 0.50 | 0.50 | 0.38 | 0.49 | 0.50 | 0.52 | 0.49 |
CINF | 0.17 | 0.25 | 0.16 | 0.25 | 0.09 | 0.33 | 0.60 | 0.19 | 0.20 | 0.22 | 0.26 | 0.18 | 0.19 | 0.34 | 0.18 | 0.19 | 0.26 | 0.14 | 0.16 | 0.18 | 0.25 | 0.29 | 0.15 | 0.36 | 0.37 | 0.31 | 0.23 | 0.27 | 0.18 | 0.39 | 0.24 | 0.23 | 1.00 | 0.17 | 0.60 | 0.42 | 0.30 | 0.34 | 0.38 | 0.20 | 0.24 | 0.22 | 0.36 | 0.32 | 0.24 | 0.29 | 0.25 | 0.35 | 0.35 | 0.26 | 0.39 | 0.36 | 0.39 | 0.26 | 0.42 | 0.36 | 0.34 | 0.38 | 0.36 | 0.39 | 0.30 | 0.41 | 0.41 | 0.39 | 0.32 | 0.36 | 0.40 |
PG | 0.29 | 0.14 | 0.44 | 0.15 | 0.66 | 0.35 | 0.22 | 0.05 | 0.43 | 0.23 | 0.35 | 0.40 | 0.13 | 0.12 | 0.56 | 0.42 | 0.09 | 0.69 | 0.35 | 0.38 | 0.43 | 0.20 | 0.65 | 0.20 | 0.22 | 0.16 | 0.32 | 0.45 | 0.40 | 0.26 | 0.47 | 0.15 | 0.17 | 1.00 | 0.19 | 0.37 | 0.30 | 0.38 | 0.30 | 0.63 | 0.64 | 0.23 | 0.19 | 0.24 | 0.36 | 0.35 | 0.35 | 0.38 | 0.28 | 0.33 | 0.26 | 0.16 | 0.10 | 0.19 | 0.26 | 0.11 | 0.15 | 0.12 | 0.20 | 0.30 | 0.21 | 0.15 | 0.30 | 0.15 | 0.24 | 0.18 | 0.23 |
AFL | 0.25 | 0.32 | 0.19 | 0.29 | 0.09 | 0.26 | 0.55 | 0.20 | 0.17 | 0.19 | 0.29 | 0.21 | 0.19 | 0.27 | 0.18 | 0.20 | 0.32 | 0.15 | 0.20 | 0.15 | 0.25 | 0.25 | 0.12 | 0.30 | 0.42 | 0.36 | 0.20 | 0.28 | 0.21 | 0.34 | 0.32 | 0.39 | 0.60 | 0.19 | 1.00 | 0.45 | 0.34 | 0.27 | 0.32 | 0.24 | 0.26 | 0.31 | 0.27 | 0.30 | 0.32 | 0.39 | 0.34 | 0.36 | 0.26 | 0.27 | 0.31 | 0.44 | 0.38 | 0.27 | 0.35 | 0.31 | 0.37 | 0.32 | 0.40 | 0.34 | 0.30 | 0.35 | 0.40 | 0.36 | 0.36 | 0.35 | 0.44 |
BRO | 0.31 | 0.05 | 0.25 | 0.06 | 0.28 | 0.27 | 0.46 | 0.13 | 0.14 | 0.29 | 0.23 | 0.20 | 0.08 | 0.18 | 0.24 | 0.18 | 0.24 | 0.34 | 0.19 | 0.33 | 0.17 | 0.16 | 0.27 | 0.39 | 0.40 | 0.44 | 0.32 | 0.25 | 0.33 | 0.22 | 0.41 | 0.28 | 0.42 | 0.37 | 0.45 | 1.00 | 0.52 | 0.24 | 0.45 | 0.31 | 0.38 | 0.42 | 0.14 | 0.28 | 0.41 | 0.48 | 0.54 | 0.31 | 0.26 | 0.36 | 0.27 | 0.36 | 0.25 | 0.37 | 0.27 | 0.28 | 0.32 | 0.30 | 0.42 | 0.22 | 0.31 | 0.32 | 0.41 | 0.25 | 0.34 | 0.40 | 0.41 |
ROP | 0.16 | -0.01 | 0.18 | 0.04 | 0.26 | 0.30 | 0.31 | 0.18 | 0.12 | 0.33 | 0.25 | 0.17 | 0.21 | 0.23 | 0.28 | 0.17 | 0.30 | 0.29 | 0.14 | 0.35 | 0.15 | 0.14 | 0.27 | 0.39 | 0.30 | 0.45 | 0.29 | 0.26 | 0.28 | 0.19 | 0.38 | 0.35 | 0.30 | 0.30 | 0.34 | 0.52 | 1.00 | 0.27 | 0.46 | 0.31 | 0.36 | 0.54 | 0.23 | 0.33 | 0.37 | 0.40 | 0.60 | 0.30 | 0.30 | 0.33 | 0.30 | 0.41 | 0.31 | 0.41 | 0.29 | 0.30 | 0.39 | 0.39 | 0.37 | 0.29 | 0.38 | 0.40 | 0.43 | 0.36 | 0.39 | 0.46 | 0.41 |
SYY | 0.26 | 0.21 | 0.26 | 0.26 | 0.34 | 0.23 | 0.34 | 0.17 | 0.38 | 0.13 | 0.26 | 0.33 | 0.23 | 0.26 | 0.39 | 0.44 | 0.26 | 0.41 | 0.24 | 0.30 | 0.41 | 0.36 | 0.31 | 0.21 | 0.28 | 0.24 | 0.29 | 0.32 | 0.33 | 0.38 | 0.39 | 0.23 | 0.34 | 0.38 | 0.27 | 0.24 | 0.27 | 1.00 | 0.33 | 0.41 | 0.42 | 0.24 | 0.34 | 0.28 | 0.28 | 0.29 | 0.31 | 0.31 | 0.37 | 0.30 | 0.34 | 0.28 | 0.28 | 0.30 | 0.32 | 0.31 | 0.29 | 0.30 | 0.24 | 0.46 | 0.35 | 0.29 | 0.41 | 0.34 | 0.33 | 0.30 | 0.36 |
ADP | 0.15 | 0.17 | 0.14 | 0.22 | 0.19 | 0.31 | 0.33 | 0.15 | 0.21 | 0.30 | 0.33 | 0.21 | 0.23 | 0.29 | 0.24 | 0.23 | 0.28 | 0.26 | 0.14 | 0.35 | 0.23 | 0.16 | 0.24 | 0.35 | 0.34 | 0.37 | 0.30 | 0.24 | 0.32 | 0.32 | 0.35 | 0.28 | 0.38 | 0.30 | 0.32 | 0.45 | 0.46 | 0.33 | 1.00 | 0.34 | 0.34 | 0.39 | 0.26 | 0.31 | 0.28 | 0.34 | 0.47 | 0.32 | 0.34 | 0.30 | 0.30 | 0.35 | 0.36 | 0.38 | 0.35 | 0.35 | 0.36 | 0.35 | 0.31 | 0.30 | 0.32 | 0.40 | 0.49 | 0.35 | 0.36 | 0.45 | 0.40 |
KO | 0.15 | 0.12 | 0.37 | 0.14 | 0.42 | 0.34 | 0.26 | 0.12 | 0.50 | 0.14 | 0.41 | 0.40 | 0.21 | 0.24 | 0.46 | 0.48 | 0.08 | 0.56 | 0.43 | 0.42 | 0.50 | 0.26 | 0.51 | 0.22 | 0.25 | 0.12 | 0.44 | 0.47 | 0.37 | 0.30 | 0.49 | 0.18 | 0.20 | 0.63 | 0.24 | 0.31 | 0.31 | 0.41 | 0.34 | 1.00 | 0.71 | 0.26 | 0.25 | 0.29 | 0.30 | 0.32 | 0.31 | 0.41 | 0.41 | 0.32 | 0.32 | 0.18 | 0.12 | 0.27 | 0.30 | 0.17 | 0.23 | 0.15 | 0.16 | 0.37 | 0.22 | 0.19 | 0.30 | 0.23 | 0.30 | 0.22 | 0.24 |
PEP | 0.20 | 0.13 | 0.43 | 0.12 | 0.49 | 0.33 | 0.28 | 0.04 | 0.49 | 0.19 | 0.41 | 0.37 | 0.23 | 0.21 | 0.51 | 0.52 | 0.10 | 0.59 | 0.32 | 0.38 | 0.52 | 0.20 | 0.55 | 0.22 | 0.27 | 0.16 | 0.38 | 0.49 | 0.39 | 0.34 | 0.48 | 0.16 | 0.24 | 0.64 | 0.26 | 0.38 | 0.36 | 0.42 | 0.34 | 0.71 | 1.00 | 0.32 | 0.23 | 0.24 | 0.31 | 0.31 | 0.41 | 0.40 | 0.35 | 0.33 | 0.23 | 0.15 | 0.10 | 0.28 | 0.29 | 0.14 | 0.22 | 0.12 | 0.17 | 0.31 | 0.21 | 0.14 | 0.34 | 0.23 | 0.26 | 0.21 | 0.23 |
SPGI | 0.11 | 0.06 | 0.25 | 0.07 | 0.17 | 0.16 | 0.20 | 0.21 | 0.14 | 0.36 | 0.24 | 0.19 | 0.23 | 0.20 | 0.16 | 0.19 | 0.31 | 0.24 | 0.22 | 0.30 | 0.19 | 0.20 | 0.20 | 0.39 | 0.33 | 0.35 | 0.39 | 0.23 | 0.26 | 0.24 | 0.36 | 0.34 | 0.22 | 0.23 | 0.31 | 0.42 | 0.54 | 0.24 | 0.39 | 0.26 | 0.32 | 1.00 | 0.26 | 0.37 | 0.41 | 0.41 | 0.55 | 0.28 | 0.40 | 0.39 | 0.32 | 0.40 | 0.36 | 0.52 | 0.37 | 0.37 | 0.49 | 0.44 | 0.45 | 0.30 | 0.42 | 0.41 | 0.42 | 0.41 | 0.44 | 0.46 | 0.39 |
LEG | 0.05 | 0.23 | 0.12 | 0.26 | 0.09 | 0.23 | 0.14 | 0.37 | 0.27 | 0.19 | 0.22 | 0.27 | 0.40 | 0.35 | 0.21 | 0.24 | 0.34 | 0.15 | 0.28 | 0.24 | 0.31 | 0.46 | 0.28 | 0.30 | 0.28 | 0.22 | 0.30 | 0.29 | 0.31 | 0.38 | 0.24 | 0.31 | 0.36 | 0.19 | 0.27 | 0.14 | 0.23 | 0.34 | 0.26 | 0.25 | 0.23 | 0.26 | 1.00 | 0.39 | 0.26 | 0.21 | 0.19 | 0.33 | 0.45 | 0.34 | 0.41 | 0.31 | 0.42 | 0.41 | 0.49 | 0.50 | 0.43 | 0.45 | 0.44 | 0.47 | 0.46 | 0.43 | 0.46 | 0.55 | 0.47 | 0.43 | 0.45 |
ESS | 0.01 | 0.12 | 0.16 | 0.19 | 0.11 | 0.19 | 0.10 | 0.36 | 0.26 | 0.23 | 0.20 | 0.17 | 0.35 | 0.28 | 0.22 | 0.21 | 0.18 | 0.22 | 0.35 | 0.27 | 0.32 | 0.30 | 0.25 | 0.31 | 0.31 | 0.32 | 0.30 | 0.36 | 0.29 | 0.21 | 0.22 | 0.30 | 0.32 | 0.24 | 0.30 | 0.28 | 0.33 | 0.28 | 0.31 | 0.29 | 0.24 | 0.37 | 0.39 | 1.00 | 0.38 | 0.22 | 0.33 | 0.43 | 0.55 | 0.36 | 0.40 | 0.38 | 0.37 | 0.37 | 0.65 | 0.46 | 0.52 | 0.43 | 0.40 | 0.44 | 0.44 | 0.43 | 0.38 | 0.55 | 0.39 | 0.45 | 0.39 |
ECL | 0.26 | 0.01 | 0.26 | 0.04 | 0.31 | 0.17 | 0.15 | 0.28 | 0.17 | 0.39 | 0.18 | 0.24 | 0.16 | 0.17 | 0.31 | 0.25 | 0.29 | 0.37 | 0.24 | 0.29 | 0.25 | 0.23 | 0.27 | 0.34 | 0.31 | 0.38 | 0.26 | 0.20 | 0.38 | 0.17 | 0.29 | 0.35 | 0.24 | 0.36 | 0.32 | 0.41 | 0.37 | 0.28 | 0.28 | 0.30 | 0.31 | 0.41 | 0.26 | 0.38 | 1.00 | 0.49 | 0.45 | 0.29 | 0.30 | 0.42 | 0.35 | 0.42 | 0.38 | 0.56 | 0.35 | 0.43 | 0.37 | 0.44 | 0.48 | 0.38 | 0.40 | 0.37 | 0.39 | 0.36 | 0.52 | 0.41 | 0.42 |
LIN | 0.22 | 0.17 | 0.29 | 0.19 | 0.27 | 0.21 | 0.31 | 0.18 | 0.15 | 0.33 | 0.26 | 0.25 | 0.11 | 0.16 | 0.26 | 0.27 | 0.34 | 0.28 | 0.28 | 0.35 | 0.23 | 0.20 | 0.28 | 0.37 | 0.28 | 0.43 | 0.33 | 0.25 | 0.35 | 0.27 | 0.32 | 0.34 | 0.29 | 0.35 | 0.39 | 0.48 | 0.40 | 0.29 | 0.34 | 0.32 | 0.31 | 0.41 | 0.21 | 0.22 | 0.49 | 1.00 | 0.48 | 0.29 | 0.25 | 0.57 | 0.32 | 0.41 | 0.36 | 0.44 | 0.23 | 0.38 | 0.36 | 0.38 | 0.46 | 0.39 | 0.34 | 0.38 | 0.37 | 0.35 | 0.49 | 0.41 | 0.45 |
CTAS | 0.18 | 0.03 | 0.29 | 0.06 | 0.29 | 0.20 | 0.24 | 0.18 | 0.09 | 0.37 | 0.21 | 0.20 | 0.17 | 0.17 | 0.27 | 0.19 | 0.28 | 0.35 | 0.25 | 0.31 | 0.15 | 0.16 | 0.27 | 0.34 | 0.39 | 0.51 | 0.27 | 0.29 | 0.30 | 0.21 | 0.42 | 0.33 | 0.25 | 0.35 | 0.34 | 0.54 | 0.60 | 0.31 | 0.47 | 0.31 | 0.41 | 0.55 | 0.19 | 0.33 | 0.45 | 0.48 | 1.00 | 0.30 | 0.31 | 0.33 | 0.28 | 0.41 | 0.37 | 0.49 | 0.29 | 0.35 | 0.42 | 0.39 | 0.48 | 0.28 | 0.39 | 0.41 | 0.43 | 0.34 | 0.41 | 0.48 | 0.43 |
ATO | 0.13 | 0.26 | 0.21 | 0.25 | 0.23 | 0.30 | 0.24 | 0.21 | 0.37 | 0.18 | 0.32 | 0.27 | 0.31 | 0.27 | 0.27 | 0.35 | 0.16 | 0.30 | 0.52 | 0.28 | 0.37 | 0.30 | 0.40 | 0.31 | 0.34 | 0.24 | 0.29 | 0.72 | 0.35 | 0.35 | 0.33 | 0.26 | 0.35 | 0.38 | 0.36 | 0.31 | 0.30 | 0.31 | 0.32 | 0.41 | 0.40 | 0.28 | 0.33 | 0.43 | 0.29 | 0.29 | 0.30 | 1.00 | 0.51 | 0.39 | 0.33 | 0.27 | 0.22 | 0.30 | 0.50 | 0.27 | 0.31 | 0.31 | 0.31 | 0.35 | 0.36 | 0.31 | 0.40 | 0.41 | 0.33 | 0.29 | 0.34 |
O | 0.09 | 0.14 | 0.17 | 0.15 | 0.16 | 0.25 | 0.16 | 0.24 | 0.33 | 0.15 | 0.31 | 0.25 | 0.42 | 0.26 | 0.25 | 0.35 | 0.25 | 0.24 | 0.38 | 0.36 | 0.34 | 0.33 | 0.32 | 0.33 | 0.25 | 0.15 | 0.39 | 0.49 | 0.41 | 0.33 | 0.35 | 0.26 | 0.35 | 0.28 | 0.26 | 0.26 | 0.30 | 0.37 | 0.34 | 0.41 | 0.35 | 0.40 | 0.45 | 0.55 | 0.30 | 0.25 | 0.31 | 0.51 | 1.00 | 0.39 | 0.41 | 0.21 | 0.28 | 0.38 | 0.64 | 0.36 | 0.44 | 0.31 | 0.33 | 0.47 | 0.37 | 0.36 | 0.40 | 0.48 | 0.39 | 0.38 | 0.34 |
APD | 0.10 | 0.23 | 0.21 | 0.24 | 0.20 | 0.16 | 0.23 | 0.28 | 0.23 | 0.30 | 0.26 | 0.30 | 0.25 | 0.28 | 0.22 | 0.27 | 0.25 | 0.26 | 0.34 | 0.31 | 0.36 | 0.34 | 0.33 | 0.33 | 0.25 | 0.30 | 0.43 | 0.34 | 0.43 | 0.29 | 0.28 | 0.35 | 0.26 | 0.33 | 0.27 | 0.36 | 0.33 | 0.30 | 0.30 | 0.32 | 0.33 | 0.39 | 0.34 | 0.36 | 0.42 | 0.57 | 0.33 | 0.39 | 0.39 | 1.00 | 0.38 | 0.37 | 0.38 | 0.40 | 0.37 | 0.39 | 0.39 | 0.42 | 0.42 | 0.48 | 0.33 | 0.44 | 0.33 | 0.43 | 0.50 | 0.44 | 0.40 |
MMM | 0.07 | 0.21 | 0.12 | 0.28 | 0.14 | 0.17 | 0.26 | 0.31 | 0.23 | 0.25 | 0.27 | 0.27 | 0.36 | 0.33 | 0.21 | 0.27 | 0.30 | 0.24 | 0.35 | 0.27 | 0.34 | 0.42 | 0.18 | 0.31 | 0.31 | 0.21 | 0.38 | 0.29 | 0.26 | 0.38 | 0.26 | 0.37 | 0.39 | 0.26 | 0.31 | 0.27 | 0.30 | 0.34 | 0.30 | 0.32 | 0.23 | 0.32 | 0.41 | 0.40 | 0.35 | 0.32 | 0.28 | 0.33 | 0.41 | 0.38 | 1.00 | 0.42 | 0.45 | 0.34 | 0.44 | 0.58 | 0.52 | 0.43 | 0.43 | 0.48 | 0.51 | 0.46 | 0.41 | 0.53 | 0.42 | 0.46 | 0.44 |
EMR | 0.14 | 0.27 | 0.14 | 0.30 | 0.07 | 0.15 | 0.26 | 0.33 | 0.10 | 0.34 | 0.11 | 0.19 | 0.25 | 0.27 | 0.18 | 0.18 | 0.43 | 0.15 | 0.23 | 0.19 | 0.16 | 0.33 | 0.13 | 0.42 | 0.39 | 0.53 | 0.23 | 0.20 | 0.23 | 0.31 | 0.18 | 0.44 | 0.36 | 0.16 | 0.44 | 0.36 | 0.41 | 0.28 | 0.35 | 0.18 | 0.15 | 0.40 | 0.31 | 0.38 | 0.42 | 0.41 | 0.41 | 0.27 | 0.21 | 0.37 | 0.42 | 1.00 | 0.65 | 0.41 | 0.38 | 0.48 | 0.49 | 0.61 | 0.60 | 0.39 | 0.51 | 0.61 | 0.45 | 0.49 | 0.50 | 0.60 | 0.53 |
CAT | 0.04 | 0.42 | 0.14 | 0.43 | 0.03 | 0.19 | 0.19 | 0.43 | 0.08 | 0.37 | 0.10 | 0.21 | 0.29 | 0.31 | 0.08 | 0.17 | 0.53 | 0.09 | 0.22 | 0.16 | 0.16 | 0.33 | 0.06 | 0.39 | 0.40 | 0.49 | 0.26 | 0.13 | 0.28 | 0.37 | 0.14 | 0.43 | 0.39 | 0.10 | 0.38 | 0.25 | 0.31 | 0.28 | 0.36 | 0.12 | 0.10 | 0.36 | 0.42 | 0.37 | 0.38 | 0.36 | 0.37 | 0.22 | 0.28 | 0.38 | 0.45 | 0.65 | 1.00 | 0.42 | 0.40 | 0.58 | 0.56 | 0.61 | 0.59 | 0.42 | 0.52 | 0.65 | 0.44 | 0.56 | 0.52 | 0.59 | 0.60 |
SHW | 0.07 | 0.05 | 0.23 | 0.08 | 0.18 | 0.13 | 0.16 | 0.36 | 0.12 | 0.39 | 0.17 | 0.26 | 0.20 | 0.25 | 0.28 | 0.22 | 0.38 | 0.21 | 0.23 | 0.25 | 0.22 | 0.28 | 0.20 | 0.32 | 0.32 | 0.45 | 0.30 | 0.19 | 0.25 | 0.25 | 0.31 | 0.45 | 0.26 | 0.19 | 0.27 | 0.37 | 0.41 | 0.30 | 0.38 | 0.27 | 0.28 | 0.52 | 0.41 | 0.37 | 0.56 | 0.44 | 0.49 | 0.30 | 0.38 | 0.40 | 0.34 | 0.41 | 0.42 | 1.00 | 0.35 | 0.54 | 0.50 | 0.60 | 0.54 | 0.42 | 0.57 | 0.47 | 0.46 | 0.52 | 0.63 | 0.56 | 0.50 |
FRT | 0.01 | 0.24 | 0.16 | 0.21 | 0.11 | 0.23 | 0.16 | 0.28 | 0.24 | 0.23 | 0.19 | 0.18 | 0.33 | 0.36 | 0.23 | 0.27 | 0.31 | 0.20 | 0.36 | 0.27 | 0.31 | 0.34 | 0.27 | 0.38 | 0.31 | 0.26 | 0.29 | 0.40 | 0.32 | 0.33 | 0.32 | 0.34 | 0.42 | 0.26 | 0.35 | 0.27 | 0.29 | 0.32 | 0.35 | 0.30 | 0.29 | 0.37 | 0.49 | 0.65 | 0.35 | 0.23 | 0.29 | 0.50 | 0.64 | 0.37 | 0.44 | 0.38 | 0.40 | 0.35 | 1.00 | 0.53 | 0.49 | 0.47 | 0.44 | 0.45 | 0.44 | 0.47 | 0.40 | 0.58 | 0.46 | 0.46 | 0.43 |
SWK | 0.01 | 0.17 | 0.05 | 0.17 | 0.04 | 0.09 | 0.14 | 0.47 | 0.11 | 0.35 | 0.13 | 0.22 | 0.35 | 0.42 | 0.15 | 0.18 | 0.38 | 0.09 | 0.27 | 0.24 | 0.19 | 0.36 | 0.15 | 0.32 | 0.28 | 0.40 | 0.32 | 0.18 | 0.26 | 0.27 | 0.22 | 0.46 | 0.36 | 0.11 | 0.31 | 0.28 | 0.30 | 0.31 | 0.35 | 0.17 | 0.14 | 0.37 | 0.50 | 0.46 | 0.43 | 0.38 | 0.35 | 0.27 | 0.36 | 0.39 | 0.58 | 0.48 | 0.58 | 0.54 | 0.53 | 1.00 | 0.59 | 0.69 | 0.61 | 0.52 | 0.59 | 0.59 | 0.45 | 0.64 | 0.62 | 0.64 | 0.58 |
TROW | 0.00 | 0.17 | 0.18 | 0.24 | 0.05 | 0.09 | 0.16 | 0.41 | 0.12 | 0.29 | 0.21 | 0.25 | 0.33 | 0.37 | 0.11 | 0.21 | 0.40 | 0.09 | 0.21 | 0.29 | 0.25 | 0.36 | 0.11 | 0.40 | 0.28 | 0.39 | 0.36 | 0.20 | 0.22 | 0.31 | 0.30 | 0.49 | 0.34 | 0.15 | 0.37 | 0.32 | 0.39 | 0.29 | 0.36 | 0.23 | 0.22 | 0.49 | 0.43 | 0.52 | 0.37 | 0.36 | 0.42 | 0.31 | 0.44 | 0.39 | 0.52 | 0.49 | 0.56 | 0.50 | 0.49 | 0.59 | 1.00 | 0.57 | 0.53 | 0.49 | 0.50 | 0.57 | 0.44 | 0.75 | 0.53 | 0.57 | 0.49 |
PNR | 0.05 | 0.20 | 0.17 | 0.18 | 0.08 | 0.16 | 0.19 | 0.41 | 0.03 | 0.41 | 0.07 | 0.18 | 0.29 | 0.33 | 0.19 | 0.17 | 0.45 | 0.08 | 0.23 | 0.25 | 0.13 | 0.35 | 0.17 | 0.42 | 0.33 | 0.52 | 0.26 | 0.21 | 0.26 | 0.29 | 0.20 | 0.49 | 0.38 | 0.12 | 0.32 | 0.30 | 0.39 | 0.30 | 0.35 | 0.15 | 0.12 | 0.44 | 0.45 | 0.43 | 0.44 | 0.38 | 0.39 | 0.31 | 0.31 | 0.42 | 0.43 | 0.61 | 0.61 | 0.60 | 0.47 | 0.69 | 0.57 | 1.00 | 0.64 | 0.47 | 0.61 | 0.67 | 0.46 | 0.61 | 0.62 | 0.68 | 0.60 |
AOS | 0.09 | 0.18 | 0.08 | 0.17 | 0.16 | 0.19 | 0.20 | 0.37 | 0.10 | 0.40 | 0.10 | 0.22 | 0.25 | 0.27 | 0.19 | 0.19 | 0.37 | 0.21 | 0.27 | 0.26 | 0.16 | 0.28 | 0.24 | 0.37 | 0.36 | 0.54 | 0.28 | 0.23 | 0.29 | 0.28 | 0.24 | 0.44 | 0.36 | 0.20 | 0.40 | 0.42 | 0.37 | 0.24 | 0.31 | 0.16 | 0.17 | 0.45 | 0.44 | 0.40 | 0.48 | 0.46 | 0.48 | 0.31 | 0.33 | 0.42 | 0.43 | 0.60 | 0.59 | 0.54 | 0.44 | 0.61 | 0.53 | 0.64 | 1.00 | 0.44 | 0.56 | 0.58 | 0.51 | 0.54 | 0.55 | 0.62 | 0.57 |
AMCR | 0.11 | 0.25 | 0.15 | 0.29 | 0.22 | 0.13 | 0.22 | 0.40 | 0.29 | 0.24 | 0.27 | 0.34 | 0.33 | 0.36 | 0.30 | 0.35 | 0.35 | 0.26 | 0.35 | 0.24 | 0.34 | 0.39 | 0.37 | 0.27 | 0.23 | 0.27 | 0.36 | 0.36 | 0.32 | 0.41 | 0.28 | 0.37 | 0.39 | 0.30 | 0.34 | 0.22 | 0.29 | 0.46 | 0.30 | 0.37 | 0.31 | 0.30 | 0.47 | 0.44 | 0.38 | 0.39 | 0.28 | 0.35 | 0.47 | 0.48 | 0.48 | 0.39 | 0.42 | 0.42 | 0.45 | 0.52 | 0.49 | 0.47 | 0.44 | 1.00 | 0.41 | 0.47 | 0.41 | 0.55 | 0.54 | 0.48 | 0.42 |
LOW | 0.04 | 0.23 | 0.21 | 0.27 | 0.14 | 0.24 | 0.20 | 0.40 | 0.14 | 0.34 | 0.21 | 0.26 | 0.37 | 0.33 | 0.28 | 0.20 | 0.41 | 0.18 | 0.34 | 0.27 | 0.22 | 0.38 | 0.22 | 0.34 | 0.28 | 0.46 | 0.25 | 0.26 | 0.24 | 0.34 | 0.33 | 0.50 | 0.30 | 0.21 | 0.30 | 0.31 | 0.38 | 0.35 | 0.32 | 0.22 | 0.21 | 0.42 | 0.46 | 0.44 | 0.40 | 0.34 | 0.39 | 0.36 | 0.37 | 0.33 | 0.51 | 0.51 | 0.52 | 0.57 | 0.44 | 0.59 | 0.50 | 0.61 | 0.56 | 0.41 | 1.00 | 0.59 | 0.55 | 0.56 | 0.51 | 0.62 | 0.53 |
DOV | -0.01 | 0.33 | 0.18 | 0.38 | 0.12 | 0.16 | 0.25 | 0.39 | 0.12 | 0.33 | 0.13 | 0.20 | 0.33 | 0.40 | 0.19 | 0.13 | 0.43 | 0.13 | 0.26 | 0.28 | 0.21 | 0.37 | 0.20 | 0.45 | 0.40 | 0.50 | 0.27 | 0.22 | 0.26 | 0.38 | 0.20 | 0.50 | 0.41 | 0.15 | 0.35 | 0.32 | 0.40 | 0.29 | 0.40 | 0.19 | 0.14 | 0.41 | 0.43 | 0.43 | 0.37 | 0.38 | 0.41 | 0.31 | 0.36 | 0.44 | 0.46 | 0.61 | 0.65 | 0.47 | 0.47 | 0.59 | 0.57 | 0.67 | 0.58 | 0.47 | 0.59 | 1.00 | 0.51 | 0.60 | 0.57 | 0.66 | 0.65 |
GPC | 0.17 | 0.20 | 0.23 | 0.27 | 0.24 | 0.24 | 0.28 | 0.26 | 0.27 | 0.28 | 0.30 | 0.29 | 0.33 | 0.35 | 0.31 | 0.31 | 0.36 | 0.28 | 0.18 | 0.32 | 0.31 | 0.35 | 0.27 | 0.37 | 0.38 | 0.50 | 0.30 | 0.29 | 0.33 | 0.33 | 0.36 | 0.38 | 0.41 | 0.30 | 0.40 | 0.41 | 0.43 | 0.41 | 0.49 | 0.30 | 0.34 | 0.42 | 0.46 | 0.38 | 0.39 | 0.37 | 0.43 | 0.40 | 0.40 | 0.33 | 0.41 | 0.45 | 0.44 | 0.46 | 0.40 | 0.45 | 0.44 | 0.46 | 0.51 | 0.41 | 0.55 | 0.51 | 1.00 | 0.51 | 0.44 | 0.54 | 0.56 |
BEN | -0.05 | 0.24 | 0.13 | 0.29 | 0.05 | 0.12 | 0.14 | 0.47 | 0.15 | 0.26 | 0.21 | 0.28 | 0.38 | 0.43 | 0.17 | 0.24 | 0.45 | 0.11 | 0.32 | 0.26 | 0.25 | 0.43 | 0.16 | 0.41 | 0.28 | 0.36 | 0.34 | 0.31 | 0.27 | 0.37 | 0.28 | 0.49 | 0.39 | 0.15 | 0.36 | 0.25 | 0.36 | 0.34 | 0.35 | 0.23 | 0.23 | 0.41 | 0.55 | 0.55 | 0.36 | 0.35 | 0.34 | 0.41 | 0.48 | 0.43 | 0.53 | 0.49 | 0.56 | 0.52 | 0.58 | 0.64 | 0.75 | 0.61 | 0.54 | 0.55 | 0.56 | 0.60 | 0.51 | 1.00 | 0.59 | 0.58 | 0.55 |
PPG | 0.11 | 0.15 | 0.15 | 0.18 | 0.15 | 0.12 | 0.20 | 0.44 | 0.15 | 0.38 | 0.19 | 0.34 | 0.30 | 0.40 | 0.22 | 0.27 | 0.50 | 0.17 | 0.30 | 0.27 | 0.25 | 0.33 | 0.29 | 0.33 | 0.29 | 0.38 | 0.39 | 0.26 | 0.33 | 0.38 | 0.33 | 0.50 | 0.32 | 0.24 | 0.36 | 0.34 | 0.39 | 0.33 | 0.36 | 0.30 | 0.26 | 0.44 | 0.47 | 0.39 | 0.52 | 0.49 | 0.41 | 0.33 | 0.39 | 0.50 | 0.42 | 0.50 | 0.52 | 0.63 | 0.46 | 0.62 | 0.53 | 0.62 | 0.55 | 0.54 | 0.51 | 0.57 | 0.44 | 0.59 | 1.00 | 0.58 | 0.60 |
NDSN | 0.03 | 0.22 | 0.14 | 0.25 | 0.10 | 0.14 | 0.21 | 0.43 | 0.12 | 0.40 | 0.14 | 0.23 | 0.32 | 0.37 | 0.24 | 0.20 | 0.51 | 0.17 | 0.21 | 0.27 | 0.20 | 0.33 | 0.20 | 0.46 | 0.40 | 0.56 | 0.26 | 0.19 | 0.30 | 0.34 | 0.31 | 0.52 | 0.36 | 0.18 | 0.35 | 0.40 | 0.46 | 0.30 | 0.45 | 0.22 | 0.21 | 0.46 | 0.43 | 0.45 | 0.41 | 0.41 | 0.48 | 0.29 | 0.38 | 0.44 | 0.46 | 0.60 | 0.59 | 0.56 | 0.46 | 0.64 | 0.57 | 0.68 | 0.62 | 0.48 | 0.62 | 0.66 | 0.54 | 0.58 | 0.58 | 1.00 | 0.65 |
ITW | 0.17 | 0.30 | 0.16 | 0.31 | 0.08 | 0.20 | 0.29 | 0.37 | 0.20 | 0.31 | 0.20 | 0.28 | 0.36 | 0.44 | 0.23 | 0.25 | 0.47 | 0.16 | 0.26 | 0.27 | 0.25 | 0.35 | 0.19 | 0.44 | 0.41 | 0.54 | 0.28 | 0.24 | 0.28 | 0.40 | 0.27 | 0.49 | 0.40 | 0.23 | 0.44 | 0.41 | 0.41 | 0.36 | 0.40 | 0.24 | 0.23 | 0.39 | 0.45 | 0.39 | 0.42 | 0.45 | 0.43 | 0.34 | 0.34 | 0.40 | 0.44 | 0.53 | 0.60 | 0.50 | 0.43 | 0.58 | 0.49 | 0.60 | 0.57 | 0.42 | 0.53 | 0.65 | 0.56 | 0.55 | 0.60 | 0.65 | 1.00 |