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 every 3 months.
The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -4.13% | -6.82% | 0.23% | 9.48% | 15.81% | 10.54% |
DividendAristocrats | 1.82% | -1.20% | -2.10% | 5.56% | N/A | N/A |
Portfolio components: | ||||||
WBA | 20.36% | 15.77% | 25.64% | -42.30% | N/A | N/A |
LEG | -14.99% | -21.90% | -35.96% | -55.65% | N/A | N/A |
MMM | 17.09% | 1.20% | 14.10% | 75.23% | N/A | N/A |
O | 7.69% | 4.53% | -7.06% | 14.88% | N/A | N/A |
AMCR Amcor plc | 5.24% | -1.66% | -8.76% | 8.31% | 12.42% | N/A |
TROW | -16.58% | -11.97% | -8.84% | -15.12% | N/A | N/A |
BEN Franklin Resources, Inc. | -3.79% | -4.92% | 1.14% | -23.25% | 6.45% | -5.40% |
FRT | -13.25% | -8.45% | -16.47% | 0.00% | N/A | N/A |
CVX | 9.61% | 1.08% | 14.06% | 5.31% | N/A | N/A |
ABBV AbbVie Inc. | 20.30% | 9.80% | 10.96% | 23.40% | 25.15% | 18.36% |
IBM | 13.73% | -4.95% | 17.31% | 34.35% | N/A | N/A |
ESS | 4.25% | 2.30% | -4.45% | 27.96% | N/A | N/A |
KMB | 7.51% | 6.19% | -0.96% | 16.18% | N/A | N/A |
KVUE | 7.90% | 4.01% | -0.65% | 16.57% | N/A | N/A |
XOM | 4.96% | 3.38% | 2.41% | 3.96% | N/A | N/A |
HRL | -4.92% | 3.79% | -6.17% | -10.29% | N/A | N/A |
SJM | 2.36% | 9.34% | -5.73% | -5.02% | N/A | N/A |
ED | 20.32% | 13.11% | 3.57% | 23.81% | N/A | N/A |
SWK | 1.84% | -6.12% | -18.58% | -4.72% | N/A | N/A |
MDT | 16.51% | 0.28% | 5.13% | 15.17% | N/A | N/A |
CLX | -8.69% | -0.51% | -10.12% | 1.21% | N/A | N/A |
TGT | -21.89% | -18.13% | -29.73% | -34.28% | N/A | N/A |
KO | 11.90% | 1.16% | -1.70% | 18.95% | N/A | N/A |
NEE | 3.44% | 8.96% | -11.81% | 25.87% | N/A | N/A |
JNJ | 13.48% | 5.10% | -0.05% | 6.23% | N/A | N/A |
PEP | -1.42% | 4.54% | -14.76% | -6.76% | N/A | N/A |
CINF Cincinnati Financial Corporation | 1.18% | 6.15% | 8.30% | 24.39% | 12.93% | 13.67% |
CHRW C.H. Robinson Worldwide, Inc. | -4.18% | -0.49% | -0.48% | 36.46% | 12.24% | 5.30% |
GPC | 5.35% | -1.52% | -9.72% | -18.14% | N/A | N/A |
ATO Atmos Energy Corporation | 8.25% | 2.90% | 10.71% | 34.15% | 11.11% | 13.44% |
SYY | -3.52% | 3.05% | -2.95% | -6.97% | N/A | N/A |
APD Air Products and Chemicals, Inc. | 1.27% | -7.66% | 3.99% | 22.51% | 9.80% | 9.80% |
PG | 0.80% | 3.12% | -2.35% | 6.65% | N/A | N/A |
MKC | 5.36% | 4.38% | -3.03% | 20.52% | N/A | N/A |
CL | -0.64% | 4.39% | -14.14% | 3.76% | N/A | N/A |
ADP Automatic Data Processing, Inc. | 0.20% | -4.81% | 6.24% | 23.11% | 17.58% | 15.43% |
ADM Archer-Daniels-Midland Company | -5.57% | 3.49% | -20.26% | -17.44% | 9.37% | 3.15% |
AFL Aflac Incorporated | 4.26% | 4.36% | -0.23% | 29.76% | 28.50% | 15.81% |
EMR | -9.30% | -9.25% | 10.62% | 3.04% | N/A | N/A |
MCD | 4.03% | -2.27% | 2.31% | 10.03% | N/A | N/A |
ITW | 0.35% | -1.41% | 2.26% | -2.47% | N/A | N/A |
LOW | -8.66% | -10.86% | -11.37% | -6.61% | N/A | N/A |
GD | -0.03% | 8.30% | -13.16% | -2.86% | N/A | N/A |
CAT Caterpillar Inc. | -6.03% | -3.87% | -0.93% | -0.64% | 30.63% | 18.91% |
ABT Abbott Laboratories | 12.61% | -2.99% | 9.95% | 11.96% | 11.16% | 12.56% |
CAH Cardinal Health, Inc. | 8.69% | 1.42% | 14.11% | 17.88% | 25.57% | 6.70% |
PPG | -4.46% | -3.08% | -9.63% | -15.88% | N/A | N/A |
AOS A. O. Smith Corporation | -1.50% | 0.95% | -15.60% | -21.91% | 12.13% | 9.58% |
BDX Becton, Dickinson and Company | 0.06% | 0.98% | -2.60% | -2.86% | 1.07% | 6.62% |
CB Chubb Limited | 6.73% | 11.48% | 2.42% | 16.21% | 21.54% | 12.26% |
WMT | -5.53% | -17.96% | 6.13% | 41.86% | N/A | N/A |
DOV | -3.19% | -10.24% | -1.62% | 4.31% | N/A | N/A |
PNR | -14.26% | -11.01% | -5.47% | 7.89% | N/A | N/A |
LIN | 9.16% | 0.00% | -2.22% | -1.50% | N/A | N/A |
NUE | 13.18% | -4.12% | -7.24% | -28.89% | N/A | N/A |
ALB Albemarle Corporation | -12.60% | -7.36% | -13.63% | -37.65% | 3.07% | 5.08% |
ECL | 7.10% | -5.21% | 0.66% | 11.78% | N/A | N/A |
CHD Church & Dwight Co., Inc. | 4.48% | 3.90% | 5.43% | 5.70% | 12.84% | 11.39% |
EXPD | 3.95% | 1.32% | -4.09% | -2.76% | N/A | N/A |
NDSN | -0.51% | -4.17% | -17.33% | -20.47% | N/A | N/A |
CTAS | 5.75% | -5.57% | -6.84% | 23.90% | N/A | N/A |
GWW | -8.00% | -5.83% | -2.25% | -1.89% | N/A | N/A |
SPGI | -2.14% | -9.69% | -6.01% | 15.92% | N/A | N/A |
SHW | 0.76% | -4.02% | -8.59% | 2.98% | N/A | N/A |
BRO Brown & Brown, Inc. | 16.02% | 6.87% | 14.94% | 39.95% | 25.23% | 22.97% |
ROP | 9.69% | -0.75% | 3.47% | 4.60% | N/A | N/A |
WST | -29.71% | 7.16% | -23.37% | -40.49% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.87% | 1.44% | 1.82% | ||||||||||
2024 | -0.20% | 2.51% | 4.80% | -4.96% | 1.22% | -1.19% | 5.70% | 3.75% | 2.41% | -3.12% | 5.16% | -7.56% | 7.80% |
2023 | -4.10% | 7.91% | 2.46% | -2.18% | -5.74% | -3.61% | 6.62% | 5.31% | 5.80% |
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 16, meaning it’s performing worse than 84% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | -0.67 | -0.87 | 0.89 | -0.60 | -0.97 |
LEG | -1.15 | -1.80 | 0.76 | -0.77 | -1.53 |
MMM | 2.68 | 5.01 | 1.61 | 8.20 | 22.12 |
O | 0.75 | 1.12 | 1.14 | 0.69 | 1.60 |
AMCR Amcor plc | 0.36 | 0.70 | 1.09 | 0.48 | 1.11 |
TROW | -0.71 | -0.89 | 0.90 | -0.64 | -1.88 |
BEN Franklin Resources, Inc. | -0.83 | -1.06 | 0.87 | -0.75 | -1.22 |
FRT | -0.10 | -0.01 | 1.00 | -0.11 | -0.39 |
CVX | 0.40 | 0.64 | 1.08 | 0.49 | 1.17 |
ABBV AbbVie Inc. | 0.86 | 1.22 | 1.19 | 1.12 | 2.60 |
IBM | 1.18 | 1.83 | 1.26 | 1.77 | 4.02 |
ESS | 1.30 | 1.85 | 1.22 | 2.10 | 5.50 |
KMB | 0.77 | 1.13 | 1.16 | 0.96 | 2.35 |
KVUE | 0.66 | 1.33 | 1.15 | 0.54 | 2.04 |
XOM | 0.34 | 0.60 | 1.07 | 0.45 | 0.93 |
HRL | -0.46 | -0.47 | 0.94 | -0.37 | -0.79 |
SJM | -0.23 | -0.17 | 0.98 | -0.17 | -0.62 |
ED | 1.23 | 1.87 | 1.22 | 1.29 | 3.13 |
SWK | -0.25 | -0.14 | 0.98 | -0.29 | -0.54 |
MDT | 0.61 | 0.94 | 1.13 | 0.92 | 2.02 |
CLX | -0.15 | -0.06 | 0.99 | -0.14 | -0.38 |
TGT | -0.99 | -1.27 | 0.81 | -0.90 | -1.97 |
KO | 1.25 | 1.88 | 1.23 | 1.20 | 2.68 |
NEE | 1.20 | 1.67 | 1.22 | 1.52 | 3.37 |
JNJ | 0.20 | 0.41 | 1.05 | 0.21 | 0.47 |
PEP | -0.36 | -0.39 | 0.95 | -0.29 | -0.69 |
CINF Cincinnati Financial Corporation | 1.14 | 1.62 | 1.21 | 1.62 | 3.85 |
CHRW C.H. Robinson Worldwide, Inc. | 1.11 | 1.98 | 1.25 | 1.01 | 5.42 |
GPC | -0.56 | -0.57 | 0.91 | -0.57 | -1.01 |
ATO Atmos Energy Corporation | 2.00 | 2.84 | 1.35 | 3.21 | 8.75 |
SYY | -0.30 | -0.29 | 0.96 | -0.41 | -0.77 |
APD Air Products and Chemicals, Inc. | 0.92 | 1.56 | 1.19 | 0.93 | 3.72 |
PG | 0.38 | 0.60 | 1.08 | 0.53 | 1.52 |
MKC | 0.85 | 1.43 | 1.17 | 0.73 | 2.84 |
CL | 0.19 | 0.38 | 1.05 | 0.17 | 0.34 |
ADP Automatic Data Processing, Inc. | 1.34 | 1.85 | 1.24 | 2.47 | 7.81 |
ADM Archer-Daniels-Midland Company | -0.58 | -0.68 | 0.92 | -0.31 | -0.98 |
AFL Aflac Incorporated | 1.66 | 2.22 | 1.31 | 2.55 | 6.36 |
EMR | 0.12 | 0.35 | 1.05 | 0.17 | 0.40 |
MCD | 0.23 | 0.46 | 1.06 | 0.25 | 0.69 |
ITW | -0.06 | 0.05 | 1.01 | -0.08 | -0.14 |
LOW | -0.27 | -0.22 | 0.97 | -0.29 | -0.62 |
GD | -0.14 | -0.05 | 0.99 | -0.12 | -0.29 |
CAT Caterpillar Inc. | 0.08 | 0.31 | 1.04 | 0.10 | 0.23 |
ABT Abbott Laboratories | 0.36 | 0.66 | 1.08 | 0.43 | 0.91 |
CAH Cardinal Health, Inc. | 0.60 | 0.97 | 1.13 | 0.70 | 1.77 |
PPG | -0.87 | -1.12 | 0.86 | -0.71 | -1.39 |
AOS A. O. Smith Corporation | -0.86 | -1.08 | 0.86 | -0.74 | -1.33 |
BDX Becton, Dickinson and Company | -0.17 | -0.10 | 0.99 | -0.16 | -0.58 |
CB Chubb Limited | 0.84 | 1.27 | 1.16 | 1.11 | 2.79 |
WMT | 1.95 | 2.69 | 1.37 | 2.08 | 10.83 |
DOV | 0.20 | 0.46 | 1.05 | 0.32 | 0.97 |
PNR | 0.24 | 0.52 | 1.07 | 0.27 | 0.88 |
LIN | -0.13 | -0.07 | 0.99 | -0.13 | -0.27 |
NUE | -0.77 | -1.04 | 0.87 | -0.63 | -1.03 |
ALB Albemarle Corporation | -0.73 | -0.94 | 0.90 | -0.54 | -1.34 |
ECL | 0.73 | 1.09 | 1.15 | 1.12 | 3.16 |
CHD Church & Dwight Co., Inc. | 0.31 | 0.58 | 1.07 | 0.51 | 1.08 |
EXPD | -0.20 | -0.15 | 0.98 | -0.25 | -0.52 |
NDSN | -0.88 | -1.10 | 0.85 | -0.75 | -1.41 |
CTAS | 1.04 | 1.46 | 1.23 | 1.23 | 3.62 |
GWW | 0.01 | 0.18 | 1.02 | 0.01 | 0.04 |
SPGI | 0.85 | 1.26 | 1.16 | 1.21 | 3.91 |
SHW | 0.03 | 0.20 | 1.02 | 0.03 | 0.06 |
BRO Brown & Brown, Inc. | 2.19 | 2.99 | 1.38 | 3.38 | 9.23 |
ROP | 0.17 | 0.35 | 1.05 | 0.25 | 0.62 |
WST | -0.73 | -0.72 | 0.85 | -0.75 | -1.75 |
Dividends
Dividend yield
DividendAristocrats provided a 2.51% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.51% | 2.64% | 2.56% | 2.40% | 2.15% | 2.41% | 2.24% | 2.59% | 2.08% | 2.21% | 2.33% | 2.02% |
Portfolio components: | ||||||||||||
WBA | 6.68% | 10.72% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% |
LEG | 2.47% | 6.35% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% |
MMM | 1.88% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
O | 5.56% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
AMCR Amcor plc | 5.17% | 5.35% | 5.12% | 4.06% | 3.95% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TROW | 5.36% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
BEN Franklin Resources, Inc. | 6.40% | 7.69% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% | 1.82% |
FRT | 3.42% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
CVX | 4.20% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
ABBV AbbVie Inc. | 2.97% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
IBM | 2.69% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
ESS | 3.32% | 2.57% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% |
KMB | 3.52% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KVUE | 3.57% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.47% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
HRL | 3.85% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
SJM | 3.85% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% |
ED | 3.14% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% |
SWK | 4.04% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% |
MDT | 3.00% | 3.49% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% |
CLX | 3.30% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% |
TGT | 4.26% | 3.28% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% |
KO | 2.84% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
NEE | 2.87% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
JNJ | 3.05% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
PEP | 3.65% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
CINF Cincinnati Financial Corporation | 2.23% | 2.25% | 2.90% | 2.70% | 2.21% | 2.75% | 2.13% | 2.74% | 3.33% | 2.53% | 3.89% | 3.40% |
CHRW C.H. Robinson Worldwide, Inc. | 2.51% | 2.38% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% |
GPC | 3.30% | 3.43% | 2.74% | 2.06% | 2.33% | 3.15% | 2.87% | 3.00% | 2.84% | 2.75% | 2.86% | 2.16% |
ATO Atmos Energy Corporation | 2.23% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% |
SYY | 2.77% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
APD Air Products and Chemicals, Inc. | 2.43% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
PG | 2.40% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
MKC | 2.13% | 2.24% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% |
CL | 2.23% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
ADP Automatic Data Processing, Inc. | 2.02% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
ADM Archer-Daniels-Midland Company | 4.26% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
AFL Aflac Incorporated | 1.94% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% |
EMR | 1.88% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
MCD | 2.29% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
ITW | 2.28% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% |
LOW | 2.03% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
GD | 2.17% | 2.12% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% |
CAT Caterpillar Inc. | 1.63% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
ABT Abbott Laboratories | 1.77% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
CAH Cardinal Health, Inc. | 1.58% | 1.28% | 1.98% | 2.57% | 3.80% | 3.62% | 3.79% | 4.24% | 2.99% | 2.41% | 1.68% | 1.65% |
PPG | 2.37% | 2.23% | 1.70% | 1.92% | 1.31% | 1.46% | 1.48% | 1.82% | 1.46% | 1.65% | 1.43% | 1.13% |
AOS A. O. Smith Corporation | 1.97% | 1.91% | 1.84% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% |
BDX Becton, Dickinson and Company | 1.76% | 1.71% | 1.51% | 1.38% | 1.34% | 1.28% | 1.14% | 1.34% | 1.37% | 1.64% | 1.60% | 1.61% |
CB Chubb Limited | 1.24% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% |
WMT | 0.73% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
DOV | 1.13% | 1.09% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% |
PNR | 1.09% | 0.91% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% |
LIN | 1.24% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% |
NUE | 1.64% | 1.86% | 1.19% | 1.52% | 1.50% | 3.03% | 2.85% | 2.97% | 2.38% | 2.53% | 3.70% | 3.02% |
ALB Albemarle Corporation | 1.61% | 1.87% | 1.11% | 0.73% | 0.67% | 1.04% | 2.02% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% |
ECL | 0.94% | 1.01% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.51% | 1.17% | 1.11% |
CHD Church & Dwight Co., Inc. | 1.05% | 1.08% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% |
EXPD | 1.27% | 1.32% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% |
NDSN | 1.08% | 1.02% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% |
CTAS | 0.78% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
GWW | 0.85% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% |
SPGI | 0.76% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% |
SHW | 0.86% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% |
BRO Brown & Brown, Inc. | 0.47% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
ROP | 0.54% | 0.58% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% |
WST | 0.36% | 0.25% | 0.22% | 0.31% | 0.15% | 0.23% | 0.41% | 0.58% | 0.54% | 0.58% | 0.75% | 0.77% |
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.
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 13.01%, occurring on Oct 27, 2023. Recovery took 63 trading sessions.
The current DividendAristocrats drawdown is 5.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.01% | Jul 27, 2023 | 66 | Oct 27, 2023 | 63 | Jan 30, 2024 | 129 |
-9.16% | Dec 2, 2024 | 27 | Jan 10, 2025 | — | — | — |
-6.13% | Apr 1, 2024 | 42 | May 29, 2024 | 42 | Jul 30, 2024 | 84 |
-5.19% | May 8, 2023 | 17 | May 31, 2023 | 9 | Jun 13, 2023 | 26 |
-4.31% | Oct 21, 2024 | 9 | Oct 31, 2024 | 17 | Nov 25, 2024 | 26 |
Volatility
Volatility Chart
The current DividendAristocrats volatility is 4.11%, 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 | WMT | XOM | ALB | CVX | WBA | WST | CHD | ABBV | KVUE | CHRW | IBM | SJM | TGT | CB | CLX | CL | NEE | HRL | NUE | MKC | ADM | JNJ | ABT | EXPD | KMB | MCD | ED | PG | BDX | GD | BRO | CINF | MDT | LEG | GWW | KO | PEP | ADP | SYY | O | ROP | EMR | AFL | CAT | MMM | SPGI | APD | ESS | ATO | CTAS | TROW | LIN | ECL | BEN | FRT | PNR | DOV | AOS | SWK | SHW | AMCR | LOW | PPG | GPC | NDSN | ITW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAH | 1.00 | 0.21 | 0.08 | -0.01 | 0.09 | 0.08 | 0.18 | 0.26 | 0.24 | 0.12 | 0.05 | 0.19 | 0.16 | 0.10 | 0.29 | 0.27 | 0.21 | 0.03 | 0.12 | 0.13 | 0.16 | 0.06 | 0.27 | 0.22 | 0.06 | 0.23 | 0.21 | 0.18 | 0.27 | 0.29 | 0.23 | 0.30 | 0.24 | 0.18 | 0.09 | 0.18 | 0.16 | 0.18 | 0.21 | 0.24 | 0.12 | 0.23 | 0.14 | 0.29 | 0.08 | 0.14 | 0.20 | 0.11 | 0.11 | 0.22 | 0.22 | 0.03 | 0.25 | 0.28 | 0.03 | 0.09 | 0.11 | 0.05 | 0.11 | 0.06 | 0.14 | 0.13 | 0.12 | 0.15 | 0.17 | 0.09 | 0.17 |
WMT | 0.21 | 1.00 | 0.08 | 0.05 | 0.09 | 0.09 | 0.11 | 0.30 | 0.20 | 0.14 | 0.10 | 0.23 | 0.17 | 0.23 | 0.17 | 0.25 | 0.26 | 0.15 | 0.15 | 0.12 | 0.24 | 0.07 | 0.18 | 0.17 | 0.14 | 0.23 | 0.26 | 0.19 | 0.37 | 0.11 | 0.16 | 0.29 | 0.15 | 0.20 | 0.09 | 0.17 | 0.32 | 0.31 | 0.17 | 0.21 | 0.16 | 0.20 | 0.11 | 0.19 | 0.10 | 0.15 | 0.27 | 0.20 | 0.22 | 0.21 | 0.34 | 0.15 | 0.28 | 0.28 | 0.11 | 0.21 | 0.19 | 0.16 | 0.06 | 0.06 | 0.26 | 0.15 | 0.24 | 0.12 | 0.18 | 0.14 | 0.16 |
XOM | 0.08 | 0.08 | 1.00 | 0.24 | 0.80 | 0.18 | 0.05 | -0.03 | 0.20 | 0.14 | 0.25 | 0.14 | 0.18 | 0.20 | 0.22 | 0.05 | 0.05 | 0.26 | 0.17 | 0.32 | 0.16 | 0.39 | 0.19 | 0.06 | 0.27 | 0.11 | 0.14 | 0.17 | 0.09 | 0.17 | 0.32 | 0.08 | 0.22 | 0.13 | 0.24 | 0.20 | 0.14 | 0.16 | 0.19 | 0.19 | 0.13 | 0.05 | 0.28 | 0.31 | 0.38 | 0.20 | 0.07 | 0.19 | 0.14 | 0.24 | 0.07 | 0.18 | 0.18 | 0.01 | 0.25 | 0.20 | 0.18 | 0.30 | 0.21 | 0.21 | 0.08 | 0.27 | 0.24 | 0.18 | 0.26 | 0.27 | 0.30 |
ALB | -0.01 | 0.05 | 0.24 | 1.00 | 0.24 | 0.33 | 0.23 | -0.05 | 0.03 | 0.15 | 0.26 | 0.21 | 0.05 | 0.31 | 0.05 | 0.04 | -0.03 | 0.20 | 0.07 | 0.34 | 0.05 | 0.29 | 0.06 | 0.01 | 0.29 | 0.03 | 0.10 | 0.06 | 0.01 | 0.12 | 0.13 | 0.06 | 0.15 | 0.15 | 0.35 | 0.24 | 0.08 | 0.03 | 0.11 | 0.11 | 0.18 | 0.17 | 0.34 | 0.17 | 0.41 | 0.28 | 0.20 | 0.28 | 0.29 | 0.15 | 0.14 | 0.36 | 0.18 | 0.26 | 0.40 | 0.23 | 0.38 | 0.35 | 0.39 | 0.45 | 0.30 | 0.37 | 0.38 | 0.43 | 0.27 | 0.41 | 0.35 |
CVX | 0.09 | 0.09 | 0.80 | 0.24 | 1.00 | 0.20 | 0.08 | 0.01 | 0.17 | 0.13 | 0.27 | 0.16 | 0.20 | 0.23 | 0.23 | 0.10 | 0.06 | 0.23 | 0.18 | 0.35 | 0.16 | 0.46 | 0.20 | 0.09 | 0.27 | 0.11 | 0.16 | 0.19 | 0.09 | 0.19 | 0.34 | 0.09 | 0.24 | 0.15 | 0.26 | 0.22 | 0.14 | 0.15 | 0.21 | 0.22 | 0.13 | 0.11 | 0.30 | 0.29 | 0.40 | 0.28 | 0.08 | 0.24 | 0.17 | 0.22 | 0.11 | 0.28 | 0.21 | 0.04 | 0.30 | 0.16 | 0.19 | 0.34 | 0.22 | 0.22 | 0.09 | 0.28 | 0.29 | 0.21 | 0.32 | 0.30 | 0.33 |
WBA | 0.08 | 0.09 | 0.18 | 0.33 | 0.20 | 1.00 | 0.10 | 0.06 | 0.20 | 0.21 | 0.17 | 0.16 | 0.19 | 0.37 | 0.10 | 0.12 | 0.09 | 0.18 | 0.22 | 0.23 | 0.20 | 0.21 | 0.23 | 0.17 | 0.22 | 0.17 | 0.16 | 0.19 | 0.10 | 0.17 | 0.21 | 0.05 | 0.17 | 0.22 | 0.42 | 0.16 | 0.16 | 0.19 | 0.18 | 0.19 | 0.28 | 0.17 | 0.23 | 0.18 | 0.29 | 0.28 | 0.20 | 0.28 | 0.27 | 0.25 | 0.11 | 0.29 | 0.14 | 0.19 | 0.34 | 0.28 | 0.25 | 0.31 | 0.23 | 0.34 | 0.21 | 0.30 | 0.34 | 0.31 | 0.32 | 0.33 | 0.32 |
WST | 0.18 | 0.11 | 0.05 | 0.23 | 0.08 | 0.10 | 1.00 | 0.16 | 0.19 | 0.17 | 0.16 | 0.11 | 0.04 | 0.15 | 0.13 | 0.15 | 0.08 | 0.14 | 0.10 | 0.28 | 0.10 | 0.18 | 0.11 | 0.19 | 0.22 | 0.07 | 0.27 | 0.11 | 0.13 | 0.34 | 0.23 | 0.22 | 0.23 | 0.27 | 0.24 | 0.29 | 0.11 | 0.16 | 0.27 | 0.11 | 0.12 | 0.29 | 0.31 | 0.19 | 0.33 | 0.26 | 0.30 | 0.22 | 0.24 | 0.18 | 0.30 | 0.29 | 0.30 | 0.32 | 0.26 | 0.22 | 0.39 | 0.32 | 0.36 | 0.31 | 0.33 | 0.25 | 0.31 | 0.36 | 0.28 | 0.39 | 0.31 |
CHD | 0.26 | 0.30 | -0.03 | -0.05 | 0.01 | 0.06 | 0.16 | 1.00 | 0.29 | 0.35 | 0.06 | 0.11 | 0.41 | 0.07 | 0.23 | 0.54 | 0.56 | 0.18 | 0.32 | 0.05 | 0.38 | 0.12 | 0.30 | 0.34 | 0.11 | 0.60 | 0.29 | 0.36 | 0.65 | 0.27 | 0.21 | 0.33 | 0.16 | 0.27 | 0.08 | 0.16 | 0.42 | 0.46 | 0.21 | 0.33 | 0.24 | 0.26 | 0.04 | 0.21 | 0.01 | 0.13 | 0.21 | 0.25 | 0.18 | 0.34 | 0.28 | 0.04 | 0.25 | 0.30 | 0.05 | 0.18 | 0.07 | 0.08 | 0.16 | 0.05 | 0.21 | 0.22 | 0.15 | 0.14 | 0.23 | 0.10 | 0.13 |
ABBV | 0.24 | 0.20 | 0.20 | 0.03 | 0.17 | 0.20 | 0.19 | 0.29 | 1.00 | 0.20 | 0.14 | 0.20 | 0.37 | 0.20 | 0.33 | 0.23 | 0.31 | 0.25 | 0.26 | 0.12 | 0.30 | 0.17 | 0.44 | 0.36 | 0.18 | 0.36 | 0.29 | 0.31 | 0.36 | 0.26 | 0.24 | 0.28 | 0.28 | 0.30 | 0.17 | 0.17 | 0.38 | 0.35 | 0.32 | 0.25 | 0.32 | 0.28 | 0.13 | 0.26 | 0.19 | 0.18 | 0.20 | 0.16 | 0.26 | 0.32 | 0.21 | 0.12 | 0.24 | 0.22 | 0.15 | 0.29 | 0.15 | 0.15 | 0.24 | 0.15 | 0.17 | 0.21 | 0.23 | 0.13 | 0.25 | 0.21 | 0.25 |
KVUE | 0.12 | 0.14 | 0.14 | 0.15 | 0.13 | 0.21 | 0.17 | 0.35 | 0.20 | 1.00 | 0.17 | 0.11 | 0.32 | 0.19 | 0.17 | 0.32 | 0.43 | 0.33 | 0.31 | 0.11 | 0.32 | 0.30 | 0.32 | 0.28 | 0.20 | 0.42 | 0.29 | 0.32 | 0.42 | 0.26 | 0.11 | 0.21 | 0.17 | 0.34 | 0.25 | 0.18 | 0.43 | 0.38 | 0.19 | 0.33 | 0.28 | 0.14 | 0.14 | 0.21 | 0.13 | 0.23 | 0.19 | 0.29 | 0.19 | 0.32 | 0.19 | 0.19 | 0.22 | 0.24 | 0.21 | 0.22 | 0.17 | 0.15 | 0.22 | 0.24 | 0.25 | 0.34 | 0.25 | 0.29 | 0.29 | 0.20 | 0.28 |
CHRW | 0.05 | 0.10 | 0.25 | 0.26 | 0.27 | 0.17 | 0.16 | 0.06 | 0.14 | 0.17 | 1.00 | 0.16 | 0.16 | 0.30 | 0.11 | 0.13 | 0.09 | 0.15 | 0.20 | 0.24 | 0.15 | 0.28 | 0.17 | 0.18 | 0.52 | 0.15 | 0.23 | 0.18 | 0.09 | 0.22 | 0.25 | 0.17 | 0.30 | 0.22 | 0.31 | 0.25 | 0.21 | 0.20 | 0.24 | 0.24 | 0.25 | 0.25 | 0.31 | 0.26 | 0.29 | 0.28 | 0.22 | 0.26 | 0.29 | 0.22 | 0.21 | 0.35 | 0.19 | 0.23 | 0.39 | 0.32 | 0.30 | 0.37 | 0.27 | 0.37 | 0.26 | 0.35 | 0.33 | 0.38 | 0.35 | 0.37 | 0.42 |
IBM | 0.19 | 0.23 | 0.14 | 0.21 | 0.16 | 0.16 | 0.11 | 0.11 | 0.20 | 0.11 | 0.16 | 1.00 | 0.15 | 0.20 | 0.17 | 0.18 | 0.14 | 0.12 | 0.13 | 0.24 | 0.11 | 0.20 | 0.14 | 0.22 | 0.23 | 0.17 | 0.23 | 0.15 | 0.19 | 0.22 | 0.21 | 0.30 | 0.27 | 0.16 | 0.22 | 0.37 | 0.20 | 0.15 | 0.35 | 0.18 | 0.26 | 0.35 | 0.38 | 0.27 | 0.35 | 0.32 | 0.35 | 0.32 | 0.25 | 0.27 | 0.35 | 0.36 | 0.36 | 0.33 | 0.33 | 0.29 | 0.36 | 0.39 | 0.31 | 0.29 | 0.30 | 0.25 | 0.30 | 0.27 | 0.31 | 0.38 | 0.35 |
SJM | 0.16 | 0.17 | 0.18 | 0.05 | 0.20 | 0.19 | 0.04 | 0.41 | 0.37 | 0.32 | 0.16 | 0.15 | 1.00 | 0.21 | 0.24 | 0.41 | 0.42 | 0.30 | 0.55 | 0.04 | 0.52 | 0.30 | 0.42 | 0.28 | 0.05 | 0.52 | 0.35 | 0.43 | 0.43 | 0.32 | 0.20 | 0.19 | 0.21 | 0.31 | 0.24 | 0.08 | 0.53 | 0.53 | 0.20 | 0.38 | 0.38 | 0.14 | 0.08 | 0.21 | 0.08 | 0.20 | 0.17 | 0.23 | 0.27 | 0.38 | 0.14 | 0.13 | 0.15 | 0.20 | 0.11 | 0.29 | 0.03 | 0.05 | 0.16 | 0.17 | 0.15 | 0.26 | 0.17 | 0.16 | 0.30 | 0.15 | 0.25 |
TGT | 0.10 | 0.23 | 0.20 | 0.31 | 0.23 | 0.37 | 0.15 | 0.07 | 0.20 | 0.19 | 0.30 | 0.20 | 0.21 | 1.00 | 0.13 | 0.15 | 0.15 | 0.20 | 0.27 | 0.27 | 0.21 | 0.31 | 0.19 | 0.17 | 0.24 | 0.16 | 0.21 | 0.14 | 0.13 | 0.19 | 0.20 | 0.12 | 0.25 | 0.22 | 0.43 | 0.21 | 0.19 | 0.18 | 0.15 | 0.30 | 0.23 | 0.17 | 0.29 | 0.23 | 0.32 | 0.35 | 0.23 | 0.30 | 0.25 | 0.23 | 0.18 | 0.36 | 0.20 | 0.25 | 0.40 | 0.31 | 0.33 | 0.30 | 0.28 | 0.40 | 0.29 | 0.38 | 0.40 | 0.32 | 0.34 | 0.34 | 0.33 |
CB | 0.29 | 0.17 | 0.22 | 0.05 | 0.23 | 0.10 | 0.13 | 0.23 | 0.33 | 0.17 | 0.11 | 0.17 | 0.24 | 0.13 | 1.00 | 0.21 | 0.32 | 0.20 | 0.18 | 0.16 | 0.22 | 0.31 | 0.35 | 0.24 | 0.15 | 0.26 | 0.26 | 0.31 | 0.31 | 0.23 | 0.41 | 0.47 | 0.61 | 0.27 | 0.16 | 0.24 | 0.28 | 0.33 | 0.35 | 0.34 | 0.21 | 0.32 | 0.21 | 0.56 | 0.20 | 0.30 | 0.24 | 0.23 | 0.17 | 0.32 | 0.26 | 0.19 | 0.32 | 0.20 | 0.17 | 0.21 | 0.21 | 0.23 | 0.21 | 0.16 | 0.21 | 0.24 | 0.20 | 0.24 | 0.30 | 0.23 | 0.31 |
CLX | 0.27 | 0.25 | 0.05 | 0.04 | 0.10 | 0.12 | 0.15 | 0.54 | 0.23 | 0.32 | 0.13 | 0.18 | 0.41 | 0.15 | 0.21 | 1.00 | 0.47 | 0.27 | 0.36 | 0.10 | 0.44 | 0.17 | 0.28 | 0.32 | 0.09 | 0.55 | 0.34 | 0.34 | 0.57 | 0.28 | 0.19 | 0.28 | 0.23 | 0.27 | 0.17 | 0.16 | 0.45 | 0.47 | 0.26 | 0.39 | 0.29 | 0.25 | 0.14 | 0.25 | 0.08 | 0.22 | 0.20 | 0.21 | 0.24 | 0.33 | 0.27 | 0.10 | 0.26 | 0.29 | 0.15 | 0.24 | 0.16 | 0.16 | 0.15 | 0.15 | 0.25 | 0.28 | 0.23 | 0.20 | 0.26 | 0.21 | 0.26 |
CL | 0.21 | 0.26 | 0.05 | -0.03 | 0.06 | 0.09 | 0.08 | 0.56 | 0.31 | 0.43 | 0.09 | 0.14 | 0.42 | 0.15 | 0.32 | 0.47 | 1.00 | 0.29 | 0.40 | -0.02 | 0.44 | 0.20 | 0.38 | 0.40 | 0.15 | 0.61 | 0.36 | 0.41 | 0.71 | 0.33 | 0.22 | 0.36 | 0.17 | 0.31 | 0.14 | 0.15 | 0.57 | 0.58 | 0.25 | 0.43 | 0.32 | 0.26 | 0.09 | 0.24 | 0.04 | 0.20 | 0.27 | 0.28 | 0.25 | 0.35 | 0.33 | 0.07 | 0.27 | 0.36 | 0.07 | 0.27 | 0.07 | 0.06 | 0.19 | 0.12 | 0.23 | 0.26 | 0.19 | 0.16 | 0.25 | 0.16 | 0.23 |
NEE | 0.03 | 0.15 | 0.26 | 0.20 | 0.23 | 0.18 | 0.14 | 0.18 | 0.25 | 0.33 | 0.15 | 0.12 | 0.30 | 0.20 | 0.20 | 0.27 | 0.29 | 1.00 | 0.33 | 0.15 | 0.32 | 0.31 | 0.28 | 0.26 | 0.21 | 0.35 | 0.27 | 0.61 | 0.37 | 0.24 | 0.24 | 0.22 | 0.19 | 0.31 | 0.21 | 0.18 | 0.43 | 0.35 | 0.18 | 0.29 | 0.44 | 0.13 | 0.20 | 0.24 | 0.19 | 0.30 | 0.24 | 0.32 | 0.36 | 0.51 | 0.28 | 0.19 | 0.27 | 0.27 | 0.25 | 0.37 | 0.22 | 0.21 | 0.24 | 0.27 | 0.25 | 0.32 | 0.35 | 0.24 | 0.20 | 0.20 | 0.27 |
HRL | 0.12 | 0.15 | 0.17 | 0.07 | 0.18 | 0.22 | 0.10 | 0.32 | 0.26 | 0.31 | 0.20 | 0.13 | 0.55 | 0.27 | 0.18 | 0.36 | 0.40 | 0.33 | 1.00 | 0.07 | 0.57 | 0.33 | 0.35 | 0.28 | 0.15 | 0.43 | 0.32 | 0.43 | 0.41 | 0.31 | 0.26 | 0.17 | 0.23 | 0.31 | 0.28 | 0.13 | 0.50 | 0.55 | 0.20 | 0.42 | 0.33 | 0.15 | 0.13 | 0.24 | 0.15 | 0.25 | 0.19 | 0.29 | 0.28 | 0.35 | 0.13 | 0.23 | 0.20 | 0.23 | 0.23 | 0.30 | 0.10 | 0.15 | 0.19 | 0.22 | 0.21 | 0.31 | 0.22 | 0.24 | 0.30 | 0.21 | 0.29 |
NUE | 0.13 | 0.12 | 0.32 | 0.34 | 0.35 | 0.23 | 0.28 | 0.05 | 0.12 | 0.11 | 0.24 | 0.24 | 0.04 | 0.27 | 0.16 | 0.10 | -0.02 | 0.15 | 0.07 | 1.00 | 0.08 | 0.31 | 0.13 | 0.06 | 0.30 | 0.03 | 0.17 | 0.09 | 0.05 | 0.29 | 0.30 | 0.21 | 0.30 | 0.16 | 0.41 | 0.37 | 0.06 | 0.09 | 0.28 | 0.19 | 0.19 | 0.35 | 0.47 | 0.29 | 0.55 | 0.34 | 0.27 | 0.31 | 0.20 | 0.14 | 0.27 | 0.42 | 0.37 | 0.28 | 0.44 | 0.27 | 0.45 | 0.48 | 0.40 | 0.39 | 0.38 | 0.37 | 0.41 | 0.49 | 0.40 | 0.54 | 0.49 |
MKC | 0.16 | 0.24 | 0.16 | 0.05 | 0.16 | 0.20 | 0.10 | 0.38 | 0.30 | 0.32 | 0.15 | 0.11 | 0.52 | 0.21 | 0.22 | 0.44 | 0.44 | 0.32 | 0.57 | 0.08 | 1.00 | 0.23 | 0.36 | 0.32 | 0.10 | 0.42 | 0.32 | 0.41 | 0.46 | 0.30 | 0.24 | 0.25 | 0.23 | 0.29 | 0.21 | 0.11 | 0.51 | 0.55 | 0.26 | 0.46 | 0.39 | 0.17 | 0.11 | 0.24 | 0.12 | 0.24 | 0.22 | 0.24 | 0.24 | 0.37 | 0.22 | 0.16 | 0.26 | 0.27 | 0.18 | 0.32 | 0.15 | 0.10 | 0.21 | 0.19 | 0.23 | 0.33 | 0.21 | 0.21 | 0.30 | 0.20 | 0.26 |
ADM | 0.06 | 0.07 | 0.39 | 0.29 | 0.46 | 0.21 | 0.18 | 0.12 | 0.17 | 0.30 | 0.28 | 0.20 | 0.30 | 0.31 | 0.31 | 0.17 | 0.20 | 0.31 | 0.33 | 0.31 | 0.23 | 1.00 | 0.30 | 0.15 | 0.30 | 0.25 | 0.19 | 0.30 | 0.22 | 0.24 | 0.26 | 0.17 | 0.32 | 0.21 | 0.35 | 0.23 | 0.27 | 0.32 | 0.22 | 0.31 | 0.27 | 0.20 | 0.28 | 0.32 | 0.35 | 0.32 | 0.20 | 0.27 | 0.21 | 0.29 | 0.18 | 0.30 | 0.26 | 0.13 | 0.33 | 0.26 | 0.27 | 0.31 | 0.30 | 0.29 | 0.22 | 0.39 | 0.29 | 0.36 | 0.35 | 0.34 | 0.39 |
JNJ | 0.27 | 0.18 | 0.19 | 0.06 | 0.20 | 0.23 | 0.11 | 0.30 | 0.44 | 0.32 | 0.17 | 0.14 | 0.42 | 0.19 | 0.35 | 0.28 | 0.38 | 0.28 | 0.35 | 0.13 | 0.36 | 0.30 | 1.00 | 0.49 | 0.19 | 0.41 | 0.32 | 0.43 | 0.40 | 0.38 | 0.23 | 0.27 | 0.28 | 0.49 | 0.26 | 0.13 | 0.45 | 0.44 | 0.31 | 0.30 | 0.39 | 0.25 | 0.07 | 0.33 | 0.12 | 0.25 | 0.24 | 0.27 | 0.26 | 0.38 | 0.21 | 0.16 | 0.28 | 0.22 | 0.19 | 0.27 | 0.08 | 0.13 | 0.17 | 0.19 | 0.21 | 0.32 | 0.23 | 0.23 | 0.35 | 0.23 | 0.30 |
ABT | 0.22 | 0.17 | 0.06 | 0.01 | 0.09 | 0.17 | 0.19 | 0.34 | 0.36 | 0.28 | 0.18 | 0.22 | 0.28 | 0.17 | 0.24 | 0.32 | 0.40 | 0.26 | 0.28 | 0.06 | 0.32 | 0.15 | 0.49 | 1.00 | 0.23 | 0.44 | 0.33 | 0.34 | 0.40 | 0.43 | 0.22 | 0.34 | 0.21 | 0.57 | 0.22 | 0.18 | 0.42 | 0.39 | 0.38 | 0.33 | 0.39 | 0.29 | 0.15 | 0.23 | 0.14 | 0.23 | 0.29 | 0.29 | 0.29 | 0.34 | 0.29 | 0.24 | 0.32 | 0.32 | 0.23 | 0.29 | 0.21 | 0.25 | 0.23 | 0.23 | 0.27 | 0.26 | 0.28 | 0.22 | 0.29 | 0.26 | 0.29 |
EXPD | 0.06 | 0.14 | 0.27 | 0.29 | 0.27 | 0.22 | 0.22 | 0.11 | 0.18 | 0.20 | 0.52 | 0.23 | 0.05 | 0.24 | 0.15 | 0.09 | 0.15 | 0.21 | 0.15 | 0.30 | 0.10 | 0.30 | 0.19 | 0.23 | 1.00 | 0.16 | 0.23 | 0.18 | 0.18 | 0.20 | 0.29 | 0.22 | 0.19 | 0.22 | 0.33 | 0.35 | 0.19 | 0.22 | 0.24 | 0.24 | 0.22 | 0.35 | 0.38 | 0.34 | 0.39 | 0.29 | 0.31 | 0.34 | 0.28 | 0.21 | 0.29 | 0.43 | 0.34 | 0.34 | 0.42 | 0.28 | 0.41 | 0.43 | 0.42 | 0.45 | 0.41 | 0.39 | 0.45 | 0.46 | 0.37 | 0.50 | 0.47 |
KMB | 0.23 | 0.23 | 0.11 | 0.03 | 0.11 | 0.17 | 0.07 | 0.60 | 0.36 | 0.42 | 0.15 | 0.17 | 0.52 | 0.16 | 0.26 | 0.55 | 0.61 | 0.35 | 0.43 | 0.03 | 0.42 | 0.25 | 0.41 | 0.44 | 0.16 | 1.00 | 0.37 | 0.50 | 0.69 | 0.32 | 0.20 | 0.34 | 0.19 | 0.35 | 0.22 | 0.20 | 0.54 | 0.54 | 0.23 | 0.35 | 0.36 | 0.24 | 0.11 | 0.25 | 0.05 | 0.20 | 0.21 | 0.33 | 0.24 | 0.43 | 0.25 | 0.11 | 0.26 | 0.27 | 0.13 | 0.28 | 0.12 | 0.13 | 0.20 | 0.15 | 0.19 | 0.35 | 0.21 | 0.26 | 0.25 | 0.19 | 0.25 |
MCD | 0.21 | 0.26 | 0.14 | 0.10 | 0.16 | 0.16 | 0.27 | 0.29 | 0.29 | 0.29 | 0.23 | 0.23 | 0.35 | 0.21 | 0.26 | 0.34 | 0.36 | 0.27 | 0.32 | 0.17 | 0.32 | 0.19 | 0.32 | 0.33 | 0.23 | 0.37 | 1.00 | 0.31 | 0.39 | 0.35 | 0.25 | 0.32 | 0.23 | 0.34 | 0.23 | 0.21 | 0.41 | 0.42 | 0.29 | 0.41 | 0.32 | 0.33 | 0.20 | 0.29 | 0.17 | 0.25 | 0.32 | 0.26 | 0.22 | 0.28 | 0.38 | 0.31 | 0.31 | 0.31 | 0.27 | 0.33 | 0.20 | 0.17 | 0.25 | 0.26 | 0.31 | 0.28 | 0.36 | 0.31 | 0.33 | 0.33 | 0.31 |
ED | 0.18 | 0.19 | 0.17 | 0.06 | 0.19 | 0.19 | 0.11 | 0.36 | 0.31 | 0.32 | 0.18 | 0.15 | 0.43 | 0.14 | 0.31 | 0.34 | 0.41 | 0.61 | 0.43 | 0.09 | 0.41 | 0.30 | 0.43 | 0.34 | 0.18 | 0.50 | 0.31 | 1.00 | 0.48 | 0.38 | 0.28 | 0.32 | 0.31 | 0.37 | 0.21 | 0.15 | 0.50 | 0.51 | 0.27 | 0.36 | 0.53 | 0.21 | 0.10 | 0.35 | 0.07 | 0.23 | 0.22 | 0.29 | 0.37 | 0.70 | 0.28 | 0.14 | 0.25 | 0.21 | 0.22 | 0.41 | 0.15 | 0.14 | 0.21 | 0.17 | 0.20 | 0.33 | 0.25 | 0.20 | 0.27 | 0.18 | 0.26 |
PG | 0.27 | 0.37 | 0.09 | 0.01 | 0.09 | 0.10 | 0.13 | 0.65 | 0.36 | 0.42 | 0.09 | 0.19 | 0.43 | 0.13 | 0.31 | 0.57 | 0.71 | 0.37 | 0.41 | 0.05 | 0.46 | 0.22 | 0.40 | 0.40 | 0.18 | 0.69 | 0.39 | 0.48 | 1.00 | 0.32 | 0.24 | 0.37 | 0.20 | 0.34 | 0.15 | 0.16 | 0.59 | 0.61 | 0.29 | 0.39 | 0.33 | 0.30 | 0.11 | 0.24 | 0.06 | 0.25 | 0.28 | 0.33 | 0.27 | 0.43 | 0.32 | 0.11 | 0.34 | 0.37 | 0.12 | 0.27 | 0.11 | 0.11 | 0.17 | 0.12 | 0.23 | 0.29 | 0.19 | 0.22 | 0.26 | 0.16 | 0.27 |
BDX | 0.29 | 0.11 | 0.17 | 0.12 | 0.19 | 0.17 | 0.34 | 0.27 | 0.26 | 0.26 | 0.22 | 0.22 | 0.32 | 0.19 | 0.23 | 0.28 | 0.33 | 0.24 | 0.31 | 0.29 | 0.30 | 0.24 | 0.38 | 0.43 | 0.20 | 0.32 | 0.35 | 0.38 | 0.32 | 1.00 | 0.33 | 0.32 | 0.25 | 0.45 | 0.34 | 0.22 | 0.37 | 0.39 | 0.33 | 0.35 | 0.38 | 0.28 | 0.25 | 0.26 | 0.28 | 0.27 | 0.26 | 0.36 | 0.30 | 0.33 | 0.29 | 0.24 | 0.31 | 0.37 | 0.29 | 0.34 | 0.29 | 0.28 | 0.36 | 0.31 | 0.29 | 0.35 | 0.27 | 0.34 | 0.36 | 0.33 | 0.37 |
GD | 0.23 | 0.16 | 0.32 | 0.13 | 0.34 | 0.21 | 0.23 | 0.21 | 0.24 | 0.11 | 0.25 | 0.21 | 0.20 | 0.20 | 0.41 | 0.19 | 0.22 | 0.24 | 0.26 | 0.30 | 0.24 | 0.26 | 0.23 | 0.22 | 0.29 | 0.20 | 0.25 | 0.28 | 0.24 | 0.33 | 1.00 | 0.41 | 0.39 | 0.27 | 0.26 | 0.42 | 0.24 | 0.29 | 0.37 | 0.32 | 0.25 | 0.37 | 0.37 | 0.44 | 0.38 | 0.33 | 0.34 | 0.24 | 0.34 | 0.34 | 0.40 | 0.31 | 0.34 | 0.34 | 0.30 | 0.32 | 0.34 | 0.38 | 0.34 | 0.29 | 0.37 | 0.27 | 0.31 | 0.29 | 0.39 | 0.42 | 0.44 |
BRO | 0.30 | 0.29 | 0.08 | 0.06 | 0.09 | 0.05 | 0.22 | 0.33 | 0.28 | 0.21 | 0.17 | 0.30 | 0.19 | 0.12 | 0.47 | 0.28 | 0.36 | 0.22 | 0.17 | 0.21 | 0.25 | 0.17 | 0.27 | 0.34 | 0.22 | 0.34 | 0.32 | 0.32 | 0.37 | 0.32 | 0.41 | 1.00 | 0.47 | 0.34 | 0.14 | 0.40 | 0.34 | 0.37 | 0.48 | 0.29 | 0.30 | 0.46 | 0.29 | 0.53 | 0.21 | 0.30 | 0.42 | 0.30 | 0.34 | 0.37 | 0.52 | 0.26 | 0.44 | 0.39 | 0.20 | 0.32 | 0.30 | 0.27 | 0.34 | 0.24 | 0.39 | 0.25 | 0.29 | 0.26 | 0.38 | 0.34 | 0.40 |
CINF | 0.24 | 0.15 | 0.22 | 0.15 | 0.24 | 0.17 | 0.23 | 0.16 | 0.28 | 0.17 | 0.30 | 0.27 | 0.21 | 0.25 | 0.61 | 0.23 | 0.17 | 0.19 | 0.23 | 0.30 | 0.23 | 0.32 | 0.28 | 0.21 | 0.19 | 0.19 | 0.23 | 0.31 | 0.20 | 0.25 | 0.39 | 0.47 | 1.00 | 0.30 | 0.33 | 0.37 | 0.23 | 0.26 | 0.40 | 0.38 | 0.33 | 0.32 | 0.33 | 0.61 | 0.36 | 0.39 | 0.29 | 0.24 | 0.35 | 0.39 | 0.30 | 0.34 | 0.31 | 0.29 | 0.38 | 0.43 | 0.39 | 0.41 | 0.33 | 0.34 | 0.32 | 0.37 | 0.31 | 0.32 | 0.40 | 0.36 | 0.42 |
MDT | 0.18 | 0.20 | 0.13 | 0.15 | 0.15 | 0.22 | 0.27 | 0.27 | 0.30 | 0.34 | 0.22 | 0.16 | 0.31 | 0.22 | 0.27 | 0.27 | 0.31 | 0.31 | 0.31 | 0.16 | 0.29 | 0.21 | 0.49 | 0.57 | 0.22 | 0.35 | 0.34 | 0.37 | 0.34 | 0.45 | 0.27 | 0.34 | 0.30 | 1.00 | 0.32 | 0.22 | 0.42 | 0.39 | 0.34 | 0.32 | 0.42 | 0.30 | 0.21 | 0.30 | 0.24 | 0.33 | 0.36 | 0.38 | 0.31 | 0.36 | 0.29 | 0.33 | 0.33 | 0.32 | 0.32 | 0.33 | 0.26 | 0.29 | 0.29 | 0.35 | 0.33 | 0.39 | 0.28 | 0.34 | 0.34 | 0.30 | 0.36 |
LEG | 0.09 | 0.09 | 0.24 | 0.35 | 0.26 | 0.42 | 0.24 | 0.08 | 0.17 | 0.25 | 0.31 | 0.22 | 0.24 | 0.43 | 0.16 | 0.17 | 0.14 | 0.21 | 0.28 | 0.41 | 0.21 | 0.35 | 0.26 | 0.22 | 0.33 | 0.22 | 0.23 | 0.21 | 0.15 | 0.34 | 0.26 | 0.14 | 0.33 | 0.32 | 1.00 | 0.26 | 0.22 | 0.21 | 0.24 | 0.29 | 0.34 | 0.27 | 0.33 | 0.25 | 0.42 | 0.38 | 0.28 | 0.34 | 0.34 | 0.27 | 0.22 | 0.40 | 0.27 | 0.27 | 0.48 | 0.41 | 0.45 | 0.43 | 0.45 | 0.51 | 0.43 | 0.48 | 0.48 | 0.49 | 0.51 | 0.46 | 0.47 |
GWW | 0.18 | 0.17 | 0.20 | 0.24 | 0.22 | 0.16 | 0.29 | 0.16 | 0.17 | 0.18 | 0.25 | 0.37 | 0.08 | 0.21 | 0.24 | 0.16 | 0.15 | 0.18 | 0.13 | 0.37 | 0.11 | 0.23 | 0.13 | 0.18 | 0.35 | 0.20 | 0.21 | 0.15 | 0.16 | 0.22 | 0.42 | 0.40 | 0.37 | 0.22 | 0.26 | 1.00 | 0.18 | 0.19 | 0.39 | 0.32 | 0.18 | 0.44 | 0.53 | 0.37 | 0.50 | 0.30 | 0.35 | 0.31 | 0.32 | 0.26 | 0.50 | 0.41 | 0.44 | 0.41 | 0.37 | 0.25 | 0.53 | 0.52 | 0.51 | 0.42 | 0.49 | 0.32 | 0.48 | 0.39 | 0.49 | 0.57 | 0.56 |
KO | 0.16 | 0.32 | 0.14 | 0.08 | 0.14 | 0.16 | 0.11 | 0.42 | 0.38 | 0.43 | 0.21 | 0.20 | 0.53 | 0.19 | 0.28 | 0.45 | 0.57 | 0.43 | 0.50 | 0.06 | 0.51 | 0.27 | 0.45 | 0.42 | 0.19 | 0.54 | 0.41 | 0.50 | 0.59 | 0.37 | 0.24 | 0.34 | 0.23 | 0.42 | 0.22 | 0.18 | 1.00 | 0.67 | 0.35 | 0.40 | 0.43 | 0.26 | 0.12 | 0.28 | 0.09 | 0.27 | 0.28 | 0.30 | 0.30 | 0.45 | 0.33 | 0.15 | 0.33 | 0.32 | 0.17 | 0.34 | 0.14 | 0.13 | 0.20 | 0.21 | 0.26 | 0.33 | 0.22 | 0.26 | 0.30 | 0.23 | 0.31 |
PEP | 0.18 | 0.31 | 0.16 | 0.03 | 0.15 | 0.19 | 0.16 | 0.46 | 0.35 | 0.38 | 0.20 | 0.15 | 0.53 | 0.18 | 0.33 | 0.47 | 0.58 | 0.35 | 0.55 | 0.09 | 0.55 | 0.32 | 0.44 | 0.39 | 0.22 | 0.54 | 0.42 | 0.51 | 0.61 | 0.39 | 0.29 | 0.37 | 0.26 | 0.39 | 0.21 | 0.19 | 0.67 | 1.00 | 0.34 | 0.43 | 0.37 | 0.32 | 0.12 | 0.27 | 0.09 | 0.21 | 0.33 | 0.29 | 0.29 | 0.42 | 0.35 | 0.19 | 0.31 | 0.32 | 0.19 | 0.32 | 0.12 | 0.11 | 0.22 | 0.18 | 0.29 | 0.32 | 0.24 | 0.26 | 0.34 | 0.24 | 0.29 |
ADP | 0.21 | 0.17 | 0.19 | 0.11 | 0.21 | 0.18 | 0.27 | 0.21 | 0.32 | 0.19 | 0.24 | 0.35 | 0.20 | 0.15 | 0.35 | 0.26 | 0.25 | 0.18 | 0.20 | 0.28 | 0.26 | 0.22 | 0.31 | 0.38 | 0.24 | 0.23 | 0.29 | 0.27 | 0.29 | 0.33 | 0.37 | 0.48 | 0.40 | 0.34 | 0.24 | 0.39 | 0.35 | 0.34 | 1.00 | 0.32 | 0.33 | 0.47 | 0.34 | 0.38 | 0.33 | 0.30 | 0.41 | 0.29 | 0.34 | 0.38 | 0.52 | 0.35 | 0.40 | 0.33 | 0.30 | 0.36 | 0.36 | 0.39 | 0.30 | 0.30 | 0.40 | 0.31 | 0.32 | 0.30 | 0.42 | 0.42 | 0.43 |
SYY | 0.24 | 0.21 | 0.19 | 0.11 | 0.22 | 0.19 | 0.11 | 0.33 | 0.25 | 0.33 | 0.24 | 0.18 | 0.38 | 0.30 | 0.34 | 0.39 | 0.43 | 0.29 | 0.42 | 0.19 | 0.46 | 0.31 | 0.30 | 0.33 | 0.24 | 0.35 | 0.41 | 0.36 | 0.39 | 0.35 | 0.32 | 0.29 | 0.38 | 0.32 | 0.29 | 0.32 | 0.40 | 0.43 | 0.32 | 1.00 | 0.38 | 0.27 | 0.25 | 0.33 | 0.24 | 0.33 | 0.25 | 0.26 | 0.30 | 0.35 | 0.32 | 0.28 | 0.27 | 0.31 | 0.33 | 0.34 | 0.28 | 0.26 | 0.27 | 0.33 | 0.33 | 0.41 | 0.36 | 0.31 | 0.41 | 0.32 | 0.39 |
O | 0.12 | 0.16 | 0.13 | 0.18 | 0.13 | 0.28 | 0.12 | 0.24 | 0.32 | 0.28 | 0.25 | 0.26 | 0.38 | 0.23 | 0.21 | 0.29 | 0.32 | 0.44 | 0.33 | 0.19 | 0.39 | 0.27 | 0.39 | 0.39 | 0.22 | 0.36 | 0.32 | 0.53 | 0.33 | 0.38 | 0.25 | 0.30 | 0.33 | 0.42 | 0.34 | 0.18 | 0.43 | 0.37 | 0.33 | 0.38 | 1.00 | 0.27 | 0.17 | 0.30 | 0.21 | 0.31 | 0.39 | 0.35 | 0.54 | 0.52 | 0.32 | 0.32 | 0.25 | 0.35 | 0.36 | 0.63 | 0.28 | 0.29 | 0.30 | 0.32 | 0.36 | 0.42 | 0.34 | 0.32 | 0.36 | 0.34 | 0.35 |
ROP | 0.23 | 0.20 | 0.05 | 0.17 | 0.11 | 0.17 | 0.29 | 0.26 | 0.28 | 0.14 | 0.25 | 0.35 | 0.14 | 0.17 | 0.32 | 0.25 | 0.26 | 0.13 | 0.15 | 0.35 | 0.17 | 0.20 | 0.25 | 0.29 | 0.35 | 0.24 | 0.33 | 0.21 | 0.30 | 0.28 | 0.37 | 0.46 | 0.32 | 0.30 | 0.27 | 0.44 | 0.26 | 0.32 | 0.47 | 0.27 | 0.27 | 1.00 | 0.43 | 0.36 | 0.33 | 0.34 | 0.57 | 0.33 | 0.38 | 0.30 | 0.59 | 0.42 | 0.49 | 0.43 | 0.38 | 0.31 | 0.44 | 0.43 | 0.36 | 0.32 | 0.46 | 0.31 | 0.38 | 0.40 | 0.42 | 0.47 | 0.46 |
EMR | 0.14 | 0.11 | 0.28 | 0.34 | 0.30 | 0.23 | 0.31 | 0.04 | 0.13 | 0.14 | 0.31 | 0.38 | 0.08 | 0.29 | 0.21 | 0.14 | 0.09 | 0.20 | 0.13 | 0.47 | 0.11 | 0.28 | 0.07 | 0.15 | 0.38 | 0.11 | 0.20 | 0.10 | 0.11 | 0.25 | 0.37 | 0.29 | 0.33 | 0.21 | 0.33 | 0.53 | 0.12 | 0.12 | 0.34 | 0.25 | 0.17 | 0.43 | 1.00 | 0.37 | 0.67 | 0.43 | 0.42 | 0.40 | 0.36 | 0.20 | 0.41 | 0.55 | 0.41 | 0.43 | 0.51 | 0.34 | 0.61 | 0.63 | 0.55 | 0.50 | 0.44 | 0.37 | 0.50 | 0.51 | 0.45 | 0.61 | 0.55 |
AFL | 0.29 | 0.19 | 0.31 | 0.17 | 0.29 | 0.18 | 0.19 | 0.21 | 0.26 | 0.21 | 0.26 | 0.27 | 0.21 | 0.23 | 0.56 | 0.25 | 0.24 | 0.24 | 0.24 | 0.29 | 0.24 | 0.32 | 0.33 | 0.23 | 0.34 | 0.25 | 0.29 | 0.35 | 0.24 | 0.26 | 0.44 | 0.53 | 0.61 | 0.30 | 0.25 | 0.37 | 0.28 | 0.27 | 0.38 | 0.33 | 0.30 | 0.36 | 0.37 | 1.00 | 0.36 | 0.34 | 0.35 | 0.29 | 0.36 | 0.43 | 0.37 | 0.36 | 0.38 | 0.36 | 0.34 | 0.38 | 0.34 | 0.34 | 0.34 | 0.32 | 0.31 | 0.37 | 0.29 | 0.34 | 0.36 | 0.35 | 0.44 |
CAT | 0.08 | 0.10 | 0.38 | 0.41 | 0.40 | 0.29 | 0.33 | 0.01 | 0.19 | 0.13 | 0.29 | 0.35 | 0.08 | 0.32 | 0.20 | 0.08 | 0.04 | 0.19 | 0.15 | 0.55 | 0.12 | 0.35 | 0.12 | 0.14 | 0.39 | 0.05 | 0.17 | 0.07 | 0.06 | 0.28 | 0.38 | 0.21 | 0.36 | 0.24 | 0.42 | 0.50 | 0.09 | 0.09 | 0.33 | 0.24 | 0.21 | 0.33 | 0.67 | 0.36 | 1.00 | 0.45 | 0.35 | 0.39 | 0.32 | 0.17 | 0.37 | 0.58 | 0.39 | 0.35 | 0.56 | 0.35 | 0.59 | 0.61 | 0.60 | 0.58 | 0.45 | 0.42 | 0.50 | 0.53 | 0.45 | 0.61 | 0.59 |
MMM | 0.14 | 0.15 | 0.20 | 0.28 | 0.28 | 0.28 | 0.26 | 0.13 | 0.18 | 0.23 | 0.28 | 0.32 | 0.20 | 0.35 | 0.30 | 0.22 | 0.20 | 0.30 | 0.25 | 0.34 | 0.24 | 0.32 | 0.25 | 0.23 | 0.29 | 0.20 | 0.25 | 0.23 | 0.25 | 0.27 | 0.33 | 0.30 | 0.39 | 0.33 | 0.38 | 0.30 | 0.27 | 0.21 | 0.30 | 0.33 | 0.31 | 0.34 | 0.43 | 0.34 | 0.45 | 1.00 | 0.34 | 0.37 | 0.37 | 0.29 | 0.32 | 0.47 | 0.36 | 0.37 | 0.45 | 0.37 | 0.46 | 0.46 | 0.41 | 0.52 | 0.38 | 0.47 | 0.48 | 0.41 | 0.41 | 0.45 | 0.43 |
SPGI | 0.20 | 0.27 | 0.07 | 0.20 | 0.08 | 0.20 | 0.30 | 0.21 | 0.20 | 0.19 | 0.22 | 0.35 | 0.17 | 0.23 | 0.24 | 0.20 | 0.27 | 0.24 | 0.19 | 0.27 | 0.22 | 0.20 | 0.24 | 0.29 | 0.31 | 0.21 | 0.32 | 0.22 | 0.28 | 0.26 | 0.34 | 0.42 | 0.29 | 0.36 | 0.28 | 0.35 | 0.28 | 0.33 | 0.41 | 0.25 | 0.39 | 0.57 | 0.42 | 0.35 | 0.35 | 0.34 | 1.00 | 0.36 | 0.43 | 0.31 | 0.55 | 0.44 | 0.44 | 0.49 | 0.39 | 0.42 | 0.48 | 0.42 | 0.41 | 0.38 | 0.56 | 0.31 | 0.45 | 0.42 | 0.38 | 0.45 | 0.42 |
APD | 0.11 | 0.20 | 0.19 | 0.28 | 0.24 | 0.28 | 0.22 | 0.25 | 0.16 | 0.29 | 0.26 | 0.32 | 0.23 | 0.30 | 0.23 | 0.21 | 0.28 | 0.32 | 0.29 | 0.31 | 0.24 | 0.27 | 0.27 | 0.29 | 0.34 | 0.33 | 0.26 | 0.29 | 0.33 | 0.36 | 0.24 | 0.30 | 0.24 | 0.38 | 0.34 | 0.31 | 0.30 | 0.29 | 0.29 | 0.26 | 0.35 | 0.33 | 0.40 | 0.29 | 0.39 | 0.37 | 0.36 | 1.00 | 0.34 | 0.37 | 0.34 | 0.40 | 0.54 | 0.44 | 0.39 | 0.36 | 0.40 | 0.43 | 0.42 | 0.39 | 0.43 | 0.43 | 0.36 | 0.47 | 0.35 | 0.44 | 0.42 |
ESS | 0.11 | 0.22 | 0.14 | 0.29 | 0.17 | 0.27 | 0.24 | 0.18 | 0.26 | 0.19 | 0.29 | 0.25 | 0.27 | 0.25 | 0.17 | 0.24 | 0.25 | 0.36 | 0.28 | 0.20 | 0.24 | 0.21 | 0.26 | 0.29 | 0.28 | 0.24 | 0.22 | 0.37 | 0.27 | 0.30 | 0.34 | 0.34 | 0.35 | 0.31 | 0.34 | 0.32 | 0.30 | 0.29 | 0.34 | 0.30 | 0.54 | 0.38 | 0.36 | 0.36 | 0.32 | 0.37 | 0.43 | 0.34 | 1.00 | 0.46 | 0.40 | 0.45 | 0.27 | 0.46 | 0.47 | 0.65 | 0.45 | 0.42 | 0.37 | 0.41 | 0.42 | 0.42 | 0.43 | 0.38 | 0.38 | 0.43 | 0.40 |
ATO | 0.22 | 0.21 | 0.24 | 0.15 | 0.22 | 0.25 | 0.18 | 0.34 | 0.32 | 0.32 | 0.22 | 0.27 | 0.38 | 0.23 | 0.32 | 0.33 | 0.35 | 0.51 | 0.35 | 0.14 | 0.37 | 0.29 | 0.38 | 0.34 | 0.21 | 0.43 | 0.28 | 0.70 | 0.43 | 0.33 | 0.34 | 0.37 | 0.39 | 0.36 | 0.27 | 0.26 | 0.45 | 0.42 | 0.38 | 0.35 | 0.52 | 0.30 | 0.20 | 0.43 | 0.17 | 0.29 | 0.31 | 0.37 | 0.46 | 1.00 | 0.36 | 0.25 | 0.31 | 0.33 | 0.33 | 0.50 | 0.30 | 0.26 | 0.28 | 0.25 | 0.33 | 0.34 | 0.32 | 0.29 | 0.38 | 0.27 | 0.33 |
CTAS | 0.22 | 0.34 | 0.07 | 0.14 | 0.11 | 0.11 | 0.30 | 0.28 | 0.21 | 0.19 | 0.21 | 0.35 | 0.14 | 0.18 | 0.26 | 0.27 | 0.33 | 0.28 | 0.13 | 0.27 | 0.22 | 0.18 | 0.21 | 0.29 | 0.29 | 0.25 | 0.38 | 0.28 | 0.32 | 0.29 | 0.40 | 0.52 | 0.30 | 0.29 | 0.22 | 0.50 | 0.33 | 0.35 | 0.52 | 0.32 | 0.32 | 0.59 | 0.41 | 0.37 | 0.37 | 0.32 | 0.55 | 0.34 | 0.40 | 0.36 | 1.00 | 0.41 | 0.52 | 0.49 | 0.30 | 0.34 | 0.42 | 0.39 | 0.43 | 0.34 | 0.52 | 0.28 | 0.41 | 0.38 | 0.40 | 0.45 | 0.44 |
TROW | 0.03 | 0.15 | 0.18 | 0.36 | 0.28 | 0.29 | 0.29 | 0.04 | 0.12 | 0.19 | 0.35 | 0.36 | 0.13 | 0.36 | 0.19 | 0.10 | 0.07 | 0.19 | 0.23 | 0.42 | 0.16 | 0.30 | 0.16 | 0.24 | 0.43 | 0.11 | 0.31 | 0.14 | 0.11 | 0.24 | 0.31 | 0.26 | 0.34 | 0.33 | 0.40 | 0.41 | 0.15 | 0.19 | 0.35 | 0.28 | 0.32 | 0.42 | 0.55 | 0.36 | 0.58 | 0.47 | 0.44 | 0.40 | 0.45 | 0.25 | 0.41 | 1.00 | 0.38 | 0.38 | 0.72 | 0.43 | 0.56 | 0.58 | 0.49 | 0.56 | 0.48 | 0.43 | 0.46 | 0.49 | 0.42 | 0.57 | 0.50 |
LIN | 0.25 | 0.28 | 0.18 | 0.18 | 0.21 | 0.14 | 0.30 | 0.25 | 0.24 | 0.22 | 0.19 | 0.36 | 0.15 | 0.20 | 0.32 | 0.26 | 0.27 | 0.27 | 0.20 | 0.37 | 0.26 | 0.26 | 0.28 | 0.32 | 0.34 | 0.26 | 0.31 | 0.25 | 0.34 | 0.31 | 0.34 | 0.44 | 0.31 | 0.33 | 0.27 | 0.44 | 0.33 | 0.31 | 0.40 | 0.27 | 0.25 | 0.49 | 0.41 | 0.38 | 0.39 | 0.36 | 0.44 | 0.54 | 0.27 | 0.31 | 0.52 | 0.38 | 1.00 | 0.49 | 0.34 | 0.25 | 0.40 | 0.41 | 0.43 | 0.37 | 0.48 | 0.40 | 0.37 | 0.50 | 0.40 | 0.47 | 0.49 |
ECL | 0.28 | 0.28 | 0.01 | 0.26 | 0.04 | 0.19 | 0.32 | 0.30 | 0.22 | 0.24 | 0.23 | 0.33 | 0.20 | 0.25 | 0.20 | 0.29 | 0.36 | 0.27 | 0.23 | 0.28 | 0.27 | 0.13 | 0.22 | 0.32 | 0.34 | 0.27 | 0.31 | 0.21 | 0.37 | 0.37 | 0.34 | 0.39 | 0.29 | 0.32 | 0.27 | 0.41 | 0.32 | 0.32 | 0.33 | 0.31 | 0.35 | 0.43 | 0.43 | 0.36 | 0.35 | 0.37 | 0.49 | 0.44 | 0.46 | 0.33 | 0.49 | 0.38 | 0.49 | 1.00 | 0.33 | 0.40 | 0.45 | 0.41 | 0.44 | 0.43 | 0.61 | 0.41 | 0.45 | 0.52 | 0.40 | 0.42 | 0.44 |
BEN | 0.03 | 0.11 | 0.25 | 0.40 | 0.30 | 0.34 | 0.26 | 0.05 | 0.15 | 0.21 | 0.39 | 0.33 | 0.11 | 0.40 | 0.17 | 0.15 | 0.07 | 0.25 | 0.23 | 0.44 | 0.18 | 0.33 | 0.19 | 0.23 | 0.42 | 0.13 | 0.27 | 0.22 | 0.12 | 0.29 | 0.30 | 0.20 | 0.38 | 0.32 | 0.48 | 0.37 | 0.17 | 0.19 | 0.30 | 0.33 | 0.36 | 0.38 | 0.51 | 0.34 | 0.56 | 0.45 | 0.39 | 0.39 | 0.47 | 0.33 | 0.30 | 0.72 | 0.34 | 0.33 | 1.00 | 0.49 | 0.56 | 0.57 | 0.51 | 0.58 | 0.45 | 0.49 | 0.48 | 0.53 | 0.46 | 0.58 | 0.54 |
FRT | 0.09 | 0.21 | 0.20 | 0.23 | 0.16 | 0.28 | 0.22 | 0.18 | 0.29 | 0.22 | 0.32 | 0.29 | 0.29 | 0.31 | 0.21 | 0.24 | 0.27 | 0.37 | 0.30 | 0.27 | 0.32 | 0.26 | 0.27 | 0.29 | 0.28 | 0.28 | 0.33 | 0.41 | 0.27 | 0.34 | 0.32 | 0.32 | 0.43 | 0.33 | 0.41 | 0.25 | 0.34 | 0.32 | 0.36 | 0.34 | 0.63 | 0.31 | 0.34 | 0.38 | 0.35 | 0.37 | 0.42 | 0.36 | 0.65 | 0.50 | 0.34 | 0.43 | 0.25 | 0.40 | 0.49 | 1.00 | 0.45 | 0.41 | 0.41 | 0.48 | 0.40 | 0.43 | 0.43 | 0.42 | 0.38 | 0.44 | 0.44 |
PNR | 0.11 | 0.19 | 0.18 | 0.38 | 0.19 | 0.25 | 0.39 | 0.07 | 0.15 | 0.17 | 0.30 | 0.36 | 0.03 | 0.33 | 0.21 | 0.16 | 0.07 | 0.22 | 0.10 | 0.45 | 0.15 | 0.27 | 0.08 | 0.21 | 0.41 | 0.12 | 0.20 | 0.15 | 0.11 | 0.29 | 0.34 | 0.30 | 0.39 | 0.26 | 0.45 | 0.53 | 0.14 | 0.12 | 0.36 | 0.28 | 0.28 | 0.44 | 0.61 | 0.34 | 0.59 | 0.46 | 0.48 | 0.40 | 0.45 | 0.30 | 0.42 | 0.56 | 0.40 | 0.45 | 0.56 | 0.45 | 1.00 | 0.67 | 0.59 | 0.62 | 0.61 | 0.45 | 0.60 | 0.57 | 0.43 | 0.63 | 0.58 |
DOV | 0.05 | 0.16 | 0.30 | 0.35 | 0.34 | 0.31 | 0.32 | 0.08 | 0.15 | 0.15 | 0.37 | 0.39 | 0.05 | 0.30 | 0.23 | 0.16 | 0.06 | 0.21 | 0.15 | 0.48 | 0.10 | 0.31 | 0.13 | 0.25 | 0.43 | 0.13 | 0.17 | 0.14 | 0.11 | 0.28 | 0.38 | 0.27 | 0.41 | 0.29 | 0.43 | 0.52 | 0.13 | 0.11 | 0.39 | 0.26 | 0.29 | 0.43 | 0.63 | 0.34 | 0.61 | 0.46 | 0.42 | 0.43 | 0.42 | 0.26 | 0.39 | 0.58 | 0.41 | 0.41 | 0.57 | 0.41 | 0.67 | 1.00 | 0.52 | 0.54 | 0.50 | 0.45 | 0.53 | 0.55 | 0.49 | 0.63 | 0.63 |
AOS | 0.11 | 0.06 | 0.21 | 0.39 | 0.22 | 0.23 | 0.36 | 0.16 | 0.24 | 0.22 | 0.27 | 0.31 | 0.16 | 0.28 | 0.21 | 0.15 | 0.19 | 0.24 | 0.19 | 0.40 | 0.21 | 0.30 | 0.17 | 0.23 | 0.42 | 0.20 | 0.25 | 0.21 | 0.17 | 0.36 | 0.34 | 0.34 | 0.33 | 0.29 | 0.45 | 0.51 | 0.20 | 0.22 | 0.30 | 0.27 | 0.30 | 0.36 | 0.55 | 0.34 | 0.60 | 0.41 | 0.41 | 0.42 | 0.37 | 0.28 | 0.43 | 0.49 | 0.43 | 0.44 | 0.51 | 0.41 | 0.59 | 0.52 | 1.00 | 0.61 | 0.52 | 0.47 | 0.55 | 0.54 | 0.53 | 0.63 | 0.60 |
SWK | 0.06 | 0.06 | 0.21 | 0.45 | 0.22 | 0.34 | 0.31 | 0.05 | 0.15 | 0.24 | 0.37 | 0.29 | 0.17 | 0.40 | 0.16 | 0.15 | 0.12 | 0.27 | 0.22 | 0.39 | 0.19 | 0.29 | 0.19 | 0.23 | 0.45 | 0.15 | 0.26 | 0.17 | 0.12 | 0.31 | 0.29 | 0.24 | 0.34 | 0.35 | 0.51 | 0.42 | 0.21 | 0.18 | 0.30 | 0.33 | 0.32 | 0.32 | 0.50 | 0.32 | 0.58 | 0.52 | 0.38 | 0.39 | 0.41 | 0.25 | 0.34 | 0.56 | 0.37 | 0.43 | 0.58 | 0.48 | 0.62 | 0.54 | 0.61 | 1.00 | 0.55 | 0.55 | 0.59 | 0.59 | 0.50 | 0.65 | 0.60 |
SHW | 0.14 | 0.26 | 0.08 | 0.30 | 0.09 | 0.21 | 0.33 | 0.21 | 0.17 | 0.25 | 0.26 | 0.30 | 0.15 | 0.29 | 0.21 | 0.25 | 0.23 | 0.25 | 0.21 | 0.38 | 0.23 | 0.22 | 0.21 | 0.27 | 0.41 | 0.19 | 0.31 | 0.20 | 0.23 | 0.29 | 0.37 | 0.39 | 0.32 | 0.33 | 0.43 | 0.49 | 0.26 | 0.29 | 0.40 | 0.33 | 0.36 | 0.46 | 0.44 | 0.31 | 0.45 | 0.38 | 0.56 | 0.43 | 0.42 | 0.33 | 0.52 | 0.48 | 0.48 | 0.61 | 0.45 | 0.40 | 0.61 | 0.50 | 0.52 | 0.55 | 1.00 | 0.46 | 0.61 | 0.61 | 0.49 | 0.58 | 0.54 |
AMCR | 0.13 | 0.15 | 0.27 | 0.37 | 0.28 | 0.30 | 0.25 | 0.22 | 0.21 | 0.34 | 0.35 | 0.25 | 0.26 | 0.38 | 0.24 | 0.28 | 0.26 | 0.32 | 0.31 | 0.37 | 0.33 | 0.39 | 0.32 | 0.26 | 0.39 | 0.35 | 0.28 | 0.33 | 0.29 | 0.35 | 0.27 | 0.25 | 0.37 | 0.39 | 0.48 | 0.32 | 0.33 | 0.32 | 0.31 | 0.41 | 0.42 | 0.31 | 0.37 | 0.37 | 0.42 | 0.47 | 0.31 | 0.43 | 0.42 | 0.34 | 0.28 | 0.43 | 0.40 | 0.41 | 0.49 | 0.43 | 0.45 | 0.45 | 0.47 | 0.55 | 0.46 | 1.00 | 0.45 | 0.54 | 0.46 | 0.53 | 0.47 |
LOW | 0.12 | 0.24 | 0.24 | 0.38 | 0.29 | 0.34 | 0.31 | 0.15 | 0.23 | 0.25 | 0.33 | 0.30 | 0.17 | 0.40 | 0.20 | 0.23 | 0.19 | 0.35 | 0.22 | 0.41 | 0.21 | 0.29 | 0.23 | 0.28 | 0.45 | 0.21 | 0.36 | 0.25 | 0.19 | 0.27 | 0.31 | 0.29 | 0.31 | 0.28 | 0.48 | 0.48 | 0.22 | 0.24 | 0.32 | 0.36 | 0.34 | 0.38 | 0.50 | 0.29 | 0.50 | 0.48 | 0.45 | 0.36 | 0.43 | 0.32 | 0.41 | 0.46 | 0.37 | 0.45 | 0.48 | 0.43 | 0.60 | 0.53 | 0.55 | 0.59 | 0.61 | 0.45 | 1.00 | 0.52 | 0.55 | 0.62 | 0.53 |
PPG | 0.15 | 0.12 | 0.18 | 0.43 | 0.21 | 0.31 | 0.36 | 0.14 | 0.13 | 0.29 | 0.38 | 0.27 | 0.16 | 0.32 | 0.24 | 0.20 | 0.16 | 0.24 | 0.24 | 0.49 | 0.21 | 0.36 | 0.23 | 0.22 | 0.46 | 0.26 | 0.31 | 0.20 | 0.22 | 0.34 | 0.29 | 0.26 | 0.32 | 0.34 | 0.49 | 0.39 | 0.26 | 0.26 | 0.30 | 0.31 | 0.32 | 0.40 | 0.51 | 0.34 | 0.53 | 0.41 | 0.42 | 0.47 | 0.38 | 0.29 | 0.38 | 0.49 | 0.50 | 0.52 | 0.53 | 0.42 | 0.57 | 0.55 | 0.54 | 0.59 | 0.61 | 0.54 | 0.52 | 1.00 | 0.49 | 0.60 | 0.61 |
GPC | 0.17 | 0.18 | 0.26 | 0.27 | 0.32 | 0.32 | 0.28 | 0.23 | 0.25 | 0.29 | 0.35 | 0.31 | 0.30 | 0.34 | 0.30 | 0.26 | 0.25 | 0.20 | 0.30 | 0.40 | 0.30 | 0.35 | 0.35 | 0.29 | 0.37 | 0.25 | 0.33 | 0.27 | 0.26 | 0.36 | 0.39 | 0.38 | 0.40 | 0.34 | 0.51 | 0.49 | 0.30 | 0.34 | 0.42 | 0.41 | 0.36 | 0.42 | 0.45 | 0.36 | 0.45 | 0.41 | 0.38 | 0.35 | 0.38 | 0.38 | 0.40 | 0.42 | 0.40 | 0.40 | 0.46 | 0.38 | 0.43 | 0.49 | 0.53 | 0.50 | 0.49 | 0.46 | 0.55 | 0.49 | 1.00 | 0.56 | 0.58 |
NDSN | 0.09 | 0.14 | 0.27 | 0.41 | 0.30 | 0.33 | 0.39 | 0.10 | 0.21 | 0.20 | 0.37 | 0.38 | 0.15 | 0.34 | 0.23 | 0.21 | 0.16 | 0.20 | 0.21 | 0.54 | 0.20 | 0.34 | 0.23 | 0.26 | 0.50 | 0.19 | 0.33 | 0.18 | 0.16 | 0.33 | 0.42 | 0.34 | 0.36 | 0.30 | 0.46 | 0.57 | 0.23 | 0.24 | 0.42 | 0.32 | 0.34 | 0.47 | 0.61 | 0.35 | 0.61 | 0.45 | 0.45 | 0.44 | 0.43 | 0.27 | 0.45 | 0.57 | 0.47 | 0.42 | 0.58 | 0.44 | 0.63 | 0.63 | 0.63 | 0.65 | 0.58 | 0.53 | 0.62 | 0.60 | 0.56 | 1.00 | 0.70 |
ITW | 0.17 | 0.16 | 0.30 | 0.35 | 0.33 | 0.32 | 0.31 | 0.13 | 0.25 | 0.28 | 0.42 | 0.35 | 0.25 | 0.33 | 0.31 | 0.26 | 0.23 | 0.27 | 0.29 | 0.49 | 0.26 | 0.39 | 0.30 | 0.29 | 0.47 | 0.25 | 0.31 | 0.26 | 0.27 | 0.37 | 0.44 | 0.40 | 0.42 | 0.36 | 0.47 | 0.56 | 0.31 | 0.29 | 0.43 | 0.39 | 0.35 | 0.46 | 0.55 | 0.44 | 0.59 | 0.43 | 0.42 | 0.42 | 0.40 | 0.33 | 0.44 | 0.50 | 0.49 | 0.44 | 0.54 | 0.44 | 0.58 | 0.63 | 0.60 | 0.60 | 0.54 | 0.47 | 0.53 | 0.61 | 0.58 | 0.70 | 1.00 |