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 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
DividendAristocrats | 10.15% | 3.40% | 8.28% | 12.44% | N/A | N/A |
Portfolio components: | ||||||
WBA | -62.80% | -17.50% | -54.29% | -57.55% | N/A | N/A |
LEG | -50.78% | -3.69% | -37.35% | -52.85% | N/A | N/A |
MMM | 51.66% | 8.13% | 75.94% | 57.46% | N/A | N/A |
O | 11.87% | 4.70% | 21.77% | 16.60% | N/A | N/A |
AMCR Amcor plc | 20.45% | 7.51% | 24.89% | 21.90% | 7.69% | 5.86% |
TROW | 0.59% | -0.40% | -6.83% | -1.81% | N/A | N/A |
BEN Franklin Resources, Inc. | -29.79% | -7.77% | -25.14% | -21.18% | -1.33% | -5.96% |
FRT | 13.66% | 1.91% | 15.19% | 22.05% | N/A | N/A |
CVX | 0.14% | -1.53% | -1.23% | -8.13% | N/A | N/A |
ABBV AbbVie Inc. | 31.18% | 4.44% | 12.40% | 38.55% | 29.87% | 18.29% |
IBM | 26.52% | 7.36% | 6.83% | 41.46% | N/A | N/A |
ESS | 24.47% | 7.47% | 27.10% | 32.58% | N/A | N/A |
KMB | 23.56% | 5.17% | 21.45% | 20.06% | N/A | N/A |
KVUE | 5.82% | 18.57% | 18.63% | 0.27% | N/A | N/A |
XOM | 20.99% | 1.72% | 13.46% | 7.54% | N/A | N/A |
HRL | 5.95% | 0.82% | -0.89% | -10.65% | N/A | N/A |
SJM | -6.78% | -5.45% | -3.46% | -16.53% | N/A | N/A |
ED | 16.53% | 2.26% | 18.02% | 21.10% | N/A | N/A |
SWK | 6.28% | 3.78% | 17.20% | 11.37% | N/A | N/A |
MDT | 9.38% | 8.67% | 6.51% | 11.58% | N/A | N/A |
CLX | 15.89% | 12.78% | 9.31% | 7.50% | N/A | N/A |
TGT | 10.27% | 11.25% | -7.53% | 26.41% | N/A | N/A |
KO | 25.85% | 5.31% | 24.61% | 27.04% | N/A | N/A |
NEE | 35.50% | 2.31% | 47.21% | 24.08% | N/A | N/A |
JNJ | 9.15% | 2.61% | 6.14% | 7.46% | N/A | N/A |
PEP | 3.38% | -2.90% | 7.53% | 0.91% | N/A | N/A |
CINF Cincinnati Financial Corporation | 34.83% | 5.54% | 24.60% | 32.89% | 6.65% | 14.28% |
CHRW C.H. Robinson Worldwide, Inc. | 21.77% | 5.05% | 49.80% | 19.97% | 6.76% | 6.80% |
GPC | 4.80% | 0.47% | -3.84% | -5.14% | N/A | N/A |
ATO Atmos Energy Corporation | 16.10% | 2.06% | 16.73% | 17.37% | 6.42% | 12.65% |
SYY | 8.80% | 1.64% | -0.68% | 14.08% | N/A | N/A |
APD Air Products and Chemicals, Inc. | 1.94% | -2.32% | 16.51% | -5.16% | 6.65% | 11.16% |
PG | 19.27% | 0.86% | 9.02% | 13.83% | N/A | N/A |
MKC | 18.32% | 1.54% | 17.49% | 1.84% | N/A | N/A |
CL Colgate-Palmolive Company | 37.51% | 4.83% | 25.63% | 50.58% | 10.35% | 7.72% |
ADP Automatic Data Processing, Inc. | 19.65% | 4.57% | 14.24% | 10.20% | 12.12% | 16.61% |
ADM Archer-Daniels-Midland Company | -13.85% | 3.78% | 15.30% | -21.54% | 12.42% | 4.77% |
AFL Aflac Incorporated | 34.45% | 10.43% | 36.36% | 49.12% | 19.31% | 16.31% |
EMR | 6.36% | -6.11% | -5.52% | 5.27% | N/A | N/A |
MCD | -1.46% | 4.33% | -0.69% | 4.63% | N/A | N/A |
ITW | -3.57% | 2.43% | -2.05% | 3.28% | N/A | N/A |
LOW | 11.92% | 2.10% | 2.91% | 7.75% | N/A | N/A |
GD | 15.31% | 0.87% | 8.87% | 33.08% | N/A | N/A |
CAT Caterpillar Inc. | 16.50% | 6.04% | 2.80% | 20.96% | 25.49% | 15.22% |
ABT Abbott Laboratories | 5.75% | 3.01% | -2.23% | 13.80% | 7.82% | 12.48% |
CAH Cardinal Health, Inc. | 14.85% | 12.85% | 2.52% | 33.62% | 24.87% | 7.37% |
PPG | -11.92% | 5.68% | -5.53% | -6.78% | N/A | N/A |
AOS A. O. Smith Corporation | -0.29% | -1.38% | -2.16% | 12.26% | 13.46% | 14.47% |
BDX Becton, Dickinson and Company | 0.12% | 0.13% | 4.57% | -11.67% | 0.59% | 9.45% |
CB Chubb Limited | 27.72% | 5.67% | 15.76% | 43.12% | 14.43% | 12.75% |
WMT | 48.39% | 13.13% | 29.88% | 45.33% | N/A | N/A |
DOV | 18.22% | 3.04% | 8.37% | 22.73% | N/A | N/A |
PNR | 23.09% | 6.11% | 15.18% | 26.57% | N/A | N/A |
LIN | 16.14% | 4.42% | 3.47% | 23.02% | N/A | N/A |
NUE | -12.17% | 0.57% | -17.28% | -10.86% | N/A | N/A |
ALB Albemarle Corporation | -41.38% | -3.30% | -22.58% | -57.49% | 7.22% | 4.28% |
ECL | 25.61% | 4.52% | 11.52% | 37.17% | N/A | N/A |
CHD Church & Dwight Co., Inc. | 12.28% | 7.16% | 3.88% | 10.63% | 7.61% | 13.34% |
EXPD | -2.43% | 0.19% | 4.17% | 7.27% | N/A | N/A |
NDSN | -2.09% | 6.61% | -1.45% | 5.64% | N/A | N/A |
CTAS | 32.85% | 5.69% | 27.95% | 58.56% | N/A | N/A |
GWW | 16.57% | 0.97% | -2.19% | 36.24% | N/A | N/A |
SPGI | 17.21% | 5.79% | 22.01% | 31.25% | N/A | N/A |
SHW | 19.20% | 6.58% | 11.30% | 35.59% | N/A | N/A |
BRO Brown & Brown, Inc. | 48.28% | 3.83% | 25.16% | 42.37% | 24.27% | 21.63% |
ROP | 2.12% | 3.43% | 3.52% | 11.60% | N/A | N/A |
WST | -10.78% | 4.45% | -10.78% | -22.89% | 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% | 5.49% | 3.41% | 10.15% | ||||
2023 | -4.10% | 7.90% | 2.48% | -2.27% | -5.68% | -3.59% | 6.57% | 5.41% | 5.86% |
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 13, indicating that it is in the bottom 13% 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 | -1.25 | -2.00 | 0.74 | -0.83 | -1.80 |
LEG | -1.15 | -1.65 | 0.75 | -0.80 | -1.51 |
MMM | 1.68 | 2.90 | 1.42 | 2.51 | 6.56 |
O | 0.84 | 1.28 | 1.16 | 0.63 | 2.21 |
AMCR Amcor plc | 0.98 | 1.64 | 1.19 | 1.27 | 4.81 |
TROW | -0.08 | 0.06 | 1.01 | -0.06 | -0.24 |
BEN Franklin Resources, Inc. | -0.69 | -0.81 | 0.90 | -0.65 | -1.38 |
FRT | 1.07 | 1.64 | 1.19 | 1.33 | 4.51 |
CVX | -0.40 | -0.40 | 0.95 | -0.48 | -0.88 |
ABBV AbbVie Inc. | 2.05 | 2.62 | 1.37 | 2.71 | 6.89 |
IBM | 1.94 | 2.79 | 1.40 | 2.46 | 5.98 |
ESS | 1.48 | 2.17 | 1.25 | 2.13 | 6.06 |
KMB | 1.11 | 1.55 | 1.23 | 1.11 | 5.32 |
KVUE | 0.01 | 0.24 | 1.03 | 0.01 | 0.02 |
XOM | 0.37 | 0.68 | 1.08 | 0.40 | 0.80 |
HRL | -0.38 | -0.37 | 0.95 | -0.36 | -0.67 |
SJM | -0.71 | -0.90 | 0.90 | -0.53 | -1.02 |
ED | 1.21 | 1.71 | 1.22 | 1.27 | 4.93 |
SWK | 0.35 | 0.76 | 1.09 | 0.45 | 1.07 |
MDT | 0.62 | 0.98 | 1.12 | 0.51 | 1.78 |
CLX | 0.32 | 0.65 | 1.08 | 0.24 | 0.67 |
TGT | 0.75 | 1.54 | 1.19 | 0.77 | 2.44 |
KO | 2.03 | 2.79 | 1.38 | 1.59 | 10.12 |
NEE | 0.79 | 1.18 | 1.17 | 0.67 | 1.94 |
JNJ | 0.49 | 0.81 | 1.10 | 0.47 | 1.27 |
PEP | 0.05 | 0.19 | 1.02 | 0.05 | 0.14 |
CINF Cincinnati Financial Corporation | 1.62 | 2.18 | 1.29 | 3.02 | 6.62 |
CHRW C.H. Robinson Worldwide, Inc. | 0.64 | 1.19 | 1.17 | 0.60 | 1.91 |
GPC | -0.20 | -0.11 | 0.98 | -0.20 | -0.54 |
ATO Atmos Energy Corporation | 1.08 | 1.59 | 1.20 | 1.03 | 4.80 |
SYY | 0.74 | 1.20 | 1.15 | 0.82 | 2.08 |
APD Air Products and Chemicals, Inc. | -0.17 | -0.03 | 0.99 | -0.18 | -0.36 |
PG | 0.92 | 1.34 | 1.18 | 1.54 | 5.07 |
MKC | 0.07 | 0.29 | 1.04 | 0.05 | 0.13 |
CL Colgate-Palmolive Company | 3.47 | 4.69 | 1.62 | 3.27 | 26.51 |
ADP Automatic Data Processing, Inc. | 0.57 | 0.81 | 1.13 | 0.59 | 1.98 |
ADM Archer-Daniels-Midland Company | -0.66 | -0.63 | 0.88 | -0.53 | -1.05 |
AFL Aflac Incorporated | 2.52 | 2.97 | 1.50 | 4.42 | 16.03 |
EMR | 0.21 | 0.48 | 1.07 | 0.32 | 0.80 |
MCD | 0.26 | 0.49 | 1.06 | 0.27 | 0.55 |
ITW | 0.21 | 0.39 | 1.05 | 0.22 | 0.51 |
LOW | 0.34 | 0.65 | 1.08 | 0.36 | 0.73 |
GD | 1.86 | 3.01 | 1.37 | 5.14 | 16.57 |
CAT Caterpillar Inc. | 0.81 | 1.21 | 1.16 | 0.98 | 2.55 |
ABT Abbott Laboratories | 0.74 | 1.14 | 1.14 | 0.66 | 1.66 |
CAH Cardinal Health, Inc. | 1.58 | 2.17 | 1.30 | 1.85 | 4.03 |
PPG | -0.35 | -0.36 | 0.96 | -0.33 | -0.70 |
AOS A. O. Smith Corporation | 0.51 | 0.82 | 1.11 | 0.81 | 2.07 |
BDX Becton, Dickinson and Company | -0.60 | -0.67 | 0.91 | -0.56 | -1.03 |
CB Chubb Limited | 2.56 | 3.57 | 1.47 | 5.66 | 15.61 |
WMT | 2.48 | 3.38 | 1.52 | 4.19 | 12.24 |
DOV | 1.09 | 1.75 | 1.21 | 1.49 | 5.44 |
PNR | 0.97 | 1.48 | 1.18 | 1.35 | 4.16 |
LIN | 1.45 | 1.99 | 1.29 | 1.98 | 4.56 |
NUE | -0.40 | -0.39 | 0.95 | -0.37 | -0.79 |
ALB Albemarle Corporation | -1.01 | -1.61 | 0.82 | -0.82 | -1.44 |
ECL | 1.84 | 2.67 | 1.39 | 2.15 | 9.18 |
CHD Church & Dwight Co., Inc. | 0.59 | 0.87 | 1.12 | 0.76 | 2.34 |
EXPD | 0.36 | 0.61 | 1.08 | 0.47 | 1.16 |
NDSN | 0.26 | 0.50 | 1.07 | 0.29 | 0.62 |
CTAS | 3.10 | 4.60 | 1.63 | 6.89 | 23.94 |
GWW | 1.73 | 2.40 | 1.31 | 2.46 | 6.25 |
SPGI | 1.76 | 2.38 | 1.34 | 1.57 | 5.70 |
SHW | 1.65 | 2.35 | 1.29 | 2.20 | 4.80 |
BRO Brown & Brown, Inc. | 2.28 | 3.17 | 1.42 | 4.24 | 12.12 |
ROP | 0.68 | 0.94 | 1.14 | 1.09 | 3.13 |
WST | -0.67 | -0.72 | 0.89 | -0.70 | -1.43 |
Dividends
Dividend yield
DividendAristocrats granted a 2.56% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DividendAristocrats | 2.56% | 2.55% | 2.39% | 2.09% | 2.40% | 2.27% | 2.65% | 2.12% | 2.29% | 2.38% | 2.09% | 2.02% |
Portfolio components: | ||||||||||||
WBA | 13.30% | 7.35% | 5.13% | 3.62% | 4.64% | 3.04% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
LEG | 11.42% | 6.95% | 5.40% | 4.03% | 3.61% | 3.11% | 4.19% | 2.98% | 2.74% | 3.00% | 2.86% | 3.81% |
MMM | 2.91% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.85% | 2.00% | 2.49% | 2.72% | 2.08% | 1.81% |
O | 4.57% | 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 | 4.40% | 5.11% | 4.05% | 3.93% | 3.93% | 5.20% | 4.74% | 3.69% | 3.89% | 2.04% | 3.53% | 0.00% |
TROW | 4.64% | 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. | 6.10% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% | 1.82% | 0.67% |
FRT | 3.80% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
CVX | 4.42% | 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. | 3.10% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
IBM | 3.31% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
ESS | 3.15% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% | 3.37% |
KMB | 3.26% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 1.04% | 0.47% |
KVUE | 3.64% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
HRL | 3.39% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 2.50% | 1.26% | 1.54% | 1.51% |
SJM | 3.71% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% | 2.12% |
ED | 3.20% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% | 4.45% |
SWK | 2.37% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
MDT | 3.13% | 3.34% | 3.44% | 2.39% | 1.95% | 1.87% | 2.15% | 2.24% | 2.34% | 1.88% | 1.66% | 1.92% |
CLX | 2.99% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% | 2.91% |
TGT | 2.88% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
KO | 2.59% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
NEE | 2.50% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
JNJ | 2.91% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
PEP | 2.25% | 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 | 2.27% | 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. | 1.77% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
GPC | 2.72% | 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 | 2.44% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% | 2.69% | 3.13% |
SYY | 2.58% | 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. | 2.56% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.13% | 2.54% |
PG | 2.27% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
MKC | 2.06% | 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 | 1.82% | 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. | 1.98% | 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 | 3.22% | 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 | 1.76% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% | 2.46% | 2.13% |
EMR | 2.06% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% | 2.37% |
MCD | 1.74% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
ITW | 2.24% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
LOW | 1.81% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
GD | 1.86% | 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. | 1.56% | 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 | 1.88% | 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. | 1.75% | 1.98% | 2.57% | 3.80% | 3.62% | 3.80% | 4.24% | 3.00% | 2.41% | 1.68% | 1.65% | 1.77% |
PPG | 2.03% | 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 | 1.58% | 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 | 1.55% | 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 | 1.22% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
WMT | 1.05% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
DOV | 1.13% | 1.32% | 1.48% | 1.10% | 1.56% | 1.68% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PNR | 1.03% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
LIN | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
NUE | 1.40% | 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 | 1.90% | 1.11% | 0.73% | 0.67% | 1.04% | 2.01% | 1.74% | 1.00% | 1.42% | 2.07% | 1.83% | 1.51% |
ECL | 0.90% | 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. | 1.07% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
EXPD | 1.15% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
NDSN | 1.10% | 1.01% | 0.98% | 0.71% | 0.77% | 0.90% | 1.09% | 0.78% | 0.91% | 1.43% | 1.03% | 0.89% |
CTAS | 0.18% | 0.21% | 0.23% | 0.19% | 0.20% | 0.24% | 0.31% | 0.26% | 0.29% | 0.29% | 0.54% | 0.32% |
GWW | 0.81% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% | 1.64% | 1.41% |
SPGI | 0.71% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
SHW | 0.74% | 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. | 0.50% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
ROP | 0.53% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% | 0.36% |
WST | 0.26% | 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. 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 13.06%, occurring on Oct 27, 2023. Recovery took 79 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.06% | Jul 27, 2023 | 66 | Oct 27, 2023 | 79 | Feb 22, 2024 | 145 |
-6.4% | Apr 1, 2024 | 69 | Jul 9, 2024 | 15 | Jul 30, 2024 | 84 |
-5.19% | May 8, 2023 | 17 | May 31, 2023 | 9 | Jun 13, 2023 | 26 |
-2.53% | Aug 2, 2024 | 2 | Aug 5, 2024 | 9 | Aug 16, 2024 | 11 |
-2.03% | Jun 20, 2023 | 4 | Jun 23, 2023 | 5 | Jun 30, 2023 | 9 |
Volatility
Volatility Chart
The current DividendAristocrats volatility is 2.47%, 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 | CHD | WMT | CVX | ABBV | SJM | CB | WST | ALB | JNJ | CHRW | CLX | CL | KVUE | WBA | MKC | ABT | NEE | NUE | HRL | KMB | ED | GD | TGT | IBM | GWW | PG | EXPD | BDX | ADM | MCD | MDT | CINF | AFL | PEP | BRO | KO | SYY | ROP | ADP | ATO | LEG | SPGI | ESS | ECL | O | CTAS | APD | LIN | CAT | EMR | MMM | TROW | FRT | SHW | SWK | AOS | BEN | PNR | AMCR | DOV | LOW | GPC | PPG | NDSN | ITW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAH | 1.00 | 0.06 | 0.23 | 0.18 | 0.06 | 0.24 | 0.18 | 0.31 | 0.14 | -0.01 | 0.28 | 0.03 | 0.24 | 0.23 | 0.16 | 0.06 | 0.15 | 0.19 | 0.01 | 0.10 | 0.12 | 0.24 | 0.16 | 0.19 | 0.11 | 0.13 | 0.15 | 0.26 | 0.07 | 0.29 | 0.14 | 0.24 | 0.14 | 0.20 | 0.28 | 0.18 | 0.33 | 0.17 | 0.28 | 0.18 | 0.15 | 0.16 | 0.05 | 0.12 | 0.04 | 0.25 | 0.09 | 0.17 | 0.10 | 0.22 | 0.04 | 0.12 | 0.08 | 0.01 | 0.05 | 0.10 | 0.03 | 0.08 | -0.02 | 0.07 | 0.11 | -0.01 | 0.05 | 0.18 | 0.12 | 0.05 | 0.15 |
XOM | 0.06 | 1.00 | -0.05 | 0.14 | 0.82 | 0.20 | 0.21 | 0.20 | 0.05 | 0.19 | 0.15 | 0.21 | 0.04 | 0.04 | 0.14 | 0.22 | 0.19 | 0.05 | 0.28 | 0.31 | 0.21 | 0.10 | 0.16 | 0.32 | 0.26 | 0.12 | 0.14 | 0.12 | 0.26 | 0.16 | 0.40 | 0.16 | 0.13 | 0.24 | 0.31 | 0.11 | 0.05 | 0.12 | 0.22 | 0.01 | 0.17 | 0.26 | 0.23 | 0.05 | 0.11 | -0.02 | 0.12 | 0.05 | 0.20 | 0.17 | 0.42 | 0.26 | 0.21 | 0.17 | 0.24 | 0.05 | 0.17 | 0.18 | 0.26 | 0.20 | 0.23 | 0.32 | 0.23 | 0.19 | 0.16 | 0.22 | 0.29 |
CHD | 0.23 | -0.05 | 1.00 | 0.35 | -0.05 | 0.28 | 0.38 | 0.11 | 0.19 | -0.05 | 0.21 | 0.03 | 0.53 | 0.52 | 0.30 | 0.03 | 0.32 | 0.27 | 0.14 | 0.06 | 0.32 | 0.56 | 0.27 | 0.12 | 0.08 | 0.11 | 0.12 | 0.64 | 0.09 | 0.25 | 0.11 | 0.29 | 0.19 | 0.08 | 0.10 | 0.47 | 0.27 | 0.39 | 0.30 | 0.24 | 0.15 | 0.22 | 0.07 | 0.19 | 0.14 | 0.30 | 0.16 | 0.27 | 0.20 | 0.23 | 0.02 | 0.07 | 0.13 | 0.04 | 0.12 | 0.18 | 0.03 | 0.14 | 0.03 | 0.08 | 0.20 | 0.11 | 0.12 | 0.23 | 0.14 | 0.09 | 0.06 |
WMT | 0.18 | 0.14 | 0.35 | 1.00 | 0.15 | 0.22 | 0.21 | 0.21 | 0.12 | 0.11 | 0.21 | 0.12 | 0.25 | 0.31 | 0.22 | 0.17 | 0.24 | 0.18 | 0.16 | 0.13 | 0.21 | 0.27 | 0.20 | 0.16 | 0.22 | 0.19 | 0.18 | 0.41 | 0.20 | 0.14 | 0.17 | 0.27 | 0.23 | 0.15 | 0.20 | 0.41 | 0.25 | 0.35 | 0.23 | 0.19 | 0.12 | 0.21 | 0.09 | 0.26 | 0.19 | 0.27 | 0.15 | 0.31 | 0.21 | 0.29 | 0.15 | 0.15 | 0.13 | 0.19 | 0.16 | 0.23 | 0.05 | 0.08 | 0.14 | 0.17 | 0.15 | 0.19 | 0.19 | 0.22 | 0.17 | 0.14 | 0.16 |
CVX | 0.06 | 0.82 | -0.05 | 0.15 | 1.00 | 0.15 | 0.21 | 0.22 | 0.08 | 0.23 | 0.17 | 0.24 | 0.05 | 0.05 | 0.13 | 0.24 | 0.19 | 0.08 | 0.25 | 0.33 | 0.18 | 0.09 | 0.16 | 0.33 | 0.31 | 0.16 | 0.17 | 0.12 | 0.27 | 0.18 | 0.46 | 0.15 | 0.12 | 0.24 | 0.29 | 0.11 | 0.06 | 0.12 | 0.26 | 0.07 | 0.23 | 0.24 | 0.26 | 0.07 | 0.18 | 0.05 | 0.13 | 0.10 | 0.23 | 0.21 | 0.44 | 0.32 | 0.30 | 0.26 | 0.21 | 0.09 | 0.20 | 0.20 | 0.32 | 0.21 | 0.29 | 0.40 | 0.30 | 0.28 | 0.21 | 0.27 | 0.33 |
ABBV | 0.24 | 0.20 | 0.28 | 0.22 | 0.15 | 1.00 | 0.34 | 0.32 | 0.19 | 0.01 | 0.39 | 0.16 | 0.22 | 0.29 | 0.20 | 0.28 | 0.24 | 0.33 | 0.21 | 0.05 | 0.24 | 0.37 | 0.29 | 0.20 | 0.23 | 0.24 | 0.17 | 0.35 | 0.17 | 0.27 | 0.16 | 0.30 | 0.26 | 0.33 | 0.29 | 0.33 | 0.29 | 0.35 | 0.23 | 0.30 | 0.30 | 0.31 | 0.23 | 0.19 | 0.21 | 0.16 | 0.27 | 0.20 | 0.16 | 0.21 | 0.19 | 0.14 | 0.19 | 0.09 | 0.26 | 0.15 | 0.11 | 0.19 | 0.13 | 0.17 | 0.15 | 0.16 | 0.24 | 0.25 | 0.13 | 0.16 | 0.20 |
SJM | 0.18 | 0.21 | 0.38 | 0.21 | 0.21 | 0.34 | 1.00 | 0.17 | 0.01 | 0.07 | 0.36 | 0.14 | 0.41 | 0.37 | 0.28 | 0.26 | 0.50 | 0.22 | 0.25 | 0.03 | 0.53 | 0.48 | 0.38 | 0.16 | 0.24 | 0.17 | 0.05 | 0.43 | -0.01 | 0.30 | 0.30 | 0.34 | 0.28 | 0.20 | 0.16 | 0.51 | 0.15 | 0.50 | 0.37 | 0.12 | 0.21 | 0.38 | 0.27 | 0.15 | 0.26 | 0.15 | 0.34 | 0.09 | 0.22 | 0.15 | 0.06 | 0.07 | 0.22 | 0.10 | 0.25 | 0.12 | 0.10 | 0.12 | 0.14 | 0.02 | 0.27 | 0.10 | 0.13 | 0.26 | 0.14 | 0.11 | 0.20 |
CB | 0.31 | 0.20 | 0.11 | 0.21 | 0.22 | 0.32 | 0.17 | 1.00 | 0.13 | 0.06 | 0.30 | 0.11 | 0.16 | 0.26 | 0.15 | 0.12 | 0.17 | 0.21 | 0.12 | 0.14 | 0.17 | 0.16 | 0.23 | 0.40 | 0.18 | 0.22 | 0.21 | 0.21 | 0.16 | 0.24 | 0.31 | 0.29 | 0.22 | 0.61 | 0.53 | 0.27 | 0.45 | 0.27 | 0.35 | 0.32 | 0.33 | 0.24 | 0.15 | 0.20 | 0.11 | 0.14 | 0.16 | 0.24 | 0.22 | 0.31 | 0.19 | 0.25 | 0.27 | 0.16 | 0.18 | 0.17 | 0.17 | 0.22 | 0.15 | 0.21 | 0.22 | 0.25 | 0.21 | 0.28 | 0.22 | 0.23 | 0.31 |
WST | 0.14 | 0.05 | 0.19 | 0.12 | 0.08 | 0.19 | 0.01 | 0.13 | 1.00 | 0.27 | 0.09 | 0.12 | 0.19 | 0.13 | 0.22 | 0.11 | 0.12 | 0.22 | 0.20 | 0.27 | 0.08 | 0.13 | 0.12 | 0.21 | 0.19 | 0.15 | 0.30 | 0.18 | 0.27 | 0.32 | 0.16 | 0.28 | 0.24 | 0.23 | 0.18 | 0.16 | 0.27 | 0.12 | 0.14 | 0.33 | 0.31 | 0.18 | 0.21 | 0.33 | 0.20 | 0.37 | 0.14 | 0.35 | 0.29 | 0.33 | 0.36 | 0.34 | 0.27 | 0.27 | 0.22 | 0.37 | 0.37 | 0.40 | 0.24 | 0.41 | 0.25 | 0.33 | 0.35 | 0.31 | 0.38 | 0.40 | 0.32 |
ALB | -0.01 | 0.19 | -0.05 | 0.11 | 0.23 | 0.01 | 0.07 | 0.06 | 0.27 | 1.00 | 0.04 | 0.28 | 0.10 | -0.02 | 0.18 | 0.36 | 0.09 | 0.05 | 0.28 | 0.36 | 0.12 | 0.04 | 0.11 | 0.19 | 0.37 | 0.21 | 0.26 | 0.04 | 0.30 | 0.14 | 0.32 | 0.08 | 0.19 | 0.19 | 0.21 | 0.04 | 0.13 | 0.12 | 0.16 | 0.22 | 0.16 | 0.19 | 0.37 | 0.22 | 0.35 | 0.30 | 0.21 | 0.20 | 0.28 | 0.20 | 0.44 | 0.34 | 0.33 | 0.40 | 0.27 | 0.35 | 0.48 | 0.39 | 0.44 | 0.43 | 0.41 | 0.40 | 0.40 | 0.28 | 0.46 | 0.43 | 0.39 |
JNJ | 0.28 | 0.15 | 0.21 | 0.21 | 0.17 | 0.39 | 0.36 | 0.30 | 0.09 | 0.04 | 1.00 | 0.18 | 0.24 | 0.33 | 0.30 | 0.24 | 0.29 | 0.43 | 0.22 | 0.07 | 0.34 | 0.36 | 0.36 | 0.15 | 0.20 | 0.15 | 0.07 | 0.34 | 0.14 | 0.40 | 0.28 | 0.38 | 0.45 | 0.26 | 0.30 | 0.41 | 0.25 | 0.43 | 0.26 | 0.24 | 0.31 | 0.32 | 0.22 | 0.24 | 0.20 | 0.16 | 0.32 | 0.21 | 0.24 | 0.26 | 0.08 | 0.09 | 0.28 | 0.18 | 0.21 | 0.17 | 0.14 | 0.11 | 0.19 | 0.08 | 0.27 | 0.11 | 0.19 | 0.29 | 0.20 | 0.14 | 0.21 |
CHRW | 0.03 | 0.21 | 0.03 | 0.12 | 0.24 | 0.16 | 0.14 | 0.11 | 0.12 | 0.28 | 0.18 | 1.00 | 0.14 | 0.08 | 0.20 | 0.25 | 0.17 | 0.20 | 0.16 | 0.23 | 0.23 | 0.15 | 0.21 | 0.22 | 0.32 | 0.18 | 0.20 | 0.09 | 0.52 | 0.18 | 0.29 | 0.21 | 0.18 | 0.33 | 0.30 | 0.20 | 0.19 | 0.22 | 0.24 | 0.23 | 0.27 | 0.26 | 0.33 | 0.21 | 0.29 | 0.20 | 0.27 | 0.19 | 0.28 | 0.17 | 0.29 | 0.27 | 0.32 | 0.35 | 0.35 | 0.25 | 0.40 | 0.26 | 0.39 | 0.32 | 0.34 | 0.38 | 0.32 | 0.33 | 0.40 | 0.35 | 0.41 |
CLX | 0.24 | 0.04 | 0.53 | 0.25 | 0.05 | 0.22 | 0.41 | 0.16 | 0.19 | 0.10 | 0.24 | 0.14 | 1.00 | 0.47 | 0.30 | 0.16 | 0.38 | 0.29 | 0.24 | 0.12 | 0.36 | 0.53 | 0.30 | 0.15 | 0.19 | 0.17 | 0.15 | 0.56 | 0.09 | 0.29 | 0.15 | 0.36 | 0.23 | 0.18 | 0.17 | 0.50 | 0.25 | 0.47 | 0.36 | 0.28 | 0.25 | 0.27 | 0.21 | 0.19 | 0.23 | 0.29 | 0.25 | 0.26 | 0.20 | 0.27 | 0.09 | 0.16 | 0.22 | 0.09 | 0.22 | 0.27 | 0.14 | 0.18 | 0.16 | 0.18 | 0.31 | 0.18 | 0.26 | 0.29 | 0.23 | 0.23 | 0.23 |
CL | 0.23 | 0.04 | 0.52 | 0.31 | 0.05 | 0.29 | 0.37 | 0.26 | 0.13 | -0.02 | 0.33 | 0.08 | 0.47 | 1.00 | 0.37 | 0.13 | 0.40 | 0.38 | 0.25 | 0.01 | 0.42 | 0.56 | 0.33 | 0.18 | 0.18 | 0.15 | 0.15 | 0.68 | 0.07 | 0.36 | 0.19 | 0.39 | 0.30 | 0.16 | 0.15 | 0.58 | 0.35 | 0.57 | 0.40 | 0.26 | 0.27 | 0.30 | 0.15 | 0.26 | 0.23 | 0.35 | 0.26 | 0.33 | 0.27 | 0.28 | 0.07 | 0.13 | 0.22 | 0.07 | 0.23 | 0.21 | 0.08 | 0.19 | 0.08 | 0.06 | 0.25 | 0.11 | 0.17 | 0.27 | 0.16 | 0.15 | 0.17 |
KVUE | 0.16 | 0.14 | 0.30 | 0.22 | 0.13 | 0.20 | 0.28 | 0.15 | 0.22 | 0.18 | 0.30 | 0.20 | 0.30 | 0.37 | 1.00 | 0.26 | 0.29 | 0.26 | 0.30 | 0.17 | 0.30 | 0.36 | 0.26 | 0.13 | 0.25 | 0.14 | 0.17 | 0.39 | 0.17 | 0.26 | 0.29 | 0.32 | 0.36 | 0.20 | 0.22 | 0.37 | 0.21 | 0.41 | 0.33 | 0.19 | 0.23 | 0.28 | 0.29 | 0.22 | 0.20 | 0.25 | 0.27 | 0.22 | 0.31 | 0.28 | 0.22 | 0.21 | 0.28 | 0.25 | 0.21 | 0.28 | 0.24 | 0.23 | 0.27 | 0.21 | 0.36 | 0.22 | 0.28 | 0.31 | 0.35 | 0.24 | 0.30 |
WBA | 0.06 | 0.22 | 0.03 | 0.17 | 0.24 | 0.28 | 0.26 | 0.12 | 0.11 | 0.36 | 0.24 | 0.25 | 0.16 | 0.13 | 0.26 | 1.00 | 0.28 | 0.20 | 0.30 | 0.22 | 0.28 | 0.19 | 0.27 | 0.27 | 0.41 | 0.19 | 0.16 | 0.12 | 0.23 | 0.22 | 0.31 | 0.14 | 0.31 | 0.21 | 0.20 | 0.22 | 0.09 | 0.22 | 0.23 | 0.23 | 0.24 | 0.31 | 0.42 | 0.24 | 0.35 | 0.18 | 0.41 | 0.17 | 0.27 | 0.13 | 0.30 | 0.27 | 0.38 | 0.34 | 0.36 | 0.23 | 0.38 | 0.27 | 0.38 | 0.33 | 0.34 | 0.35 | 0.40 | 0.37 | 0.31 | 0.34 | 0.37 |
MKC | 0.15 | 0.19 | 0.32 | 0.24 | 0.19 | 0.24 | 0.50 | 0.17 | 0.12 | 0.09 | 0.29 | 0.17 | 0.38 | 0.40 | 0.29 | 0.28 | 1.00 | 0.27 | 0.30 | 0.11 | 0.58 | 0.38 | 0.37 | 0.22 | 0.26 | 0.10 | 0.09 | 0.43 | 0.08 | 0.27 | 0.25 | 0.33 | 0.26 | 0.22 | 0.23 | 0.52 | 0.21 | 0.49 | 0.44 | 0.17 | 0.25 | 0.35 | 0.25 | 0.21 | 0.22 | 0.25 | 0.37 | 0.18 | 0.27 | 0.28 | 0.15 | 0.18 | 0.27 | 0.20 | 0.29 | 0.23 | 0.18 | 0.20 | 0.21 | 0.17 | 0.36 | 0.14 | 0.22 | 0.31 | 0.26 | 0.21 | 0.25 |
ABT | 0.19 | 0.05 | 0.27 | 0.18 | 0.08 | 0.33 | 0.22 | 0.21 | 0.22 | 0.05 | 0.43 | 0.20 | 0.29 | 0.38 | 0.26 | 0.20 | 0.27 | 1.00 | 0.21 | 0.06 | 0.22 | 0.41 | 0.28 | 0.14 | 0.16 | 0.25 | 0.12 | 0.36 | 0.23 | 0.46 | 0.15 | 0.39 | 0.55 | 0.18 | 0.16 | 0.37 | 0.33 | 0.41 | 0.30 | 0.33 | 0.35 | 0.28 | 0.23 | 0.30 | 0.26 | 0.27 | 0.35 | 0.28 | 0.29 | 0.34 | 0.14 | 0.18 | 0.26 | 0.28 | 0.27 | 0.24 | 0.22 | 0.24 | 0.25 | 0.23 | 0.24 | 0.27 | 0.27 | 0.31 | 0.27 | 0.26 | 0.26 |
NEE | 0.01 | 0.28 | 0.14 | 0.16 | 0.25 | 0.21 | 0.25 | 0.12 | 0.20 | 0.28 | 0.22 | 0.16 | 0.24 | 0.25 | 0.30 | 0.30 | 0.30 | 0.21 | 1.00 | 0.23 | 0.35 | 0.34 | 0.61 | 0.22 | 0.30 | 0.13 | 0.12 | 0.36 | 0.19 | 0.28 | 0.31 | 0.29 | 0.30 | 0.17 | 0.21 | 0.32 | 0.19 | 0.42 | 0.25 | 0.14 | 0.15 | 0.52 | 0.27 | 0.22 | 0.34 | 0.25 | 0.38 | 0.23 | 0.35 | 0.28 | 0.21 | 0.23 | 0.35 | 0.19 | 0.35 | 0.23 | 0.26 | 0.26 | 0.28 | 0.22 | 0.34 | 0.25 | 0.34 | 0.18 | 0.29 | 0.19 | 0.26 |
NUE | 0.10 | 0.31 | 0.06 | 0.13 | 0.33 | 0.05 | 0.03 | 0.14 | 0.27 | 0.36 | 0.07 | 0.23 | 0.12 | 0.01 | 0.17 | 0.22 | 0.11 | 0.06 | 0.23 | 1.00 | 0.08 | 0.01 | 0.08 | 0.29 | 0.31 | 0.27 | 0.35 | 0.07 | 0.34 | 0.25 | 0.33 | 0.14 | 0.14 | 0.26 | 0.30 | 0.08 | 0.22 | 0.07 | 0.25 | 0.33 | 0.30 | 0.15 | 0.36 | 0.30 | 0.19 | 0.29 | 0.22 | 0.28 | 0.26 | 0.36 | 0.54 | 0.45 | 0.34 | 0.40 | 0.30 | 0.39 | 0.41 | 0.39 | 0.45 | 0.47 | 0.36 | 0.43 | 0.42 | 0.38 | 0.51 | 0.52 | 0.48 |
HRL | 0.12 | 0.21 | 0.32 | 0.21 | 0.18 | 0.24 | 0.53 | 0.17 | 0.08 | 0.12 | 0.34 | 0.23 | 0.36 | 0.42 | 0.30 | 0.28 | 0.58 | 0.22 | 0.35 | 0.08 | 1.00 | 0.44 | 0.44 | 0.24 | 0.30 | 0.18 | 0.08 | 0.43 | 0.14 | 0.27 | 0.32 | 0.31 | 0.30 | 0.26 | 0.24 | 0.52 | 0.19 | 0.51 | 0.41 | 0.16 | 0.23 | 0.37 | 0.30 | 0.19 | 0.30 | 0.24 | 0.34 | 0.13 | 0.35 | 0.23 | 0.14 | 0.14 | 0.33 | 0.23 | 0.30 | 0.23 | 0.19 | 0.15 | 0.22 | 0.12 | 0.31 | 0.19 | 0.23 | 0.30 | 0.24 | 0.19 | 0.25 |
KMB | 0.24 | 0.10 | 0.56 | 0.27 | 0.09 | 0.37 | 0.48 | 0.16 | 0.13 | 0.04 | 0.36 | 0.15 | 0.53 | 0.56 | 0.36 | 0.19 | 0.38 | 0.41 | 0.34 | 0.01 | 0.44 | 1.00 | 0.46 | 0.14 | 0.18 | 0.16 | 0.18 | 0.66 | 0.14 | 0.33 | 0.24 | 0.38 | 0.34 | 0.14 | 0.13 | 0.54 | 0.29 | 0.51 | 0.30 | 0.27 | 0.23 | 0.39 | 0.26 | 0.22 | 0.26 | 0.26 | 0.33 | 0.25 | 0.31 | 0.27 | 0.05 | 0.12 | 0.17 | 0.11 | 0.27 | 0.21 | 0.12 | 0.22 | 0.14 | 0.15 | 0.35 | 0.19 | 0.21 | 0.25 | 0.27 | 0.18 | 0.19 |
ED | 0.16 | 0.16 | 0.27 | 0.20 | 0.16 | 0.29 | 0.38 | 0.23 | 0.12 | 0.11 | 0.36 | 0.21 | 0.30 | 0.33 | 0.26 | 0.27 | 0.37 | 0.28 | 0.61 | 0.08 | 0.44 | 0.46 | 1.00 | 0.21 | 0.22 | 0.16 | 0.08 | 0.44 | 0.17 | 0.37 | 0.28 | 0.33 | 0.31 | 0.27 | 0.27 | 0.48 | 0.25 | 0.47 | 0.33 | 0.22 | 0.21 | 0.71 | 0.26 | 0.21 | 0.34 | 0.17 | 0.49 | 0.26 | 0.32 | 0.22 | 0.08 | 0.15 | 0.26 | 0.16 | 0.40 | 0.18 | 0.17 | 0.20 | 0.26 | 0.17 | 0.32 | 0.17 | 0.22 | 0.26 | 0.23 | 0.16 | 0.22 |
GD | 0.19 | 0.32 | 0.12 | 0.16 | 0.33 | 0.20 | 0.16 | 0.40 | 0.21 | 0.19 | 0.15 | 0.22 | 0.15 | 0.18 | 0.13 | 0.27 | 0.22 | 0.14 | 0.22 | 0.29 | 0.24 | 0.14 | 0.21 | 1.00 | 0.24 | 0.29 | 0.37 | 0.20 | 0.30 | 0.28 | 0.29 | 0.22 | 0.20 | 0.37 | 0.41 | 0.24 | 0.39 | 0.22 | 0.29 | 0.31 | 0.33 | 0.31 | 0.25 | 0.31 | 0.28 | 0.29 | 0.20 | 0.37 | 0.23 | 0.28 | 0.41 | 0.38 | 0.31 | 0.29 | 0.29 | 0.32 | 0.28 | 0.35 | 0.29 | 0.33 | 0.22 | 0.39 | 0.29 | 0.37 | 0.28 | 0.39 | 0.40 |
TGT | 0.11 | 0.26 | 0.08 | 0.22 | 0.31 | 0.23 | 0.24 | 0.18 | 0.19 | 0.37 | 0.20 | 0.32 | 0.19 | 0.18 | 0.25 | 0.41 | 0.26 | 0.16 | 0.30 | 0.31 | 0.30 | 0.18 | 0.22 | 0.24 | 1.00 | 0.24 | 0.23 | 0.16 | 0.25 | 0.19 | 0.39 | 0.18 | 0.25 | 0.28 | 0.25 | 0.19 | 0.15 | 0.25 | 0.34 | 0.18 | 0.18 | 0.29 | 0.46 | 0.19 | 0.29 | 0.24 | 0.31 | 0.18 | 0.32 | 0.22 | 0.35 | 0.34 | 0.43 | 0.37 | 0.33 | 0.29 | 0.38 | 0.30 | 0.42 | 0.37 | 0.38 | 0.37 | 0.40 | 0.38 | 0.35 | 0.36 | 0.36 |
IBM | 0.13 | 0.12 | 0.11 | 0.19 | 0.16 | 0.24 | 0.17 | 0.22 | 0.15 | 0.21 | 0.15 | 0.18 | 0.17 | 0.15 | 0.14 | 0.19 | 0.10 | 0.25 | 0.13 | 0.27 | 0.18 | 0.16 | 0.16 | 0.29 | 0.24 | 1.00 | 0.42 | 0.20 | 0.29 | 0.26 | 0.32 | 0.24 | 0.20 | 0.35 | 0.29 | 0.21 | 0.38 | 0.21 | 0.21 | 0.40 | 0.37 | 0.28 | 0.30 | 0.40 | 0.32 | 0.35 | 0.32 | 0.36 | 0.32 | 0.39 | 0.41 | 0.43 | 0.33 | 0.41 | 0.36 | 0.34 | 0.33 | 0.38 | 0.41 | 0.43 | 0.29 | 0.47 | 0.36 | 0.39 | 0.33 | 0.46 | 0.44 |
GWW | 0.15 | 0.14 | 0.12 | 0.18 | 0.17 | 0.17 | 0.05 | 0.21 | 0.30 | 0.26 | 0.07 | 0.20 | 0.15 | 0.15 | 0.17 | 0.16 | 0.09 | 0.12 | 0.12 | 0.35 | 0.08 | 0.18 | 0.08 | 0.37 | 0.23 | 0.42 | 1.00 | 0.15 | 0.37 | 0.15 | 0.23 | 0.17 | 0.16 | 0.30 | 0.34 | 0.15 | 0.42 | 0.12 | 0.25 | 0.45 | 0.38 | 0.21 | 0.23 | 0.33 | 0.31 | 0.38 | 0.15 | 0.49 | 0.29 | 0.44 | 0.49 | 0.53 | 0.22 | 0.38 | 0.25 | 0.44 | 0.41 | 0.55 | 0.35 | 0.52 | 0.28 | 0.49 | 0.47 | 0.50 | 0.38 | 0.56 | 0.54 |
PG | 0.26 | 0.12 | 0.64 | 0.41 | 0.12 | 0.35 | 0.43 | 0.21 | 0.18 | 0.04 | 0.34 | 0.09 | 0.56 | 0.68 | 0.39 | 0.12 | 0.43 | 0.36 | 0.36 | 0.07 | 0.43 | 0.66 | 0.44 | 0.20 | 0.16 | 0.20 | 0.15 | 1.00 | 0.14 | 0.37 | 0.24 | 0.44 | 0.32 | 0.17 | 0.18 | 0.64 | 0.37 | 0.61 | 0.37 | 0.28 | 0.29 | 0.37 | 0.17 | 0.25 | 0.25 | 0.35 | 0.29 | 0.33 | 0.33 | 0.33 | 0.09 | 0.15 | 0.24 | 0.12 | 0.25 | 0.20 | 0.09 | 0.19 | 0.12 | 0.11 | 0.29 | 0.13 | 0.19 | 0.28 | 0.23 | 0.15 | 0.24 |
EXPD | 0.07 | 0.26 | 0.09 | 0.20 | 0.27 | 0.17 | -0.01 | 0.16 | 0.27 | 0.30 | 0.14 | 0.52 | 0.09 | 0.07 | 0.17 | 0.23 | 0.08 | 0.23 | 0.19 | 0.34 | 0.14 | 0.14 | 0.17 | 0.30 | 0.25 | 0.29 | 0.37 | 0.14 | 1.00 | 0.18 | 0.30 | 0.22 | 0.20 | 0.22 | 0.40 | 0.17 | 0.28 | 0.17 | 0.23 | 0.34 | 0.27 | 0.26 | 0.29 | 0.33 | 0.29 | 0.35 | 0.24 | 0.32 | 0.35 | 0.32 | 0.40 | 0.42 | 0.35 | 0.49 | 0.33 | 0.43 | 0.44 | 0.42 | 0.46 | 0.46 | 0.35 | 0.49 | 0.47 | 0.36 | 0.49 | 0.50 | 0.47 |
BDX | 0.29 | 0.16 | 0.25 | 0.14 | 0.18 | 0.27 | 0.30 | 0.24 | 0.32 | 0.14 | 0.40 | 0.18 | 0.29 | 0.36 | 0.26 | 0.22 | 0.27 | 0.46 | 0.28 | 0.25 | 0.27 | 0.33 | 0.37 | 0.28 | 0.19 | 0.26 | 0.15 | 0.37 | 0.18 | 1.00 | 0.23 | 0.36 | 0.46 | 0.22 | 0.21 | 0.38 | 0.34 | 0.37 | 0.35 | 0.29 | 0.34 | 0.33 | 0.33 | 0.25 | 0.28 | 0.36 | 0.40 | 0.30 | 0.40 | 0.36 | 0.27 | 0.23 | 0.27 | 0.21 | 0.32 | 0.26 | 0.29 | 0.30 | 0.27 | 0.29 | 0.32 | 0.26 | 0.26 | 0.34 | 0.33 | 0.31 | 0.31 |
ADM | 0.14 | 0.40 | 0.11 | 0.17 | 0.46 | 0.16 | 0.30 | 0.31 | 0.16 | 0.32 | 0.28 | 0.29 | 0.15 | 0.19 | 0.29 | 0.31 | 0.25 | 0.15 | 0.31 | 0.33 | 0.32 | 0.24 | 0.28 | 0.29 | 0.39 | 0.32 | 0.23 | 0.24 | 0.30 | 0.23 | 1.00 | 0.21 | 0.22 | 0.38 | 0.34 | 0.31 | 0.21 | 0.28 | 0.36 | 0.22 | 0.30 | 0.32 | 0.39 | 0.25 | 0.22 | 0.18 | 0.31 | 0.22 | 0.29 | 0.29 | 0.38 | 0.33 | 0.38 | 0.32 | 0.32 | 0.26 | 0.29 | 0.30 | 0.36 | 0.32 | 0.41 | 0.40 | 0.35 | 0.33 | 0.40 | 0.35 | 0.41 |
MCD | 0.24 | 0.16 | 0.29 | 0.27 | 0.15 | 0.30 | 0.34 | 0.29 | 0.28 | 0.08 | 0.38 | 0.21 | 0.36 | 0.39 | 0.32 | 0.14 | 0.33 | 0.39 | 0.29 | 0.14 | 0.31 | 0.38 | 0.33 | 0.22 | 0.18 | 0.24 | 0.17 | 0.44 | 0.22 | 0.36 | 0.21 | 1.00 | 0.39 | 0.25 | 0.32 | 0.47 | 0.41 | 0.48 | 0.39 | 0.37 | 0.36 | 0.33 | 0.25 | 0.35 | 0.21 | 0.29 | 0.35 | 0.41 | 0.27 | 0.33 | 0.12 | 0.17 | 0.25 | 0.28 | 0.33 | 0.30 | 0.22 | 0.23 | 0.25 | 0.19 | 0.28 | 0.21 | 0.33 | 0.36 | 0.32 | 0.30 | 0.28 |
MDT | 0.14 | 0.13 | 0.19 | 0.23 | 0.12 | 0.26 | 0.28 | 0.22 | 0.24 | 0.19 | 0.45 | 0.18 | 0.23 | 0.30 | 0.36 | 0.31 | 0.26 | 0.55 | 0.30 | 0.14 | 0.30 | 0.34 | 0.31 | 0.20 | 0.25 | 0.20 | 0.16 | 0.32 | 0.20 | 0.46 | 0.22 | 0.39 | 1.00 | 0.24 | 0.21 | 0.38 | 0.31 | 0.45 | 0.30 | 0.28 | 0.32 | 0.30 | 0.32 | 0.37 | 0.29 | 0.27 | 0.39 | 0.27 | 0.42 | 0.33 | 0.25 | 0.24 | 0.38 | 0.35 | 0.31 | 0.31 | 0.34 | 0.28 | 0.33 | 0.27 | 0.38 | 0.28 | 0.27 | 0.33 | 0.38 | 0.28 | 0.31 |
CINF | 0.20 | 0.24 | 0.08 | 0.15 | 0.24 | 0.33 | 0.20 | 0.61 | 0.23 | 0.19 | 0.26 | 0.33 | 0.18 | 0.16 | 0.20 | 0.21 | 0.22 | 0.18 | 0.17 | 0.26 | 0.26 | 0.14 | 0.27 | 0.37 | 0.28 | 0.35 | 0.30 | 0.17 | 0.22 | 0.22 | 0.38 | 0.25 | 0.24 | 1.00 | 0.58 | 0.24 | 0.43 | 0.22 | 0.37 | 0.31 | 0.41 | 0.34 | 0.36 | 0.23 | 0.32 | 0.25 | 0.34 | 0.26 | 0.26 | 0.30 | 0.37 | 0.35 | 0.39 | 0.33 | 0.43 | 0.28 | 0.38 | 0.36 | 0.38 | 0.38 | 0.39 | 0.40 | 0.32 | 0.42 | 0.33 | 0.37 | 0.41 |
AFL | 0.28 | 0.31 | 0.10 | 0.20 | 0.29 | 0.29 | 0.16 | 0.53 | 0.18 | 0.21 | 0.30 | 0.30 | 0.17 | 0.15 | 0.22 | 0.20 | 0.23 | 0.16 | 0.21 | 0.30 | 0.24 | 0.13 | 0.27 | 0.41 | 0.25 | 0.29 | 0.34 | 0.18 | 0.40 | 0.21 | 0.34 | 0.32 | 0.21 | 0.58 | 1.00 | 0.24 | 0.47 | 0.25 | 0.28 | 0.34 | 0.31 | 0.35 | 0.25 | 0.32 | 0.32 | 0.34 | 0.26 | 0.34 | 0.28 | 0.39 | 0.38 | 0.42 | 0.31 | 0.35 | 0.36 | 0.28 | 0.32 | 0.39 | 0.36 | 0.33 | 0.34 | 0.35 | 0.30 | 0.38 | 0.36 | 0.36 | 0.42 |
PEP | 0.18 | 0.11 | 0.47 | 0.41 | 0.11 | 0.33 | 0.51 | 0.27 | 0.16 | 0.04 | 0.41 | 0.20 | 0.50 | 0.58 | 0.37 | 0.22 | 0.52 | 0.37 | 0.32 | 0.08 | 0.52 | 0.54 | 0.48 | 0.24 | 0.19 | 0.21 | 0.15 | 0.64 | 0.17 | 0.38 | 0.31 | 0.47 | 0.38 | 0.24 | 0.24 | 1.00 | 0.38 | 0.68 | 0.41 | 0.33 | 0.34 | 0.40 | 0.22 | 0.32 | 0.24 | 0.29 | 0.35 | 0.39 | 0.32 | 0.31 | 0.08 | 0.13 | 0.22 | 0.20 | 0.29 | 0.27 | 0.12 | 0.17 | 0.21 | 0.11 | 0.30 | 0.12 | 0.21 | 0.33 | 0.25 | 0.20 | 0.23 |
BRO | 0.33 | 0.05 | 0.27 | 0.25 | 0.06 | 0.29 | 0.15 | 0.45 | 0.27 | 0.13 | 0.25 | 0.19 | 0.25 | 0.35 | 0.21 | 0.09 | 0.21 | 0.33 | 0.19 | 0.22 | 0.19 | 0.29 | 0.25 | 0.39 | 0.15 | 0.38 | 0.42 | 0.37 | 0.28 | 0.34 | 0.21 | 0.41 | 0.31 | 0.43 | 0.47 | 0.38 | 1.00 | 0.33 | 0.26 | 0.51 | 0.45 | 0.30 | 0.14 | 0.43 | 0.29 | 0.41 | 0.27 | 0.53 | 0.35 | 0.48 | 0.24 | 0.34 | 0.28 | 0.29 | 0.28 | 0.38 | 0.28 | 0.41 | 0.23 | 0.30 | 0.23 | 0.30 | 0.30 | 0.41 | 0.33 | 0.39 | 0.41 |
KO | 0.17 | 0.12 | 0.39 | 0.35 | 0.12 | 0.35 | 0.50 | 0.27 | 0.12 | 0.12 | 0.43 | 0.22 | 0.47 | 0.57 | 0.41 | 0.22 | 0.49 | 0.41 | 0.42 | 0.07 | 0.51 | 0.51 | 0.47 | 0.22 | 0.25 | 0.21 | 0.12 | 0.61 | 0.17 | 0.37 | 0.28 | 0.48 | 0.45 | 0.22 | 0.25 | 0.68 | 0.33 | 1.00 | 0.39 | 0.30 | 0.34 | 0.41 | 0.25 | 0.26 | 0.28 | 0.28 | 0.42 | 0.29 | 0.31 | 0.31 | 0.10 | 0.13 | 0.32 | 0.18 | 0.30 | 0.26 | 0.18 | 0.16 | 0.19 | 0.15 | 0.36 | 0.15 | 0.20 | 0.30 | 0.29 | 0.20 | 0.26 |
SYY | 0.28 | 0.22 | 0.30 | 0.23 | 0.26 | 0.23 | 0.37 | 0.35 | 0.14 | 0.16 | 0.26 | 0.24 | 0.36 | 0.40 | 0.33 | 0.23 | 0.44 | 0.30 | 0.25 | 0.25 | 0.41 | 0.30 | 0.33 | 0.29 | 0.34 | 0.21 | 0.25 | 0.37 | 0.23 | 0.35 | 0.36 | 0.39 | 0.30 | 0.37 | 0.28 | 0.41 | 0.26 | 0.39 | 1.00 | 0.26 | 0.34 | 0.31 | 0.33 | 0.23 | 0.27 | 0.26 | 0.35 | 0.31 | 0.28 | 0.28 | 0.26 | 0.28 | 0.34 | 0.28 | 0.33 | 0.30 | 0.32 | 0.25 | 0.34 | 0.30 | 0.45 | 0.29 | 0.36 | 0.41 | 0.33 | 0.31 | 0.36 |
ROP | 0.18 | 0.01 | 0.24 | 0.19 | 0.07 | 0.30 | 0.12 | 0.32 | 0.33 | 0.22 | 0.24 | 0.23 | 0.28 | 0.26 | 0.19 | 0.23 | 0.17 | 0.33 | 0.14 | 0.33 | 0.16 | 0.27 | 0.22 | 0.31 | 0.18 | 0.40 | 0.45 | 0.28 | 0.34 | 0.29 | 0.22 | 0.37 | 0.28 | 0.31 | 0.34 | 0.33 | 0.51 | 0.30 | 0.26 | 1.00 | 0.46 | 0.28 | 0.24 | 0.55 | 0.35 | 0.39 | 0.28 | 0.60 | 0.33 | 0.42 | 0.34 | 0.42 | 0.32 | 0.39 | 0.30 | 0.42 | 0.32 | 0.38 | 0.36 | 0.42 | 0.30 | 0.42 | 0.40 | 0.44 | 0.41 | 0.46 | 0.42 |
ADP | 0.15 | 0.17 | 0.15 | 0.12 | 0.23 | 0.30 | 0.21 | 0.33 | 0.31 | 0.16 | 0.31 | 0.27 | 0.25 | 0.27 | 0.23 | 0.24 | 0.25 | 0.35 | 0.15 | 0.30 | 0.23 | 0.23 | 0.21 | 0.33 | 0.18 | 0.37 | 0.38 | 0.29 | 0.27 | 0.34 | 0.30 | 0.36 | 0.32 | 0.41 | 0.31 | 0.34 | 0.45 | 0.34 | 0.34 | 0.46 | 1.00 | 0.30 | 0.28 | 0.39 | 0.30 | 0.30 | 0.33 | 0.47 | 0.30 | 0.36 | 0.36 | 0.37 | 0.32 | 0.36 | 0.35 | 0.39 | 0.36 | 0.32 | 0.34 | 0.35 | 0.32 | 0.40 | 0.35 | 0.51 | 0.37 | 0.47 | 0.43 |
ATO | 0.16 | 0.26 | 0.22 | 0.21 | 0.24 | 0.31 | 0.38 | 0.24 | 0.18 | 0.19 | 0.32 | 0.26 | 0.27 | 0.30 | 0.28 | 0.31 | 0.35 | 0.28 | 0.52 | 0.15 | 0.37 | 0.39 | 0.71 | 0.31 | 0.29 | 0.28 | 0.21 | 0.37 | 0.26 | 0.33 | 0.32 | 0.33 | 0.30 | 0.34 | 0.35 | 0.40 | 0.30 | 0.41 | 0.31 | 0.28 | 0.30 | 1.00 | 0.31 | 0.28 | 0.42 | 0.27 | 0.51 | 0.29 | 0.38 | 0.27 | 0.20 | 0.24 | 0.31 | 0.28 | 0.50 | 0.30 | 0.27 | 0.30 | 0.36 | 0.30 | 0.33 | 0.27 | 0.33 | 0.38 | 0.32 | 0.28 | 0.32 |
LEG | 0.05 | 0.23 | 0.07 | 0.09 | 0.26 | 0.23 | 0.27 | 0.15 | 0.21 | 0.37 | 0.22 | 0.33 | 0.21 | 0.15 | 0.29 | 0.42 | 0.25 | 0.23 | 0.27 | 0.36 | 0.30 | 0.26 | 0.26 | 0.25 | 0.46 | 0.30 | 0.23 | 0.17 | 0.29 | 0.33 | 0.39 | 0.25 | 0.32 | 0.36 | 0.25 | 0.22 | 0.14 | 0.25 | 0.33 | 0.24 | 0.28 | 0.31 | 1.00 | 0.26 | 0.36 | 0.25 | 0.44 | 0.20 | 0.33 | 0.24 | 0.42 | 0.33 | 0.41 | 0.41 | 0.48 | 0.41 | 0.51 | 0.46 | 0.50 | 0.46 | 0.48 | 0.44 | 0.47 | 0.48 | 0.47 | 0.44 | 0.47 |
SPGI | 0.12 | 0.05 | 0.19 | 0.26 | 0.07 | 0.19 | 0.15 | 0.20 | 0.33 | 0.22 | 0.24 | 0.21 | 0.19 | 0.26 | 0.22 | 0.24 | 0.21 | 0.30 | 0.22 | 0.30 | 0.19 | 0.22 | 0.21 | 0.31 | 0.19 | 0.40 | 0.33 | 0.25 | 0.33 | 0.25 | 0.25 | 0.35 | 0.37 | 0.23 | 0.32 | 0.32 | 0.43 | 0.26 | 0.23 | 0.55 | 0.39 | 0.28 | 0.26 | 1.00 | 0.40 | 0.43 | 0.40 | 0.56 | 0.39 | 0.42 | 0.37 | 0.41 | 0.33 | 0.47 | 0.38 | 0.53 | 0.37 | 0.45 | 0.39 | 0.45 | 0.32 | 0.42 | 0.41 | 0.42 | 0.44 | 0.45 | 0.39 |
ESS | 0.04 | 0.11 | 0.14 | 0.19 | 0.18 | 0.21 | 0.26 | 0.11 | 0.20 | 0.35 | 0.20 | 0.29 | 0.23 | 0.23 | 0.20 | 0.35 | 0.22 | 0.26 | 0.34 | 0.19 | 0.30 | 0.26 | 0.34 | 0.28 | 0.29 | 0.32 | 0.31 | 0.25 | 0.29 | 0.28 | 0.22 | 0.21 | 0.29 | 0.32 | 0.32 | 0.24 | 0.29 | 0.28 | 0.27 | 0.35 | 0.30 | 0.42 | 0.36 | 0.40 | 1.00 | 0.40 | 0.53 | 0.35 | 0.37 | 0.23 | 0.37 | 0.38 | 0.39 | 0.49 | 0.64 | 0.38 | 0.45 | 0.39 | 0.52 | 0.44 | 0.44 | 0.43 | 0.42 | 0.37 | 0.39 | 0.44 | 0.38 |
ECL | 0.25 | -0.02 | 0.30 | 0.27 | 0.05 | 0.16 | 0.15 | 0.14 | 0.37 | 0.30 | 0.16 | 0.20 | 0.29 | 0.35 | 0.25 | 0.18 | 0.25 | 0.27 | 0.25 | 0.29 | 0.24 | 0.26 | 0.17 | 0.29 | 0.24 | 0.35 | 0.38 | 0.35 | 0.35 | 0.36 | 0.18 | 0.29 | 0.27 | 0.25 | 0.34 | 0.29 | 0.41 | 0.28 | 0.26 | 0.39 | 0.30 | 0.27 | 0.25 | 0.43 | 0.40 | 1.00 | 0.29 | 0.46 | 0.43 | 0.50 | 0.39 | 0.44 | 0.35 | 0.38 | 0.35 | 0.57 | 0.42 | 0.47 | 0.32 | 0.44 | 0.40 | 0.40 | 0.41 | 0.39 | 0.52 | 0.40 | 0.41 |
O | 0.09 | 0.12 | 0.16 | 0.15 | 0.13 | 0.27 | 0.34 | 0.16 | 0.14 | 0.21 | 0.32 | 0.27 | 0.25 | 0.26 | 0.27 | 0.41 | 0.37 | 0.35 | 0.38 | 0.22 | 0.34 | 0.33 | 0.49 | 0.20 | 0.31 | 0.32 | 0.15 | 0.29 | 0.24 | 0.40 | 0.31 | 0.35 | 0.39 | 0.34 | 0.26 | 0.35 | 0.27 | 0.42 | 0.35 | 0.28 | 0.33 | 0.51 | 0.44 | 0.40 | 0.53 | 0.29 | 1.00 | 0.31 | 0.38 | 0.25 | 0.25 | 0.19 | 0.38 | 0.39 | 0.62 | 0.37 | 0.34 | 0.32 | 0.42 | 0.30 | 0.45 | 0.33 | 0.36 | 0.39 | 0.37 | 0.34 | 0.33 |
CTAS | 0.17 | 0.05 | 0.27 | 0.31 | 0.10 | 0.20 | 0.09 | 0.24 | 0.35 | 0.20 | 0.21 | 0.19 | 0.26 | 0.33 | 0.22 | 0.17 | 0.18 | 0.28 | 0.23 | 0.28 | 0.13 | 0.25 | 0.26 | 0.37 | 0.18 | 0.36 | 0.49 | 0.33 | 0.32 | 0.30 | 0.22 | 0.41 | 0.27 | 0.26 | 0.34 | 0.39 | 0.53 | 0.29 | 0.31 | 0.60 | 0.47 | 0.29 | 0.20 | 0.56 | 0.35 | 0.46 | 0.31 | 1.00 | 0.33 | 0.49 | 0.39 | 0.42 | 0.29 | 0.42 | 0.31 | 0.50 | 0.37 | 0.48 | 0.32 | 0.40 | 0.31 | 0.42 | 0.40 | 0.44 | 0.42 | 0.48 | 0.44 |
APD | 0.10 | 0.20 | 0.20 | 0.21 | 0.23 | 0.16 | 0.22 | 0.22 | 0.29 | 0.28 | 0.24 | 0.28 | 0.20 | 0.27 | 0.31 | 0.27 | 0.27 | 0.29 | 0.35 | 0.26 | 0.35 | 0.31 | 0.32 | 0.23 | 0.32 | 0.32 | 0.29 | 0.33 | 0.35 | 0.40 | 0.29 | 0.27 | 0.42 | 0.26 | 0.28 | 0.32 | 0.35 | 0.31 | 0.28 | 0.33 | 0.30 | 0.38 | 0.33 | 0.39 | 0.37 | 0.43 | 0.38 | 0.33 | 1.00 | 0.55 | 0.36 | 0.38 | 0.37 | 0.38 | 0.38 | 0.41 | 0.39 | 0.41 | 0.39 | 0.41 | 0.46 | 0.44 | 0.33 | 0.33 | 0.48 | 0.42 | 0.40 |
LIN | 0.22 | 0.17 | 0.23 | 0.29 | 0.21 | 0.21 | 0.15 | 0.31 | 0.33 | 0.20 | 0.26 | 0.17 | 0.27 | 0.28 | 0.28 | 0.13 | 0.28 | 0.34 | 0.28 | 0.36 | 0.23 | 0.27 | 0.22 | 0.28 | 0.22 | 0.39 | 0.44 | 0.33 | 0.32 | 0.36 | 0.29 | 0.33 | 0.33 | 0.30 | 0.39 | 0.31 | 0.48 | 0.31 | 0.28 | 0.42 | 0.36 | 0.27 | 0.24 | 0.42 | 0.23 | 0.50 | 0.25 | 0.49 | 0.55 | 1.00 | 0.38 | 0.42 | 0.35 | 0.36 | 0.24 | 0.45 | 0.39 | 0.47 | 0.34 | 0.39 | 0.41 | 0.39 | 0.37 | 0.39 | 0.50 | 0.43 | 0.47 |
CAT | 0.04 | 0.42 | 0.02 | 0.15 | 0.44 | 0.19 | 0.06 | 0.19 | 0.36 | 0.44 | 0.08 | 0.29 | 0.09 | 0.07 | 0.22 | 0.30 | 0.15 | 0.14 | 0.21 | 0.54 | 0.14 | 0.05 | 0.08 | 0.41 | 0.35 | 0.41 | 0.49 | 0.09 | 0.40 | 0.27 | 0.38 | 0.12 | 0.25 | 0.37 | 0.38 | 0.08 | 0.24 | 0.10 | 0.26 | 0.34 | 0.36 | 0.20 | 0.42 | 0.37 | 0.37 | 0.39 | 0.25 | 0.39 | 0.36 | 0.38 | 1.00 | 0.66 | 0.47 | 0.55 | 0.39 | 0.43 | 0.58 | 0.59 | 0.56 | 0.62 | 0.43 | 0.65 | 0.53 | 0.44 | 0.52 | 0.59 | 0.59 |
EMR | 0.12 | 0.26 | 0.07 | 0.15 | 0.32 | 0.14 | 0.07 | 0.25 | 0.34 | 0.34 | 0.09 | 0.27 | 0.16 | 0.13 | 0.21 | 0.27 | 0.18 | 0.18 | 0.23 | 0.45 | 0.14 | 0.12 | 0.15 | 0.38 | 0.34 | 0.43 | 0.53 | 0.15 | 0.42 | 0.23 | 0.33 | 0.17 | 0.24 | 0.35 | 0.42 | 0.13 | 0.34 | 0.13 | 0.28 | 0.42 | 0.37 | 0.24 | 0.33 | 0.41 | 0.38 | 0.44 | 0.19 | 0.42 | 0.38 | 0.42 | 0.66 | 1.00 | 0.43 | 0.50 | 0.37 | 0.43 | 0.50 | 0.61 | 0.48 | 0.62 | 0.42 | 0.63 | 0.53 | 0.46 | 0.51 | 0.61 | 0.52 |
MMM | 0.08 | 0.21 | 0.13 | 0.13 | 0.30 | 0.19 | 0.22 | 0.27 | 0.27 | 0.33 | 0.28 | 0.32 | 0.22 | 0.22 | 0.28 | 0.38 | 0.27 | 0.26 | 0.35 | 0.34 | 0.33 | 0.17 | 0.26 | 0.31 | 0.43 | 0.33 | 0.22 | 0.24 | 0.35 | 0.27 | 0.38 | 0.25 | 0.38 | 0.39 | 0.31 | 0.22 | 0.28 | 0.32 | 0.34 | 0.32 | 0.32 | 0.31 | 0.41 | 0.33 | 0.39 | 0.35 | 0.38 | 0.29 | 0.37 | 0.35 | 0.47 | 0.43 | 1.00 | 0.50 | 0.43 | 0.35 | 0.59 | 0.45 | 0.51 | 0.45 | 0.50 | 0.46 | 0.52 | 0.44 | 0.43 | 0.48 | 0.46 |
TROW | 0.01 | 0.17 | 0.04 | 0.19 | 0.26 | 0.09 | 0.10 | 0.16 | 0.27 | 0.40 | 0.18 | 0.35 | 0.09 | 0.07 | 0.25 | 0.34 | 0.20 | 0.28 | 0.19 | 0.40 | 0.23 | 0.11 | 0.16 | 0.29 | 0.37 | 0.41 | 0.38 | 0.12 | 0.49 | 0.21 | 0.32 | 0.28 | 0.35 | 0.33 | 0.35 | 0.20 | 0.29 | 0.18 | 0.28 | 0.39 | 0.36 | 0.28 | 0.41 | 0.47 | 0.49 | 0.38 | 0.39 | 0.42 | 0.38 | 0.36 | 0.55 | 0.50 | 0.50 | 1.00 | 0.47 | 0.50 | 0.58 | 0.52 | 0.72 | 0.56 | 0.47 | 0.59 | 0.51 | 0.44 | 0.52 | 0.56 | 0.46 |
FRT | 0.05 | 0.24 | 0.12 | 0.16 | 0.21 | 0.26 | 0.25 | 0.18 | 0.22 | 0.27 | 0.21 | 0.35 | 0.22 | 0.23 | 0.21 | 0.36 | 0.29 | 0.27 | 0.35 | 0.30 | 0.30 | 0.27 | 0.40 | 0.29 | 0.33 | 0.36 | 0.25 | 0.25 | 0.33 | 0.32 | 0.32 | 0.33 | 0.31 | 0.43 | 0.36 | 0.29 | 0.28 | 0.30 | 0.33 | 0.30 | 0.35 | 0.50 | 0.48 | 0.38 | 0.64 | 0.35 | 0.62 | 0.31 | 0.38 | 0.24 | 0.39 | 0.37 | 0.43 | 0.47 | 1.00 | 0.36 | 0.52 | 0.44 | 0.55 | 0.46 | 0.45 | 0.45 | 0.44 | 0.41 | 0.45 | 0.46 | 0.42 |
SHW | 0.10 | 0.05 | 0.18 | 0.23 | 0.09 | 0.15 | 0.12 | 0.17 | 0.37 | 0.35 | 0.17 | 0.25 | 0.27 | 0.21 | 0.28 | 0.23 | 0.23 | 0.24 | 0.23 | 0.39 | 0.23 | 0.21 | 0.18 | 0.32 | 0.29 | 0.34 | 0.44 | 0.20 | 0.43 | 0.26 | 0.26 | 0.30 | 0.31 | 0.28 | 0.28 | 0.27 | 0.38 | 0.26 | 0.30 | 0.42 | 0.39 | 0.30 | 0.41 | 0.53 | 0.38 | 0.57 | 0.37 | 0.50 | 0.41 | 0.45 | 0.43 | 0.43 | 0.35 | 0.50 | 0.36 | 1.00 | 0.55 | 0.54 | 0.49 | 0.61 | 0.44 | 0.48 | 0.58 | 0.47 | 0.63 | 0.57 | 0.50 |
SWK | 0.03 | 0.17 | 0.03 | 0.05 | 0.20 | 0.11 | 0.10 | 0.17 | 0.37 | 0.48 | 0.14 | 0.40 | 0.14 | 0.08 | 0.24 | 0.38 | 0.18 | 0.22 | 0.26 | 0.41 | 0.19 | 0.12 | 0.17 | 0.28 | 0.38 | 0.33 | 0.41 | 0.09 | 0.44 | 0.29 | 0.29 | 0.22 | 0.34 | 0.38 | 0.32 | 0.12 | 0.28 | 0.18 | 0.32 | 0.32 | 0.36 | 0.27 | 0.51 | 0.37 | 0.45 | 0.42 | 0.34 | 0.37 | 0.39 | 0.39 | 0.58 | 0.50 | 0.59 | 0.58 | 0.52 | 0.55 | 1.00 | 0.62 | 0.62 | 0.70 | 0.53 | 0.59 | 0.60 | 0.48 | 0.62 | 0.65 | 0.59 |
AOS | 0.08 | 0.18 | 0.14 | 0.08 | 0.20 | 0.19 | 0.12 | 0.22 | 0.40 | 0.39 | 0.11 | 0.26 | 0.18 | 0.19 | 0.23 | 0.27 | 0.20 | 0.24 | 0.26 | 0.39 | 0.15 | 0.22 | 0.20 | 0.35 | 0.30 | 0.38 | 0.55 | 0.19 | 0.42 | 0.30 | 0.30 | 0.23 | 0.28 | 0.36 | 0.39 | 0.17 | 0.41 | 0.16 | 0.25 | 0.38 | 0.32 | 0.30 | 0.46 | 0.45 | 0.39 | 0.47 | 0.32 | 0.48 | 0.41 | 0.47 | 0.59 | 0.61 | 0.45 | 0.52 | 0.44 | 0.54 | 0.62 | 1.00 | 0.52 | 0.64 | 0.46 | 0.59 | 0.58 | 0.52 | 0.55 | 0.62 | 0.59 |
BEN | -0.02 | 0.26 | 0.03 | 0.14 | 0.32 | 0.13 | 0.14 | 0.15 | 0.24 | 0.44 | 0.19 | 0.39 | 0.16 | 0.08 | 0.27 | 0.38 | 0.21 | 0.25 | 0.28 | 0.45 | 0.22 | 0.14 | 0.26 | 0.29 | 0.42 | 0.41 | 0.35 | 0.12 | 0.46 | 0.27 | 0.36 | 0.25 | 0.33 | 0.38 | 0.36 | 0.21 | 0.23 | 0.19 | 0.34 | 0.36 | 0.34 | 0.36 | 0.50 | 0.39 | 0.52 | 0.32 | 0.42 | 0.32 | 0.39 | 0.34 | 0.56 | 0.48 | 0.51 | 0.72 | 0.55 | 0.49 | 0.62 | 0.52 | 1.00 | 0.61 | 0.51 | 0.59 | 0.55 | 0.48 | 0.56 | 0.56 | 0.52 |
PNR | 0.07 | 0.20 | 0.08 | 0.17 | 0.21 | 0.17 | 0.02 | 0.21 | 0.41 | 0.43 | 0.08 | 0.32 | 0.18 | 0.06 | 0.21 | 0.33 | 0.17 | 0.23 | 0.22 | 0.47 | 0.12 | 0.15 | 0.17 | 0.33 | 0.37 | 0.43 | 0.52 | 0.11 | 0.46 | 0.29 | 0.32 | 0.19 | 0.27 | 0.38 | 0.33 | 0.11 | 0.30 | 0.15 | 0.30 | 0.42 | 0.35 | 0.30 | 0.46 | 0.45 | 0.44 | 0.44 | 0.30 | 0.40 | 0.41 | 0.39 | 0.62 | 0.62 | 0.45 | 0.56 | 0.46 | 0.61 | 0.70 | 0.64 | 0.61 | 1.00 | 0.49 | 0.67 | 0.62 | 0.47 | 0.63 | 0.68 | 0.60 |
AMCR | 0.11 | 0.23 | 0.20 | 0.15 | 0.29 | 0.15 | 0.27 | 0.22 | 0.25 | 0.41 | 0.27 | 0.34 | 0.31 | 0.25 | 0.36 | 0.34 | 0.36 | 0.24 | 0.34 | 0.36 | 0.31 | 0.35 | 0.32 | 0.22 | 0.38 | 0.29 | 0.28 | 0.29 | 0.35 | 0.32 | 0.41 | 0.28 | 0.38 | 0.39 | 0.34 | 0.30 | 0.23 | 0.36 | 0.45 | 0.30 | 0.32 | 0.33 | 0.48 | 0.32 | 0.44 | 0.40 | 0.45 | 0.31 | 0.46 | 0.41 | 0.43 | 0.42 | 0.50 | 0.47 | 0.45 | 0.44 | 0.53 | 0.46 | 0.51 | 0.49 | 1.00 | 0.47 | 0.43 | 0.44 | 0.55 | 0.50 | 0.44 |
DOV | -0.01 | 0.32 | 0.11 | 0.19 | 0.40 | 0.16 | 0.10 | 0.25 | 0.33 | 0.40 | 0.11 | 0.38 | 0.18 | 0.11 | 0.22 | 0.35 | 0.14 | 0.27 | 0.25 | 0.43 | 0.19 | 0.19 | 0.17 | 0.39 | 0.37 | 0.47 | 0.49 | 0.13 | 0.49 | 0.26 | 0.40 | 0.21 | 0.28 | 0.40 | 0.35 | 0.12 | 0.30 | 0.15 | 0.29 | 0.42 | 0.40 | 0.27 | 0.44 | 0.42 | 0.43 | 0.40 | 0.33 | 0.42 | 0.44 | 0.39 | 0.65 | 0.63 | 0.46 | 0.59 | 0.45 | 0.48 | 0.59 | 0.59 | 0.59 | 0.67 | 0.47 | 1.00 | 0.60 | 0.51 | 0.58 | 0.64 | 0.64 |
LOW | 0.05 | 0.23 | 0.12 | 0.19 | 0.30 | 0.24 | 0.13 | 0.21 | 0.35 | 0.40 | 0.19 | 0.32 | 0.26 | 0.17 | 0.28 | 0.40 | 0.22 | 0.27 | 0.34 | 0.42 | 0.23 | 0.21 | 0.22 | 0.29 | 0.40 | 0.36 | 0.47 | 0.19 | 0.47 | 0.26 | 0.35 | 0.33 | 0.27 | 0.32 | 0.30 | 0.21 | 0.30 | 0.20 | 0.36 | 0.40 | 0.35 | 0.33 | 0.47 | 0.41 | 0.42 | 0.41 | 0.36 | 0.40 | 0.33 | 0.37 | 0.53 | 0.53 | 0.52 | 0.51 | 0.44 | 0.58 | 0.60 | 0.58 | 0.55 | 0.62 | 0.43 | 0.60 | 1.00 | 0.57 | 0.52 | 0.63 | 0.53 |
GPC | 0.18 | 0.19 | 0.23 | 0.22 | 0.28 | 0.25 | 0.26 | 0.28 | 0.31 | 0.28 | 0.29 | 0.33 | 0.29 | 0.27 | 0.31 | 0.37 | 0.31 | 0.31 | 0.18 | 0.38 | 0.30 | 0.25 | 0.26 | 0.37 | 0.38 | 0.39 | 0.50 | 0.28 | 0.36 | 0.34 | 0.33 | 0.36 | 0.33 | 0.42 | 0.38 | 0.33 | 0.41 | 0.30 | 0.41 | 0.44 | 0.51 | 0.38 | 0.48 | 0.42 | 0.37 | 0.39 | 0.39 | 0.44 | 0.33 | 0.39 | 0.44 | 0.46 | 0.44 | 0.44 | 0.41 | 0.47 | 0.48 | 0.52 | 0.48 | 0.47 | 0.44 | 0.51 | 0.57 | 1.00 | 0.45 | 0.55 | 0.57 |
PPG | 0.12 | 0.16 | 0.14 | 0.17 | 0.21 | 0.13 | 0.14 | 0.22 | 0.38 | 0.46 | 0.20 | 0.40 | 0.23 | 0.16 | 0.35 | 0.31 | 0.26 | 0.27 | 0.29 | 0.51 | 0.24 | 0.27 | 0.23 | 0.28 | 0.35 | 0.33 | 0.38 | 0.23 | 0.49 | 0.33 | 0.40 | 0.32 | 0.38 | 0.33 | 0.36 | 0.25 | 0.33 | 0.29 | 0.33 | 0.41 | 0.37 | 0.32 | 0.47 | 0.44 | 0.39 | 0.52 | 0.37 | 0.42 | 0.48 | 0.50 | 0.52 | 0.51 | 0.43 | 0.52 | 0.45 | 0.63 | 0.62 | 0.55 | 0.56 | 0.63 | 0.55 | 0.58 | 0.52 | 0.45 | 1.00 | 0.58 | 0.60 |
NDSN | 0.05 | 0.22 | 0.09 | 0.14 | 0.27 | 0.16 | 0.11 | 0.23 | 0.40 | 0.43 | 0.14 | 0.35 | 0.23 | 0.15 | 0.24 | 0.34 | 0.21 | 0.26 | 0.19 | 0.52 | 0.19 | 0.18 | 0.16 | 0.39 | 0.36 | 0.46 | 0.56 | 0.15 | 0.50 | 0.31 | 0.35 | 0.30 | 0.28 | 0.37 | 0.36 | 0.20 | 0.39 | 0.20 | 0.31 | 0.46 | 0.47 | 0.28 | 0.44 | 0.45 | 0.44 | 0.40 | 0.34 | 0.48 | 0.42 | 0.43 | 0.59 | 0.61 | 0.48 | 0.56 | 0.46 | 0.57 | 0.65 | 0.62 | 0.56 | 0.68 | 0.50 | 0.64 | 0.63 | 0.55 | 0.58 | 1.00 | 0.64 |
ITW | 0.15 | 0.29 | 0.06 | 0.16 | 0.33 | 0.20 | 0.20 | 0.31 | 0.32 | 0.39 | 0.21 | 0.41 | 0.23 | 0.17 | 0.30 | 0.37 | 0.25 | 0.26 | 0.26 | 0.48 | 0.25 | 0.19 | 0.22 | 0.40 | 0.36 | 0.44 | 0.54 | 0.24 | 0.47 | 0.31 | 0.41 | 0.28 | 0.31 | 0.41 | 0.42 | 0.23 | 0.41 | 0.26 | 0.36 | 0.42 | 0.43 | 0.32 | 0.47 | 0.39 | 0.38 | 0.41 | 0.33 | 0.44 | 0.40 | 0.47 | 0.59 | 0.52 | 0.46 | 0.46 | 0.42 | 0.50 | 0.59 | 0.59 | 0.52 | 0.60 | 0.44 | 0.64 | 0.53 | 0.57 | 0.60 | 0.64 | 1.00 |