Real Staples Equal Weight
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Real Staples Equal Weight
Currency in USD · Last updated May 22, 2025
Consumer staples sector minus mixed retail and tobacco
Asset Allocation
No rebalancing
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2023, corresponding to the inception date of KVUE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.63% | 13.31% | -1.23% | 9.83% | 14.61% | 10.64% |
| Real Staples Equal Weight | -1.34% | -3.42% | -4.71% | -6.28% | N/A | N/A |
| Portfolio components: | ||||||
PG The Procter & Gamble Company | -0.09% | -1.46% | -3.04% | 1.01% | 10.69% | 10.58% |
KO The Coca-Cola Company | 16.25% | -2.77% | 14.38% | 17.46% | 13.22% | 9.12% |
PEP PepsiCo, Inc. | -13.65% | -9.28% | -17.41% | -26.15% | 2.91% | 6.13% |
MDLZ Mondelez International, Inc. | 10.02% | -4.44% | 2.24% | -4.46% | 8.13% | 7.26% |
CL Colgate-Palmolive Company | 1.97% | -4.32% | -1.64% | -1.18% | 7.80% | 5.39% |
KMB Kimberly-Clark Corporation | 8.62% | 2.28% | 4.79% | 9.13% | 3.74% | 5.87% |
KVUE Kenvue Inc. | 14.52% | 4.40% | 1.49% | 25.26% | N/A | N/A |
KR The Kroger Co. | 13.77% | -5.13% | 18.77% | 30.53% | 23.11% | 10.41% |
KDP Keurig Dr Pepper Inc. | 6.05% | -5.33% | 5.66% | 0.65% | 6.79% | -5.85% |
SYY Sysco Corporation | -4.24% | -1.45% | -2.48% | 2.09% | 9.72% | 9.53% |
GIS General Mills, Inc. | -14.57% | -8.10% | -15.04% | -21.16% | 0.97% | 2.90% |
STZ Constellation Brands, Inc. | -15.01% | -0.15% | -21.98% | -23.91% | 3.08% | 6.08% |
KHC The Kraft Heinz Company | -12.16% | -11.82% | -12.14% | -23.16% | 2.14% | N/A |
CHD Church & Dwight Co., Inc. | -7.94% | -7.43% | -14.12% | -9.68% | 7.14% | 9.99% |
HSY The Hershey Company | -9.14% | -8.88% | -12.04% | -24.01% | 5.43% | 7.44% |
ADM Archer-Daniels-Midland Company | -2.33% | 0.53% | -7.23% | -18.85% | 9.40% | 2.10% |
K Kellogg Company | 2.13% | -0.57% | 2.79% | 37.35% | 10.91% | 6.75% |
MKC McCormick & Company, Incorporated | -4.29% | -4.22% | -5.84% | 0.79% | -1.50% | 8.25% |
CLX The Clorox Company | -17.47% | -6.35% | -20.76% | 1.63% | -5.11% | 4.71% |
DG Dollar General Corporation | 34.83% | 4.12% | 38.29% | -26.94% | -9.63% | 4.50% |
TSN Tyson Foods, Inc. | -1.16% | -8.27% | -10.27% | -3.56% | 1.92% | 5.14% |
EL The Estee Lauder Companies Inc. | -14.69% | 13.80% | -3.84% | -50.22% | -17.57% | -2.22% |
CAG Conagra Brands, Inc. | -16.68% | -10.49% | -14.90% | -23.04% | -3.42% | 0.29% |
SJM The J. M. Smucker Company | 4.25% | -3.49% | 0.80% | 4.62% | 4.01% | 2.29% |
TAP Molson Coors Brewing Company | -2.19% | -5.69% | -6.62% | 5.39% | 11.02% | -0.55% |
BG Bunge Limited | 2.42% | -1.51% | -9.87% | -21.64% | 20.47% | 1.38% |
HRL Hormel Foods Corporation | -4.39% | -4.20% | -1.66% | -13.88% | -6.42% | 2.66% |
CPB Campbell Soup Company | -17.50% | -9.64% | -23.01% | -25.45% | -4.14% | -0.58% |
LW Lamb Weston Holdings, Inc. | -22.06% | -1.32% | -32.13% | -40.69% | -0.60% | N/A |
BF-B Brown-Forman Corporation | -8.03% | -0.00% | -13.72% | -24.67% | -10.31% | 0.79% |
MNST Monster Beverage Corporation | 20.05% | 6.44% | 16.90% | 18.83% | 12.93% | 11.33% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Real Staples Equal Weight, 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 | -2.92% | 4.01% | 1.74% | -2.04% | -1.96% | -1.34% | |||||||
| 2024 | -0.69% | 1.35% | 4.83% | -2.24% | -1.92% | -2.36% | 1.86% | 3.99% | 1.70% | -5.55% | 2.93% | -5.27% | -2.01% |
| 2023 | -5.06% | 1.26% | 1.35% | -4.66% | -6.27% | -3.81% | 4.58% | 2.52% | -10.21% |
Expense Ratio
Real Staples Equal Weight has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Real Staples Equal Weight is 1, meaning it’s performing worse than 99% 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.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
PG The Procter & Gamble Company | 0.04 | 0.20 | 1.03 | 0.09 | 0.21 |
KO The Coca-Cola Company | 1.04 | 1.55 | 1.19 | 1.12 | 2.46 |
PEP PepsiCo, Inc. | -1.31 | -1.84 | 0.78 | -0.86 | -2.03 |
MDLZ Mondelez International, Inc. | -0.24 | -0.26 | 0.97 | -0.23 | -0.48 |
CL Colgate-Palmolive Company | -0.08 | 0.11 | 1.01 | -0.03 | -0.04 |
KMB Kimberly-Clark Corporation | 0.47 | 0.70 | 1.10 | 0.60 | 1.31 |
KVUE Kenvue Inc. | 0.90 | 1.45 | 1.17 | 0.66 | 3.16 |
KR The Kroger Co. | 1.32 | 1.98 | 1.23 | 2.11 | 8.51 |
KDP Keurig Dr Pepper Inc. | 0.08 | 0.28 | 1.04 | 0.12 | 0.23 |
SYY Sysco Corporation | -0.07 | 0.01 | 1.00 | -0.14 | -0.31 |
GIS General Mills, Inc. | -0.99 | -1.34 | 0.84 | -0.60 | -1.56 |
STZ Constellation Brands, Inc. | -0.85 | -1.07 | 0.84 | -0.65 | -1.32 |
KHC The Kraft Heinz Company | -0.97 | -1.31 | 0.85 | -0.77 | -1.83 |
CHD Church & Dwight Co., Inc. | -0.45 | -0.46 | 0.94 | -0.47 | -1.25 |
HSY The Hershey Company | -0.92 | -1.30 | 0.85 | -0.55 | -1.67 |
ADM Archer-Daniels-Midland Company | -0.67 | -0.83 | 0.90 | -0.38 | -1.02 |
K Kellogg Company | 1.72 | 5.58 | 1.92 | 3.22 | 14.01 |
MKC McCormick & Company, Incorporated | 0.01 | 0.17 | 1.02 | 0.01 | 0.04 |
CLX The Clorox Company | 0.06 | 0.18 | 1.02 | 0.02 | 0.05 |
DG Dollar General Corporation | -0.59 | -0.49 | 0.92 | -0.40 | -0.72 |
TSN Tyson Foods, Inc. | -0.21 | -0.05 | 0.99 | -0.20 | -0.41 |
EL The Estee Lauder Companies Inc. | -1.03 | -1.51 | 0.79 | -0.69 | -1.32 |
CAG Conagra Brands, Inc. | -0.96 | -1.23 | 0.85 | -0.67 | -1.55 |
SJM The J. M. Smucker Company | 0.18 | 0.28 | 1.03 | 0.05 | 0.23 |
TAP Molson Coors Brewing Company | 0.16 | 0.29 | 1.04 | 0.06 | 0.24 |
BG Bunge Limited | -0.79 | -0.97 | 0.88 | -0.56 | -0.91 |
HRL Hormel Foods Corporation | -0.69 | -0.78 | 0.90 | -0.56 | -1.07 |
CPB Campbell Soup Company | -1.01 | -1.39 | 0.84 | -0.74 | -1.44 |
LW Lamb Weston Holdings, Inc. | -0.80 | -0.87 | 0.84 | -0.70 | -1.40 |
BF-B Brown-Forman Corporation | -0.79 | -1.20 | 0.86 | -0.48 | -1.30 |
MNST Monster Beverage Corporation | 0.72 | 0.99 | 1.15 | 0.64 | 2.32 |
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Dividends
Dividend yield
Real Staples Equal Weight provided a 3.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.19% | 2.99% | 2.61% | 2.65% | 2.07% | 2.09% | 2.21% | 15.70% | 2.06% | 1.95% | 1.85% | 1.66% |
| Portfolio components: | ||||||||||||
PG The Procter & Gamble Company | 2.47% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
KO The Coca-Cola Company | 2.73% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
PEP PepsiCo, Inc. | 4.16% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
MDLZ Mondelez International, Inc. | 2.81% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
CL Colgate-Palmolive Company | 2.20% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
KMB Kimberly-Clark Corporation | 3.49% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% | 0.73% |
KVUE Kenvue Inc. | 3.42% | 3.79% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KR The Kroger Co. | 1.86% | 2.00% | 2.41% | 17.47% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% | 1.06% |
KDP Keurig Dr Pepper Inc. | 2.69% | 2.72% | 2.45% | 2.14% | 1.83% | 1.88% | 2.07% | 407.49% | 2.39% | 2.34% | 2.06% | 2.29% |
SYY Sysco Corporation | 2.82% | 2.64% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% |
GIS General Mills, Inc. | 4.50% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
STZ Constellation Brands, Inc. | 2.18% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% | 0.00% |
KHC The Kraft Heinz Company | 6.01% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
CHD Church & Dwight Co., Inc. | 1.21% | 1.08% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% |
HSY The Hershey Company | 3.62% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% |
ADM Archer-Daniels-Midland Company | 4.18% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
K Kellogg Company | 2.76% | 2.79% | 3.99% | 3.28% | 3.59% | 3.66% | 3.27% | 3.86% | 3.12% | 2.77% | 2.74% | 2.90% |
MKC McCormick & Company, Incorporated | 2.40% | 2.24% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% |
CLX The Clorox Company | 3.70% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% |
DG Dollar General Corporation | 2.34% | 3.11% | 1.30% | 1.06% | 0.69% | 0.67% | 0.80% | 1.05% | 0.84% | 1.35% | 1.22% | 0.00% |
TSN Tyson Foods, Inc. | 3.52% | 3.43% | 3.59% | 2.99% | 2.06% | 2.65% | 2.11% | 2.39% | 1.48% | 1.09% | 0.84% | 0.81% |
EL The Estee Lauder Companies Inc. | 3.17% | 3.11% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% |
CAG Conagra Brands, Inc. | 6.23% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.49% | 3.99% | 2.19% | 1.97% | 2.37% | 2.76% |
SJM The J. M. Smucker Company | 3.84% | 3.89% | 3.29% | 2.54% | 2.78% | 3.08% | 3.32% | 3.49% | 2.46% | 2.22% | 2.12% | 2.42% |
TAP Molson Coors Brewing Company | 3.22% | 3.07% | 2.68% | 2.95% | 1.47% | 1.26% | 3.64% | 2.92% | 2.00% | 1.69% | 1.75% | 1.99% |
BG Bunge Limited | 3.50% | 3.48% | 2.55% | 2.31% | 2.20% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% | 1.41% |
HRL Hormel Foods Corporation | 3.89% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
CPB Campbell Soup Company | 4.44% | 3.53% | 3.42% | 2.61% | 3.41% | 2.90% | 2.83% | 4.24% | 2.91% | 2.13% | 2.37% | 2.84% |
LW Lamb Weston Holdings, Inc. | 2.84% | 2.15% | 1.04% | 1.10% | 1.48% | 1.17% | 0.93% | 1.04% | 1.33% | 0.00% | 0.00% | 0.00% |
BF-B Brown-Forman Corporation | 2.56% | 2.32% | 1.46% | 1.18% | 2.37% | 0.88% | 0.99% | 3.45% | 1.09% | 1.54% | 1.29% | 1.35% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Real Staples Equal Weight. 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 Real Staples Equal Weight was 19.71%, occurring on Oct 12, 2023. The portfolio has not yet recovered.
The current Real Staples Equal Weight drawdown is 13.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.71% | May 8, 2023 | 110 | Oct 12, 2023 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 31 assets, with an effective number of assets of 31.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| ^GSPC | DG | BG | EL | LW | KR | ADM | MNST | KVUE | TSN | TAP | STZ | BF-B | CHD | K | KDP | CLX | SYY | HSY | CL | KMB | PG | MKC | SJM | CPB | KO | HRL | GIS | MDLZ | KHC | CAG | PEP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.08 | 0.18 | 0.40 | 0.31 | 0.05 | 0.21 | 0.29 | 0.19 | 0.09 | 0.24 | 0.28 | 0.25 | 0.10 | 0.10 | 0.12 | 0.17 | 0.25 | 0.08 | 0.12 | 0.09 | 0.17 | 0.15 | 0.08 | 0.03 | 0.16 | 0.09 | -0.03 | 0.16 | 0.10 | 0.08 | 0.18 | 0.24 |
| DG | 0.08 | 1.00 | 0.21 | 0.28 | 0.17 | 0.32 | 0.21 | 0.27 | 0.23 | 0.27 | 0.21 | 0.31 | 0.30 | 0.18 | 0.20 | 0.21 | 0.20 | 0.29 | 0.25 | 0.21 | 0.23 | 0.18 | 0.19 | 0.21 | 0.24 | 0.21 | 0.29 | 0.21 | 0.22 | 0.24 | 0.25 | 0.21 | 0.42 |
| BG | 0.18 | 0.21 | 1.00 | 0.29 | 0.18 | 0.20 | 0.72 | 0.13 | 0.30 | 0.29 | 0.32 | 0.26 | 0.33 | 0.13 | 0.23 | 0.14 | 0.13 | 0.28 | 0.21 | 0.19 | 0.20 | 0.20 | 0.24 | 0.25 | 0.25 | 0.18 | 0.26 | 0.20 | 0.19 | 0.31 | 0.27 | 0.22 | 0.42 |
| EL | 0.40 | 0.28 | 0.29 | 1.00 | 0.25 | 0.06 | 0.35 | 0.28 | 0.36 | 0.29 | 0.28 | 0.34 | 0.45 | 0.18 | 0.17 | 0.23 | 0.22 | 0.31 | 0.25 | 0.25 | 0.28 | 0.29 | 0.27 | 0.19 | 0.21 | 0.27 | 0.27 | 0.18 | 0.26 | 0.25 | 0.24 | 0.28 | 0.45 |
| LW | 0.31 | 0.17 | 0.18 | 0.25 | 1.00 | 0.16 | 0.14 | 0.33 | 0.19 | 0.19 | 0.32 | 0.28 | 0.28 | 0.25 | 0.29 | 0.26 | 0.29 | 0.36 | 0.32 | 0.25 | 0.23 | 0.25 | 0.29 | 0.31 | 0.29 | 0.27 | 0.33 | 0.29 | 0.33 | 0.37 | 0.32 | 0.33 | 0.45 |
| KR | 0.05 | 0.32 | 0.20 | 0.06 | 0.16 | 1.00 | 0.28 | 0.17 | 0.19 | 0.25 | 0.26 | 0.24 | 0.17 | 0.35 | 0.37 | 0.26 | 0.24 | 0.35 | 0.30 | 0.34 | 0.33 | 0.31 | 0.30 | 0.31 | 0.32 | 0.35 | 0.35 | 0.33 | 0.34 | 0.31 | 0.37 | 0.31 | 0.48 |
| ADM | 0.21 | 0.21 | 0.72 | 0.35 | 0.14 | 0.28 | 1.00 | 0.22 | 0.31 | 0.35 | 0.34 | 0.35 | 0.41 | 0.15 | 0.28 | 0.24 | 0.19 | 0.33 | 0.28 | 0.21 | 0.27 | 0.24 | 0.25 | 0.33 | 0.33 | 0.27 | 0.34 | 0.31 | 0.27 | 0.37 | 0.35 | 0.33 | 0.50 |
| MNST | 0.29 | 0.27 | 0.13 | 0.28 | 0.33 | 0.17 | 0.22 | 1.00 | 0.31 | 0.22 | 0.36 | 0.42 | 0.40 | 0.28 | 0.25 | 0.40 | 0.35 | 0.36 | 0.38 | 0.33 | 0.36 | 0.35 | 0.35 | 0.35 | 0.26 | 0.47 | 0.38 | 0.29 | 0.42 | 0.34 | 0.31 | 0.51 | 0.56 |
| KVUE | 0.19 | 0.23 | 0.30 | 0.36 | 0.19 | 0.19 | 0.31 | 0.31 | 1.00 | 0.33 | 0.29 | 0.35 | 0.34 | 0.36 | 0.28 | 0.30 | 0.34 | 0.34 | 0.32 | 0.44 | 0.41 | 0.43 | 0.35 | 0.34 | 0.35 | 0.42 | 0.33 | 0.33 | 0.38 | 0.34 | 0.38 | 0.39 | 0.55 |
| TSN | 0.09 | 0.27 | 0.29 | 0.29 | 0.19 | 0.25 | 0.35 | 0.22 | 0.33 | 1.00 | 0.33 | 0.32 | 0.35 | 0.28 | 0.33 | 0.32 | 0.31 | 0.38 | 0.34 | 0.30 | 0.34 | 0.34 | 0.45 | 0.40 | 0.41 | 0.35 | 0.53 | 0.42 | 0.39 | 0.44 | 0.48 | 0.40 | 0.58 |
| TAP | 0.24 | 0.21 | 0.32 | 0.28 | 0.32 | 0.26 | 0.34 | 0.36 | 0.29 | 0.33 | 1.00 | 0.49 | 0.45 | 0.27 | 0.34 | 0.34 | 0.31 | 0.42 | 0.36 | 0.29 | 0.31 | 0.28 | 0.40 | 0.35 | 0.31 | 0.37 | 0.38 | 0.35 | 0.36 | 0.44 | 0.39 | 0.41 | 0.56 |
| STZ | 0.28 | 0.31 | 0.26 | 0.34 | 0.28 | 0.24 | 0.35 | 0.42 | 0.35 | 0.32 | 0.49 | 1.00 | 0.56 | 0.30 | 0.28 | 0.37 | 0.34 | 0.41 | 0.37 | 0.33 | 0.36 | 0.35 | 0.40 | 0.35 | 0.31 | 0.42 | 0.42 | 0.32 | 0.38 | 0.39 | 0.35 | 0.46 | 0.60 |
| BF-B | 0.25 | 0.30 | 0.33 | 0.45 | 0.28 | 0.17 | 0.41 | 0.40 | 0.34 | 0.35 | 0.45 | 0.56 | 1.00 | 0.25 | 0.30 | 0.43 | 0.34 | 0.40 | 0.33 | 0.30 | 0.34 | 0.36 | 0.40 | 0.39 | 0.33 | 0.40 | 0.45 | 0.35 | 0.38 | 0.40 | 0.39 | 0.45 | 0.60 |
| CHD | 0.10 | 0.18 | 0.13 | 0.18 | 0.25 | 0.35 | 0.15 | 0.28 | 0.36 | 0.28 | 0.27 | 0.30 | 0.25 | 1.00 | 0.34 | 0.33 | 0.57 | 0.38 | 0.40 | 0.58 | 0.62 | 0.68 | 0.42 | 0.45 | 0.44 | 0.45 | 0.37 | 0.40 | 0.48 | 0.37 | 0.41 | 0.50 | 0.60 |
| K | 0.10 | 0.20 | 0.23 | 0.17 | 0.29 | 0.37 | 0.28 | 0.25 | 0.28 | 0.33 | 0.34 | 0.28 | 0.30 | 0.34 | 1.00 | 0.40 | 0.37 | 0.31 | 0.47 | 0.37 | 0.39 | 0.37 | 0.48 | 0.47 | 0.47 | 0.43 | 0.49 | 0.53 | 0.53 | 0.55 | 0.56 | 0.49 | 0.61 |
| KDP | 0.12 | 0.21 | 0.14 | 0.23 | 0.26 | 0.26 | 0.24 | 0.40 | 0.30 | 0.32 | 0.34 | 0.37 | 0.43 | 0.33 | 0.40 | 1.00 | 0.42 | 0.40 | 0.40 | 0.43 | 0.41 | 0.41 | 0.42 | 0.44 | 0.42 | 0.59 | 0.46 | 0.45 | 0.48 | 0.50 | 0.46 | 0.58 | 0.62 |
| CLX | 0.17 | 0.20 | 0.13 | 0.22 | 0.29 | 0.24 | 0.19 | 0.35 | 0.34 | 0.31 | 0.31 | 0.34 | 0.34 | 0.57 | 0.37 | 0.42 | 1.00 | 0.43 | 0.37 | 0.50 | 0.55 | 0.59 | 0.48 | 0.44 | 0.42 | 0.47 | 0.40 | 0.42 | 0.49 | 0.42 | 0.45 | 0.51 | 0.62 |
| SYY | 0.25 | 0.29 | 0.28 | 0.31 | 0.36 | 0.35 | 0.33 | 0.36 | 0.34 | 0.38 | 0.42 | 0.41 | 0.40 | 0.38 | 0.31 | 0.40 | 0.43 | 1.00 | 0.37 | 0.44 | 0.39 | 0.42 | 0.49 | 0.43 | 0.40 | 0.42 | 0.46 | 0.40 | 0.43 | 0.46 | 0.45 | 0.48 | 0.65 |
| HSY | 0.08 | 0.25 | 0.21 | 0.25 | 0.32 | 0.30 | 0.28 | 0.38 | 0.32 | 0.34 | 0.36 | 0.37 | 0.33 | 0.40 | 0.47 | 0.40 | 0.37 | 0.37 | 1.00 | 0.42 | 0.42 | 0.43 | 0.50 | 0.50 | 0.54 | 0.47 | 0.50 | 0.57 | 0.63 | 0.57 | 0.56 | 0.57 | 0.66 |
| CL | 0.12 | 0.21 | 0.19 | 0.25 | 0.25 | 0.34 | 0.21 | 0.33 | 0.44 | 0.30 | 0.29 | 0.33 | 0.30 | 0.58 | 0.37 | 0.43 | 0.50 | 0.44 | 0.42 | 1.00 | 0.63 | 0.72 | 0.46 | 0.46 | 0.47 | 0.60 | 0.43 | 0.49 | 0.55 | 0.46 | 0.45 | 0.59 | 0.66 |
| KMB | 0.09 | 0.23 | 0.20 | 0.28 | 0.23 | 0.33 | 0.27 | 0.36 | 0.41 | 0.34 | 0.31 | 0.36 | 0.34 | 0.62 | 0.39 | 0.41 | 0.55 | 0.39 | 0.42 | 0.63 | 1.00 | 0.70 | 0.43 | 0.53 | 0.56 | 0.55 | 0.46 | 0.51 | 0.50 | 0.49 | 0.50 | 0.55 | 0.68 |
| PG | 0.17 | 0.18 | 0.20 | 0.29 | 0.25 | 0.31 | 0.24 | 0.35 | 0.43 | 0.34 | 0.28 | 0.35 | 0.36 | 0.68 | 0.37 | 0.41 | 0.59 | 0.42 | 0.43 | 0.72 | 0.70 | 1.00 | 0.48 | 0.46 | 0.49 | 0.60 | 0.45 | 0.50 | 0.56 | 0.44 | 0.46 | 0.63 | 0.68 |
| MKC | 0.15 | 0.19 | 0.24 | 0.27 | 0.29 | 0.30 | 0.25 | 0.35 | 0.35 | 0.45 | 0.40 | 0.40 | 0.40 | 0.42 | 0.48 | 0.42 | 0.48 | 0.49 | 0.50 | 0.46 | 0.43 | 0.48 | 1.00 | 0.55 | 0.54 | 0.52 | 0.59 | 0.60 | 0.56 | 0.57 | 0.58 | 0.58 | 0.71 |
| SJM | 0.08 | 0.21 | 0.25 | 0.19 | 0.31 | 0.31 | 0.33 | 0.35 | 0.34 | 0.40 | 0.35 | 0.35 | 0.39 | 0.45 | 0.47 | 0.44 | 0.44 | 0.43 | 0.50 | 0.46 | 0.53 | 0.46 | 0.55 | 1.00 | 0.67 | 0.54 | 0.57 | 0.64 | 0.54 | 0.62 | 0.65 | 0.56 | 0.70 |
| CPB | 0.03 | 0.24 | 0.25 | 0.21 | 0.29 | 0.32 | 0.33 | 0.26 | 0.35 | 0.41 | 0.31 | 0.31 | 0.33 | 0.44 | 0.47 | 0.42 | 0.42 | 0.40 | 0.54 | 0.47 | 0.56 | 0.49 | 0.54 | 0.67 | 1.00 | 0.48 | 0.61 | 0.74 | 0.59 | 0.68 | 0.71 | 0.61 | 0.70 |
| KO | 0.16 | 0.21 | 0.18 | 0.27 | 0.27 | 0.35 | 0.27 | 0.47 | 0.42 | 0.35 | 0.37 | 0.42 | 0.40 | 0.45 | 0.43 | 0.59 | 0.47 | 0.42 | 0.47 | 0.60 | 0.55 | 0.60 | 0.52 | 0.54 | 0.48 | 1.00 | 0.51 | 0.51 | 0.60 | 0.54 | 0.52 | 0.67 | 0.71 |
| HRL | 0.09 | 0.29 | 0.26 | 0.27 | 0.33 | 0.35 | 0.34 | 0.38 | 0.33 | 0.53 | 0.38 | 0.42 | 0.45 | 0.37 | 0.49 | 0.46 | 0.40 | 0.46 | 0.50 | 0.43 | 0.46 | 0.45 | 0.59 | 0.57 | 0.61 | 0.51 | 1.00 | 0.63 | 0.50 | 0.59 | 0.63 | 0.57 | 0.72 |
| GIS | -0.03 | 0.21 | 0.20 | 0.18 | 0.29 | 0.33 | 0.31 | 0.29 | 0.33 | 0.42 | 0.35 | 0.32 | 0.35 | 0.40 | 0.53 | 0.45 | 0.42 | 0.40 | 0.57 | 0.49 | 0.51 | 0.50 | 0.60 | 0.64 | 0.74 | 0.51 | 0.63 | 1.00 | 0.62 | 0.67 | 0.75 | 0.64 | 0.71 |
| MDLZ | 0.16 | 0.22 | 0.19 | 0.26 | 0.33 | 0.34 | 0.27 | 0.42 | 0.38 | 0.39 | 0.36 | 0.38 | 0.38 | 0.48 | 0.53 | 0.48 | 0.49 | 0.43 | 0.63 | 0.55 | 0.50 | 0.56 | 0.56 | 0.54 | 0.59 | 0.60 | 0.50 | 0.62 | 1.00 | 0.63 | 0.62 | 0.65 | 0.72 |
| KHC | 0.10 | 0.24 | 0.31 | 0.25 | 0.37 | 0.31 | 0.37 | 0.34 | 0.34 | 0.44 | 0.44 | 0.39 | 0.40 | 0.37 | 0.55 | 0.50 | 0.42 | 0.46 | 0.57 | 0.46 | 0.49 | 0.44 | 0.57 | 0.62 | 0.68 | 0.54 | 0.59 | 0.67 | 0.63 | 1.00 | 0.68 | 0.64 | 0.74 |
| CAG | 0.08 | 0.25 | 0.27 | 0.24 | 0.32 | 0.37 | 0.35 | 0.31 | 0.38 | 0.48 | 0.39 | 0.35 | 0.39 | 0.41 | 0.56 | 0.46 | 0.45 | 0.45 | 0.56 | 0.45 | 0.50 | 0.46 | 0.58 | 0.65 | 0.71 | 0.52 | 0.63 | 0.75 | 0.62 | 0.68 | 1.00 | 0.61 | 0.75 |
| PEP | 0.18 | 0.21 | 0.22 | 0.28 | 0.33 | 0.31 | 0.33 | 0.51 | 0.39 | 0.40 | 0.41 | 0.46 | 0.45 | 0.50 | 0.49 | 0.58 | 0.51 | 0.48 | 0.57 | 0.59 | 0.55 | 0.63 | 0.58 | 0.56 | 0.61 | 0.67 | 0.57 | 0.64 | 0.65 | 0.64 | 0.61 | 1.00 | 0.79 |
| Portfolio | 0.24 | 0.42 | 0.42 | 0.45 | 0.45 | 0.48 | 0.50 | 0.56 | 0.55 | 0.58 | 0.56 | 0.60 | 0.60 | 0.60 | 0.61 | 0.62 | 0.62 | 0.65 | 0.66 | 0.66 | 0.68 | 0.68 | 0.71 | 0.70 | 0.70 | 0.71 | 0.72 | 0.71 | 0.72 | 0.74 | 0.75 | 0.79 | 1.00 |
The correlation results are calculated based on daily price changes starting from May 5, 2023