CbradJB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
CbradJB
Last updated Nov 12, 2024
Asset Allocation
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CbradJB, 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
CbradJB
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 12, 2024, the CbradJB returned 23.49% Year-To-Date and 22.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| CbradJB | 23.49% | 2.07% | 10.04% | 33.38% | 21.94% | 22.00% |
| Portfolio components: | ||||||
BAC Bank of America Corporation | 39.56% | 9.85% | 21.23% | 71.00% | 9.83% | 12.72% |
BRK-B Berkshire Hathaway Inc. | 31.04% | 1.55% | 13.92% | 33.53% | 16.39% | 12.41% |
BR Broadridge Financial Solutions, Inc. | 11.29% | 2.48% | 14.12% | 29.33% | 15.68% | 19.69% |
CVX Chevron Corporation | 8.34% | 3.35% | -2.30% | 13.39% | 9.92% | 7.41% |
DHR Danaher Corporation | 5.48% | -10.02% | -5.98% | 24.64% | 15.55% | 21.94% |
DVN Devon Energy Corporation | -11.55% | -9.31% | -20.34% | -10.22% | 19.03% | -1.44% |
HD The Home Depot, Inc. | 20.07% | -0.88% | 21.48% | 45.41% | 14.33% | 18.08% |
ABT Abbott Laboratories | 8.24% | 1.06% | 13.43% | 24.37% | 8.69% | 12.46% |
ADBE Adobe Inc | -15.44% | 1.83% | 5.99% | -14.54% | 11.40% | 21.65% |
APD Air Products and Chemicals, Inc. | 16.98% | -0.87% | 27.92% | 21.63% | 8.23% | 12.46% |
AKAM Akamai Technologies, Inc. | -23.05% | -12.62% | -2.21% | -17.94% | 1.24% | 3.78% |
ALL The Allstate Corporation | 43.42% | 4.91% | 18.05% | 55.62% | 15.15% | 13.99% |
GOOG Alphabet Inc. | 29.44% | 10.61% | 6.10% | 36.50% | 22.79% | 21.04% |
AMZN Amazon.com, Inc. | 36.13% | 9.54% | 10.57% | 45.06% | 18.78% | 28.93% |
AAPL Apple Inc | 17.04% | -1.35% | 19.90% | 21.93% | 28.74% | 24.38% |
IEX IDEX Corporation | 7.00% | 8.44% | 3.09% | 20.81% | 8.52% | 13.13% |
INTC Intel Corporation | -49.48% | 6.32% | -18.81% | -33.60% | -13.29% | -0.39% |
JPM JPMorgan Chase & Co. | 44.04% | 7.65% | 20.14% | 68.06% | 16.60% | 18.04% |
KEX Kirby Corporation | 66.35% | 4.42% | 14.09% | 71.62% | 9.54% | 2.23% |
LHX | 27.41% | 7.39% | 20.70% | 46.86% | 7.91% | 16.46% |
MLM | 23.99% | 13.06% | 1.92% | 37.12% | 19.63% | 18.18% |
MRK | -5.84% | -8.20% | -20.71% | 0.91% | 7.79% | 9.28% |
MSFT | 11.77% | 0.41% | 0.71% | 14.85% | 24.29% | 25.78% |
MDLZ | -7.00% | -6.45% | -6.93% | -2.23% | 7.00% | 7.90% |
MCO | 23.26% | 0.70% | 19.45% | 40.44% | 18.00% | 18.18% |
NVDA | 193.39% | 7.76% | 59.03% | 198.86% | 94.91% | 77.55% |
PEP | -1.03% | -6.04% | -7.26% | 0.95% | 7.29% | 8.44% |
PG | 16.12% | -2.39% | 1.36% | 11.61% | 9.32% | 9.60% |
RVTY | 10.65% | -0.66% | 13.38% | 43.96% | 6.75% | 11.10% |
SPGI | 15.84% | -2.83% | 18.98% | 29.54% | 15.34% | 20.00% |
KO | 9.97% | -8.93% | 1.88% | 14.74% | 7.07% | 7.39% |
TMO | 3.24% | -8.38% | -7.93% | 23.19% | 13.01% | 16.90% |
UNP | 0.11% | -0.15% | -0.13% | 18.08% | 9.11% | 9.63% |
VRSK | 19.87% | 6.26% | 15.76% | 20.21% | 15.90% | 16.79% |
V | 20.11% | 11.91% | 12.38% | 27.81% | 12.37% | 18.31% |
ZTS | -9.87% | -7.11% | 4.81% | 5.37% | 9.52% | 15.99% |
HON Honeywell International Inc | 9.16% | 4.28% | 12.04% | 22.74% | 6.73% | 10.75% |
XOM | 23.59% | -2.54% | 3.20% | 18.94% | 17.39% | 6.89% |
Monthly Returns
The table below presents the monthly returns of CbradJB, 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 | 2.78% | 4.45% | 2.93% | -2.56% | 4.89% | 2.83% | 2.02% | 0.87% | 0.52% | -1.32% | 23.49% | ||
| 2023 | 7.25% | -2.76% | 6.47% | 2.62% | 3.00% | 6.57% | 3.47% | 0.62% | -5.03% | -2.53% | 9.42% | 4.13% | 37.34% |
| 2022 | -5.01% | -2.69% | 4.89% | -9.01% | 0.09% | -7.28% | 9.96% | -4.37% | -10.21% | 8.41% | 6.16% | -6.03% | -16.39% |
| 2021 | -1.36% | 2.40% | 3.89% | 6.60% | 1.09% | 4.46% | 3.38% | 3.15% | -4.74% | 9.25% | 1.04% | 3.43% | 37.01% |
| 2020 | 1.57% | -7.36% | -8.81% | 14.18% | 4.72% | 3.18% | 5.81% | 7.76% | -3.07% | -2.03% | 9.88% | 3.35% | 30.15% |
| 2019 | 7.10% | 5.07% | 4.89% | 5.40% | -5.63% | 7.42% | 2.66% | -0.42% | 1.72% | 1.64% | 3.70% | 4.13% | 43.95% |
| 2018 | 8.50% | -2.24% | -0.85% | 0.61% | 4.86% | -0.10% | 4.45% | 5.34% | 0.46% | -7.92% | 0.78% | -8.99% | 3.48% |
| 2017 | 3.20% | 2.83% | 1.06% | 2.13% | 4.30% | -0.37% | 2.21% | 1.60% | 1.97% | 5.77% | 3.14% | 1.02% | 32.82% |
| 2016 | -5.62% | -0.25% | 8.13% | 0.18% | 5.80% | -0.75% | 7.60% | 1.57% | 1.99% | -0.92% | 4.07% | 2.93% | 26.67% |
| 2015 | -2.00% | 8.60% | -1.83% | 2.73% | 1.36% | -2.92% | 5.34% | -4.22% | -1.48% | 9.32% | 2.41% | -1.62% | 15.63% |
| 2014 | -1.01% | 3.46% | 2.53% | -1.42% | 4.69% | -1.29% | 1.71% | 3.91% | -2.07% | 10.71% |
Expense Ratio
CbradJB 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.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CbradJB is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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 | |
|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.95 | 4.29 | 1.52 | 1.72 | 12.99 |
BRK-B Berkshire Hathaway Inc. | 2.32 | 3.24 | 1.42 | 4.40 | 11.52 |
BR Broadridge Financial Solutions, Inc. | 1.66 | 2.29 | 1.30 | 3.51 | 8.51 |
CVX Chevron Corporation | 0.76 | 1.14 | 1.15 | 0.66 | 2.35 |
DHR Danaher Corporation | 1.07 | 1.74 | 1.20 | 0.73 | 5.13 |
DVN Devon Energy Corporation | -0.44 | -0.46 | 0.94 | -0.23 | -0.74 |
HD The Home Depot, Inc. | 2.14 | 2.91 | 1.36 | 1.58 | 5.35 |
ABT Abbott Laboratories | 1.48 | 2.14 | 1.27 | 0.90 | 3.36 |
ADBE Adobe Inc | -0.46 | -0.45 | 0.94 | -0.43 | -0.92 |
APD Air Products and Chemicals, Inc. | 0.77 | 1.15 | 1.20 | 0.67 | 2.55 |
AKAM Akamai Technologies, Inc. | -0.62 | -0.66 | 0.89 | -0.57 | -0.90 |
ALL The Allstate Corporation | 2.69 | 3.48 | 1.47 | 5.53 | 15.39 |
GOOG Alphabet Inc. | 1.38 | 1.90 | 1.26 | 1.62 | 4.13 |
AMZN Amazon.com, Inc. | 1.64 | 2.30 | 1.29 | 1.87 | 7.50 |
AAPL Apple Inc | 0.93 | 1.47 | 1.18 | 1.26 | 2.96 |
IEX IDEX Corporation | 1.04 | 1.62 | 1.20 | 0.96 | 1.81 |
INTC Intel Corporation | -0.68 | -0.70 | 0.90 | -0.50 | -0.93 |
JPM JPMorgan Chase & Co. | 2.93 | 3.73 | 1.59 | 6.65 | 20.26 |
KEX Kirby Corporation | 2.46 | 3.25 | 1.45 | 1.72 | 13.60 |
LHX | 2.68 | 3.70 | 1.48 | 1.63 | 16.47 |
MLM | 1.59 | 2.14 | 1.28 | 1.93 | 4.34 |
MRK | 0.10 | 0.27 | 1.04 | 0.08 | 0.22 |
MSFT | 0.71 | 1.03 | 1.14 | 0.90 | 2.20 |
MDLZ | -0.12 | -0.05 | 0.99 | -0.13 | -0.25 |
MCO | 2.06 | 2.44 | 1.38 | 2.86 | 11.03 |
NVDA | 3.88 | 3.90 | 1.51 | 7.42 | 23.38 |
PEP | 0.09 | 0.25 | 1.03 | 0.10 | 0.31 |
PG | 0.81 | 1.19 | 1.16 | 1.39 | 4.49 |
RVTY | 1.51 | 2.34 | 1.28 | 0.74 | 8.31 |
SPGI | 1.87 | 2.40 | 1.34 | 1.84 | 6.25 |
KO | 1.22 | 1.77 | 1.22 | 1.20 | 5.03 |
TMO | 1.10 | 1.70 | 1.20 | 0.68 | 4.71 |
UNP | 0.89 | 1.44 | 1.17 | 0.79 | 2.87 |
VRSK | 1.06 | 1.49 | 1.23 | 1.59 | 4.01 |
V | 1.67 | 2.23 | 1.32 | 2.21 | 5.61 |
ZTS | 0.20 | 0.45 | 1.06 | 0.13 | 0.48 |
HON Honeywell International Inc | 1.34 | 1.82 | 1.25 | 1.38 | 4.49 |
XOM | 1.05 | 1.56 | 1.18 | 1.08 | 4.77 |
CbradJB
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
CbradJB provided a 1.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 1.15% | 1.25% | 1.07% | 1.20% | 1.11% | 1.26% | 1.08% | 2.38% | 1.37% | 1.29% | 1.32% |
| Portfolio components: | ||||||||||||
BAC Bank of America Corporation | 2.13% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BR Broadridge Financial Solutions, Inc. | 1.45% | 1.48% | 2.04% | 1.33% | 1.46% | 1.66% | 1.77% | 1.53% | 1.90% | 2.12% | 2.08% | 1.97% |
CVX Chevron Corporation | 4.09% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
DHR Danaher Corporation | 0.43% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
DVN Devon Energy Corporation | 5.13% | 6.34% | 8.41% | 4.47% | 4.30% | 1.35% | 1.33% | 0.58% | 0.92% | 3.00% | 1.54% | 1.39% |
HD The Home Depot, Inc. | 2.17% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 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% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APD Air Products and Chemicals, Inc. | 2.25% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
AKAM Akamai Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ALL The Allstate Corporation | 1.85% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% | 1.59% | 1.83% |
GOOG Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
IEX IDEX Corporation | 1.18% | 1.16% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% | 1.21% |
INTC Intel Corporation | 1.50% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
KEX Kirby 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% |
LHX | 1.75% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
MLM | 0.49% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
MRK | 3.06% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% | 3.12% | 3.46% |
MSFT | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MDLZ | 2.64% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MCO | 0.69% | 0.79% | 1.00% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% | 1.17% | 1.15% |
NVDA | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
PEP | 3.20% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
PG | 2.39% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
RVTY | 0.23% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% | 0.68% |
SPGI | 0.72% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
KO | 3.02% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
TMO | 0.28% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
UNP | 2.17% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
VRSK | 0.53% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ZTS | 0.98% | 0.76% | 0.89% | 0.41% | 0.48% | 0.50% | 0.59% | 0.58% | 0.71% | 0.69% | 0.67% | 0.60% |
HON Honeywell International Inc | 1.44% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.15% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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.
CbradJB
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the CbradJB. 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 CbradJB was 31.58%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current CbradJB drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -23.23% | Dec 28, 2021 | 192 | Sep 30, 2022 | 168 | Jun 2, 2023 | 360 |
| -21.43% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -14.45% | Dec 2, 2015 | 46 | Feb 8, 2016 | 45 | Apr 13, 2016 | 91 |
| -11.6% | Aug 18, 2015 | 6 | Aug 25, 2015 | 42 | Oct 23, 2015 | 48 |
Volatility
Volatility Chart
The current CbradJB volatility is 3.45%, 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.
CbradJB
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| DVN | MRK | XOM | PG | KEX | LHX | CVX | NVDA | PEP | KO | ALL | MLM | AMZN | MDLZ | AKAM | INTC | AAPL | BAC | ZTS | RVTY | HD | GOOG | ABT | ADBE | UNP | VRSK | JPM | DHR | TMO | APD | MSFT | BR | IEX | V | SPGI | HON | MCO | BRK-B | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DVN | 1.00 | 0.17 | 0.70 | 0.11 | 0.55 | 0.28 | 0.70 | 0.22 | 0.11 | 0.17 | 0.28 | 0.32 | 0.19 | 0.17 | 0.22 | 0.31 | 0.24 | 0.46 | 0.18 | 0.25 | 0.23 | 0.23 | 0.17 | 0.20 | 0.40 | 0.17 | 0.44 | 0.20 | 0.20 | 0.31 | 0.22 | 0.24 | 0.36 | 0.27 | 0.22 | 0.37 | 0.24 | 0.39 |
| MRK | 0.17 | 1.00 | 0.26 | 0.38 | 0.21 | 0.30 | 0.27 | 0.12 | 0.37 | 0.37 | 0.31 | 0.22 | 0.18 | 0.38 | 0.27 | 0.21 | 0.22 | 0.25 | 0.43 | 0.33 | 0.26 | 0.24 | 0.44 | 0.23 | 0.28 | 0.33 | 0.30 | 0.38 | 0.41 | 0.34 | 0.28 | 0.33 | 0.30 | 0.33 | 0.34 | 0.33 | 0.34 | 0.39 |
| XOM | 0.70 | 0.26 | 1.00 | 0.20 | 0.50 | 0.32 | 0.83 | 0.18 | 0.22 | 0.28 | 0.36 | 0.31 | 0.18 | 0.26 | 0.22 | 0.31 | 0.25 | 0.47 | 0.21 | 0.26 | 0.27 | 0.25 | 0.22 | 0.19 | 0.41 | 0.19 | 0.48 | 0.23 | 0.22 | 0.37 | 0.22 | 0.29 | 0.39 | 0.33 | 0.25 | 0.42 | 0.27 | 0.49 |
| PG | 0.11 | 0.38 | 0.20 | 1.00 | 0.16 | 0.29 | 0.20 | 0.16 | 0.65 | 0.60 | 0.35 | 0.21 | 0.22 | 0.58 | 0.25 | 0.26 | 0.27 | 0.20 | 0.35 | 0.27 | 0.36 | 0.26 | 0.40 | 0.26 | 0.32 | 0.39 | 0.25 | 0.37 | 0.35 | 0.39 | 0.33 | 0.38 | 0.32 | 0.35 | 0.36 | 0.36 | 0.36 | 0.40 |
| KEX | 0.55 | 0.21 | 0.50 | 0.16 | 1.00 | 0.34 | 0.52 | 0.26 | 0.16 | 0.20 | 0.34 | 0.43 | 0.24 | 0.22 | 0.27 | 0.35 | 0.28 | 0.50 | 0.23 | 0.31 | 0.32 | 0.30 | 0.25 | 0.25 | 0.48 | 0.24 | 0.50 | 0.27 | 0.27 | 0.39 | 0.25 | 0.32 | 0.48 | 0.33 | 0.30 | 0.46 | 0.32 | 0.47 |
| LHX | 0.28 | 0.30 | 0.32 | 0.29 | 0.34 | 1.00 | 0.35 | 0.21 | 0.33 | 0.36 | 0.38 | 0.32 | 0.19 | 0.34 | 0.32 | 0.29 | 0.23 | 0.35 | 0.33 | 0.28 | 0.33 | 0.25 | 0.33 | 0.28 | 0.39 | 0.36 | 0.38 | 0.33 | 0.32 | 0.37 | 0.28 | 0.40 | 0.42 | 0.36 | 0.39 | 0.48 | 0.38 | 0.44 |
| CVX | 0.70 | 0.27 | 0.83 | 0.20 | 0.52 | 0.35 | 1.00 | 0.22 | 0.21 | 0.28 | 0.37 | 0.34 | 0.19 | 0.26 | 0.24 | 0.34 | 0.25 | 0.48 | 0.22 | 0.27 | 0.29 | 0.27 | 0.24 | 0.22 | 0.44 | 0.21 | 0.50 | 0.25 | 0.24 | 0.37 | 0.26 | 0.30 | 0.41 | 0.35 | 0.27 | 0.44 | 0.28 | 0.48 |
| NVDA | 0.22 | 0.12 | 0.18 | 0.16 | 0.26 | 0.21 | 0.22 | 1.00 | 0.17 | 0.13 | 0.19 | 0.31 | 0.53 | 0.20 | 0.41 | 0.55 | 0.52 | 0.31 | 0.37 | 0.40 | 0.36 | 0.52 | 0.34 | 0.57 | 0.30 | 0.36 | 0.33 | 0.38 | 0.40 | 0.34 | 0.58 | 0.40 | 0.34 | 0.43 | 0.44 | 0.35 | 0.44 | 0.32 |
| PEP | 0.11 | 0.37 | 0.22 | 0.65 | 0.16 | 0.33 | 0.21 | 0.17 | 1.00 | 0.71 | 0.37 | 0.21 | 0.24 | 0.65 | 0.30 | 0.27 | 0.31 | 0.19 | 0.36 | 0.28 | 0.38 | 0.30 | 0.40 | 0.30 | 0.29 | 0.45 | 0.24 | 0.38 | 0.35 | 0.40 | 0.36 | 0.41 | 0.32 | 0.38 | 0.39 | 0.39 | 0.40 | 0.40 |
| KO | 0.17 | 0.37 | 0.28 | 0.60 | 0.20 | 0.36 | 0.28 | 0.13 | 0.71 | 1.00 | 0.41 | 0.29 | 0.21 | 0.59 | 0.27 | 0.25 | 0.27 | 0.27 | 0.35 | 0.28 | 0.34 | 0.29 | 0.38 | 0.27 | 0.36 | 0.40 | 0.32 | 0.35 | 0.33 | 0.43 | 0.33 | 0.39 | 0.35 | 0.39 | 0.38 | 0.44 | 0.39 | 0.47 |
| ALL | 0.28 | 0.31 | 0.36 | 0.35 | 0.34 | 0.38 | 0.37 | 0.19 | 0.37 | 0.41 | 1.00 | 0.36 | 0.21 | 0.40 | 0.30 | 0.30 | 0.27 | 0.49 | 0.31 | 0.29 | 0.36 | 0.26 | 0.33 | 0.23 | 0.42 | 0.37 | 0.54 | 0.32 | 0.31 | 0.40 | 0.29 | 0.39 | 0.42 | 0.38 | 0.38 | 0.48 | 0.40 | 0.60 |
| MLM | 0.32 | 0.22 | 0.31 | 0.21 | 0.43 | 0.32 | 0.34 | 0.31 | 0.21 | 0.29 | 0.36 | 1.00 | 0.30 | 0.28 | 0.30 | 0.32 | 0.31 | 0.45 | 0.32 | 0.35 | 0.41 | 0.34 | 0.31 | 0.34 | 0.46 | 0.35 | 0.48 | 0.34 | 0.34 | 0.44 | 0.35 | 0.40 | 0.50 | 0.40 | 0.41 | 0.49 | 0.42 | 0.45 |
| AMZN | 0.19 | 0.18 | 0.18 | 0.22 | 0.24 | 0.19 | 0.19 | 0.53 | 0.24 | 0.21 | 0.21 | 0.30 | 1.00 | 0.27 | 0.45 | 0.43 | 0.55 | 0.29 | 0.39 | 0.40 | 0.39 | 0.67 | 0.37 | 0.61 | 0.28 | 0.40 | 0.31 | 0.37 | 0.40 | 0.32 | 0.64 | 0.41 | 0.34 | 0.49 | 0.44 | 0.34 | 0.47 | 0.33 |
| MDLZ | 0.17 | 0.38 | 0.26 | 0.58 | 0.22 | 0.34 | 0.26 | 0.20 | 0.65 | 0.59 | 0.40 | 0.28 | 0.27 | 1.00 | 0.34 | 0.29 | 0.32 | 0.28 | 0.39 | 0.33 | 0.39 | 0.32 | 0.42 | 0.32 | 0.35 | 0.45 | 0.32 | 0.39 | 0.39 | 0.41 | 0.37 | 0.41 | 0.36 | 0.42 | 0.41 | 0.42 | 0.42 | 0.44 |
| AKAM | 0.22 | 0.27 | 0.22 | 0.25 | 0.27 | 0.32 | 0.24 | 0.41 | 0.30 | 0.27 | 0.30 | 0.30 | 0.45 | 0.34 | 1.00 | 0.42 | 0.43 | 0.34 | 0.41 | 0.41 | 0.39 | 0.47 | 0.42 | 0.51 | 0.35 | 0.47 | 0.35 | 0.42 | 0.45 | 0.39 | 0.50 | 0.47 | 0.42 | 0.45 | 0.48 | 0.41 | 0.49 | 0.39 |
| INTC | 0.31 | 0.21 | 0.31 | 0.26 | 0.35 | 0.29 | 0.34 | 0.55 | 0.27 | 0.25 | 0.30 | 0.32 | 0.43 | 0.29 | 0.42 | 1.00 | 0.48 | 0.40 | 0.37 | 0.41 | 0.38 | 0.47 | 0.39 | 0.48 | 0.39 | 0.37 | 0.42 | 0.38 | 0.41 | 0.41 | 0.54 | 0.42 | 0.41 | 0.43 | 0.41 | 0.46 | 0.44 | 0.43 |
| AAPL | 0.24 | 0.22 | 0.25 | 0.27 | 0.28 | 0.23 | 0.25 | 0.52 | 0.31 | 0.27 | 0.27 | 0.31 | 0.55 | 0.32 | 0.43 | 0.48 | 1.00 | 0.33 | 0.42 | 0.41 | 0.39 | 0.58 | 0.38 | 0.54 | 0.36 | 0.42 | 0.36 | 0.42 | 0.43 | 0.38 | 0.62 | 0.45 | 0.37 | 0.48 | 0.47 | 0.41 | 0.49 | 0.41 |
| BAC | 0.46 | 0.25 | 0.47 | 0.20 | 0.50 | 0.35 | 0.48 | 0.31 | 0.19 | 0.27 | 0.49 | 0.45 | 0.29 | 0.28 | 0.34 | 0.40 | 0.33 | 1.00 | 0.29 | 0.36 | 0.39 | 0.36 | 0.34 | 0.29 | 0.51 | 0.31 | 0.86 | 0.34 | 0.34 | 0.43 | 0.33 | 0.38 | 0.49 | 0.44 | 0.42 | 0.54 | 0.44 | 0.67 |
| ZTS | 0.18 | 0.43 | 0.21 | 0.35 | 0.23 | 0.33 | 0.22 | 0.37 | 0.36 | 0.35 | 0.31 | 0.32 | 0.39 | 0.39 | 0.41 | 0.37 | 0.42 | 0.29 | 1.00 | 0.49 | 0.43 | 0.42 | 0.53 | 0.45 | 0.38 | 0.50 | 0.32 | 0.53 | 0.54 | 0.41 | 0.46 | 0.50 | 0.42 | 0.46 | 0.52 | 0.40 | 0.52 | 0.40 |
| RVTY | 0.25 | 0.33 | 0.26 | 0.27 | 0.31 | 0.28 | 0.27 | 0.40 | 0.28 | 0.28 | 0.29 | 0.35 | 0.40 | 0.33 | 0.41 | 0.41 | 0.41 | 0.36 | 0.49 | 1.00 | 0.42 | 0.44 | 0.53 | 0.46 | 0.41 | 0.42 | 0.36 | 0.64 | 0.70 | 0.43 | 0.45 | 0.47 | 0.49 | 0.42 | 0.48 | 0.46 | 0.48 | 0.40 |
| HD | 0.23 | 0.26 | 0.27 | 0.36 | 0.32 | 0.33 | 0.29 | 0.36 | 0.38 | 0.34 | 0.36 | 0.41 | 0.39 | 0.39 | 0.39 | 0.38 | 0.39 | 0.39 | 0.43 | 0.42 | 1.00 | 0.40 | 0.41 | 0.42 | 0.44 | 0.46 | 0.41 | 0.46 | 0.44 | 0.45 | 0.45 | 0.50 | 0.50 | 0.46 | 0.49 | 0.49 | 0.50 | 0.47 |
| GOOG | 0.23 | 0.24 | 0.25 | 0.26 | 0.30 | 0.25 | 0.27 | 0.52 | 0.30 | 0.29 | 0.26 | 0.34 | 0.67 | 0.32 | 0.47 | 0.47 | 0.58 | 0.36 | 0.42 | 0.44 | 0.40 | 1.00 | 0.41 | 0.61 | 0.34 | 0.44 | 0.38 | 0.42 | 0.44 | 0.39 | 0.68 | 0.44 | 0.39 | 0.55 | 0.49 | 0.43 | 0.51 | 0.43 |
| ABT | 0.17 | 0.44 | 0.22 | 0.40 | 0.25 | 0.33 | 0.24 | 0.34 | 0.40 | 0.38 | 0.33 | 0.31 | 0.37 | 0.42 | 0.42 | 0.39 | 0.38 | 0.34 | 0.53 | 0.53 | 0.41 | 0.41 | 1.00 | 0.45 | 0.38 | 0.47 | 0.37 | 0.59 | 0.63 | 0.45 | 0.46 | 0.48 | 0.44 | 0.47 | 0.50 | 0.45 | 0.51 | 0.44 |
| ADBE | 0.20 | 0.23 | 0.19 | 0.26 | 0.25 | 0.28 | 0.22 | 0.57 | 0.30 | 0.27 | 0.23 | 0.34 | 0.61 | 0.32 | 0.51 | 0.48 | 0.54 | 0.29 | 0.45 | 0.46 | 0.42 | 0.61 | 0.45 | 1.00 | 0.34 | 0.51 | 0.31 | 0.47 | 0.50 | 0.40 | 0.70 | 0.52 | 0.41 | 0.59 | 0.56 | 0.41 | 0.56 | 0.37 |
| UNP | 0.40 | 0.28 | 0.41 | 0.32 | 0.48 | 0.39 | 0.44 | 0.30 | 0.29 | 0.36 | 0.42 | 0.46 | 0.28 | 0.35 | 0.35 | 0.39 | 0.36 | 0.51 | 0.38 | 0.41 | 0.44 | 0.34 | 0.38 | 0.34 | 1.00 | 0.41 | 0.53 | 0.41 | 0.40 | 0.49 | 0.38 | 0.44 | 0.55 | 0.46 | 0.46 | 0.58 | 0.45 | 0.57 |
| VRSK | 0.17 | 0.33 | 0.19 | 0.39 | 0.24 | 0.36 | 0.21 | 0.36 | 0.45 | 0.40 | 0.37 | 0.35 | 0.40 | 0.45 | 0.47 | 0.37 | 0.42 | 0.31 | 0.50 | 0.42 | 0.46 | 0.44 | 0.47 | 0.51 | 0.41 | 1.00 | 0.34 | 0.49 | 0.48 | 0.46 | 0.52 | 0.55 | 0.47 | 0.51 | 0.60 | 0.48 | 0.59 | 0.46 |
| JPM | 0.44 | 0.30 | 0.48 | 0.25 | 0.50 | 0.38 | 0.50 | 0.33 | 0.24 | 0.32 | 0.54 | 0.48 | 0.31 | 0.32 | 0.35 | 0.42 | 0.36 | 0.86 | 0.32 | 0.36 | 0.41 | 0.38 | 0.37 | 0.31 | 0.53 | 0.34 | 1.00 | 0.35 | 0.36 | 0.47 | 0.37 | 0.41 | 0.52 | 0.47 | 0.44 | 0.59 | 0.47 | 0.72 |
| DHR | 0.20 | 0.38 | 0.23 | 0.37 | 0.27 | 0.33 | 0.25 | 0.38 | 0.38 | 0.35 | 0.32 | 0.34 | 0.37 | 0.39 | 0.42 | 0.38 | 0.42 | 0.34 | 0.53 | 0.64 | 0.46 | 0.42 | 0.59 | 0.47 | 0.41 | 0.49 | 0.35 | 1.00 | 0.74 | 0.47 | 0.49 | 0.51 | 0.52 | 0.47 | 0.53 | 0.47 | 0.52 | 0.44 |
| TMO | 0.20 | 0.41 | 0.22 | 0.35 | 0.27 | 0.32 | 0.24 | 0.40 | 0.35 | 0.33 | 0.31 | 0.34 | 0.40 | 0.39 | 0.45 | 0.41 | 0.43 | 0.34 | 0.54 | 0.70 | 0.44 | 0.44 | 0.63 | 0.50 | 0.40 | 0.48 | 0.36 | 0.74 | 1.00 | 0.46 | 0.50 | 0.49 | 0.50 | 0.48 | 0.53 | 0.45 | 0.52 | 0.43 |
| APD | 0.31 | 0.34 | 0.37 | 0.39 | 0.39 | 0.37 | 0.37 | 0.34 | 0.40 | 0.43 | 0.40 | 0.44 | 0.32 | 0.41 | 0.39 | 0.41 | 0.38 | 0.43 | 0.41 | 0.43 | 0.45 | 0.39 | 0.45 | 0.40 | 0.49 | 0.46 | 0.47 | 0.47 | 0.46 | 1.00 | 0.43 | 0.50 | 0.55 | 0.47 | 0.50 | 0.57 | 0.50 | 0.52 |
| MSFT | 0.22 | 0.28 | 0.22 | 0.33 | 0.25 | 0.28 | 0.26 | 0.58 | 0.36 | 0.33 | 0.29 | 0.35 | 0.64 | 0.37 | 0.50 | 0.54 | 0.62 | 0.33 | 0.46 | 0.45 | 0.45 | 0.68 | 0.46 | 0.70 | 0.38 | 0.52 | 0.37 | 0.49 | 0.50 | 0.43 | 1.00 | 0.51 | 0.41 | 0.58 | 0.56 | 0.45 | 0.58 | 0.43 |
| BR | 0.24 | 0.33 | 0.29 | 0.38 | 0.32 | 0.40 | 0.30 | 0.40 | 0.41 | 0.39 | 0.39 | 0.40 | 0.41 | 0.41 | 0.47 | 0.42 | 0.45 | 0.38 | 0.50 | 0.47 | 0.50 | 0.44 | 0.48 | 0.52 | 0.44 | 0.55 | 0.41 | 0.51 | 0.49 | 0.50 | 0.51 | 1.00 | 0.54 | 0.55 | 0.59 | 0.52 | 0.59 | 0.48 |
| IEX | 0.36 | 0.30 | 0.39 | 0.32 | 0.48 | 0.42 | 0.41 | 0.34 | 0.32 | 0.35 | 0.42 | 0.50 | 0.34 | 0.36 | 0.42 | 0.41 | 0.37 | 0.49 | 0.42 | 0.49 | 0.50 | 0.39 | 0.44 | 0.41 | 0.55 | 0.47 | 0.52 | 0.52 | 0.50 | 0.55 | 0.41 | 0.54 | 1.00 | 0.48 | 0.51 | 0.61 | 0.52 | 0.55 |
| V | 0.27 | 0.33 | 0.33 | 0.35 | 0.33 | 0.36 | 0.35 | 0.43 | 0.38 | 0.39 | 0.38 | 0.40 | 0.49 | 0.42 | 0.45 | 0.43 | 0.48 | 0.44 | 0.46 | 0.42 | 0.46 | 0.55 | 0.47 | 0.59 | 0.46 | 0.51 | 0.47 | 0.47 | 0.48 | 0.47 | 0.58 | 0.55 | 0.48 | 1.00 | 0.59 | 0.51 | 0.60 | 0.53 |
| SPGI | 0.22 | 0.34 | 0.25 | 0.36 | 0.30 | 0.39 | 0.27 | 0.44 | 0.39 | 0.38 | 0.38 | 0.41 | 0.44 | 0.41 | 0.48 | 0.41 | 0.47 | 0.42 | 0.52 | 0.48 | 0.49 | 0.49 | 0.50 | 0.56 | 0.46 | 0.60 | 0.44 | 0.53 | 0.53 | 0.50 | 0.56 | 0.59 | 0.51 | 0.59 | 1.00 | 0.51 | 0.81 | 0.51 |
| HON | 0.37 | 0.33 | 0.42 | 0.36 | 0.46 | 0.48 | 0.44 | 0.35 | 0.39 | 0.44 | 0.48 | 0.49 | 0.34 | 0.42 | 0.41 | 0.46 | 0.41 | 0.54 | 0.40 | 0.46 | 0.49 | 0.43 | 0.45 | 0.41 | 0.58 | 0.48 | 0.59 | 0.47 | 0.45 | 0.57 | 0.45 | 0.52 | 0.61 | 0.51 | 0.51 | 1.00 | 0.51 | 0.62 |
| MCO | 0.24 | 0.34 | 0.27 | 0.36 | 0.32 | 0.38 | 0.28 | 0.44 | 0.40 | 0.39 | 0.40 | 0.42 | 0.47 | 0.42 | 0.49 | 0.44 | 0.49 | 0.44 | 0.52 | 0.48 | 0.50 | 0.51 | 0.51 | 0.56 | 0.45 | 0.59 | 0.47 | 0.52 | 0.52 | 0.50 | 0.58 | 0.59 | 0.52 | 0.60 | 0.81 | 0.51 | 1.00 | 0.54 |
| BRK-B | 0.39 | 0.39 | 0.49 | 0.40 | 0.47 | 0.44 | 0.48 | 0.32 | 0.40 | 0.47 | 0.60 | 0.45 | 0.33 | 0.44 | 0.39 | 0.43 | 0.41 | 0.67 | 0.40 | 0.40 | 0.47 | 0.43 | 0.44 | 0.37 | 0.57 | 0.46 | 0.72 | 0.44 | 0.43 | 0.52 | 0.43 | 0.48 | 0.55 | 0.53 | 0.51 | 0.62 | 0.54 | 1.00 |
The correlation results are calculated based on daily price changes starting from Apr 4, 2014