CbradJB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
CbradJB
Last updated Dec 31, 2024
Asset Allocation
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 every 3 months.
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 Dec 31, 2024, the CbradJB returned 106.43% Year-To-Date and 35.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.84% | -2.08% | 7.89% | 23.84% | 12.86% | 11.15% |
| CbradJB | 106.43% | -0.70% | 8.83% | 106.43% | 46.11% | 35.69% |
| Portfolio components: | ||||||
BAC Bank of America Corporation | 33.73% | -7.06% | 11.08% | 33.73% | 7.16% | 11.72% |
BRK-B Berkshire Hathaway Inc. | 26.78% | -6.39% | 11.59% | 26.78% | 14.87% | 11.76% |
BR Broadridge Financial Solutions, Inc. | 11.36% | -4.10% | 15.63% | 11.36% | 14.78% | 19.49% |
CVX Chevron Corporation | 0.05% | -11.65% | -6.63% | 0.05% | 8.22% | 6.91% |
DHR Danaher Corporation | -0.30% | -4.08% | -5.88% | -0.30% | 11.51% | 20.73% |
DVN Devon Energy Corporation | -26.95% | -15.21% | -31.83% | -26.95% | 10.54% | -2.85% |
HD The Home Depot, Inc. | 15.13% | -9.25% | 17.15% | 15.13% | 15.04% | 16.92% |
ABT Abbott Laboratories | 4.53% | -5.03% | 10.41% | 4.53% | 7.24% | 11.79% |
ADBE Adobe Inc | -25.28% | -13.59% | -20.39% | -25.28% | 6.23% | 20.00% |
APD Air Products and Chemicals, Inc. | 7.58% | -13.65% | 17.42% | 7.58% | 6.60% | 10.30% |
AKAM Akamai Technologies, Inc. | -19.26% | 1.64% | 6.74% | -19.26% | 2.05% | 4.22% |
ALL The Allstate Corporation | 40.43% | -7.16% | 21.06% | 40.43% | 14.21% | 13.12% |
GOOG Alphabet Inc. | 37.22% | 13.15% | 4.70% | 37.22% | 23.73% | 22.20% |
AMZN Amazon.com, Inc. | 45.65% | 6.45% | 12.22% | 45.65% | 19.14% | 30.60% |
AAPL Apple Inc | 31.63% | 6.27% | 16.62% | 31.63% | 28.87% | 26.41% |
IEX IDEX Corporation | -2.57% | -9.45% | 7.32% | -2.57% | 5.19% | 11.83% |
INTC Intel Corporation | -60.03% | -17.59% | -35.33% | -60.03% | -17.83% | -3.37% |
JPM JPMorgan Chase & Co. | 44.05% | -4.16% | 17.85% | 44.05% | 14.72% | 17.55% |
KEX Kirby Corporation | 34.73% | -16.42% | -12.65% | 34.73% | 3.39% | 2.64% |
LHX | 1.23% | -15.15% | -4.95% | 1.23% | 3.16% | 13.57% |
MLM | 4.84% | -13.18% | -1.94% | 4.84% | 14.06% | 17.71% |
MRK | -7.31% | -2.44% | -21.95% | -7.31% | 5.74% | 9.38% |
MSFT | 13.82% | 0.32% | -6.63% | 13.82% | 23.07% | 26.68% |
MDLZ | -16.20% | -8.30% | -8.12% | -16.20% | 3.83% | 7.13% |
MCO | 22.21% | -5.29% | 12.75% | 22.21% | 15.83% | 18.60% |
NVDA | 177.71% | -0.54% | 10.63% | 177.71% | 88.26% | 76.20% |
PEP | -7.80% | -6.38% | -5.34% | -7.80% | 5.11% | 7.97% |
PG | 16.86% | -6.79% | 3.91% | 16.86% | 8.66% | 9.39% |
RVTY | 2.09% | -4.16% | 8.20% | 2.09% | 3.01% | 10.10% |
SPGI | 13.93% | -4.69% | 11.98% | 13.93% | 13.77% | 20.09% |
KO | 8.48% | -3.20% | -0.55% | 8.48% | 5.54% | 7.32% |
TMO | -1.99% | -1.96% | -4.09% | -1.99% | 10.11% | 15.39% |
UNP | -5.21% | -6.36% | 2.43% | -5.21% | 7.07% | 9.18% |
VRSK | 16.13% | -6.15% | 3.14% | 16.13% | 13.80% | 16.22% |
V | 22.04% | 0.07% | 20.25% | 22.04% | 11.72% | 17.75% |
ZTS | -16.98% | -7.42% | -5.54% | -16.98% | 4.95% | 14.99% |
HON Honeywell International Inc | 10.36% | -2.72% | 8.54% | 10.36% | 7.28% | 10.48% |
XOM | 9.39% | -10.34% | -6.50% | 9.39% | 14.11% | 5.84% |
*Annualized
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 | 14.29% | 18.46% | 9.57% | -4.05% | 19.92% | 10.42% | -3.57% | 1.62% | 1.56% | 6.20% | 4.36% | 106.43% | |
| 2023 | 15.67% | 4.99% | 12.57% | 1.25% | 18.26% | 9.47% | 6.94% | 3.26% | -9.24% | -4.02% | 12.81% | 4.72% | 103.63% |
| 2022 | -11.24% | -2.46% | 7.45% | -19.63% | -0.39% | -11.09% | 14.16% | -9.04% | -13.38% | 7.38% | 11.02% | -8.94% | -35.35% |
| 2021 | -1.12% | 1.27% | 1.46% | 8.96% | 2.11% | 11.14% | 1.99% | 7.68% | -6.35% | 14.21% | 11.90% | -3.19% | 59.86% |
| 2020 | 2.76% | -3.30% | -6.35% | 13.44% | 8.89% | 5.52% | 8.56% | 13.65% | -2.35% | -4.11% | 7.14% | 1.65% | 52.61% |
| 2019 | 7.16% | 5.16% | 6.70% | 5.00% | -8.29% | 9.26% | 2.44% | -0.13% | 1.24% | 3.97% | 4.29% | 4.79% | 48.90% |
| 2018 | 13.00% | -1.26% | -1.74% | -0.15% | 6.69% | -1.45% | 3.99% | 8.65% | 0.38% | -12.83% | -4.48% | -10.58% | -2.80% |
| 2017 | 3.40% | 1.30% | 2.16% | 1.29% | 9.51% | -0.49% | 4.27% | 2.39% | 2.21% | 8.53% | 1.91% | -0.29% | 42.15% |
| 2016 | -5.83% | -0.46% | 8.18% | -0.37% | 6.79% | -0.70% | 8.77% | 1.75% | 2.62% | -0.66% | 5.65% | 4.19% | 33.07% |
| 2015 | -1.91% | 8.54% | -1.91% | 2.38% | 1.64% | -3.04% | 5.30% | -4.31% | -1.34% | 9.37% | 2.43% | -1.31% | 15.77% |
| 2014 | -1.01% | 3.46% | 2.54% | -1.40% | 4.69% | -1.30% | 1.78% | 4.01% | -2.23% | 10.74% |
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
With an overall rank of 88, CbradJB is among the top 12% of 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 | |
|---|---|---|---|---|---|
BAC Bank of America Corporation | 1.45 | 2.25 | 1.27 | 1.02 | 5.81 |
BRK-B Berkshire Hathaway Inc. | 1.82 | 2.58 | 1.33 | 3.49 | 8.28 |
BR Broadridge Financial Solutions, Inc. | 0.62 | 0.98 | 1.12 | 1.33 | 3.15 |
CVX Chevron Corporation | -0.02 | 0.10 | 1.01 | -0.02 | -0.06 |
DHR Danaher Corporation | -0.05 | 0.09 | 1.01 | -0.05 | -0.14 |
DVN Devon Energy Corporation | -1.10 | -1.49 | 0.82 | -0.50 | -1.47 |
HD The Home Depot, Inc. | 0.73 | 1.12 | 1.13 | 0.84 | 1.78 |
ABT Abbott Laboratories | 0.24 | 0.47 | 1.06 | 0.17 | 0.52 |
ADBE Adobe Inc | -0.69 | -0.78 | 0.88 | -0.69 | -1.35 |
APD Air Products and Chemicals, Inc. | 0.29 | 0.58 | 1.09 | 0.26 | 0.94 |
AKAM Akamai Technologies, Inc. | -0.66 | -0.73 | 0.88 | -0.60 | -0.90 |
ALL The Allstate Corporation | 1.95 | 2.69 | 1.34 | 4.08 | 10.61 |
GOOG Alphabet Inc. | 1.33 | 1.86 | 1.25 | 1.66 | 4.07 |
AMZN Amazon.com, Inc. | 1.58 | 2.19 | 1.28 | 1.97 | 7.39 |
AAPL Apple Inc | 1.36 | 2.01 | 1.25 | 1.86 | 4.87 |
IEX IDEX Corporation | -0.12 | -0.03 | 1.00 | -0.12 | -0.21 |
INTC Intel Corporation | -1.18 | -1.82 | 0.75 | -0.86 | -1.44 |
JPM JPMorgan Chase & Co. | 1.87 | 2.59 | 1.38 | 4.33 | 12.46 |
KEX Kirby Corporation | 1.18 | 1.80 | 1.24 | 0.87 | 5.33 |
LHX | 0.06 | 0.21 | 1.03 | 0.05 | 0.20 |
MLM | 0.22 | 0.46 | 1.06 | 0.26 | 0.55 |
MRK | -0.34 | -0.32 | 0.96 | -0.26 | -0.57 |
MSFT | 0.70 | 1.02 | 1.14 | 0.91 | 2.06 |
MDLZ | -0.95 | -1.31 | 0.86 | -0.74 | -1.62 |
MCO | 1.11 | 1.45 | 1.21 | 2.32 | 5.79 |
NVDA | 3.39 | 3.61 | 1.46 | 6.57 | 20.21 |
PEP | -0.46 | -0.56 | 0.93 | -0.41 | -1.19 |
PG | 1.17 | 1.68 | 1.23 | 1.97 | 6.32 |
RVTY | 0.03 | 0.24 | 1.03 | 0.01 | 0.12 |
SPGI | 0.85 | 1.19 | 1.16 | 1.05 | 2.73 |
KO | 0.69 | 1.07 | 1.13 | 0.59 | 1.62 |
TMO | -0.12 | -0.03 | 1.00 | -0.10 | -0.32 |
UNP | -0.28 | -0.29 | 0.97 | -0.34 | -0.81 |
VRSK | 0.90 | 1.31 | 1.19 | 1.30 | 3.29 |
V | 1.30 | 1.78 | 1.25 | 1.77 | 4.49 |
ZTS | -0.68 | -0.83 | 0.90 | -0.42 | -1.47 |
HON Honeywell International Inc | 0.59 | 0.93 | 1.12 | 0.75 | 2.09 |
XOM | 0.48 | 0.80 | 1.09 | 0.49 | 1.75 |
CbradJB
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
CbradJB provided a 1.14% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.14% | 1.15% | 1.25% | 1.07% | 1.20% | 1.11% | 1.26% | 1.08% | 2.36% | 1.35% | 1.27% | 1.29% |
| Portfolio components: | ||||||||||||
BAC Bank of America Corporation | 2.28% | 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. | 1.49% | 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 | 4.56% | 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 | 0.47% | 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 | 4.54% | 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. | 2.31% | 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 | 1.95% | 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. | 1.84% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.22% | 0.04% | 0.03% | 0.04% |
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 | 1.91% | 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. | 0.31% | 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 | 0.39% | 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 | 1.30% | 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 | 1.89% | 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 | 2.22% | 2.17% | 2.15% | 1.91% | 1.80% | 1.45% | 1.86% | 1.55% | 2.01% | 2.23% | 2.48% | 2.26% |
MLM | 0.59% | 0.56% | 0.75% | 0.54% | 0.79% | 0.74% | 1.07% | 0.78% | 0.74% | 1.17% | 1.45% | 1.60% |
MRK | 3.17% | 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 | 2.22% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
MCO | 0.72% | 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 | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
PG | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
RVTY | 0.25% | 0.26% | 0.20% | 0.14% | 0.20% | 0.29% | 0.36% | 0.38% | 0.54% | 0.52% | 0.64% | 0.68% |
SPGI | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% | 1.35% | 1.43% |
KO | 3.13% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
TMO | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
UNP | 2.32% | 2.12% | 2.45% | 1.70% | 1.86% | 2.05% | 2.21% | 1.85% | 2.17% | 2.81% | 1.60% | 1.76% |
VRSK | 0.57% | 0.57% | 0.70% | 0.51% | 0.52% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ZTS | 1.07% | 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 | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM | 3.63% | 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 44.73%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current CbradJB drawdown is 5.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.73% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -31.22% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
| -30.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 47 | May 29, 2020 | 70 |
| -21.79% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
| -15.08% | Dec 2, 2015 | 46 | Feb 8, 2016 | 45 | Apr 13, 2016 | 91 |
Volatility
Volatility Chart
The current CbradJB volatility is 7.60%, 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 | CVX | LHX | NVDA | PEP | KO | ALL | AMZN | MLM | MDLZ | AKAM | INTC | AAPL | BAC | ZTS | RVTY | GOOG | HD | 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 | 0.54 | 0.70 | 0.29 | 0.22 | 0.11 | 0.17 | 0.28 | 0.18 | 0.32 | 0.17 | 0.22 | 0.31 | 0.24 | 0.46 | 0.18 | 0.25 | 0.23 | 0.24 | 0.17 | 0.20 | 0.39 | 0.17 | 0.44 | 0.21 | 0.20 | 0.31 | 0.22 | 0.24 | 0.36 | 0.27 | 0.22 | 0.36 | 0.24 | 0.39 |
| MRK | 0.17 | 1.00 | 0.26 | 0.38 | 0.21 | 0.27 | 0.29 | 0.12 | 0.37 | 0.37 | 0.31 | 0.18 | 0.22 | 0.38 | 0.27 | 0.21 | 0.22 | 0.25 | 0.43 | 0.33 | 0.24 | 0.26 | 0.44 | 0.22 | 0.28 | 0.33 | 0.29 | 0.38 | 0.41 | 0.33 | 0.28 | 0.33 | 0.30 | 0.33 | 0.33 | 0.32 | 0.33 | 0.39 |
| XOM | 0.70 | 0.26 | 1.00 | 0.20 | 0.50 | 0.82 | 0.32 | 0.18 | 0.22 | 0.28 | 0.36 | 0.18 | 0.31 | 0.26 | 0.22 | 0.31 | 0.24 | 0.47 | 0.22 | 0.25 | 0.25 | 0.27 | 0.22 | 0.19 | 0.41 | 0.19 | 0.48 | 0.23 | 0.22 | 0.37 | 0.22 | 0.29 | 0.39 | 0.32 | 0.25 | 0.42 | 0.27 | 0.49 |
| PG | 0.11 | 0.38 | 0.20 | 1.00 | 0.16 | 0.21 | 0.29 | 0.15 | 0.64 | 0.60 | 0.35 | 0.22 | 0.21 | 0.57 | 0.25 | 0.26 | 0.27 | 0.20 | 0.34 | 0.27 | 0.26 | 0.36 | 0.40 | 0.26 | 0.32 | 0.39 | 0.25 | 0.36 | 0.34 | 0.39 | 0.33 | 0.39 | 0.32 | 0.35 | 0.36 | 0.36 | 0.36 | 0.40 |
| KEX | 0.54 | 0.21 | 0.50 | 0.16 | 1.00 | 0.52 | 0.34 | 0.26 | 0.16 | 0.21 | 0.34 | 0.24 | 0.42 | 0.22 | 0.27 | 0.35 | 0.28 | 0.50 | 0.23 | 0.30 | 0.29 | 0.32 | 0.25 | 0.25 | 0.48 | 0.24 | 0.49 | 0.27 | 0.27 | 0.39 | 0.25 | 0.32 | 0.48 | 0.33 | 0.30 | 0.46 | 0.32 | 0.46 |
| CVX | 0.70 | 0.27 | 0.82 | 0.21 | 0.52 | 1.00 | 0.35 | 0.22 | 0.22 | 0.28 | 0.37 | 0.19 | 0.34 | 0.26 | 0.24 | 0.33 | 0.25 | 0.47 | 0.22 | 0.27 | 0.26 | 0.29 | 0.24 | 0.22 | 0.44 | 0.22 | 0.49 | 0.25 | 0.24 | 0.38 | 0.26 | 0.30 | 0.41 | 0.34 | 0.27 | 0.44 | 0.28 | 0.48 |
| LHX | 0.29 | 0.29 | 0.32 | 0.29 | 0.34 | 0.35 | 1.00 | 0.21 | 0.33 | 0.36 | 0.38 | 0.19 | 0.33 | 0.34 | 0.32 | 0.29 | 0.23 | 0.35 | 0.33 | 0.28 | 0.25 | 0.33 | 0.33 | 0.29 | 0.39 | 0.37 | 0.38 | 0.33 | 0.31 | 0.37 | 0.28 | 0.40 | 0.42 | 0.36 | 0.39 | 0.48 | 0.38 | 0.44 |
| NVDA | 0.22 | 0.12 | 0.18 | 0.15 | 0.26 | 0.22 | 0.21 | 1.00 | 0.17 | 0.13 | 0.19 | 0.53 | 0.31 | 0.20 | 0.41 | 0.54 | 0.51 | 0.31 | 0.36 | 0.39 | 0.51 | 0.36 | 0.34 | 0.57 | 0.30 | 0.36 | 0.32 | 0.37 | 0.39 | 0.34 | 0.58 | 0.39 | 0.33 | 0.43 | 0.44 | 0.34 | 0.44 | 0.32 |
| PEP | 0.11 | 0.37 | 0.22 | 0.64 | 0.16 | 0.22 | 0.33 | 0.17 | 1.00 | 0.71 | 0.36 | 0.24 | 0.22 | 0.65 | 0.30 | 0.28 | 0.31 | 0.19 | 0.36 | 0.28 | 0.29 | 0.38 | 0.40 | 0.30 | 0.30 | 0.45 | 0.24 | 0.38 | 0.35 | 0.40 | 0.36 | 0.41 | 0.33 | 0.38 | 0.39 | 0.39 | 0.40 | 0.40 |
| KO | 0.17 | 0.37 | 0.28 | 0.60 | 0.21 | 0.28 | 0.36 | 0.13 | 0.71 | 1.00 | 0.40 | 0.20 | 0.29 | 0.59 | 0.27 | 0.25 | 0.27 | 0.27 | 0.35 | 0.28 | 0.28 | 0.34 | 0.38 | 0.26 | 0.36 | 0.40 | 0.32 | 0.35 | 0.33 | 0.43 | 0.33 | 0.39 | 0.35 | 0.39 | 0.38 | 0.43 | 0.39 | 0.47 |
| ALL | 0.28 | 0.31 | 0.36 | 0.35 | 0.34 | 0.37 | 0.38 | 0.19 | 0.36 | 0.40 | 1.00 | 0.20 | 0.36 | 0.39 | 0.30 | 0.29 | 0.27 | 0.49 | 0.31 | 0.29 | 0.25 | 0.36 | 0.33 | 0.23 | 0.42 | 0.37 | 0.54 | 0.32 | 0.30 | 0.40 | 0.28 | 0.39 | 0.42 | 0.38 | 0.38 | 0.48 | 0.39 | 0.60 |
| AMZN | 0.18 | 0.18 | 0.18 | 0.22 | 0.24 | 0.19 | 0.19 | 0.53 | 0.24 | 0.20 | 0.20 | 1.00 | 0.30 | 0.26 | 0.44 | 0.43 | 0.55 | 0.29 | 0.39 | 0.40 | 0.67 | 0.39 | 0.36 | 0.61 | 0.27 | 0.40 | 0.31 | 0.37 | 0.40 | 0.31 | 0.64 | 0.41 | 0.33 | 0.48 | 0.44 | 0.34 | 0.47 | 0.33 |
| MLM | 0.32 | 0.22 | 0.31 | 0.21 | 0.42 | 0.34 | 0.33 | 0.31 | 0.22 | 0.29 | 0.36 | 0.30 | 1.00 | 0.28 | 0.30 | 0.32 | 0.31 | 0.45 | 0.32 | 0.35 | 0.34 | 0.42 | 0.31 | 0.35 | 0.46 | 0.35 | 0.48 | 0.34 | 0.34 | 0.44 | 0.34 | 0.40 | 0.50 | 0.40 | 0.41 | 0.49 | 0.42 | 0.45 |
| MDLZ | 0.17 | 0.38 | 0.26 | 0.57 | 0.22 | 0.26 | 0.34 | 0.20 | 0.65 | 0.59 | 0.39 | 0.26 | 0.28 | 1.00 | 0.34 | 0.29 | 0.31 | 0.28 | 0.39 | 0.32 | 0.32 | 0.39 | 0.42 | 0.32 | 0.35 | 0.45 | 0.32 | 0.39 | 0.39 | 0.41 | 0.36 | 0.41 | 0.36 | 0.41 | 0.41 | 0.42 | 0.42 | 0.44 |
| AKAM | 0.22 | 0.27 | 0.22 | 0.25 | 0.27 | 0.24 | 0.32 | 0.41 | 0.30 | 0.27 | 0.30 | 0.44 | 0.30 | 0.34 | 1.00 | 0.42 | 0.43 | 0.34 | 0.41 | 0.41 | 0.47 | 0.39 | 0.42 | 0.51 | 0.35 | 0.46 | 0.35 | 0.42 | 0.45 | 0.39 | 0.50 | 0.46 | 0.42 | 0.45 | 0.48 | 0.41 | 0.49 | 0.39 |
| INTC | 0.31 | 0.21 | 0.31 | 0.26 | 0.35 | 0.33 | 0.29 | 0.54 | 0.28 | 0.25 | 0.29 | 0.43 | 0.32 | 0.29 | 0.42 | 1.00 | 0.48 | 0.40 | 0.37 | 0.40 | 0.46 | 0.38 | 0.39 | 0.47 | 0.39 | 0.37 | 0.42 | 0.38 | 0.40 | 0.41 | 0.53 | 0.42 | 0.42 | 0.43 | 0.41 | 0.46 | 0.44 | 0.43 |
| AAPL | 0.24 | 0.22 | 0.24 | 0.27 | 0.28 | 0.25 | 0.23 | 0.51 | 0.31 | 0.27 | 0.27 | 0.55 | 0.31 | 0.31 | 0.43 | 0.48 | 1.00 | 0.32 | 0.42 | 0.41 | 0.57 | 0.39 | 0.38 | 0.54 | 0.35 | 0.42 | 0.36 | 0.42 | 0.43 | 0.38 | 0.62 | 0.44 | 0.37 | 0.48 | 0.47 | 0.41 | 0.49 | 0.41 |
| BAC | 0.46 | 0.25 | 0.47 | 0.20 | 0.50 | 0.47 | 0.35 | 0.31 | 0.19 | 0.27 | 0.49 | 0.29 | 0.45 | 0.28 | 0.34 | 0.40 | 0.32 | 1.00 | 0.29 | 0.36 | 0.36 | 0.39 | 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 | 0.68 |
| ZTS | 0.18 | 0.43 | 0.22 | 0.34 | 0.23 | 0.22 | 0.33 | 0.36 | 0.36 | 0.35 | 0.31 | 0.39 | 0.32 | 0.39 | 0.41 | 0.37 | 0.42 | 0.29 | 1.00 | 0.49 | 0.41 | 0.44 | 0.53 | 0.45 | 0.38 | 0.49 | 0.32 | 0.53 | 0.54 | 0.41 | 0.46 | 0.49 | 0.42 | 0.46 | 0.52 | 0.40 | 0.51 | 0.40 |
| RVTY | 0.25 | 0.33 | 0.25 | 0.27 | 0.30 | 0.27 | 0.28 | 0.39 | 0.28 | 0.28 | 0.29 | 0.40 | 0.35 | 0.32 | 0.41 | 0.40 | 0.41 | 0.36 | 0.49 | 1.00 | 0.44 | 0.42 | 0.53 | 0.46 | 0.41 | 0.42 | 0.36 | 0.64 | 0.69 | 0.43 | 0.45 | 0.46 | 0.49 | 0.41 | 0.48 | 0.45 | 0.48 | 0.40 |
| GOOG | 0.23 | 0.24 | 0.25 | 0.26 | 0.29 | 0.26 | 0.25 | 0.51 | 0.29 | 0.28 | 0.25 | 0.67 | 0.34 | 0.32 | 0.47 | 0.46 | 0.57 | 0.36 | 0.41 | 0.44 | 1.00 | 0.39 | 0.41 | 0.61 | 0.34 | 0.44 | 0.37 | 0.42 | 0.44 | 0.38 | 0.68 | 0.43 | 0.38 | 0.54 | 0.49 | 0.43 | 0.51 | 0.42 |
| HD | 0.24 | 0.26 | 0.27 | 0.36 | 0.32 | 0.29 | 0.33 | 0.36 | 0.38 | 0.34 | 0.36 | 0.39 | 0.42 | 0.39 | 0.39 | 0.38 | 0.39 | 0.39 | 0.44 | 0.42 | 0.39 | 1.00 | 0.41 | 0.42 | 0.45 | 0.46 | 0.42 | 0.46 | 0.44 | 0.45 | 0.44 | 0.50 | 0.50 | 0.46 | 0.50 | 0.48 | 0.49 | 0.47 |
| ABT | 0.17 | 0.44 | 0.22 | 0.40 | 0.25 | 0.24 | 0.33 | 0.34 | 0.40 | 0.38 | 0.33 | 0.36 | 0.31 | 0.42 | 0.42 | 0.39 | 0.38 | 0.34 | 0.53 | 0.53 | 0.41 | 0.41 | 1.00 | 0.44 | 0.39 | 0.47 | 0.37 | 0.58 | 0.62 | 0.45 | 0.46 | 0.48 | 0.44 | 0.48 | 0.50 | 0.45 | 0.50 | 0.45 |
| ADBE | 0.20 | 0.22 | 0.19 | 0.26 | 0.25 | 0.22 | 0.29 | 0.57 | 0.30 | 0.26 | 0.23 | 0.61 | 0.35 | 0.32 | 0.51 | 0.47 | 0.54 | 0.29 | 0.45 | 0.46 | 0.61 | 0.42 | 0.44 | 1.00 | 0.34 | 0.51 | 0.31 | 0.47 | 0.49 | 0.39 | 0.70 | 0.52 | 0.41 | 0.58 | 0.56 | 0.41 | 0.56 | 0.37 |
| UNP | 0.39 | 0.28 | 0.41 | 0.32 | 0.48 | 0.44 | 0.39 | 0.30 | 0.30 | 0.36 | 0.42 | 0.27 | 0.46 | 0.35 | 0.35 | 0.39 | 0.35 | 0.51 | 0.38 | 0.41 | 0.34 | 0.45 | 0.39 | 0.34 | 1.00 | 0.42 | 0.53 | 0.41 | 0.40 | 0.49 | 0.38 | 0.45 | 0.55 | 0.45 | 0.46 | 0.58 | 0.45 | 0.57 |
| VRSK | 0.17 | 0.33 | 0.19 | 0.39 | 0.24 | 0.22 | 0.37 | 0.36 | 0.45 | 0.40 | 0.37 | 0.40 | 0.35 | 0.45 | 0.46 | 0.37 | 0.42 | 0.31 | 0.49 | 0.42 | 0.44 | 0.46 | 0.47 | 0.51 | 0.42 | 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 | 0.29 | 0.48 | 0.25 | 0.49 | 0.49 | 0.38 | 0.32 | 0.24 | 0.32 | 0.54 | 0.31 | 0.48 | 0.32 | 0.35 | 0.42 | 0.36 | 0.86 | 0.32 | 0.36 | 0.37 | 0.42 | 0.37 | 0.31 | 0.53 | 0.34 | 1.00 | 0.35 | 0.36 | 0.47 | 0.36 | 0.41 | 0.52 | 0.47 | 0.44 | 0.58 | 0.47 | 0.72 |
| DHR | 0.21 | 0.38 | 0.23 | 0.36 | 0.27 | 0.25 | 0.33 | 0.37 | 0.38 | 0.35 | 0.32 | 0.37 | 0.34 | 0.39 | 0.42 | 0.38 | 0.42 | 0.34 | 0.53 | 0.64 | 0.42 | 0.46 | 0.58 | 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 | 0.34 | 0.27 | 0.24 | 0.31 | 0.39 | 0.35 | 0.33 | 0.30 | 0.40 | 0.34 | 0.39 | 0.45 | 0.40 | 0.43 | 0.34 | 0.54 | 0.69 | 0.44 | 0.44 | 0.62 | 0.49 | 0.40 | 0.48 | 0.36 | 0.74 | 1.00 | 0.45 | 0.49 | 0.48 | 0.50 | 0.48 | 0.52 | 0.45 | 0.52 | 0.43 |
| APD | 0.31 | 0.33 | 0.37 | 0.39 | 0.39 | 0.38 | 0.37 | 0.34 | 0.40 | 0.43 | 0.40 | 0.31 | 0.44 | 0.41 | 0.39 | 0.41 | 0.38 | 0.43 | 0.41 | 0.43 | 0.38 | 0.45 | 0.45 | 0.39 | 0.49 | 0.46 | 0.47 | 0.47 | 0.45 | 1.00 | 0.42 | 0.49 | 0.55 | 0.47 | 0.50 | 0.57 | 0.50 | 0.52 |
| MSFT | 0.22 | 0.28 | 0.22 | 0.33 | 0.25 | 0.26 | 0.28 | 0.58 | 0.36 | 0.33 | 0.28 | 0.64 | 0.34 | 0.36 | 0.50 | 0.53 | 0.62 | 0.33 | 0.46 | 0.45 | 0.68 | 0.44 | 0.46 | 0.70 | 0.38 | 0.52 | 0.36 | 0.49 | 0.49 | 0.42 | 1.00 | 0.51 | 0.40 | 0.57 | 0.56 | 0.45 | 0.58 | 0.43 |
| BR | 0.24 | 0.33 | 0.29 | 0.39 | 0.32 | 0.30 | 0.40 | 0.39 | 0.41 | 0.39 | 0.39 | 0.41 | 0.40 | 0.41 | 0.46 | 0.42 | 0.44 | 0.38 | 0.49 | 0.46 | 0.43 | 0.50 | 0.48 | 0.52 | 0.45 | 0.55 | 0.41 | 0.51 | 0.48 | 0.49 | 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 | 0.41 | 0.42 | 0.33 | 0.33 | 0.35 | 0.42 | 0.33 | 0.50 | 0.36 | 0.42 | 0.42 | 0.37 | 0.49 | 0.42 | 0.49 | 0.38 | 0.50 | 0.44 | 0.41 | 0.55 | 0.47 | 0.52 | 0.52 | 0.50 | 0.55 | 0.40 | 0.54 | 1.00 | 0.48 | 0.51 | 0.61 | 0.52 | 0.55 |
| V | 0.27 | 0.33 | 0.32 | 0.35 | 0.33 | 0.34 | 0.36 | 0.43 | 0.38 | 0.39 | 0.38 | 0.48 | 0.40 | 0.41 | 0.45 | 0.43 | 0.48 | 0.44 | 0.46 | 0.41 | 0.54 | 0.46 | 0.48 | 0.58 | 0.45 | 0.51 | 0.47 | 0.47 | 0.48 | 0.47 | 0.57 | 0.55 | 0.48 | 1.00 | 0.59 | 0.51 | 0.59 | 0.53 |
| SPGI | 0.22 | 0.33 | 0.25 | 0.36 | 0.30 | 0.27 | 0.39 | 0.44 | 0.39 | 0.38 | 0.38 | 0.44 | 0.41 | 0.41 | 0.48 | 0.41 | 0.47 | 0.42 | 0.52 | 0.48 | 0.49 | 0.50 | 0.50 | 0.56 | 0.46 | 0.60 | 0.44 | 0.53 | 0.52 | 0.50 | 0.56 | 0.59 | 0.51 | 0.59 | 1.00 | 0.51 | 0.81 | 0.51 |
| HON | 0.36 | 0.32 | 0.42 | 0.36 | 0.46 | 0.44 | 0.48 | 0.34 | 0.39 | 0.43 | 0.48 | 0.34 | 0.49 | 0.42 | 0.41 | 0.46 | 0.41 | 0.54 | 0.40 | 0.45 | 0.43 | 0.48 | 0.45 | 0.41 | 0.58 | 0.48 | 0.58 | 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 | 0.33 | 0.27 | 0.36 | 0.32 | 0.28 | 0.38 | 0.44 | 0.40 | 0.39 | 0.39 | 0.47 | 0.42 | 0.42 | 0.49 | 0.44 | 0.49 | 0.44 | 0.51 | 0.48 | 0.51 | 0.49 | 0.50 | 0.56 | 0.45 | 0.59 | 0.47 | 0.52 | 0.52 | 0.50 | 0.58 | 0.59 | 0.52 | 0.59 | 0.81 | 0.51 | 1.00 | 0.54 |
| BRK-B | 0.39 | 0.39 | 0.49 | 0.40 | 0.46 | 0.48 | 0.44 | 0.32 | 0.40 | 0.47 | 0.60 | 0.33 | 0.45 | 0.44 | 0.39 | 0.43 | 0.41 | 0.68 | 0.40 | 0.40 | 0.42 | 0.47 | 0.45 | 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