Big Cap Leaders PORTFOLIOLABS screen
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Big Cap Leaders PORTFOLIOLABS screen
Currency in USD · Last updated May 16, 2025
Top 100 stocks by market cap, then top 25 by performance rating.
Asset Allocation
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| Big Cap Leaders PORTFOLIOLABS screen | 13.90% | 13.03% | 14.13% | 49.60% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 0.41% | 20.17% | -8.11% | 42.52% | 74.28% | 74.82% |
NFLX Netflix, Inc. | 32.16% | 20.66% | 40.69% | 92.00% | 21.07% | 29.66% |
PGR The Progressive Corporation | 19.72% | 1.83% | 11.40% | 37.20% | 32.59% | 29.48% |
TSM | -1.27% | 23.45% | 3.76% | 26.58% | N/A | N/A |
ISRG Intuitive Surgical, Inc. | 7.34% | 14.75% | 4.18% | 40.28% | 26.52% | 26.00% |
KKR KKR & Co. Inc. | -14.82% | 20.73% | -16.29% | 17.35% | 39.92% | 21.17% |
TMUS | 9.17% | -9.95% | 1.72% | 49.71% | N/A | N/A |
COST Costco Wholesale Corporation | 10.55% | 3.57% | 9.63% | 29.05% | 29.79% | 23.63% |
META Meta Platforms, Inc. | 10.07% | 23.46% | 11.75% | 34.20% | 25.22% | 23.17% |
ETN Eaton Corporation plc | -0.82% | 18.35% | -9.04% | -2.00% | 37.36% | 19.29% |
JPM JPMorgan Chase & Co. | 12.86% | 14.74% | 11.85% | 35.42% | 29.15% | 18.19% |
BKNG Booking Holdings Inc. | 5.64% | 13.56% | 5.76% | 39.26% | 30.89% | 15.88% |
MS Morgan Stanley | 6.95% | 20.95% | 1.53% | 36.04% | 33.20% | 16.45% |
TJX | 8.97% | 2.14% | 9.79% | 34.56% | N/A | N/A |
SAP | 20.60% | 13.35% | 28.32% | 56.23% | N/A | N/A |
WMT | 7.19% | 2.78% | 14.91% | 62.69% | N/A | N/A |
AXP American Express Company | 1.50% | 16.17% | 4.49% | 25.34% | 31.33% | 15.81% |
GS The Goldman Sachs Group, Inc. | 8.09% | 21.27% | 5.68% | 35.06% | 32.37% | 13.93% |
BRK-B Berkshire Hathaway Inc. | 11.92% | -3.95% | 8.47% | 22.91% | 24.64% | 13.31% |
RY Royal Bank of Canada | 5.36% | 9.26% | 3.74% | 22.50% | 20.96% | 11.03% |
WFC | 8.74% | 17.76% | 4.92% | 24.17% | N/A | N/A |
GE General Electric Company | 37.78% | 23.54% | 29.03% | 41.26% | 53.91% | 7.33% |
PLTR Palantir Technologies Inc. | 69.40% | 30.20% | 116.49% | 491.23% | N/A | N/A |
PM Philip Morris International Inc. | 41.78% | 5.65% | 34.58% | 75.73% | 26.62% | 12.60% |
RTX Raytheon Technologies Corporation | 17.70% | 5.35% | 15.15% | 31.46% | 23.69% | 8.72% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Big Cap Leaders PORTFOLIOLABS screen, 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 | 7.64% | 0.91% | -6.21% | 4.45% | 7.04% | 13.90% | |||||||
| 2024 | 5.08% | 9.98% | 4.50% | -1.84% | 7.74% | 2.88% | 3.66% | 6.24% | 2.59% | 3.65% | 11.56% | -3.44% | 65.76% |
| 2023 | 11.93% | 0.45% | 2.60% | 2.17% | 4.12% | 7.14% | 4.06% | -2.18% | -3.28% | -1.87% | 11.69% | 5.76% | 50.05% |
| 2022 | -3.84% | -3.74% | 0.87% | -10.68% | 1.06% | -10.12% | 9.79% | -3.93% | -8.00% | 11.27% | 9.38% | -5.85% | -15.77% |
| 2021 | -1.00% | 4.75% | 3.93% | 6.69% | 2.77% | 2.37% | 0.68% | 4.71% | -4.44% | 6.51% | -4.26% | 3.63% | 28.79% |
| 2020 | -3.00% | 23.62% | 4.11% | 24.84% |
Expense Ratio
Big Cap Leaders PORTFOLIOLABS screen 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
With an overall rank of 96, Big Cap Leaders PORTFOLIOLABS screen is among the top 4% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.72 | 1.42 | 1.18 | 1.33 | 3.29 |
NFLX Netflix, Inc. | 2.85 | 3.56 | 1.47 | 4.75 | 15.54 |
PGR The Progressive Corporation | 1.52 | 1.93 | 1.27 | 2.86 | 7.21 |
TSM | 0.58 | 1.27 | 1.16 | 0.94 | 2.50 |
ISRG Intuitive Surgical, Inc. | 1.20 | 2.13 | 1.30 | 1.81 | 5.70 |
KKR KKR & Co. Inc. | 0.38 | 1.04 | 1.15 | 0.59 | 1.62 |
TMUS | 1.88 | 2.20 | 1.36 | 3.34 | 9.10 |
COST Costco Wholesale Corporation | 1.34 | 1.94 | 1.26 | 1.79 | 5.21 |
META Meta Platforms, Inc. | 0.93 | 1.62 | 1.21 | 1.12 | 3.45 |
ETN Eaton Corporation plc | -0.05 | 0.29 | 1.04 | 0.02 | 0.06 |
JPM JPMorgan Chase & Co. | 1.24 | 1.87 | 1.27 | 1.54 | 5.17 |
BKNG Booking Holdings Inc. | 1.35 | 1.94 | 1.27 | 1.93 | 5.24 |
MS Morgan Stanley | 1.06 | 1.68 | 1.25 | 1.33 | 4.17 |
TJX | 1.84 | 2.71 | 1.34 | 3.14 | 10.09 |
SAP | 1.95 | 2.79 | 1.36 | 3.05 | 12.52 |
WMT | 2.54 | 3.31 | 1.46 | 2.79 | 9.23 |
AXP American Express Company | 0.79 | 1.34 | 1.19 | 0.94 | 2.98 |
GS The Goldman Sachs Group, Inc. | 1.03 | 1.72 | 1.24 | 1.26 | 4.16 |
BRK-B Berkshire Hathaway Inc. | 1.17 | 1.68 | 1.24 | 2.65 | 6.56 |
RY Royal Bank of Canada | 1.22 | 1.85 | 1.25 | 1.61 | 4.55 |
WFC | 0.72 | 1.27 | 1.18 | 1.07 | 2.89 |
GE General Electric Company | 1.21 | 1.76 | 1.27 | 2.10 | 6.52 |
PLTR Palantir Technologies Inc. | 6.92 | 5.29 | 1.72 | 10.92 | 38.10 |
PM Philip Morris International Inc. | 3.06 | 4.26 | 1.63 | 7.10 | 21.39 |
RTX Raytheon Technologies Corporation | 1.21 | 1.65 | 1.26 | 1.91 | 6.55 |
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Dividends
Dividend yield
Big Cap Leaders PORTFOLIOLABS screen provided a 1.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.19% | 1.18% | 1.47% | 1.49% | 1.40% | 1.58% | 1.64% | 2.02% | 1.70% | 1.70% | 2.20% | 2.01% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
NFLX Netflix, 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% |
PGR The Progressive Corporation | 1.74% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
TSM | 1.27% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
ISRG Intuitive Surgical, 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% |
KKR KKR & Co. Inc. | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
TMUS | 1.27% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
META Meta Platforms, Inc. | 0.31% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETN Eaton Corporation plc | 1.21% | 1.13% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% |
JPM JPMorgan Chase & Co. | 1.89% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
BKNG Booking Holdings Inc. | 0.68% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MS Morgan Stanley | 2.79% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
TJX | 1.18% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
SAP | 1.67% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
AXP American Express Company | 0.97% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
GS The Goldman Sachs Group, Inc. | 1.91% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
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% |
RY Royal Bank of Canada | 3.31% | 3.39% | 3.93% | 4.12% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% |
WFC | 2.12% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
GE General Electric Company | 0.52% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
PLTR Palantir 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% |
PM Philip Morris International Inc. | 3.16% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
RTX Raytheon Technologies Corporation | 1.86% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
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 Big Cap Leaders PORTFOLIOLABS screen. 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 Big Cap Leaders PORTFOLIOLABS screen was 29.23%, occurring on Oct 12, 2022. Recovery took 156 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.23% | Nov 9, 2021 | 233 | Oct 12, 2022 | 156 | May 26, 2023 | 389 |
| -18.94% | Feb 19, 2025 | 33 | Apr 4, 2025 | 27 | May 14, 2025 | 60 |
| -9.39% | Jul 19, 2023 | 72 | Oct 27, 2023 | 12 | Nov 14, 2023 | 84 |
| -8.55% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -7.13% | Jul 17, 2024 | 14 | Aug 5, 2024 | 7 | Aug 14, 2024 | 21 |
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 25 assets, with an effective number of assets of 25.00, 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 | PGR | PM | WMT | TMUS | PLTR | NFLX | RTX | COST | TSM | META | NVDA | SAP | TJX | BKNG | GE | ISRG | WFC | RY | BRK-B | ETN | JPM | MS | KKR | GS | AXP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.29 | 0.33 | 0.40 | 0.41 | 0.54 | 0.56 | 0.45 | 0.60 | 0.62 | 0.66 | 0.69 | 0.62 | 0.56 | 0.60 | 0.55 | 0.71 | 0.53 | 0.62 | 0.61 | 0.68 | 0.59 | 0.63 | 0.71 | 0.64 | 0.66 | 0.91 |
| PGR | 0.29 | 1.00 | 0.27 | 0.29 | 0.32 | 0.02 | 0.12 | 0.34 | 0.27 | 0.06 | 0.12 | 0.07 | 0.18 | 0.27 | 0.14 | 0.26 | 0.19 | 0.30 | 0.29 | 0.48 | 0.26 | 0.36 | 0.24 | 0.20 | 0.24 | 0.31 | 0.33 |
| PM | 0.33 | 0.27 | 1.00 | 0.29 | 0.27 | 0.04 | 0.10 | 0.29 | 0.22 | 0.10 | 0.14 | 0.04 | 0.24 | 0.31 | 0.23 | 0.22 | 0.23 | 0.32 | 0.37 | 0.40 | 0.21 | 0.31 | 0.32 | 0.22 | 0.30 | 0.29 | 0.32 |
| WMT | 0.40 | 0.29 | 0.29 | 1.00 | 0.29 | 0.18 | 0.23 | 0.25 | 0.59 | 0.14 | 0.25 | 0.17 | 0.25 | 0.35 | 0.18 | 0.23 | 0.31 | 0.19 | 0.28 | 0.37 | 0.27 | 0.25 | 0.20 | 0.24 | 0.23 | 0.24 | 0.39 |
| TMUS | 0.41 | 0.32 | 0.27 | 0.29 | 1.00 | 0.16 | 0.25 | 0.26 | 0.35 | 0.14 | 0.23 | 0.21 | 0.29 | 0.35 | 0.25 | 0.19 | 0.32 | 0.23 | 0.29 | 0.35 | 0.23 | 0.24 | 0.22 | 0.28 | 0.25 | 0.28 | 0.38 |
| PLTR | 0.54 | 0.02 | 0.04 | 0.18 | 0.16 | 1.00 | 0.45 | 0.17 | 0.30 | 0.43 | 0.45 | 0.51 | 0.37 | 0.27 | 0.37 | 0.32 | 0.43 | 0.29 | 0.28 | 0.20 | 0.35 | 0.28 | 0.37 | 0.45 | 0.37 | 0.35 | 0.63 |
| NFLX | 0.56 | 0.12 | 0.10 | 0.23 | 0.25 | 0.45 | 1.00 | 0.13 | 0.40 | 0.39 | 0.56 | 0.52 | 0.44 | 0.30 | 0.35 | 0.24 | 0.51 | 0.19 | 0.27 | 0.23 | 0.30 | 0.23 | 0.28 | 0.46 | 0.28 | 0.31 | 0.56 |
| RTX | 0.45 | 0.34 | 0.29 | 0.25 | 0.26 | 0.17 | 0.13 | 1.00 | 0.24 | 0.18 | 0.15 | 0.15 | 0.24 | 0.36 | 0.30 | 0.48 | 0.28 | 0.45 | 0.44 | 0.54 | 0.42 | 0.49 | 0.46 | 0.35 | 0.43 | 0.50 | 0.49 |
| COST | 0.60 | 0.27 | 0.22 | 0.59 | 0.35 | 0.30 | 0.40 | 0.24 | 1.00 | 0.33 | 0.43 | 0.41 | 0.39 | 0.42 | 0.28 | 0.27 | 0.51 | 0.21 | 0.33 | 0.35 | 0.36 | 0.25 | 0.28 | 0.40 | 0.28 | 0.32 | 0.54 |
| TSM | 0.62 | 0.06 | 0.10 | 0.14 | 0.14 | 0.43 | 0.39 | 0.18 | 0.33 | 1.00 | 0.49 | 0.68 | 0.48 | 0.28 | 0.45 | 0.37 | 0.45 | 0.30 | 0.39 | 0.24 | 0.47 | 0.32 | 0.42 | 0.50 | 0.40 | 0.40 | 0.64 |
| META | 0.66 | 0.12 | 0.14 | 0.25 | 0.23 | 0.45 | 0.56 | 0.15 | 0.43 | 0.49 | 1.00 | 0.58 | 0.48 | 0.34 | 0.41 | 0.33 | 0.52 | 0.25 | 0.32 | 0.27 | 0.40 | 0.29 | 0.33 | 0.50 | 0.33 | 0.38 | 0.62 |
| NVDA | 0.69 | 0.07 | 0.04 | 0.17 | 0.21 | 0.51 | 0.52 | 0.15 | 0.41 | 0.68 | 0.58 | 1.00 | 0.47 | 0.29 | 0.43 | 0.34 | 0.53 | 0.25 | 0.35 | 0.24 | 0.46 | 0.30 | 0.38 | 0.53 | 0.37 | 0.38 | 0.67 |
| SAP | 0.62 | 0.18 | 0.24 | 0.25 | 0.29 | 0.37 | 0.44 | 0.24 | 0.39 | 0.48 | 0.48 | 0.47 | 1.00 | 0.37 | 0.40 | 0.37 | 0.51 | 0.27 | 0.41 | 0.35 | 0.42 | 0.29 | 0.37 | 0.47 | 0.39 | 0.39 | 0.61 |
| TJX | 0.56 | 0.27 | 0.31 | 0.35 | 0.35 | 0.27 | 0.30 | 0.36 | 0.42 | 0.28 | 0.34 | 0.29 | 0.37 | 1.00 | 0.44 | 0.42 | 0.41 | 0.40 | 0.42 | 0.45 | 0.45 | 0.45 | 0.44 | 0.43 | 0.45 | 0.46 | 0.57 |
| BKNG | 0.60 | 0.14 | 0.23 | 0.18 | 0.25 | 0.37 | 0.35 | 0.30 | 0.28 | 0.45 | 0.41 | 0.43 | 0.40 | 0.44 | 1.00 | 0.48 | 0.44 | 0.42 | 0.44 | 0.41 | 0.46 | 0.46 | 0.47 | 0.48 | 0.47 | 0.53 | 0.64 |
| GE | 0.55 | 0.26 | 0.22 | 0.23 | 0.19 | 0.32 | 0.24 | 0.48 | 0.27 | 0.37 | 0.33 | 0.34 | 0.37 | 0.42 | 0.48 | 1.00 | 0.35 | 0.49 | 0.47 | 0.46 | 0.55 | 0.55 | 0.52 | 0.50 | 0.54 | 0.55 | 0.65 |
| ISRG | 0.71 | 0.19 | 0.23 | 0.31 | 0.32 | 0.43 | 0.51 | 0.28 | 0.51 | 0.45 | 0.52 | 0.53 | 0.51 | 0.41 | 0.44 | 0.35 | 1.00 | 0.26 | 0.35 | 0.37 | 0.48 | 0.33 | 0.39 | 0.55 | 0.38 | 0.41 | 0.66 |
| WFC | 0.53 | 0.30 | 0.32 | 0.19 | 0.23 | 0.29 | 0.19 | 0.45 | 0.21 | 0.30 | 0.25 | 0.25 | 0.27 | 0.40 | 0.42 | 0.49 | 0.26 | 1.00 | 0.57 | 0.61 | 0.46 | 0.79 | 0.70 | 0.50 | 0.71 | 0.66 | 0.64 |
| RY | 0.62 | 0.29 | 0.37 | 0.28 | 0.29 | 0.28 | 0.27 | 0.44 | 0.33 | 0.39 | 0.32 | 0.35 | 0.41 | 0.42 | 0.44 | 0.47 | 0.35 | 0.57 | 1.00 | 0.59 | 0.48 | 0.60 | 0.62 | 0.50 | 0.61 | 0.57 | 0.65 |
| BRK-B | 0.61 | 0.48 | 0.40 | 0.37 | 0.35 | 0.20 | 0.23 | 0.54 | 0.35 | 0.24 | 0.27 | 0.24 | 0.35 | 0.45 | 0.41 | 0.46 | 0.37 | 0.61 | 0.59 | 1.00 | 0.49 | 0.68 | 0.58 | 0.47 | 0.60 | 0.63 | 0.63 |
| ETN | 0.68 | 0.26 | 0.21 | 0.27 | 0.23 | 0.35 | 0.30 | 0.42 | 0.36 | 0.47 | 0.40 | 0.46 | 0.42 | 0.45 | 0.46 | 0.55 | 0.48 | 0.46 | 0.48 | 0.49 | 1.00 | 0.53 | 0.55 | 0.57 | 0.56 | 0.56 | 0.70 |
| JPM | 0.59 | 0.36 | 0.31 | 0.25 | 0.24 | 0.28 | 0.23 | 0.49 | 0.25 | 0.32 | 0.29 | 0.30 | 0.29 | 0.45 | 0.46 | 0.55 | 0.33 | 0.79 | 0.60 | 0.68 | 0.53 | 1.00 | 0.73 | 0.51 | 0.75 | 0.69 | 0.68 |
| MS | 0.63 | 0.24 | 0.32 | 0.20 | 0.22 | 0.37 | 0.28 | 0.46 | 0.28 | 0.42 | 0.33 | 0.38 | 0.37 | 0.44 | 0.47 | 0.52 | 0.39 | 0.70 | 0.62 | 0.58 | 0.55 | 0.73 | 1.00 | 0.61 | 0.84 | 0.67 | 0.73 |
| KKR | 0.71 | 0.20 | 0.22 | 0.24 | 0.28 | 0.45 | 0.46 | 0.35 | 0.40 | 0.50 | 0.50 | 0.53 | 0.47 | 0.43 | 0.48 | 0.50 | 0.55 | 0.50 | 0.50 | 0.47 | 0.57 | 0.51 | 0.61 | 1.00 | 0.61 | 0.59 | 0.76 |
| GS | 0.64 | 0.24 | 0.30 | 0.23 | 0.25 | 0.37 | 0.28 | 0.43 | 0.28 | 0.40 | 0.33 | 0.37 | 0.39 | 0.45 | 0.47 | 0.54 | 0.38 | 0.71 | 0.61 | 0.60 | 0.56 | 0.75 | 0.84 | 0.61 | 1.00 | 0.66 | 0.73 |
| AXP | 0.66 | 0.31 | 0.29 | 0.24 | 0.28 | 0.35 | 0.31 | 0.50 | 0.32 | 0.40 | 0.38 | 0.38 | 0.39 | 0.46 | 0.53 | 0.55 | 0.41 | 0.66 | 0.57 | 0.63 | 0.56 | 0.69 | 0.67 | 0.59 | 0.66 | 1.00 | 0.73 |
| Portfolio | 0.91 | 0.33 | 0.32 | 0.39 | 0.38 | 0.63 | 0.56 | 0.49 | 0.54 | 0.64 | 0.62 | 0.67 | 0.61 | 0.57 | 0.64 | 0.65 | 0.66 | 0.64 | 0.65 | 0.63 | 0.70 | 0.68 | 0.73 | 0.76 | 0.73 | 0.73 | 1.00 |
The correlation results are calculated based on daily price changes starting from Oct 1, 2020