Shanker_Sharma
Доходность
Риск-скорректированная доходность
Дивиденды
Просадки
Волатильность
Диверсификация
Shanker_Sharma
Currency in USD · Последнее обновление 11 мая 2025 г.
Распределение активов
Каждые 3 месяца
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 20 мар. 2019 г., начальной даты DOW
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет | 10 лет | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Shanker_Sharma | -5.64% | 7.34% | -6.78% | 4.19% | N/A | N/A |
| Активы портфеля: | ||||||
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 21.04% | 21.59% |
AMZN Amazon.com, Inc. | -12.00% | 6.53% | -7.26% | 2.98% | 9.93% | 24.71% |
BAC Bank of America Corporation | -4.31% | 16.57% | -6.30% | 11.37% | 16.00% | 12.14% |
CAT Caterpillar Inc. | -9.46% | 13.17% | -16.51% | -6.72% | 27.23% | 16.96% |
CIM Chimera Investment Corporation | -7.16% | 16.19% | -12.63% | 1.54% | -1.26% | -0.40% |
COWZ Pacer US Cash Cows 100 ETF | -6.66% | 7.16% | -11.39% | -4.15% | 18.56% | N/A |
CRM salesforce.com, inc. | -17.49% | 7.96% | -14.22% | 0.13% | 8.74% | 14.52% |
CSCO Cisco Systems, Inc. | 2.33% | 5.62% | 4.34% | 28.10% | 9.98% | 10.81% |
CVX Chevron Corporation | -3.32% | 2.60% | -9.86% | -12.87% | 13.15% | 7.05% |
DOW Dow Inc. | -25.18% | 8.02% | -34.38% | -47.33% | 2.53% | N/A |
EMR Emerson Electric Co. | -8.80% | 12.85% | -10.82% | -0.83% | 17.70% | 9.35% |
FCX Freeport-McMoRan Inc. | 0.25% | 21.30% | -17.66% | -25.56% | 35.07% | 6.41% |
GIS General Mills, Inc. | -12.75% | -4.67% | -15.08% | -19.87% | 1.12% | 3.18% |
GOOGL Alphabet Inc Class A | -19.22% | -0.05% | -14.16% | -8.99% | 17.00% | 19.05% |
HAL Halliburton Company | -24.59% | 0.44% | -29.47% | -43.79% | 15.81% | -6.38% |
JNJ Johnson & Johnson | 7.49% | 3.72% | 0.79% | 6.18% | 3.55% | 7.32% |
KHC The Kraft Heinz Company | -7.41% | -2.67% | -12.74% | -18.70% | 3.67% | N/A |
KO The Coca-Cola Company | 14.10% | -0.34% | 11.98% | 14.81% | 12.59% | 8.99% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.65% | 10.61% | 7.72% | 12.19% | 15.47% | N/A |
META | 1.28% | 8.46% | 0.71% | 24.87% | N/A | N/A |
MRVL | -45.90% | 12.95% | -36.30% | -12.59% | N/A | N/A |
MSFT | 4.30% | 15.05% | 4.25% | 6.59% | N/A | N/A |
NVDA | -13.13% | 8.44% | -20.97% | 29.82% | N/A | N/A |
PFE | -13.00% | 5.16% | -13.62% | -15.14% | N/A | N/A |
PM | 42.25% | 12.26% | 37.12% | 77.92% | N/A | N/A |
PYPL | -17.68% | 16.02% | -15.36% | 11.65% | N/A | N/A |
QCOM | -4.98% | 8.02% | -14.15% | -18.67% | N/A | N/A |
ROBT | -4.60% | 13.74% | -8.51% | 0.74% | N/A | N/A |
SHOP | -13.69% | 8.44% | 5.34% | 55.70% | N/A | N/A |
TMO | -22.44% | -5.69% | -26.82% | -31.82% | N/A | N/A |
TSLA | -26.14% | 18.17% | -7.15% | 77.04% | N/A | N/A |
U | -8.50% | 7.76% | 0.29% | -5.21% | N/A | N/A |
UBER | 37.28% | 16.73% | 14.95% | 23.62% | N/A | N/A |
UNH | -24.43% | -35.96% | -37.69% | -24.59% | N/A | N/A |
VGT | -8.02% | 12.05% | -8.30% | 11.24% | N/A | N/A |
VIG | -1.37% | 5.87% | -4.46% | 8.09% | N/A | N/A |
VOO | -3.41% | 7.59% | -5.06% | 9.79% | N/A | N/A |
VWAGY | 19.68% | 15.87% | 21.55% | -15.66% | N/A | N/A |
WFC | 4.22% | 15.43% | 4.52% | 19.88% | N/A | N/A |
XLE | -3.02% | 7.08% | -10.65% | -9.26% | N/A | N/A |
XLI | 3.62% | 10.22% | -3.43% | 9.91% | N/A | N/A |
XOM | 0.65% | 7.39% | -9.87% | -5.96% | N/A | N/A |
*Среднегодовая
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Shanker_Sharma, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
| янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.45% | -1.64% | -5.46% | -3.22% | 1.33% | -5.64% | |||||||
| 2024 | 0.35% | 4.70% | 3.99% | -3.26% | 2.22% | 0.83% | 2.63% | 1.58% | 3.20% | -1.44% | 6.93% | -3.02% | 19.80% |
| 2023 | 10.69% | -2.33% | 3.22% | -0.42% | 1.46% | 7.94% | 5.36% | -3.43% | -4.07% | -5.67% | 10.02% | 5.54% | 30.10% |
| 2022 | -3.17% | -2.57% | 3.85% | -9.63% | -0.45% | -10.30% | 9.58% | -3.87% | -10.49% | 9.57% | 7.27% | -6.83% | -18.35% |
| 2021 | 0.22% | 4.59% | 5.57% | 3.78% | 2.48% | 3.11% | 0.38% | 2.70% | -3.43% | 7.79% | -0.27% | 3.47% | 34.40% |
| 2020 | 0.73% | -2.39% | 17.44% | 4.88% | 21.10% |
Комиссия
Комиссия Shanker_Sharma составляет 0.05%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Shanker_Sharma составляет 13, что хуже, чем результаты 87% других портфелей на нашем сайте по соотношению риска и доходности. Ниже приведена разбивка по ключевым показателям эффективности.
Общий ранг
Ранг коэф-та Шарпа
Ранг коэф-та Сортино
Ранг коэф-та Омега
Ранг коэф-та Кальмара
Ранг коэф-та Мартина
Ранг риск-скорректированной доходности показывает позицию инструмента относительно рынка. Значение, ближе к 100, означает результат выше рынка, в то время как ранг, ближе к 0, указывает на значительное отставание выбранного показателя. Значения рассчитываются на основе доходности за последние 12 месяцев.
Показатели риск-скорректированной доходности
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
Активы портфеля
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
AMZN Amazon.com, Inc. | 0.06 | 0.33 | 1.04 | 0.07 | 0.20 |
BAC Bank of America Corporation | 0.42 | 0.80 | 1.12 | 0.48 | 1.44 |
CAT Caterpillar Inc. | -0.20 | 0.02 | 1.00 | -0.12 | -0.32 |
CIM Chimera Investment Corporation | -0.02 | 0.62 | 1.08 | 0.14 | 0.79 |
COWZ Pacer US Cash Cows 100 ETF | -0.23 | -0.09 | 0.99 | -0.14 | -0.44 |
CRM salesforce.com, inc. | 0.02 | 0.27 | 1.04 | -0.00 | -0.00 |
CSCO Cisco Systems, Inc. | 1.28 | 1.91 | 1.28 | 1.27 | 5.76 |
CVX Chevron Corporation | -0.51 | -0.44 | 0.94 | -0.51 | -1.28 |
DOW Dow Inc. | -1.37 | -2.13 | 0.72 | -0.81 | -1.82 |
EMR Emerson Electric Co. | -0.03 | 0.52 | 1.07 | 0.23 | 0.60 |
FCX Freeport-McMoRan Inc. | -0.55 | -0.59 | 0.93 | -0.55 | -1.08 |
GIS General Mills, Inc. | -0.90 | -1.13 | 0.87 | -0.54 | -1.41 |
GOOGL Alphabet Inc Class A | -0.32 | -0.27 | 0.97 | -0.35 | -0.77 |
HAL Halliburton Company | -1.15 | -1.68 | 0.78 | -0.81 | -1.75 |
JNJ Johnson & Johnson | 0.34 | 0.62 | 1.09 | 0.41 | 1.10 |
KHC The Kraft Heinz Company | -0.78 | -1.03 | 0.88 | -0.62 | -1.53 |
KO The Coca-Cola Company | 0.94 | 1.45 | 1.18 | 1.03 | 2.27 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 0.93 | 1.38 | 1.22 | 1.14 | 5.71 |
META | 0.70 | 1.26 | 1.16 | 0.79 | 2.47 |
MRVL | -0.16 | 0.23 | 1.03 | -0.21 | -0.53 |
MSFT | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
NVDA | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
PFE | -0.66 | -0.64 | 0.93 | -0.22 | -0.99 |
PM | 3.21 | 4.50 | 1.68 | 7.45 | 22.90 |
PYPL | 0.24 | 0.50 | 1.07 | 0.08 | 0.46 |
QCOM | -0.42 | -0.32 | 0.96 | -0.40 | -0.69 |
ROBT | -0.00 | 0.20 | 1.02 | 0.00 | -0.00 |
SHOP | 0.80 | 0.89 | 1.12 | 0.28 | 1.38 |
TMO | -1.19 | -1.70 | 0.80 | -0.75 | -2.07 |
TSLA | 1.03 | 1.74 | 1.21 | 1.15 | 2.83 |
U | -0.21 | 0.09 | 1.01 | -0.20 | -0.80 |
UBER | 0.51 | 0.89 | 1.11 | 0.57 | 1.25 |
UNH | -0.64 | -0.58 | 0.90 | -0.59 | -1.66 |
VGT | 0.39 | 0.73 | 1.10 | 0.43 | 1.39 |
VIG | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VOO | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
VWAGY | -0.51 | -0.57 | 0.93 | -0.24 | -0.64 |
WFC | 0.63 | 1.18 | 1.16 | 0.96 | 2.62 |
XLE | -0.39 | -0.30 | 0.96 | -0.43 | -1.15 |
XLI | 0.51 | 0.94 | 1.13 | 0.60 | 2.12 |
XOM | -0.27 | -0.10 | 0.99 | -0.24 | -0.53 |
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Дивиденды
Дивидендный доход
Дивидендная доходность Shanker_Sharma за предыдущие двенадцать месяцев составила 2.49%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 2.49% | 2.34% | 2.37% | 2.65% | 1.81% | 2.35% | 2.28% | 2.40% | 1.75% | 1.88% | 2.21% | 1.91% |
| Активы портфеля: | ||||||||||||
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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% |
BAC Bank of America Corporation | 2.44% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
CAT Caterpillar Inc. | 1.73% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
CIM Chimera Investment Corporation | 11.56% | 10.14% | 14.03% | 20.36% | 8.55% | 13.66% | 9.73% | 11.22% | 10.82% | 14.34% | 14.08% | 17.61% |
COWZ Pacer US Cash Cows 100 ETF | 1.93% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
CRM salesforce.com, inc. | 0.59% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.69% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
CVX Chevron Corporation | 4.77% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
DOW Dow Inc. | 9.50% | 6.98% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMR Emerson Electric Co. | 1.87% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% | 2.85% |
FCX Freeport-McMoRan Inc. | 1.58% | 1.58% | 1.41% | 1.58% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.48% | 5.36% |
GIS General Mills, Inc. | 4.40% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HAL Halliburton Company | 3.34% | 2.50% | 1.77% | 1.22% | 0.79% | 1.67% | 2.94% | 2.71% | 1.47% | 1.33% | 2.12% | 1.60% |
JNJ Johnson & Johnson | 3.22% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
KHC The Kraft Heinz Company | 5.70% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% |
KO The Coca-Cola Company | 2.79% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.94% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% |
META | 0.34% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MRVL | 0.40% | 0.22% | 0.40% | 0.65% | 0.21% | 0.50% | 0.90% | 1.48% | 1.12% | 1.73% | 2.72% | 1.66% |
MSFT | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PFE | 7.63% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% |
PM | 3.15% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
PYPL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QCOM | 2.34% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
ROBT | 0.71% | 0.68% | 0.24% | 0.36% | 0.06% | 0.17% | 0.42% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMO | 0.40% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
TSLA | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
U | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBER | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH | 2.21% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
VGT | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
VIG | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VOO | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VWAGY | 8.44% | 10.10% | 7.15% | 17.23% | 1.99% | 2.72% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFC | 2.21% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
XLE | 3.47% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
XLI | 1.42% | 1.44% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
XOM | 3.62% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
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Максимальные просадки
Shanker_Sharma показал максимальную просадку в 26.64%, зарегистрированную 30 сент. 2022 г.. Полное восстановление заняло 195 торговых сессий.
Текущая просадка Shanker_Sharma составляет 10.22%.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -26.64% | 13 янв. 2022 г. | 180 | 30 сент. 2022 г. | 195 | 13 июл. 2023 г. | 375 |
| -20.44% | 21 февр. 2025 г. | 33 | 8 апр. 2025 г. | — | — | — |
| -13.83% | 1 авг. 2023 г. | 63 | 27 окт. 2023 г. | 33 | 14 дек. 2023 г. | 96 |
| -8.9% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 32 | 19 сент. 2024 г. | 46 |
| -7.1% | 13 окт. 2020 г. | 14 | 30 окт. 2020 г. | 4 | 5 нояб. 2020 г. | 18 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
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Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 42, при этом эффективное количество активов равно 42.00, отражая степень диверсификации исходя из весов активов в портфеле. Такое эффективное количество активов указывает на то, что инвестиции в портфеле распределены между большим числом позиций, что может свидетельствовать о хорошей диверсификации. Однако реальный уровень диверсификации также зависит от корреляции между активами.
Таблица корреляции активов
Таблица ниже отображает коэффициенты корреляции между отдельными компонентами портфеля, всем портфелем и выбранным бенчмарком.
| ^GSPC | GIS | KHC | JNJ | UNH | PFE | VWAGY | PM | KO | XOM | CVX | HAL | TSLA | TMO | UBER | XLE | U | META | SHOP | CIM | WFC | FCX | NVDA | CRM | PYPL | AMZN | DOW | AAPL | GOOGL | MRVL | MSFT | BAC | CAT | CSCO | QCOM | LVHI | EMR | VGT | ROBT | XLI | COWZ | VIG | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.09 | 0.21 | 0.27 | 0.32 | 0.27 | 0.31 | 0.33 | 0.37 | 0.31 | 0.35 | 0.36 | 0.56 | 0.53 | 0.52 | 0.39 | 0.52 | 0.66 | 0.60 | 0.54 | 0.54 | 0.52 | 0.69 | 0.65 | 0.62 | 0.70 | 0.50 | 0.72 | 0.71 | 0.68 | 0.77 | 0.57 | 0.57 | 0.67 | 0.72 | 0.60 | 0.66 | 0.91 | 0.84 | 0.81 | 0.75 | 0.91 | 1.00 | 0.94 |
| GIS | 0.09 | 1.00 | 0.64 | 0.40 | 0.27 | 0.25 | 0.03 | 0.34 | 0.51 | 0.11 | 0.10 | 0.05 | -0.08 | 0.17 | -0.10 | 0.08 | -0.04 | -0.03 | -0.11 | 0.11 | 0.09 | -0.01 | -0.16 | -0.03 | -0.00 | -0.06 | 0.13 | 0.08 | -0.03 | -0.11 | 0.01 | 0.10 | 0.07 | 0.18 | -0.04 | 0.21 | 0.11 | -0.05 | -0.05 | 0.16 | 0.18 | 0.27 | 0.10 | 0.07 |
| KHC | 0.21 | 0.64 | 1.00 | 0.36 | 0.23 | 0.24 | 0.12 | 0.37 | 0.51 | 0.21 | 0.22 | 0.16 | 0.03 | 0.14 | 0.01 | 0.20 | 0.03 | 0.02 | -0.03 | 0.22 | 0.20 | 0.11 | -0.07 | 0.04 | 0.09 | 0.00 | 0.28 | 0.13 | 0.05 | -0.02 | 0.06 | 0.19 | 0.22 | 0.25 | 0.07 | 0.29 | 0.21 | 0.05 | 0.08 | 0.28 | 0.30 | 0.35 | 0.21 | 0.21 |
| JNJ | 0.27 | 0.40 | 0.36 | 1.00 | 0.38 | 0.47 | 0.11 | 0.40 | 0.50 | 0.18 | 0.19 | 0.12 | 0.00 | 0.32 | 0.05 | 0.16 | 0.02 | 0.05 | 0.00 | 0.24 | 0.21 | 0.10 | -0.05 | 0.06 | 0.09 | 0.05 | 0.22 | 0.18 | 0.12 | 0.01 | 0.13 | 0.23 | 0.19 | 0.33 | 0.09 | 0.33 | 0.22 | 0.10 | 0.13 | 0.30 | 0.31 | 0.44 | 0.27 | 0.23 |
| UNH | 0.32 | 0.27 | 0.23 | 0.38 | 1.00 | 0.27 | 0.07 | 0.26 | 0.37 | 0.17 | 0.21 | 0.15 | 0.07 | 0.28 | 0.08 | 0.18 | 0.04 | 0.09 | 0.06 | 0.17 | 0.21 | 0.14 | 0.08 | 0.13 | 0.12 | 0.10 | 0.15 | 0.21 | 0.19 | 0.11 | 0.21 | 0.23 | 0.17 | 0.30 | 0.15 | 0.27 | 0.24 | 0.19 | 0.15 | 0.31 | 0.31 | 0.44 | 0.31 | 0.26 |
| PFE | 0.27 | 0.25 | 0.24 | 0.47 | 0.27 | 1.00 | 0.12 | 0.29 | 0.31 | 0.17 | 0.19 | 0.12 | 0.07 | 0.38 | 0.09 | 0.17 | 0.13 | 0.10 | 0.09 | 0.25 | 0.20 | 0.15 | 0.06 | 0.10 | 0.15 | 0.10 | 0.23 | 0.18 | 0.14 | 0.10 | 0.18 | 0.23 | 0.21 | 0.30 | 0.15 | 0.32 | 0.22 | 0.16 | 0.21 | 0.27 | 0.33 | 0.36 | 0.27 | 0.28 |
| VWAGY | 0.31 | 0.03 | 0.12 | 0.11 | 0.07 | 0.12 | 1.00 | 0.20 | 0.16 | 0.20 | 0.20 | 0.23 | 0.23 | 0.10 | 0.20 | 0.22 | 0.19 | 0.19 | 0.18 | 0.31 | 0.29 | 0.30 | 0.19 | 0.15 | 0.21 | 0.16 | 0.35 | 0.21 | 0.20 | 0.17 | 0.15 | 0.32 | 0.33 | 0.20 | 0.24 | 0.41 | 0.31 | 0.24 | 0.34 | 0.33 | 0.36 | 0.29 | 0.31 | 0.39 |
| PM | 0.33 | 0.34 | 0.37 | 0.40 | 0.26 | 0.29 | 0.20 | 1.00 | 0.51 | 0.25 | 0.25 | 0.19 | 0.06 | 0.23 | 0.09 | 0.26 | 0.08 | 0.14 | 0.08 | 0.31 | 0.33 | 0.23 | 0.04 | 0.13 | 0.19 | 0.08 | 0.31 | 0.19 | 0.14 | 0.10 | 0.14 | 0.34 | 0.26 | 0.32 | 0.16 | 0.38 | 0.31 | 0.17 | 0.20 | 0.37 | 0.38 | 0.43 | 0.33 | 0.33 |
| KO | 0.37 | 0.51 | 0.51 | 0.50 | 0.37 | 0.31 | 0.16 | 0.51 | 1.00 | 0.20 | 0.21 | 0.15 | 0.07 | 0.30 | 0.09 | 0.20 | 0.08 | 0.12 | 0.05 | 0.30 | 0.25 | 0.16 | 0.03 | 0.17 | 0.14 | 0.13 | 0.28 | 0.26 | 0.19 | 0.06 | 0.23 | 0.26 | 0.25 | 0.40 | 0.13 | 0.39 | 0.32 | 0.20 | 0.18 | 0.42 | 0.37 | 0.53 | 0.38 | 0.31 |
| XOM | 0.31 | 0.11 | 0.21 | 0.18 | 0.17 | 0.17 | 0.20 | 0.25 | 0.20 | 1.00 | 0.87 | 0.78 | 0.07 | 0.08 | 0.15 | 0.93 | 0.08 | 0.06 | 0.05 | 0.32 | 0.39 | 0.47 | 0.06 | 0.13 | 0.16 | 0.06 | 0.54 | 0.13 | 0.13 | 0.12 | 0.04 | 0.45 | 0.52 | 0.28 | 0.19 | 0.38 | 0.45 | 0.15 | 0.21 | 0.43 | 0.60 | 0.35 | 0.32 | 0.43 |
| CVX | 0.35 | 0.10 | 0.22 | 0.19 | 0.21 | 0.19 | 0.20 | 0.25 | 0.21 | 0.87 | 1.00 | 0.77 | 0.09 | 0.12 | 0.16 | 0.92 | 0.11 | 0.09 | 0.08 | 0.34 | 0.42 | 0.47 | 0.10 | 0.13 | 0.16 | 0.09 | 0.52 | 0.15 | 0.17 | 0.15 | 0.09 | 0.46 | 0.54 | 0.30 | 0.21 | 0.41 | 0.47 | 0.18 | 0.23 | 0.46 | 0.62 | 0.38 | 0.35 | 0.46 |
| HAL | 0.36 | 0.05 | 0.16 | 0.12 | 0.15 | 0.12 | 0.23 | 0.19 | 0.15 | 0.78 | 0.77 | 1.00 | 0.13 | 0.08 | 0.20 | 0.86 | 0.14 | 0.11 | 0.11 | 0.35 | 0.43 | 0.51 | 0.14 | 0.14 | 0.19 | 0.10 | 0.55 | 0.14 | 0.18 | 0.19 | 0.09 | 0.47 | 0.58 | 0.28 | 0.24 | 0.37 | 0.51 | 0.21 | 0.29 | 0.50 | 0.63 | 0.37 | 0.36 | 0.49 |
| TSLA | 0.56 | -0.08 | 0.03 | 0.00 | 0.07 | 0.07 | 0.23 | 0.06 | 0.07 | 0.07 | 0.09 | 0.13 | 1.00 | 0.29 | 0.35 | 0.12 | 0.48 | 0.40 | 0.49 | 0.31 | 0.28 | 0.30 | 0.47 | 0.44 | 0.46 | 0.48 | 0.20 | 0.49 | 0.43 | 0.48 | 0.45 | 0.29 | 0.25 | 0.29 | 0.45 | 0.29 | 0.27 | 0.57 | 0.59 | 0.37 | 0.35 | 0.41 | 0.56 | 0.58 |
| TMO | 0.53 | 0.17 | 0.14 | 0.32 | 0.28 | 0.38 | 0.10 | 0.23 | 0.30 | 0.08 | 0.12 | 0.08 | 0.29 | 1.00 | 0.26 | 0.10 | 0.33 | 0.32 | 0.35 | 0.30 | 0.22 | 0.27 | 0.34 | 0.38 | 0.40 | 0.34 | 0.23 | 0.38 | 0.36 | 0.38 | 0.43 | 0.25 | 0.25 | 0.40 | 0.39 | 0.33 | 0.34 | 0.48 | 0.48 | 0.43 | 0.40 | 0.55 | 0.53 | 0.50 |
| UBER | 0.52 | -0.10 | 0.01 | 0.05 | 0.08 | 0.09 | 0.20 | 0.09 | 0.09 | 0.15 | 0.16 | 0.20 | 0.35 | 0.26 | 1.00 | 0.21 | 0.45 | 0.43 | 0.52 | 0.32 | 0.32 | 0.35 | 0.44 | 0.44 | 0.44 | 0.46 | 0.29 | 0.35 | 0.40 | 0.42 | 0.38 | 0.34 | 0.31 | 0.28 | 0.40 | 0.34 | 0.33 | 0.51 | 0.57 | 0.44 | 0.42 | 0.43 | 0.52 | 0.58 |
| XLE | 0.39 | 0.08 | 0.20 | 0.16 | 0.18 | 0.17 | 0.22 | 0.26 | 0.20 | 0.93 | 0.92 | 0.86 | 0.12 | 0.10 | 0.21 | 1.00 | 0.12 | 0.11 | 0.10 | 0.37 | 0.46 | 0.53 | 0.13 | 0.17 | 0.19 | 0.11 | 0.58 | 0.15 | 0.18 | 0.20 | 0.09 | 0.51 | 0.59 | 0.32 | 0.24 | 0.43 | 0.52 | 0.21 | 0.29 | 0.52 | 0.69 | 0.41 | 0.39 | 0.51 |
| U | 0.52 | -0.04 | 0.03 | 0.02 | 0.04 | 0.13 | 0.19 | 0.08 | 0.08 | 0.08 | 0.11 | 0.14 | 0.48 | 0.33 | 0.45 | 0.12 | 1.00 | 0.43 | 0.63 | 0.33 | 0.25 | 0.33 | 0.46 | 0.50 | 0.54 | 0.51 | 0.26 | 0.43 | 0.42 | 0.48 | 0.44 | 0.27 | 0.25 | 0.32 | 0.42 | 0.29 | 0.28 | 0.57 | 0.66 | 0.38 | 0.39 | 0.41 | 0.52 | 0.61 |
| META | 0.66 | -0.03 | 0.02 | 0.05 | 0.09 | 0.10 | 0.19 | 0.14 | 0.12 | 0.06 | 0.09 | 0.11 | 0.40 | 0.32 | 0.43 | 0.11 | 0.43 | 1.00 | 0.53 | 0.30 | 0.25 | 0.30 | 0.58 | 0.54 | 0.51 | 0.63 | 0.22 | 0.51 | 0.64 | 0.53 | 0.63 | 0.28 | 0.25 | 0.38 | 0.52 | 0.35 | 0.33 | 0.67 | 0.60 | 0.41 | 0.38 | 0.50 | 0.66 | 0.61 |
| SHOP | 0.60 | -0.11 | -0.03 | 0.00 | 0.06 | 0.09 | 0.18 | 0.08 | 0.05 | 0.05 | 0.08 | 0.11 | 0.49 | 0.35 | 0.52 | 0.10 | 0.63 | 0.53 | 1.00 | 0.33 | 0.29 | 0.32 | 0.57 | 0.61 | 0.61 | 0.62 | 0.21 | 0.47 | 0.50 | 0.56 | 0.52 | 0.31 | 0.26 | 0.33 | 0.49 | 0.31 | 0.30 | 0.66 | 0.70 | 0.41 | 0.38 | 0.46 | 0.60 | 0.65 |
| CIM | 0.54 | 0.11 | 0.22 | 0.24 | 0.17 | 0.25 | 0.31 | 0.31 | 0.30 | 0.32 | 0.34 | 0.35 | 0.31 | 0.30 | 0.32 | 0.37 | 0.33 | 0.30 | 0.33 | 1.00 | 0.46 | 0.37 | 0.27 | 0.32 | 0.37 | 0.33 | 0.46 | 0.35 | 0.33 | 0.32 | 0.30 | 0.52 | 0.43 | 0.38 | 0.37 | 0.48 | 0.44 | 0.42 | 0.51 | 0.56 | 0.58 | 0.56 | 0.54 | 0.59 |
| WFC | 0.54 | 0.09 | 0.20 | 0.21 | 0.21 | 0.20 | 0.29 | 0.33 | 0.25 | 0.39 | 0.42 | 0.43 | 0.28 | 0.22 | 0.32 | 0.46 | 0.25 | 0.25 | 0.29 | 0.46 | 1.00 | 0.43 | 0.25 | 0.27 | 0.33 | 0.25 | 0.51 | 0.26 | 0.29 | 0.34 | 0.25 | 0.82 | 0.51 | 0.38 | 0.33 | 0.49 | 0.52 | 0.36 | 0.44 | 0.60 | 0.61 | 0.55 | 0.53 | 0.59 |
| FCX | 0.52 | -0.01 | 0.11 | 0.10 | 0.14 | 0.15 | 0.30 | 0.23 | 0.16 | 0.47 | 0.47 | 0.51 | 0.30 | 0.27 | 0.35 | 0.53 | 0.33 | 0.30 | 0.32 | 0.37 | 0.43 | 1.00 | 0.34 | 0.29 | 0.36 | 0.32 | 0.58 | 0.28 | 0.34 | 0.39 | 0.29 | 0.47 | 0.60 | 0.35 | 0.41 | 0.46 | 0.53 | 0.42 | 0.51 | 0.56 | 0.60 | 0.48 | 0.52 | 0.63 |
| NVDA | 0.69 | -0.16 | -0.07 | -0.05 | 0.08 | 0.06 | 0.19 | 0.04 | 0.03 | 0.06 | 0.10 | 0.14 | 0.47 | 0.34 | 0.44 | 0.13 | 0.46 | 0.58 | 0.57 | 0.27 | 0.25 | 0.34 | 1.00 | 0.57 | 0.47 | 0.60 | 0.20 | 0.52 | 0.55 | 0.71 | 0.65 | 0.26 | 0.29 | 0.39 | 0.65 | 0.31 | 0.36 | 0.82 | 0.66 | 0.42 | 0.37 | 0.49 | 0.68 | 0.66 |
| CRM | 0.65 | -0.03 | 0.04 | 0.06 | 0.13 | 0.10 | 0.15 | 0.13 | 0.17 | 0.13 | 0.13 | 0.14 | 0.44 | 0.38 | 0.44 | 0.17 | 0.50 | 0.54 | 0.61 | 0.32 | 0.27 | 0.29 | 0.57 | 1.00 | 0.55 | 0.61 | 0.22 | 0.50 | 0.53 | 0.54 | 0.61 | 0.28 | 0.27 | 0.44 | 0.52 | 0.35 | 0.36 | 0.71 | 0.67 | 0.44 | 0.42 | 0.53 | 0.65 | 0.65 |
| PYPL | 0.62 | -0.00 | 0.09 | 0.09 | 0.12 | 0.15 | 0.21 | 0.19 | 0.14 | 0.16 | 0.16 | 0.19 | 0.46 | 0.40 | 0.44 | 0.19 | 0.54 | 0.51 | 0.61 | 0.37 | 0.33 | 0.36 | 0.47 | 0.55 | 1.00 | 0.53 | 0.28 | 0.48 | 0.49 | 0.49 | 0.48 | 0.37 | 0.31 | 0.38 | 0.48 | 0.37 | 0.35 | 0.62 | 0.64 | 0.47 | 0.46 | 0.53 | 0.61 | 0.65 |
| AMZN | 0.70 | -0.06 | 0.00 | 0.05 | 0.10 | 0.10 | 0.16 | 0.08 | 0.13 | 0.06 | 0.09 | 0.10 | 0.48 | 0.34 | 0.46 | 0.11 | 0.51 | 0.63 | 0.62 | 0.33 | 0.25 | 0.32 | 0.60 | 0.61 | 0.53 | 1.00 | 0.22 | 0.60 | 0.68 | 0.55 | 0.71 | 0.27 | 0.25 | 0.41 | 0.54 | 0.32 | 0.36 | 0.73 | 0.65 | 0.41 | 0.38 | 0.52 | 0.70 | 0.65 |
| DOW | 0.50 | 0.13 | 0.28 | 0.22 | 0.15 | 0.23 | 0.35 | 0.31 | 0.28 | 0.54 | 0.52 | 0.55 | 0.20 | 0.23 | 0.29 | 0.58 | 0.26 | 0.22 | 0.21 | 0.46 | 0.51 | 0.58 | 0.20 | 0.22 | 0.28 | 0.22 | 1.00 | 0.27 | 0.26 | 0.28 | 0.21 | 0.56 | 0.67 | 0.39 | 0.36 | 0.51 | 0.61 | 0.34 | 0.43 | 0.66 | 0.71 | 0.56 | 0.51 | 0.60 |
| AAPL | 0.72 | 0.08 | 0.13 | 0.18 | 0.21 | 0.18 | 0.21 | 0.19 | 0.26 | 0.13 | 0.15 | 0.14 | 0.49 | 0.38 | 0.35 | 0.15 | 0.43 | 0.51 | 0.47 | 0.35 | 0.26 | 0.28 | 0.52 | 0.50 | 0.48 | 0.60 | 0.27 | 1.00 | 0.60 | 0.49 | 0.67 | 0.27 | 0.26 | 0.47 | 0.58 | 0.37 | 0.35 | 0.77 | 0.60 | 0.45 | 0.43 | 0.60 | 0.72 | 0.64 |
| GOOGL | 0.71 | -0.03 | 0.05 | 0.12 | 0.19 | 0.14 | 0.20 | 0.14 | 0.19 | 0.13 | 0.17 | 0.18 | 0.43 | 0.36 | 0.40 | 0.18 | 0.42 | 0.64 | 0.50 | 0.33 | 0.29 | 0.34 | 0.55 | 0.53 | 0.49 | 0.68 | 0.26 | 0.60 | 1.00 | 0.52 | 0.72 | 0.31 | 0.28 | 0.46 | 0.52 | 0.35 | 0.39 | 0.71 | 0.60 | 0.44 | 0.41 | 0.55 | 0.71 | 0.66 |
| MRVL | 0.68 | -0.11 | -0.02 | 0.01 | 0.11 | 0.10 | 0.17 | 0.10 | 0.06 | 0.12 | 0.15 | 0.19 | 0.48 | 0.38 | 0.42 | 0.20 | 0.48 | 0.53 | 0.56 | 0.32 | 0.34 | 0.39 | 0.71 | 0.54 | 0.49 | 0.55 | 0.28 | 0.49 | 0.52 | 1.00 | 0.58 | 0.34 | 0.36 | 0.45 | 0.69 | 0.36 | 0.44 | 0.76 | 0.69 | 0.50 | 0.47 | 0.54 | 0.67 | 0.70 |
| MSFT | 0.77 | 0.01 | 0.06 | 0.13 | 0.21 | 0.18 | 0.15 | 0.14 | 0.23 | 0.04 | 0.09 | 0.09 | 0.45 | 0.43 | 0.38 | 0.09 | 0.44 | 0.63 | 0.52 | 0.30 | 0.25 | 0.29 | 0.65 | 0.61 | 0.48 | 0.71 | 0.21 | 0.67 | 0.72 | 0.58 | 1.00 | 0.25 | 0.25 | 0.49 | 0.59 | 0.35 | 0.37 | 0.84 | 0.64 | 0.45 | 0.39 | 0.62 | 0.77 | 0.67 |
| BAC | 0.57 | 0.10 | 0.19 | 0.23 | 0.23 | 0.23 | 0.32 | 0.34 | 0.26 | 0.45 | 0.46 | 0.47 | 0.29 | 0.25 | 0.34 | 0.51 | 0.27 | 0.28 | 0.31 | 0.52 | 0.82 | 0.47 | 0.26 | 0.28 | 0.37 | 0.27 | 0.56 | 0.27 | 0.31 | 0.34 | 0.25 | 1.00 | 0.58 | 0.42 | 0.36 | 0.54 | 0.57 | 0.38 | 0.47 | 0.65 | 0.65 | 0.60 | 0.57 | 0.62 |
| CAT | 0.57 | 0.07 | 0.22 | 0.19 | 0.17 | 0.21 | 0.33 | 0.26 | 0.25 | 0.52 | 0.54 | 0.58 | 0.25 | 0.25 | 0.31 | 0.59 | 0.25 | 0.25 | 0.26 | 0.43 | 0.51 | 0.60 | 0.29 | 0.27 | 0.31 | 0.25 | 0.67 | 0.26 | 0.28 | 0.36 | 0.25 | 0.58 | 1.00 | 0.42 | 0.40 | 0.51 | 0.71 | 0.41 | 0.49 | 0.77 | 0.71 | 0.61 | 0.57 | 0.65 |
| CSCO | 0.67 | 0.18 | 0.25 | 0.33 | 0.30 | 0.30 | 0.20 | 0.32 | 0.40 | 0.28 | 0.30 | 0.28 | 0.29 | 0.40 | 0.28 | 0.32 | 0.32 | 0.38 | 0.33 | 0.38 | 0.38 | 0.35 | 0.39 | 0.44 | 0.38 | 0.41 | 0.39 | 0.47 | 0.46 | 0.45 | 0.49 | 0.42 | 0.42 | 1.00 | 0.45 | 0.47 | 0.52 | 0.58 | 0.55 | 0.60 | 0.59 | 0.70 | 0.67 | 0.62 |
| QCOM | 0.72 | -0.04 | 0.07 | 0.09 | 0.15 | 0.15 | 0.24 | 0.16 | 0.13 | 0.19 | 0.21 | 0.24 | 0.45 | 0.39 | 0.40 | 0.24 | 0.42 | 0.52 | 0.49 | 0.37 | 0.33 | 0.41 | 0.65 | 0.52 | 0.48 | 0.54 | 0.36 | 0.58 | 0.52 | 0.69 | 0.59 | 0.36 | 0.40 | 0.45 | 1.00 | 0.42 | 0.45 | 0.78 | 0.69 | 0.52 | 0.53 | 0.61 | 0.71 | 0.71 |
| LVHI | 0.60 | 0.21 | 0.29 | 0.33 | 0.27 | 0.32 | 0.41 | 0.38 | 0.39 | 0.38 | 0.41 | 0.37 | 0.29 | 0.33 | 0.34 | 0.43 | 0.29 | 0.35 | 0.31 | 0.48 | 0.49 | 0.46 | 0.31 | 0.35 | 0.37 | 0.32 | 0.51 | 0.37 | 0.35 | 0.36 | 0.35 | 0.54 | 0.51 | 0.47 | 0.42 | 1.00 | 0.51 | 0.45 | 0.53 | 0.61 | 0.64 | 0.65 | 0.61 | 0.63 |
| EMR | 0.66 | 0.11 | 0.21 | 0.22 | 0.24 | 0.22 | 0.31 | 0.31 | 0.32 | 0.45 | 0.47 | 0.51 | 0.27 | 0.34 | 0.33 | 0.52 | 0.28 | 0.33 | 0.30 | 0.44 | 0.52 | 0.53 | 0.36 | 0.36 | 0.35 | 0.36 | 0.61 | 0.35 | 0.39 | 0.44 | 0.37 | 0.57 | 0.71 | 0.52 | 0.45 | 0.51 | 1.00 | 0.51 | 0.55 | 0.81 | 0.71 | 0.71 | 0.67 | 0.69 |
| VGT | 0.91 | -0.05 | 0.05 | 0.10 | 0.19 | 0.16 | 0.24 | 0.17 | 0.20 | 0.15 | 0.18 | 0.21 | 0.57 | 0.48 | 0.51 | 0.21 | 0.57 | 0.67 | 0.66 | 0.42 | 0.36 | 0.42 | 0.82 | 0.71 | 0.62 | 0.73 | 0.34 | 0.77 | 0.71 | 0.76 | 0.84 | 0.38 | 0.41 | 0.58 | 0.78 | 0.45 | 0.51 | 1.00 | 0.85 | 0.62 | 0.56 | 0.75 | 0.91 | 0.85 |
| ROBT | 0.84 | -0.05 | 0.08 | 0.13 | 0.15 | 0.21 | 0.34 | 0.20 | 0.18 | 0.21 | 0.23 | 0.29 | 0.59 | 0.48 | 0.57 | 0.29 | 0.66 | 0.60 | 0.70 | 0.51 | 0.44 | 0.51 | 0.66 | 0.67 | 0.64 | 0.65 | 0.43 | 0.60 | 0.60 | 0.69 | 0.64 | 0.47 | 0.49 | 0.55 | 0.69 | 0.53 | 0.55 | 0.85 | 1.00 | 0.68 | 0.66 | 0.72 | 0.84 | 0.87 |
| XLI | 0.81 | 0.16 | 0.28 | 0.30 | 0.31 | 0.27 | 0.33 | 0.37 | 0.42 | 0.43 | 0.46 | 0.50 | 0.37 | 0.43 | 0.44 | 0.52 | 0.38 | 0.41 | 0.41 | 0.56 | 0.60 | 0.56 | 0.42 | 0.44 | 0.47 | 0.41 | 0.66 | 0.45 | 0.44 | 0.50 | 0.45 | 0.65 | 0.77 | 0.60 | 0.52 | 0.61 | 0.81 | 0.62 | 0.68 | 1.00 | 0.82 | 0.88 | 0.81 | 0.80 |
| COWZ | 0.75 | 0.18 | 0.30 | 0.31 | 0.31 | 0.33 | 0.36 | 0.38 | 0.37 | 0.60 | 0.62 | 0.63 | 0.35 | 0.40 | 0.42 | 0.69 | 0.39 | 0.38 | 0.38 | 0.58 | 0.61 | 0.60 | 0.37 | 0.42 | 0.46 | 0.38 | 0.71 | 0.43 | 0.41 | 0.47 | 0.39 | 0.65 | 0.71 | 0.59 | 0.53 | 0.64 | 0.71 | 0.56 | 0.66 | 0.82 | 1.00 | 0.79 | 0.75 | 0.80 |
| VIG | 0.91 | 0.27 | 0.35 | 0.44 | 0.44 | 0.36 | 0.29 | 0.43 | 0.53 | 0.35 | 0.38 | 0.37 | 0.41 | 0.55 | 0.43 | 0.41 | 0.41 | 0.50 | 0.46 | 0.56 | 0.55 | 0.48 | 0.49 | 0.53 | 0.53 | 0.52 | 0.56 | 0.60 | 0.55 | 0.54 | 0.62 | 0.60 | 0.61 | 0.70 | 0.61 | 0.65 | 0.71 | 0.75 | 0.72 | 0.88 | 0.79 | 1.00 | 0.91 | 0.84 |
| VOO | 1.00 | 0.10 | 0.21 | 0.27 | 0.31 | 0.27 | 0.31 | 0.33 | 0.38 | 0.32 | 0.35 | 0.36 | 0.56 | 0.53 | 0.52 | 0.39 | 0.52 | 0.66 | 0.60 | 0.54 | 0.53 | 0.52 | 0.68 | 0.65 | 0.61 | 0.70 | 0.51 | 0.72 | 0.71 | 0.67 | 0.77 | 0.57 | 0.57 | 0.67 | 0.71 | 0.61 | 0.67 | 0.91 | 0.84 | 0.81 | 0.75 | 0.91 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.07 | 0.21 | 0.23 | 0.26 | 0.28 | 0.39 | 0.33 | 0.31 | 0.43 | 0.46 | 0.49 | 0.58 | 0.50 | 0.58 | 0.51 | 0.61 | 0.61 | 0.65 | 0.59 | 0.59 | 0.63 | 0.66 | 0.65 | 0.65 | 0.65 | 0.60 | 0.64 | 0.66 | 0.70 | 0.67 | 0.62 | 0.65 | 0.62 | 0.71 | 0.63 | 0.69 | 0.85 | 0.87 | 0.80 | 0.80 | 0.84 | 0.94 | 1.00 |
Результаты корреляции рассчитаны на основе ежедневных изменений цен, начиная с 21 сент. 2020 г.