Dividend Aristocrats
Распределение активов
Позиция | Категория/Сектор | Целевая доля |
---|---|---|
ABBV AbbVie Inc. | Healthcare | 4.55% |
ABT Abbott Laboratories | Healthcare | 4.55% |
ADP Automatic Data Processing, Inc. | Industrials | 4.55% |
CAT Caterpillar Inc. | Industrials | 4.55% |
CL Colgate-Palmolive Company | Consumer Defensive | 4.55% |
CLX The Clorox Company | Consumer Defensive | 4.55% |
CVX Chevron Corporation | Energy | 4.55% |
ED Consolidated Edison, Inc. | Utilities | 4.55% |
ESS Essex Property Trust, Inc. | Real Estate | 4.55% |
FRT Federal Realty Investment Trust | Real Estate | 4.55% |
HRL Hormel Foods Corporation | Consumer Defensive | 4.55% |
IBM International Business Machines Corporation | Technology | 4.55% |
JNJ Johnson & Johnson | Healthcare | 4.55% |
KO The Coca-Cola Company | Consumer Defensive | 4.55% |
MMM 3M Company | Industrials | 4.55% |
PEP PepsiCo, Inc. | Consumer Defensive | 4.55% |
PG The Procter & Gamble Company | Consumer Defensive | 4.55% |
SWK Stanley Black & Decker, Inc. | Industrials | 4.55% |
TROW T. Rowe Price Group, Inc. | Financial Services | 4.55% |
WBA | 4.55% | |
WMT | 4.55% | |
XOM | 4.55% |
Доходность
График доходности
Загрузка...
Самые ранние данные для этого графика доступны с 2 янв. 2013 г., начальной даты ABBV
Доходность по периодам
Dividend Aristocrats на 11 мая 2025 г. показал доходность в 1.19% с начала года и доходность в 8.62% в годовом выражении за последние 10 лет.
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% |
Dividend Aristocrats | 1.19% | 3.66% | -2.19% | 6.17% | 10.06% | 8.62% |
Активы портфеля: | ||||||
MMM 3M Company | 11.01% | 7.24% | 7.24% | 47.43% | 7.39% | 4.00% |
ABT Abbott Laboratories | 18.96% | 7.52% | 15.41% | 29.77% | 8.70% | 13.14% |
ABBV AbbVie Inc. | 5.83% | 6.95% | -5.73% | 19.02% | 20.92% | 15.72% |
ADP Automatic Data Processing, Inc. | 5.68% | 5.31% | 2.05% | 27.33% | 18.84% | 16.09% |
CAT Caterpillar Inc. | -9.46% | 13.17% | -16.51% | -6.72% | 27.23% | 16.96% |
CLX The Clorox Company | -15.66% | -3.53% | -17.07% | -2.88% | -5.39% | 5.20% |
CVX Chevron Corporation | -3.32% | 2.60% | -9.86% | -12.87% | 13.15% | 7.05% |
KO The Coca-Cola Company | 14.10% | -0.34% | 11.98% | 14.81% | 12.59% | 8.99% |
CL Colgate-Palmolive Company | -0.09% | -1.62% | -1.89% | -3.53% | 7.80% | 5.33% |
ED Consolidated Edison, Inc. | 21.76% | -0.57% | 11.67% | 14.05% | 12.30% | 9.96% |
ESS Essex Property Trust, Inc. | 0.74% | 7.55% | -5.62% | 12.99% | 6.78% | 5.89% |
XOM | 0.65% | 7.39% | -9.87% | -5.96% | 24.45% | 6.67% |
FRT Federal Realty Investment Trust | -14.69% | 5.10% | -16.48% | -4.17% | 8.99% | 0.26% |
HRL Hormel Foods Corporation | -5.07% | -0.06% | -1.78% | -14.88% | -6.94% | 2.77% |
IBM International Business Machines Corporation | 14.87% | 9.28% | 19.09% | 53.60% | 21.64% | 8.83% |
JNJ Johnson & Johnson | 7.49% | 3.72% | 0.79% | 6.18% | 3.55% | 7.32% |
PEP PepsiCo, Inc. | -13.46% | -9.50% | -19.62% | -25.04% | 2.36% | 6.15% |
PG The Procter & Gamble Company | -4.78% | -2.99% | -4.81% | -3.18% | 9.14% | 10.11% |
SWK Stanley Black & Decker, Inc. | -21.18% | 6.80% | -29.17% | -27.64% | -8.67% | -2.62% |
TROW T. Rowe Price Group, Inc. | -16.85% | 7.91% | -19.22% | -12.92% | 0.15% | 4.90% |
WBA | 20.26% | 4.96% | 27.46% | -30.18% | -18.94% | -15.11% |
WMT | 7.60% | 7.00% | 14.86% | 61.56% | 20.37% | 16.29% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью Dividend Aristocrats, 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 | 4.23% | 3.16% | -1.23% | -4.65% | -0.07% | 1.19% | |||||||
2024 | 0.56% | 2.74% | 4.05% | -2.78% | -0.14% | -0.68% | 6.41% | 3.46% | 1.59% | -2.46% | 4.07% | -5.54% | 11.17% |
2023 | 0.35% | -2.65% | 0.13% | 2.81% | -6.81% | 5.82% | 4.62% | -2.29% | -4.75% | -3.96% | 4.59% | 5.84% | 2.67% |
2022 | -2.24% | -2.99% | 4.72% | -2.11% | 0.53% | -6.36% | 4.40% | -3.48% | -8.20% | 10.28% | 6.82% | -3.55% | -3.81% |
2021 | 0.39% | 2.33% | 6.95% | 1.78% | 2.49% | -0.33% | 0.71% | 0.90% | -4.84% | 4.81% | -1.97% | 9.29% | 24.02% |
2020 | -0.95% | -8.34% | -9.10% | 9.75% | 2.51% | 0.64% | 2.39% | 2.35% | -2.76% | -1.10% | 10.60% | 1.30% | 5.52% |
2019 | 4.36% | 3.66% | 2.10% | 0.24% | -4.99% | 5.87% | 0.86% | -0.98% | 3.06% | -0.29% | 2.39% | 1.69% | 19.01% |
2018 | 1.73% | -6.30% | -1.02% | -1.35% | 0.85% | 1.15% | 3.92% | 1.27% | 2.13% | -4.43% | 6.82% | -7.63% | -3.76% |
2017 | -0.10% | 4.41% | -0.31% | 1.31% | 1.24% | 1.05% | 2.45% | -0.05% | 2.11% | 2.07% | 5.05% | 1.53% | 22.66% |
2016 | -1.95% | 0.86% | 7.10% | -0.41% | 0.49% | 3.62% | 1.82% | -1.17% | -0.13% | -3.05% | 1.22% | 2.45% | 10.97% |
2015 | -2.15% | 3.66% | -1.57% | 0.18% | 0.67% | -2.49% | 2.38% | -5.40% | -0.58% | 6.18% | 0.78% | 0.28% | 1.44% |
2014 | -3.33% | 4.26% | 1.58% | 3.23% | 0.59% | 1.93% | -2.51% | 3.21% | -1.08% | 4.74% | 2.42% | 0.13% | 15.85% |
Комиссия
Комиссия Dividend Aristocrats составляет 0.00%. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий рейтинг Dividend Aristocrats составляет 34, что указывает на средний уровень результатов по сравнению с другими портфелей на нашем сайте. Ниже представлена разбивка по ключевым показателям эффективности.
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.
Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Коэффициент Мартина | |
---|---|---|---|---|---|
MMM 3M Company | 1.41 | 2.67 | 1.36 | 1.22 | 9.30 |
ABT Abbott Laboratories | 1.46 | 2.01 | 1.26 | 1.10 | 6.72 |
ABBV AbbVie Inc. | 0.71 | 0.97 | 1.15 | 0.85 | 2.09 |
ADP Automatic Data Processing, Inc. | 1.50 | 2.04 | 1.28 | 2.23 | 7.65 |
CAT Caterpillar Inc. | -0.20 | 0.02 | 1.00 | -0.12 | -0.32 |
CLX The Clorox Company | -0.08 | 0.06 | 1.01 | -0.03 | -0.17 |
CVX Chevron Corporation | -0.51 | -0.44 | 0.94 | -0.51 | -1.28 |
KO The Coca-Cola Company | 0.94 | 1.45 | 1.18 | 1.03 | 2.27 |
CL Colgate-Palmolive Company | -0.12 | -0.03 | 1.00 | -0.12 | -0.22 |
ED Consolidated Edison, Inc. | 0.71 | 1.19 | 1.14 | 0.82 | 1.98 |
ESS Essex Property Trust, Inc. | 0.54 | 0.91 | 1.12 | 0.57 | 2.21 |
XOM | -0.27 | -0.10 | 0.99 | -0.24 | -0.53 |
FRT Federal Realty Investment Trust | -0.22 | -0.18 | 0.98 | -0.17 | -0.62 |
HRL Hormel Foods Corporation | -0.62 | -0.68 | 0.91 | -0.32 | -0.97 |
IBM International Business Machines Corporation | 2.00 | 2.73 | 1.39 | 3.27 | 10.01 |
JNJ Johnson & Johnson | 0.34 | 0.62 | 1.09 | 0.41 | 1.10 |
PEP PepsiCo, Inc. | -1.24 | -1.70 | 0.80 | -0.83 | -1.95 |
PG The Procter & Gamble Company | -0.14 | -0.06 | 0.99 | -0.22 | -0.50 |
SWK Stanley Black & Decker, Inc. | -0.65 | -0.72 | 0.91 | -0.36 | -1.23 |
TROW T. Rowe Price Group, Inc. | -0.45 | -0.48 | 0.94 | -0.22 | -0.96 |
WBA | -0.48 | -0.43 | 0.94 | -0.35 | -0.79 |
WMT | 2.50 | 3.34 | 1.46 | 2.82 | 9.42 |
Загрузка...
Дивиденды
Дивидендный доход
Дивидендная доходность Dividend Aristocrats за предыдущие двенадцать месяцев составила 3.36%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Портфель | 3.36% | 3.32% | 3.44% | 3.19% | 2.87% | 3.30% | 2.88% | 3.03% | 2.53% | 2.81% | 3.02% | 2.50% |
Активы портфеля: | ||||||||||||
MMM 3M Company | 1.98% | 2.60% | 5.49% | 4.97% | 3.33% | 3.36% | 3.26% | 2.86% | 2.00% | 2.49% | 2.72% | 2.08% |
ABT Abbott Laboratories | 1.71% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% |
ABBV AbbVie Inc. | 3.46% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
ADP Automatic Data Processing, Inc. | 1.91% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% |
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% |
CLX The Clorox Company | 3.62% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% | 2.78% |
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% |
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% |
CL Colgate-Palmolive Company | 2.25% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
ED Consolidated Edison, Inc. | 3.10% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% | 3.82% |
ESS Essex Property Trust, Inc. | 3.51% | 2.57% | 3.73% | 4.15% | 2.37% | 3.50% | 2.59% | 3.03% | 2.90% | 2.75% | 2.41% | 2.47% |
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% |
FRT Federal Realty Investment Trust | 4.70% | 2.93% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% |
HRL Hormel Foods Corporation | 3.92% | 3.60% | 3.43% | 2.28% | 2.01% | 2.00% | 1.86% | 1.76% | 1.87% | 1.67% | 1.26% | 1.54% |
IBM International Business Machines Corporation | 2.68% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
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% |
PEP PepsiCo, Inc. | 4.17% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
PG The Procter & Gamble Company | 2.59% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% |
SWK Stanley Black & Decker, Inc. | 5.22% | 4.06% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% |
TROW T. Rowe Price Group, Inc. | 5.38% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
WBA | 6.68% | 10.72% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% |
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% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Загрузка...
Максимальные просадки
Dividend Aristocrats показал максимальную просадку в 30.53%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 162 торговые сессии.
Текущая просадка Dividend Aristocrats составляет 5.92%.
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 |
---|---|---|---|---|---|---|
-30.53% | 18 февр. 2020 г. | 25 | 23 мар. 2020 г. | 162 | 10 нояб. 2020 г. | 187 |
-18.15% | 21 апр. 2022 г. | 113 | 30 сент. 2022 г. | 361 | 11 мар. 2024 г. | 474 |
-13.02% | 4 дек. 2018 г. | 14 | 24 дек. 2018 г. | 55 | 15 мар. 2019 г. | 69 |
-11.99% | 10 мар. 2025 г. | 22 | 8 апр. 2025 г. | — | — | — |
-11.95% | 29 янв. 2018 г. | 39 | 23 мар. 2018 г. | 176 | 3 дек. 2018 г. | 215 |
Волатильность
График волатильности
Ниже представлен график, показывающий скользящую волатильность за один месяц.
Загрузка...
Диверсификация
Показатели диверсификации
Эффективное количество активов
Количество позиций в портфеле равно 22, при этом эффективное количество активов равно 22.00, 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
^GSPC | ED | CLX | ABBV | WMT | XOM | CVX | HRL | WBA | ESS | CAT | FRT | ABT | JNJ | SWK | IBM | PG | CL | TROW | KO | PEP | MMM | ADP | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.23 | 0.26 | 0.44 | 0.41 | 0.47 | 0.49 | 0.30 | 0.46 | 0.45 | 0.62 | 0.47 | 0.57 | 0.44 | 0.65 | 0.60 | 0.42 | 0.41 | 0.75 | 0.45 | 0.45 | 0.61 | 0.67 | 0.78 |
ED | 0.23 | 1.00 | 0.36 | 0.20 | 0.28 | 0.16 | 0.16 | 0.40 | 0.22 | 0.42 | 0.11 | 0.41 | 0.26 | 0.36 | 0.15 | 0.22 | 0.44 | 0.44 | 0.16 | 0.46 | 0.47 | 0.24 | 0.30 | 0.47 |
CLX | 0.26 | 0.36 | 1.00 | 0.22 | 0.34 | 0.09 | 0.10 | 0.47 | 0.20 | 0.25 | 0.10 | 0.27 | 0.28 | 0.32 | 0.18 | 0.20 | 0.55 | 0.57 | 0.20 | 0.43 | 0.50 | 0.26 | 0.29 | 0.47 |
ABBV | 0.44 | 0.20 | 0.22 | 1.00 | 0.24 | 0.28 | 0.27 | 0.22 | 0.32 | 0.26 | 0.29 | 0.26 | 0.44 | 0.46 | 0.29 | 0.34 | 0.32 | 0.32 | 0.32 | 0.32 | 0.33 | 0.34 | 0.36 | 0.53 |
WMT | 0.41 | 0.28 | 0.34 | 0.24 | 1.00 | 0.20 | 0.20 | 0.32 | 0.32 | 0.26 | 0.23 | 0.28 | 0.32 | 0.34 | 0.26 | 0.31 | 0.44 | 0.39 | 0.32 | 0.37 | 0.41 | 0.32 | 0.34 | 0.51 |
XOM | 0.47 | 0.16 | 0.09 | 0.28 | 0.20 | 1.00 | 0.82 | 0.19 | 0.30 | 0.22 | 0.54 | 0.31 | 0.23 | 0.28 | 0.37 | 0.41 | 0.22 | 0.21 | 0.40 | 0.28 | 0.24 | 0.40 | 0.35 | 0.56 |
CVX | 0.49 | 0.16 | 0.10 | 0.27 | 0.20 | 0.82 | 1.00 | 0.19 | 0.32 | 0.22 | 0.54 | 0.29 | 0.25 | 0.28 | 0.37 | 0.41 | 0.22 | 0.21 | 0.42 | 0.29 | 0.23 | 0.40 | 0.36 | 0.56 |
HRL | 0.30 | 0.40 | 0.47 | 0.22 | 0.32 | 0.19 | 0.19 | 1.00 | 0.30 | 0.29 | 0.19 | 0.30 | 0.30 | 0.37 | 0.25 | 0.27 | 0.45 | 0.49 | 0.26 | 0.44 | 0.51 | 0.30 | 0.32 | 0.53 |
WBA | 0.46 | 0.22 | 0.20 | 0.32 | 0.32 | 0.30 | 0.32 | 0.30 | 1.00 | 0.28 | 0.37 | 0.36 | 0.34 | 0.36 | 0.39 | 0.38 | 0.30 | 0.29 | 0.42 | 0.29 | 0.30 | 0.43 | 0.36 | 0.59 |
ESS | 0.45 | 0.42 | 0.25 | 0.26 | 0.26 | 0.22 | 0.22 | 0.29 | 0.28 | 1.00 | 0.26 | 0.65 | 0.32 | 0.30 | 0.34 | 0.32 | 0.34 | 0.36 | 0.36 | 0.39 | 0.38 | 0.33 | 0.40 | 0.56 |
CAT | 0.62 | 0.11 | 0.10 | 0.29 | 0.23 | 0.54 | 0.54 | 0.19 | 0.37 | 0.26 | 1.00 | 0.33 | 0.30 | 0.28 | 0.59 | 0.48 | 0.22 | 0.23 | 0.55 | 0.28 | 0.22 | 0.56 | 0.41 | 0.61 |
FRT | 0.47 | 0.41 | 0.27 | 0.26 | 0.28 | 0.31 | 0.29 | 0.30 | 0.36 | 0.65 | 0.33 | 1.00 | 0.29 | 0.29 | 0.39 | 0.36 | 0.33 | 0.35 | 0.40 | 0.38 | 0.37 | 0.38 | 0.40 | 0.61 |
ABT | 0.57 | 0.26 | 0.28 | 0.44 | 0.32 | 0.23 | 0.25 | 0.30 | 0.34 | 0.32 | 0.30 | 0.29 | 1.00 | 0.51 | 0.40 | 0.39 | 0.41 | 0.41 | 0.44 | 0.39 | 0.41 | 0.42 | 0.48 | 0.59 |
JNJ | 0.44 | 0.36 | 0.32 | 0.46 | 0.34 | 0.28 | 0.28 | 0.37 | 0.36 | 0.30 | 0.28 | 0.29 | 0.51 | 1.00 | 0.32 | 0.38 | 0.48 | 0.47 | 0.36 | 0.46 | 0.48 | 0.43 | 0.42 | 0.61 |
SWK | 0.65 | 0.15 | 0.18 | 0.29 | 0.26 | 0.37 | 0.37 | 0.25 | 0.39 | 0.34 | 0.59 | 0.39 | 0.40 | 0.32 | 1.00 | 0.48 | 0.29 | 0.31 | 0.60 | 0.33 | 0.30 | 0.61 | 0.49 | 0.65 |
IBM | 0.60 | 0.22 | 0.20 | 0.34 | 0.31 | 0.41 | 0.41 | 0.27 | 0.38 | 0.32 | 0.48 | 0.36 | 0.39 | 0.38 | 0.48 | 1.00 | 0.36 | 0.35 | 0.49 | 0.37 | 0.34 | 0.52 | 0.49 | 0.64 |
PG | 0.42 | 0.44 | 0.55 | 0.32 | 0.44 | 0.22 | 0.22 | 0.45 | 0.30 | 0.34 | 0.22 | 0.33 | 0.41 | 0.48 | 0.29 | 0.36 | 1.00 | 0.74 | 0.31 | 0.60 | 0.64 | 0.38 | 0.42 | 0.62 |
CL | 0.41 | 0.44 | 0.57 | 0.32 | 0.39 | 0.21 | 0.21 | 0.49 | 0.29 | 0.36 | 0.23 | 0.35 | 0.41 | 0.47 | 0.31 | 0.35 | 0.74 | 1.00 | 0.30 | 0.60 | 0.65 | 0.38 | 0.42 | 0.63 |
TROW | 0.75 | 0.16 | 0.20 | 0.32 | 0.32 | 0.40 | 0.42 | 0.26 | 0.42 | 0.36 | 0.55 | 0.40 | 0.44 | 0.36 | 0.60 | 0.49 | 0.31 | 0.30 | 1.00 | 0.35 | 0.34 | 0.56 | 0.55 | 0.68 |
KO | 0.45 | 0.46 | 0.43 | 0.32 | 0.37 | 0.28 | 0.29 | 0.44 | 0.29 | 0.39 | 0.28 | 0.38 | 0.39 | 0.46 | 0.33 | 0.37 | 0.60 | 0.60 | 0.35 | 1.00 | 0.70 | 0.40 | 0.47 | 0.65 |
PEP | 0.45 | 0.47 | 0.50 | 0.33 | 0.41 | 0.24 | 0.23 | 0.51 | 0.30 | 0.38 | 0.22 | 0.37 | 0.41 | 0.48 | 0.30 | 0.34 | 0.64 | 0.65 | 0.34 | 0.70 | 1.00 | 0.38 | 0.47 | 0.64 |
MMM | 0.61 | 0.24 | 0.26 | 0.34 | 0.32 | 0.40 | 0.40 | 0.30 | 0.43 | 0.33 | 0.56 | 0.38 | 0.42 | 0.43 | 0.61 | 0.52 | 0.38 | 0.38 | 0.56 | 0.40 | 0.38 | 1.00 | 0.50 | 0.70 |
ADP | 0.67 | 0.30 | 0.29 | 0.36 | 0.34 | 0.35 | 0.36 | 0.32 | 0.36 | 0.40 | 0.41 | 0.40 | 0.48 | 0.42 | 0.49 | 0.49 | 0.42 | 0.42 | 0.55 | 0.47 | 0.47 | 0.50 | 1.00 | 0.69 |
Portfolio | 0.78 | 0.47 | 0.47 | 0.53 | 0.51 | 0.56 | 0.56 | 0.53 | 0.59 | 0.56 | 0.61 | 0.61 | 0.59 | 0.61 | 0.65 | 0.64 | 0.62 | 0.63 | 0.68 | 0.65 | 0.64 | 0.70 | 0.69 | 1.00 |