23 Stocks with 10% long-term bonds
Model buy and hold portfolio with 23 companies with solid track record, and 9% Long-Term Treasures. Initial modeling made with Portfoliovisualizer with backfill of AVGO with CSCO and TDM with LMT to prolong track record to 2001. Picked companies with long track record so no TSLA and the likes, kept weight between 3% and 7% except Lockheed Martin, 9% ( for geopolitical reasons). Also, made the portfolio diversified and with some international exposure. Bonds added to decrease the volativity.
24 June 24: replaced VUSUX with 4% BIL( 1-3 month -T bills), 2%GBTC ( bitcoin trust) and 3 % SVR (Physical silver).
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в 23 Stocks with 10% long-term bonds и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Самые ранние данные для этого графика доступны с 4 мая 2015 г., начальной даты GBTC
Доходность по периодам
| С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| 23 Stocks with 10% long-term bonds | 24.79% | 5.11% | 17.57% | 33.17% | 25.47% | N/A |
| Активы портфеля: | ||||||
LMT Lockheed Martin Corporation | 27.11% | 3.52% | 32.40% | 29.46% | 10.93% | 15.62% |
LLY Eli Lilly and Company | 65.49% | 19.50% | 23.84% | 73.48% | 55.36% | 33.82% |
O Realty Income Corporation | 11.87% | 4.70% | 21.77% | 16.60% | 1.49% | 8.47% |
UNH | 13.02% | 0.06% | 25.76% | 25.86% | 22.70% | N/A |
BLK BlackRock, Inc. | 12.51% | 6.59% | 10.45% | 31.15% | 19.18% | 13.42% |
LNG Cheniere Energy, Inc. | 9.38% | 5.19% | 21.31% | 11.87% | 25.41% | 8.81% |
NEE NextEra Energy, Inc. | 35.50% | 2.31% | 47.21% | 24.08% | 10.52% | 15.67% |
COST Costco Wholesale Corporation | 35.80% | 8.55% | 17.78% | 68.76% | 26.88% | 24.72% |
NOC Northrop Grumman Corporation | 12.72% | 5.80% | 14.68% | 21.62% | 9.06% | 16.94% |
TMO | 16.03% | -0.10% | 5.35% | 10.68% | 16.25% | N/A |
NVO Novo Nordisk A/S | 35.72% | 9.57% | 12.64% | 48.33% | 39.90% | 20.02% |
TYL | 40.60% | 2.09% | 40.92% | 48.21% | 17.88% | N/A |
AAPL Apple Inc | 19.39% | 4.28% | 34.95% | 21.49% | 34.88% | 25.92% |
TDG | 35.75% | 13.28% | 18.38% | 56.22% | 23.88% | N/A |
BRO Brown & Brown, Inc. | 48.52% | 4.00% | 25.37% | 42.60% | 24.34% | 21.64% |
ANSS ANSYS, Inc. | -11.43% | 6.35% | -2.24% | 0.75% | 8.10% | 14.68% |
ODFL Old Dominion Freight Line, Inc. | -4.61% | -1.19% | -10.21% | -11.12% | 29.18% | 24.29% |
AVGO Broadcom Inc. | 46.95% | 13.21% | 22.16% | 89.89% | 45.76% | 38.62% |
MKC McCormick & Company, Incorporated | 18.32% | 1.54% | 17.49% | 1.84% | 1.32% | 10.70% |
EW Edwards Lifesciences Corporation | -8.25% | 15.01% | -18.75% | -8.41% | -1.39% | 15.74% |
STRL | 35.94% | 13.95% | 10.26% | 43.79% | 60.04% | N/A |
DECK Deckers Outdoor Corporation | 43.51% | 10.86% | 5.78% | 80.06% | 44.41% | 26.26% |
ENB Enbridge Inc. | 17.85% | 7.67% | 19.63% | 21.89% | 10.72% | 3.61% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.54% | 0.38% | 2.60% | 5.32% | 2.14% | 1.45% |
GBTC Grayscale Bitcoin Trust (BTC) | 35.04% | -6.26% | -15.35% | 152.98% | 29.61% | N/A |
SIVR | 21.21% | 1.17% | 21.75% | 19.17% | 8.89% | N/A |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью 23 Stocks with 10% long-term bonds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.21% | 5.99% | 3.79% | -2.37% | 5.60% | 1.33% | 4.72% | 24.79% | |||||
| 2023 | 4.22% | -0.30% | 5.70% | 1.89% | -0.44% | 7.47% | 1.58% | 1.46% | -5.10% | 0.90% | 7.02% | 4.53% | 32.18% |
| 2022 | -6.06% | 2.78% | 3.15% | -6.37% | -1.59% | -4.29% | 9.98% | -4.39% | -7.28% | 8.06% | 5.98% | -2.23% | -4.13% |
| 2021 | -1.16% | 2.29% | 3.02% | 4.88% | 0.86% | 3.16% | 3.57% | 2.74% | -3.93% | 9.24% | -0.03% | 4.79% | 32.99% |
| 2020 | 5.24% | -7.67% | -10.08% | 11.40% | 7.29% | 0.91% | 6.69% | 6.93% | -3.89% | -0.36% | 9.33% | 6.09% | 33.56% |
| 2019 | 7.12% | 5.54% | 1.85% | 4.06% | -2.47% | 8.24% | 1.49% | 2.88% | 1.55% | 4.33% | 3.40% | 1.94% | 47.50% |
| 2018 | 4.88% | -2.09% | -0.97% | 0.30% | 4.68% | -0.87% | 3.51% | 3.25% | 1.53% | -8.29% | 2.12% | -6.19% | 0.90% |
| 2017 | 1.93% | 4.59% | -0.83% | 3.84% | 10.70% | -0.52% | 1.41% | 5.48% | 0.69% | 3.59% | 5.87% | 1.45% | 44.85% |
| 2016 | -4.42% | 1.52% | 5.34% | 2.71% | 0.93% | 4.53% | 4.69% | -1.65% | 1.02% | -2.75% | 1.61% | 1.12% | 15.12% |
| 2015 | -0.27% | -0.58% | 3.95% | -4.82% | -1.51% | 5.52% | 2.07% | -0.16% | 3.89% |
Комиссия
Комиссия 23 Stocks with 10% long-term bonds составляет 0.01%, 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 ранг 23 Stocks with 10% long-term bonds среди портфелей на нашем сайте составляет 95, что соответствует топ 5% по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
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 | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 1.67 | 2.72 | 1.37 | 1.48 | 7.53 |
LLY Eli Lilly and Company | 2.53 | 3.31 | 1.44 | 4.07 | 14.34 |
O Realty Income Corporation | 0.83 | 1.27 | 1.16 | 0.48 | 2.09 |
UNH | 0.98 | 1.50 | 1.20 | 1.10 | 2.99 |
BLK BlackRock, Inc. | 1.70 | 2.43 | 1.30 | 0.95 | 5.69 |
LNG Cheniere Energy, Inc. | 0.67 | 1.09 | 1.13 | 0.85 | 1.52 |
NEE NextEra Energy, Inc. | 0.77 | 1.16 | 1.16 | 0.53 | 1.91 |
COST Costco Wholesale Corporation | 3.58 | 4.13 | 1.64 | 6.75 | 17.86 |
NOC Northrop Grumman Corporation | 1.02 | 1.72 | 1.23 | 0.98 | 3.79 |
TMO | 0.49 | 0.82 | 1.10 | 0.29 | 1.25 |
NVO Novo Nordisk A/S | 1.62 | 2.35 | 1.29 | 2.62 | 8.86 |
TYL | 1.91 | 3.18 | 1.39 | 1.40 | 13.34 |
AAPL Apple Inc | 1.01 | 1.56 | 1.19 | 1.36 | 2.99 |
TDG | 2.56 | 3.49 | 1.43 | 4.91 | 12.76 |
BRO Brown & Brown, Inc. | 2.30 | 3.19 | 1.43 | 4.28 | 11.99 |
ANSS ANSYS, Inc. | 0.06 | 0.34 | 1.04 | 0.05 | 0.18 |
ODFL Old Dominion Freight Line, Inc. | -0.32 | -0.24 | 0.97 | -0.40 | -0.82 |
AVGO Broadcom Inc. | 1.98 | 2.69 | 1.34 | 3.39 | 10.78 |
MKC McCormick & Company, Incorporated | -0.05 | 0.11 | 1.01 | -0.03 | -0.08 |
EW Edwards Lifesciences Corporation | -0.24 | -0.02 | 1.00 | -0.19 | -0.80 |
STRL | 0.93 | 1.51 | 1.20 | 1.92 | 3.74 |
DECK Deckers Outdoor Corporation | 2.13 | 3.40 | 1.42 | 3.68 | 9.51 |
ENB Enbridge Inc. | 1.33 | 1.85 | 1.24 | 0.80 | 5.08 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.75 | 481.76 | 482.76 | 494.59 | 7,851.35 |
GBTC Grayscale Bitcoin Trust (BTC) | 2.39 | 2.79 | 1.34 | 2.02 | 11.64 |
SIVR | 0.58 | 1.01 | 1.12 | 0.60 | 2.21 |
Дивиденды
Дивидендный доход
Дивидендная доходность 23 Stocks with 10% long-term bonds за предыдущие двенадцать месяцев составила 1.34%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 23 Stocks with 10% long-term bonds | 1.34% | 1.56% | 1.26% | 0.98% | 1.17% | 1.68% | 1.37% | 1.61% | 1.61% | 1.25% | 1.73% | 1.98% |
| Активы портфеля: | ||||||||||||
LMT Lockheed Martin Corporation | 1.66% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
LLY Eli Lilly and Company | 0.52% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
O Realty Income Corporation | 4.57% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
UNH | 1.31% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
BLK BlackRock, Inc. | 2.24% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
LNG Cheniere Energy, Inc. | 0.94% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEE NextEra Energy, Inc. | 2.50% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
COST Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
NOC Northrop Grumman Corporation | 1.11% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% | 2.08% |
TMO | 0.24% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% | 0.54% |
NVO Novo Nordisk A/S | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% |
TYL | 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 | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TDG | 2.55% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
BRO Brown & Brown, Inc. | 0.49% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
ANSS ANSYS, 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% |
ODFL Old Dominion Freight Line, Inc. | 0.48% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
MKC McCormick & Company, Incorporated | 2.06% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% | 2.02% |
EW Edwards Lifesciences 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% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor 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% |
ENB Enbridge Inc. | 6.64% | 7.29% | 6.78% | 6.86% | 7.54% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% | 2.82% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.79% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
SIVR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
23 Stocks with 10% long-term bonds показал максимальную просадку в 31.23%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 83 торговые сессии.
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 |
|---|---|---|---|---|---|---|
| -31.23% | 20 февр. 2020 г. | 23 | 23 мар. 2020 г. | 83 | 21 июл. 2020 г. | 106 |
| -17.56% | 31 мар. 2022 г. | 54 | 16 июн. 2022 г. | 157 | 1 февр. 2023 г. | 211 |
| -17.13% | 1 окт. 2018 г. | 60 | 24 дек. 2018 г. | 56 | 18 мар. 2019 г. | 116 |
| -9.96% | 7 дек. 2015 г. | 46 | 11 февр. 2016 г. | 31 | 29 мар. 2016 г. | 77 |
| -9.91% | 30 дек. 2021 г. | 20 | 27 янв. 2022 г. | 42 | 29 мар. 2022 г. | 62 |
Волатильность
График волатильности
Текущая волатильность 23 Stocks with 10% long-term bonds составляет 4.15%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
| BIL | SIVR | GBTC | LNG | STRL | NVO | LLY | NEE | MKC | O | DECK | NOC | LMT | ENB | UNH | COST | AVGO | ODFL | TYL | EW | TDG | AAPL | TMO | BRO | ANSS | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.02 | 0.01 | 0.02 | -0.00 | 0.01 | 0.02 | -0.02 | -0.03 | 0.01 | 0.01 | 0.03 | 0.03 | 0.01 | 0.04 | 0.01 | 0.01 | 0.02 | -0.00 | 0.01 | -0.00 | -0.01 | 0.02 | -0.00 | -0.01 |
| SIVR | 0.02 | 1.00 | 0.15 | 0.12 | 0.06 | 0.11 | 0.04 | 0.17 | 0.12 | 0.16 | 0.08 | 0.06 | 0.08 | 0.21 | 0.04 | 0.08 | 0.12 | 0.10 | 0.10 | 0.09 | 0.12 | 0.11 | 0.12 | 0.04 | 0.11 | 0.13 |
| GBTC | 0.02 | 0.15 | 1.00 | 0.08 | 0.11 | 0.09 | 0.07 | 0.08 | 0.06 | 0.05 | 0.14 | 0.05 | 0.06 | 0.13 | 0.08 | 0.14 | 0.17 | 0.13 | 0.17 | 0.15 | 0.15 | 0.17 | 0.16 | 0.14 | 0.20 | 0.18 |
| LNG | 0.01 | 0.12 | 0.08 | 1.00 | 0.21 | 0.11 | 0.14 | 0.10 | 0.09 | 0.16 | 0.24 | 0.20 | 0.23 | 0.46 | 0.23 | 0.13 | 0.24 | 0.23 | 0.17 | 0.22 | 0.32 | 0.27 | 0.20 | 0.26 | 0.21 | 0.32 |
| STRL | 0.02 | 0.06 | 0.11 | 0.21 | 1.00 | 0.15 | 0.14 | 0.11 | 0.11 | 0.16 | 0.31 | 0.19 | 0.19 | 0.25 | 0.19 | 0.21 | 0.28 | 0.34 | 0.21 | 0.19 | 0.36 | 0.22 | 0.19 | 0.28 | 0.26 | 0.35 |
| NVO | -0.00 | 0.11 | 0.09 | 0.11 | 0.15 | 1.00 | 0.42 | 0.21 | 0.19 | 0.17 | 0.19 | 0.18 | 0.16 | 0.17 | 0.27 | 0.26 | 0.27 | 0.24 | 0.30 | 0.33 | 0.23 | 0.27 | 0.38 | 0.28 | 0.33 | 0.31 |
| LLY | 0.01 | 0.04 | 0.07 | 0.14 | 0.14 | 0.42 | 1.00 | 0.24 | 0.24 | 0.20 | 0.17 | 0.24 | 0.23 | 0.19 | 0.35 | 0.28 | 0.24 | 0.18 | 0.25 | 0.32 | 0.19 | 0.26 | 0.35 | 0.33 | 0.27 | 0.28 |
| NEE | 0.02 | 0.17 | 0.08 | 0.10 | 0.11 | 0.21 | 0.24 | 1.00 | 0.41 | 0.46 | 0.13 | 0.28 | 0.26 | 0.28 | 0.25 | 0.29 | 0.17 | 0.17 | 0.25 | 0.27 | 0.25 | 0.24 | 0.28 | 0.33 | 0.26 | 0.27 |
| MKC | -0.02 | 0.12 | 0.06 | 0.09 | 0.11 | 0.19 | 0.24 | 0.41 | 1.00 | 0.38 | 0.13 | 0.29 | 0.31 | 0.25 | 0.28 | 0.37 | 0.18 | 0.21 | 0.26 | 0.26 | 0.21 | 0.25 | 0.31 | 0.35 | 0.28 | 0.28 |
| O | -0.03 | 0.16 | 0.05 | 0.16 | 0.16 | 0.17 | 0.20 | 0.46 | 0.38 | 1.00 | 0.18 | 0.28 | 0.27 | 0.30 | 0.24 | 0.29 | 0.18 | 0.19 | 0.23 | 0.27 | 0.28 | 0.22 | 0.26 | 0.34 | 0.25 | 0.29 |
| DECK | 0.01 | 0.08 | 0.14 | 0.24 | 0.31 | 0.19 | 0.17 | 0.13 | 0.13 | 0.18 | 1.00 | 0.17 | 0.15 | 0.23 | 0.21 | 0.32 | 0.34 | 0.38 | 0.31 | 0.31 | 0.37 | 0.30 | 0.31 | 0.34 | 0.39 | 0.41 |
| NOC | 0.01 | 0.06 | 0.05 | 0.20 | 0.19 | 0.18 | 0.24 | 0.28 | 0.29 | 0.28 | 0.17 | 1.00 | 0.76 | 0.24 | 0.32 | 0.27 | 0.16 | 0.26 | 0.21 | 0.23 | 0.37 | 0.20 | 0.27 | 0.38 | 0.23 | 0.32 |
| LMT | 0.03 | 0.08 | 0.06 | 0.23 | 0.19 | 0.16 | 0.23 | 0.26 | 0.31 | 0.27 | 0.15 | 0.76 | 1.00 | 0.28 | 0.31 | 0.27 | 0.19 | 0.26 | 0.21 | 0.25 | 0.40 | 0.24 | 0.27 | 0.38 | 0.25 | 0.33 |
| ENB | 0.03 | 0.21 | 0.13 | 0.46 | 0.25 | 0.17 | 0.19 | 0.28 | 0.25 | 0.30 | 0.23 | 0.24 | 0.28 | 1.00 | 0.26 | 0.21 | 0.27 | 0.27 | 0.24 | 0.24 | 0.34 | 0.32 | 0.28 | 0.30 | 0.26 | 0.40 |
| UNH | 0.01 | 0.04 | 0.08 | 0.23 | 0.19 | 0.27 | 0.35 | 0.25 | 0.28 | 0.24 | 0.21 | 0.32 | 0.31 | 0.26 | 1.00 | 0.31 | 0.25 | 0.29 | 0.27 | 0.36 | 0.29 | 0.32 | 0.39 | 0.38 | 0.31 | 0.39 |
| COST | 0.04 | 0.08 | 0.14 | 0.13 | 0.21 | 0.26 | 0.28 | 0.29 | 0.37 | 0.29 | 0.32 | 0.27 | 0.27 | 0.21 | 0.31 | 1.00 | 0.37 | 0.39 | 0.36 | 0.36 | 0.30 | 0.44 | 0.40 | 0.41 | 0.46 | 0.41 |
| AVGO | 0.01 | 0.12 | 0.17 | 0.24 | 0.28 | 0.27 | 0.24 | 0.17 | 0.18 | 0.18 | 0.34 | 0.16 | 0.19 | 0.27 | 0.25 | 0.37 | 1.00 | 0.41 | 0.42 | 0.39 | 0.41 | 0.57 | 0.41 | 0.34 | 0.56 | 0.48 |
| ODFL | 0.01 | 0.10 | 0.13 | 0.23 | 0.34 | 0.24 | 0.18 | 0.17 | 0.21 | 0.19 | 0.38 | 0.26 | 0.26 | 0.27 | 0.29 | 0.39 | 0.41 | 1.00 | 0.40 | 0.34 | 0.42 | 0.40 | 0.40 | 0.43 | 0.49 | 0.51 |
| TYL | 0.02 | 0.10 | 0.17 | 0.17 | 0.21 | 0.30 | 0.25 | 0.25 | 0.26 | 0.23 | 0.31 | 0.21 | 0.21 | 0.24 | 0.27 | 0.36 | 0.42 | 0.40 | 1.00 | 0.47 | 0.36 | 0.46 | 0.46 | 0.43 | 0.61 | 0.45 |
| EW | -0.00 | 0.09 | 0.15 | 0.22 | 0.19 | 0.33 | 0.32 | 0.27 | 0.26 | 0.27 | 0.31 | 0.23 | 0.25 | 0.24 | 0.36 | 0.36 | 0.39 | 0.34 | 0.47 | 1.00 | 0.38 | 0.41 | 0.50 | 0.40 | 0.51 | 0.45 |
| TDG | 0.01 | 0.12 | 0.15 | 0.32 | 0.36 | 0.23 | 0.19 | 0.25 | 0.21 | 0.28 | 0.37 | 0.37 | 0.40 | 0.34 | 0.29 | 0.30 | 0.41 | 0.42 | 0.36 | 0.38 | 1.00 | 0.38 | 0.34 | 0.44 | 0.45 | 0.49 |
| AAPL | -0.00 | 0.11 | 0.17 | 0.27 | 0.22 | 0.27 | 0.26 | 0.24 | 0.25 | 0.22 | 0.30 | 0.20 | 0.24 | 0.32 | 0.32 | 0.44 | 0.57 | 0.40 | 0.46 | 0.41 | 0.38 | 1.00 | 0.44 | 0.39 | 0.57 | 0.46 |
| TMO | -0.01 | 0.12 | 0.16 | 0.20 | 0.19 | 0.38 | 0.35 | 0.28 | 0.31 | 0.26 | 0.31 | 0.27 | 0.27 | 0.28 | 0.39 | 0.40 | 0.41 | 0.40 | 0.46 | 0.50 | 0.34 | 0.44 | 1.00 | 0.45 | 0.53 | 0.50 |
| BRO | 0.02 | 0.04 | 0.14 | 0.26 | 0.28 | 0.28 | 0.33 | 0.33 | 0.35 | 0.34 | 0.34 | 0.38 | 0.38 | 0.30 | 0.38 | 0.41 | 0.34 | 0.43 | 0.43 | 0.40 | 0.44 | 0.39 | 0.45 | 1.00 | 0.47 | 0.53 |
| ANSS | -0.00 | 0.11 | 0.20 | 0.21 | 0.26 | 0.33 | 0.27 | 0.26 | 0.28 | 0.25 | 0.39 | 0.23 | 0.25 | 0.26 | 0.31 | 0.46 | 0.56 | 0.49 | 0.61 | 0.51 | 0.45 | 0.57 | 0.53 | 0.47 | 1.00 | 0.56 |
| BLK | -0.01 | 0.13 | 0.18 | 0.32 | 0.35 | 0.31 | 0.28 | 0.27 | 0.28 | 0.29 | 0.41 | 0.32 | 0.33 | 0.40 | 0.39 | 0.41 | 0.48 | 0.51 | 0.45 | 0.45 | 0.49 | 0.46 | 0.50 | 0.53 | 0.56 | 1.00 |