Momentum ↗
Stocks with the strongest prior price performance, excluding the most recent month.
Systematic factor / S&P 500
Low volatility
Stocks with the lowest daily return volatility over the past year.
1 day vs S&P 500+0.2%relative return
20 days vs S&P 500+8.1%relative return
5-day z-score-1.04σrelative move vs trailing history
Year to date+15.1%long portfolio return
Performance
Low volatility vs S&P 500
Daily long-portfolio return minus the benchmark return, compounded over the selected period. Positive means the factor led the market.
| Return | 1 day | 5 days | 20 days | 60 days | MTD | YTD | 1 year |
|---|---|---|---|---|---|---|---|
| Long portfolio | -0.0% | +1.0% | +6.5% | +5.1% | +2.6% | +15.1% | +14.8% |
| vs S&P 500 | +0.2% | -2.4% | +8.1% | +5.9% | +2.0% | +1.4% | +0.7% |
| Q5 − Q1 spread | +1.0% | -6.3% | +10.8% | +10.8% | +3.3% | -12.4% | -16.4% |
Inside the factor
Rebalanced 2026-10-30 · 7% of the long book is new.
Top quintile: the highest-scoring stocks. Weights below are for the cap-weighted long portfolio.
| AAPLApple Inc. | Technology | 5.00% | 0.80 | 2026-10-30 NEW | -0.0% | +3.3% | +4.0% | +12.2% | +3.2% | +31.1% | +29.5% |
|---|---|---|---|---|---|---|---|---|---|---|---|
| JNJJohnson & Johnson | Healthcare | 5.00% | 1.04 | 2019-12-31 | +1.5% | +4.5% | +12.3% | +4.6% | +4.2% | +39.7% | +50.1% |
| JPMJPMorgan Chase | Financial Services | 5.00% | 0.94 | 2026-04-30 | -0.0% | +1.8% | +2.3% | -3.4% | +1.9% | +8.6% | +10.9% |
| MAMastercard | Financial Services | 5.00% | 0.89 | 2023-06-30 | -0.8% | -0.1% | +6.3% | +14.4% | +2.7% | +15.5% | +18.1% |
| VVisa Inc. | Financial Services | 5.00% | 0.93 | 2025-07-31 | -0.8% | +0.1% | +5.8% | +15.7% | +2.3% | +21.3% | +25.8% |
| COSTCostco | Consumer Defensive | 4.96% | 1.10 | 2024-12-31 | +0.3% | +2.4% | +11.8% | +14.2% | +7.8% | +27.3% | +20.1% |
| KOCoca-Cola Company (The) | Consumer Defensive | 4.47% | 1.17 | 2019-12-31 | +0.1% | +2.0% | +6.1% | +8.7% | +3.8% | +42.4% | +40.0% |
| PGProcter & Gamble | Consumer Defensive | 4.32% | 1.03 | 2019-12-31 | +0.3% | +0.7% | +7.8% | +17.3% | +4.1% | +20.8% | +16.5% |
| BACBank of America | Financial Services | 3.95% | 0.96 | 2026-04-30 | -0.2% | +1.6% | -2.2% | -19.5% | +1.1% | -6.6% | -3.7% |
| LINLinde plc | Basic Materials | 2.61% | 1.17 | 2023-08-31 | -0.2% | +0.8% | +6.5% | +9.6% | +2.2% | +24.4% | +24.8% |
| PEPPepsiCo | Consumer Defensive | 2.07% | 1.01 | 2019-12-31 | -0.8% | +0.0% | +11.2% | +1.2% | +3.9% | +2.5% | +2.4% |
| MCDMcDonald's | Consumer Cyclical | 2.03% | 1.12 | 2020-11-30 | -0.7% | -1.8% | +12.5% | +2.8% | +5.7% | -9.0% | -8.8% |
| UNPUnion Pacific Corporation | Industrials | 1.99% | 0.90 | 2025-10-31 | +0.8% | +2.2% | +5.5% | +1.4% | +0.2% | +33.6% | +38.3% |
| PFEPfizer | Healthcare | 1.96% | 1.00 | 2026-07-31 | -1.8% | -1.8% | -0.3% | +3.9% | -3.8% | +23.9% | +21.0% |
| NEENextEra Energy | Utilities | 1.93% | 1.02 | 2026-07-31 | -0.0% | -2.6% | +8.9% | +0.8% | +2.7% | +9.4% | +3.1% |
| WELLWelltower | Real Estate | 1.88% | 0.85 | 2024-07-31 | -0.2% | +0.9% | +5.6% | +5.1% | +5.6% | +34.9% | +30.2% |
| TJXTJX Companies | Consumer Cyclical | 1.74% | 0.99 | 2023-05-31 | -0.5% | -2.0% | -6.1% | -6.0% | -3.2% | -10.8% | -6.0% |
| CBChubb Limited | Financial Services | 1.55% | 1.14 | 2022-05-31 | +0.9% | +0.5% | +5.9% | +9.9% | +2.6% | +20.8% | +29.3% |
| PLDPrologis | Real Estate | 1.33% | 1.06 | 2026-04-30 | -0.8% | +0.3% | +1.6% | -8.0% | +0.8% | +3.4% | +5.4% |
| SOSouthern Company | Utilities | 1.19% | 1.24 | 2021-03-31 | -1.1% | -0.6% | +4.0% | +0.6% | -1.0% | +9.0% | +5.1% |
| GDGeneral Dynamics | Industrials | 1.12% | 0.90 | 2021-05-28 | -0.8% | +2.2% | +8.1% | -6.7% | -2.3% | +10.1% | +5.2% |
| DUKDuke Energy | Utilities | 1.10% | 1.28 | 2021-03-31 | +0.3% | -0.7% | +8.7% | +4.5% | +1.4% | +13.1% | +8.1% |
| CSXCSX Corporation | Industrials | 1.06% | 0.92 | 2026-05-29 | +1.1% | +3.2% | +7.7% | +3.8% | +0.9% | +46.0% | +51.9% |
| PNCPNC Financial Services | Financial Services | 1.03% | 1.02 | 2026-04-30 | -0.4% | +1.8% | +7.4% | -5.4% | +1.4% | +14.3% | +29.1% |
| USBU.S. Bancorp | Financial Services | 1.03% | 0.94 | 2026-04-30 | -0.4% | +1.1% | +5.3% | -2.9% | +1.6% | +16.5% | +31.8% |
| WMWaste Management | Industrials | 1.03% | 1.01 | 2019-12-31 | +1.2% | +0.8% | +8.4% | +8.5% | +4.1% | +12.1% | +21.6% |
| CTASCintas | Industrials | 0.97% | 0.83 | 2025-12-31 | +0.6% | +1.0% | +7.3% | +12.6% | +4.0% | +22.5% | +24.3% |
| ECLEcolab | Basic Materials | 0.94% | 1.01 | 2024-10-31 | -0.4% | +0.3% | +5.4% | +7.6% | +1.2% | +17.8% | +18.3% |
| MDLZMondelez International | Consumer Defensive | 0.91% | 0.83 | 2019-12-31 | -0.0% | -0.2% | +5.8% | +4.9% | +2.7% | +27.1% | +20.9% |
| TRVTravelers Companies (The) | Financial Services | 0.91% | 1.04 | 2025-10-31 | +1.5% | +0.6% | +5.6% | +12.3% | +2.3% | +41.3% | +43.9% |
| HLTHilton Worldwide | Consumer Cyclical | 0.88% | 0.81 | 2026-06-30 | -1.3% | +0.7% | +8.5% | +11.2% | +4.3% | +29.7% | +36.3% |
| ITWIllinois Tool Works | Industrials | 0.88% | 1.01 | 2023-11-30 | -0.4% | +0.8% | +6.1% | +1.9% | +3.3% | +19.0% | +20.2% |
| NSCNorfolk Southern Railway | Industrials | 0.85% | 1.02 | 2025-11-28 | +0.9% | +1.7% | +3.1% | -3.1% | -2.3% | +17.5% | +17.9% |
| CLColgate-Palmolive | Consumer Defensive | 0.84% | 0.86 | 2019-12-31 | -0.3% | -1.0% | +6.1% | +8.2% | +2.6% | +26.7% | +25.9% |
| KMIKinder Morgan | Energy | 0.83% | 1.02 | 2026-01-30 | +2.1% | +6.8% | -0.9% | +1.4% | -3.9% | +21.8% | +24.2% |
| RSGRepublic Services | Industrials | 0.83% | 1.08 | 2019-12-31 | +1.3% | +1.3% | +10.0% | +14.6% | +3.5% | +20.6% | +23.4% |
| SPGSimon Property Group | Real Estate | 0.79% | 1.15 | 2026-04-30 | -0.3% | +3.4% | +15.1% | +6.0% | +7.5% | +30.7% | +32.4% |
| AEPAmerican Electric Power | Utilities | 0.78% | 1.21 | 2024-10-31 | +0.5% | +3.2% | +5.3% | +3.6% | +0.5% | +16.1% | +9.1% |
| METMetLife | Financial Services | 0.72% | 0.82 | 2026-07-31 | -0.8% | +2.4% | +2.4% | +8.0% | +2.7% | +32.9% | +34.8% |
| GWWW. W. Grainger | Industrials | 0.71% | 0.84 | 2026-08-31 | +1.1% | +3.7% | +13.1% | +15.2% | +10.7% | +50.0% | +60.1% |
| AFLAflac | Financial Services | 0.69% | 1.28 | 2025-02-28 | +0.1% | +0.8% | +7.7% | +9.2% | +2.7% | +17.1% | +14.1% |
| PSAPublic Storage | Real Estate | 0.66% | 0.84 | 2025-08-29 | -0.5% | -1.9% | +13.1% | +3.8% | +2.8% | +32.6% | +25.2% |
| TFCTruist Financial | Financial Services | 0.65% | 0.85 | 2026-10-30 NEW | -0.5% | +0.4% | +7.4% | -1.9% | +2.5% | +4.8% | +15.1% |
| DDominion Energy | Utilities | 0.65% | 1.02 | 2025-10-31 | -0.0% | -2.3% | +8.2% | +0.6% | +2.1% | +19.8% | +15.9% |
| SRESempra | Utilities | 0.63% | 1.07 | 2026-02-27 | +1.3% | -0.8% | -3.3% | -6.7% | -8.0% | -8.2% | -12.7% |
| ORealty Income | Real Estate | 0.60% | 1.28 | 2024-08-30 | -0.4% | -0.3% | +7.3% | -4.4% | +4.2% | +10.0% | +9.5% |
| ETREntergy | Utilities | 0.56% | 1.07 | 2025-11-28 | +0.3% | +1.8% | +8.0% | +4.0% | +2.0% | +23.7% | +18.8% |
| XELXcel Energy | Utilities | 0.55% | 1.14 | 2025-03-31 | +0.7% | +1.6% | +8.7% | +3.7% | +2.3% | +13.1% | +3.7% |
| EXCExelon | Utilities | 0.53% | 1.09 | 2024-12-31 | +0.4% | -1.5% | +7.9% | +2.1% | -0.7% | +8.0% | +3.6% |
| AIGAmerican International Group | Financial Services | 0.48% | 0.82 | 2026-10-30 NEW | -0.2% | +2.1% | +4.5% | +9.9% | +0.9% | -1.5% | +11.2% |
| VTRVentas | Real Estate | 0.48% | 0.84 | 2025-04-30 | -0.6% | +1.0% | +5.9% | -1.5% | +6.0% | +18.3% | +20.9% |
| EDConsolidated Edison | Utilities | 0.48% | 1.27 | 2021-03-31 | +0.2% | -1.6% | +8.7% | +10.6% | +2.4% | +23.2% | +23.9% |
| PRUPrudential Financial | Financial Services | 0.42% | 0.92 | 2026-05-29 | -0.3% | +0.1% | +5.4% | +1.5% | +5.3% | +12.9% | +21.0% |
| WECWEC Energy Group | Utilities | 0.42% | 1.28 | 2024-03-28 | +0.4% | -0.3% | +11.3% | +7.9% | +1.7% | +14.8% | +8.5% |
| PEGPublic Service Enterprise Group | Utilities | 0.41% | 1.19 | 2025-03-31 | +1.0% | +2.7% | +6.9% | +0.5% | +1.0% | -4.1% | -7.3% |
| HIGHartford (The) | Financial Services | 0.41% | 1.09 | 2025-07-31 | +0.2% | +0.2% | +3.5% | +0.4% | +3.6% | +1.1% | +6.6% |
| ACGLArch Capital Group | Financial Services | 0.40% | 1.04 | 2026-02-27 | +0.6% | -0.7% | +10.6% | +11.5% | +3.2% | +14.5% | +21.1% |
| MTBM&T Bank | Financial Services | 0.38% | 1.01 | 2026-04-30 | -0.0% | +0.2% | +0.7% | -9.4% | -0.2% | +11.5% | +21.3% |
| EXRExtra Space Storage | Real Estate | 0.35% | 0.88 | 2026-08-31 | -0.5% | -1.1% | +15.0% | +8.3% | +4.7% | +25.9% | +23.9% |
| AEEAmeren | Utilities | 0.34% | 1.26 | 2024-12-31 | +0.6% | +1.1% | +9.9% | +5.1% | +3.1% | +16.6% | +11.5% |
| ATOAtmos Energy | Utilities | 0.32% | 1.28 | 2021-11-30 | +0.2% | +0.6% | +7.4% | +3.4% | +2.1% | +6.9% | +0.8% |
| OTISOtis Worldwide | Industrials | 0.32% | 0.90 | 2026-07-31 | -0.1% | -2.6% | +10.0% | +7.6% | +2.2% | -9.8% | -12.4% |
| WRBW. R. Berkley Corporation | Financial Services | 0.32% | 0.93 | 2025-07-31 | +0.9% | +0.5% | +4.6% | +11.3% | +4.7% | +11.6% | +4.1% |
| AWKAmerican Water Works | Utilities | 0.32% | 0.90 | 2026-05-29 | -0.9% | -2.7% | +11.5% | +7.0% | +2.8% | +16.1% | +17.2% |
| DTEDTE Energy | Utilities | 0.31% | 1.25 | 2024-08-30 | +0.3% | +3.9% | +9.2% | +1.6% | +3.4% | +11.4% | +3.7% |
| CNPCenterPoint Energy | Utilities | 0.31% | 1.26 | 2025-03-31 | +0.6% | +3.2% | +3.6% | +2.7% | -2.8% | +9.4% | +6.2% |
| CINFCincinnati Financial | Financial Services | 0.31% | 1.06 | 2026-01-30 | +0.5% | +1.3% | +14.1% | +13.9% | +5.3% | +18.8% | +17.4% |
| DGXQuest Diagnostics | Healthcare | 0.31% | 0.81 | 2026-10-30 NEW | +0.5% | +2.1% | +8.8% | +8.0% | +3.3% | +52.4% | +40.0% |
| FEFirstEnergy | Utilities | 0.30% | 1.28 | 2024-03-28 | +0.2% | -0.1% | +3.3% | -0.4% | +0.3% | +8.3% | +4.8% |
| PPLPPL Corporation | Utilities | 0.30% | 1.23 | 2021-07-30 | -0.4% | -2.1% | +2.2% | +0.2% | -1.1% | +3.1% | -1.2% |
| VICIVici Properties | Real Estate | 0.30% | 1.15 | 2024-09-30 | -0.2% | -1.2% | +6.1% | -3.8% | +1.8% | -6.8% | -13.1% |
| CHDChurch & Dwight | Consumer Defensive | 0.28% | 0.87 | 2020-02-28 | -0.3% | +0.3% | +8.3% | +12.8% | +4.1% | +34.4% | +32.3% |
| RFRegions Financial Corporation | Financial Services | 0.27% | 0.87 | 2026-10-30 NEW | -0.3% | +0.5% | +4.6% | -5.7% | -0.0% | +8.5% | +18.6% |
| PFGPrincipal Financial Group | Financial Services | 0.27% | 0.91 | 2026-04-30 | -1.2% | +0.4% | +4.0% | +2.2% | +1.5% | +31.6% | +38.9% |
| VMRKVivmark Residential | Real Estate | 0.26% | 1.05 | 2025-11-28 | -0.6% | -1.5% | +5.1% | +1.1% | +3.8% | +6.7% | +11.2% |
| LLoews Corporation | Financial Services | 0.25% | 1.28 | 2022-03-31 | +0.6% | +0.9% | +3.1% | +0.9% | +0.8% | +6.7% | +8.4% |
| KEYKeyCorp | Financial Services | 0.25% | 0.90 | 2026-07-31 | -0.7% | +1.6% | +6.8% | -2.7% | +0.8% | +6.2% | +22.6% |
| TROWT. Rowe Price | Financial Services | 0.24% | 0.82 | 2026-10-30 NEW | -1.5% | +0.3% | +7.6% | -1.6% | +5.0% | +10.8% | +10.7% |
| CMSCMS Energy | Utilities | 0.24% | 1.27 | 2019-12-31 | -0.1% | -0.8% | +4.8% | -0.7% | +0.1% | +2.7% | -4.1% |
| NINiSource | Utilities | 0.24% | 1.24 | 2024-08-30 | +1.0% | +3.6% | +12.3% | +11.3% | +3.3% | +13.2% | +7.6% |
| EVRGEvergy | Utilities | 0.22% | 1.28 | 2024-07-31 | +0.4% | +1.4% | +8.7% | +6.1% | +3.2% | +25.4% | +19.2% |
| LNTAlliant Energy | Utilities | 0.21% | 1.28 | 2023-10-31 | -0.4% | -0.2% | +10.1% | +5.3% | +2.3% | +16.3% | +11.1% |
| SNASnap-on | Industrials | 0.20% | 1.17 | 2026-02-27 | -1.3% | +0.9% | +1.1% | -6.1% | +4.0% | +9.4% | +10.7% |
| NDSNNordson Corporation | Industrials | 0.20% | 0.93 | 2026-04-30 | -0.8% | +5.2% | -0.6% | +5.7% | +1.3% | +37.1% | +39.9% |
| IEXIDEX Corporation | Industrials | 0.19% | 0.94 | 2026-07-31 | -1.1% | +6.6% | +0.3% | +1.5% | +1.5% | +35.1% | +41.9% |
| ESSEssex Property Trust | Real Estate | 0.19% | 1.10 | 2026-03-31 | -0.3% | +0.7% | +1.3% | -4.0% | +3.4% | +8.6% | +8.5% |
| KIMKimco Realty | Real Estate | 0.18% | 1.22 | 2025-12-31 | -0.2% | -0.2% | +12.8% | +6.4% | +4.3% | +30.4% | +29.4% |
| INVHInvitation Homes | Real Estate | 0.17% | 1.02 | 2025-04-30 | -0.6% | -3.0% | -0.3% | -10.5% | +0.6% | -0.5% | -2.4% |
| EGEverest Group | Financial Services | 0.17% | 0.98 | 2026-09-30 | +0.0% | +1.4% | +11.1% | +17.1% | +3.1% | +27.1% | +33.8% |
| AIZAssurant | Financial Services | 0.16% | 0.93 | 2026-08-31 | +0.0% | +5.4% | +14.7% | +16.6% | +10.4% | +35.7% | +45.5% |
| AVYAvery Dennison | Industrials | 0.15% | 0.84 | 2026-10-30 NEW | -0.3% | -1.1% | +6.7% | +3.0% | +3.0% | +5.0% | +10.1% |
| MAAMid-America Apartment Communities | Real Estate | 0.15% | 1.15 | 2025-02-28 | -1.0% | -3.8% | +0.7% | -9.8% | -0.2% | -11.6% | -6.7% |
| REGRegency Centers | Real Estate | 0.15% | 1.28 | 2024-10-31 | -0.6% | -0.7% | +3.7% | +0.1% | +1.5% | +12.9% | +10.6% |
| PNWPinnacle West | Utilities | 0.14% | 1.28 | 2024-11-29 | -0.1% | +3.8% | +7.0% | +9.3% | +2.3% | +26.0% | +25.9% |
| GLGlobe Life | Financial Services | 0.14% | 1.02 | 2026-04-30 | -0.9% | +0.7% | -4.3% | -6.3% | +0.8% | +15.6% | +22.2% |
| UDRUDR, Inc. | Real Estate | 0.13% | 1.08 | 2024-11-29 | -0.4% | -1.6% | +6.9% | -2.1% | +2.5% | +3.3% | +8.1% |
| CPTCamden Property Trust | Real Estate | 0.11% | 1.13 | 2025-03-31 | -0.1% | -4.6% | +0.8% | -7.7% | -1.7% | -7.3% | -0.6% |
| FRTFederal Realty Investment Trust | Real Estate | 0.11% | 1.28 | 2026-01-30 | -0.4% | -0.6% | +6.6% | -3.2% | +2.2% | +16.5% | +18.5% |
| BRK-BBerkshire Hathaway | Financial Services | 0.01% | 1.28 | 2019-12-31 | +0.4% | +3.2% | +12.3% | +18.2% | +8.8% | +17.5% | +18.8% |
| BNYBank of New York Mellon Corp | Financial Services | — | 0.97 | 2026-01-30 | +0.4% | +3.9% | +8.4% | -3.6% | +4.2% | +34.3% | +40.2% |
Bottom quintile: the lowest-scoring stocks, used as the equal-weighted short leg of the spread.
| BEBloom Energy Corporation | Industrials | -2.98 | 2026-09-30 | -2.9% | +21.4% | -13.9% | -1.6% | +0.1% | +134.1% | +60.0% |
|---|---|---|---|---|---|---|---|---|---|---|
| CIENCiena Corporation | Technology | -2.98 | 2026-02-27 | -0.3% | +27.8% | -17.2% | -26.1% | -8.0% | +26.2% | +42.2% |
| COHRCoherent, Inc. | Technology | -2.98 | 2026-03-31 | -0.2% | +37.9% | -6.6% | -18.6% | +11.3% | +26.8% | +48.1% |
| DELLDell Technologies | Technology | -2.98 | 2024-09-30 | -0.2% | +17.7% | -21.1% | -14.7% | -12.1% | +199.3% | +171.6% |
| INTCIntel | Technology | -2.98 | 2023-06-30 | -0.9% | +18.5% | -35.1% | -33.3% | -5.9% | +67.8% | +63.4% |
| LITELumentum Holdings Inc. | Technology | -2.98 | 2026-03-31 | -3.0% | +23.4% | -27.7% | -24.0% | -25.2% | +70.6% | +149.1% |
| MRNAModerna | Healthcare | -2.98 | 2021-07-30 | -6.3% | -3.5% | -1.5% | +33.6% | +5.1% | +690.1% | +782.2% |
| MRVLMarvell Technology, Inc. | Technology | -2.98 | 2026-06-30 | -1.6% | +24.3% | -31.2% | -30.0% | -15.5% | +95.7% | +86.2% |
| MUMicron Technology | Technology | -2.98 | 2021-06-30 | -2.0% | +21.1% | -14.6% | -15.2% | -10.2% | +178.7% | +230.1% |
| RDDTReddit, Inc. | Communication Services | -2.98 | 2026-08-31 | -5.4% | +6.5% | -37.3% | -34.1% | +8.9% | -56.5% | -52.0% |
| SMCISupermicro | Technology | -2.98 | 2024-03-28 | -9.3% | +1.9% | -21.3% | -24.6% | -16.2% | -5.7% | -28.9% |
| SNDKSandisk Corporation | Technology | -2.98 | 2025-12-31 | -4.7% | +15.6% | -33.2% | -40.6% | -19.0% | +292.6% | +243.2% |
| TERTeradyne | Technology | -2.98 | 2024-03-28 | -0.4% | +24.5% | -22.8% | -30.2% | -3.5% | +37.0% | +49.7% |
| WDCWestern Digital | Technology | -2.98 | 2019-12-31 | -1.4% | +15.4% | -13.3% | -33.1% | -15.6% | +79.5% | +82.1% |
| STXSeagate Technology | Technology | -2.89 | 2025-04-30 | -1.5% | +16.5% | -21.3% | -34.7% | -15.7% | +98.0% | +89.8% |
| GLWCorning Inc. | Technology | -2.87 | 2026-02-27 | -0.9% | +15.4% | -13.7% | -21.5% | -3.2% | +37.1% | +37.0% |
| FLEXFlex Ltd. | Technology | -2.77 | 2026-06-30 | -0.9% | +17.3% | -20.5% | -30.7% | -9.5% | +29.6% | +27.3% |
| COINCoinbase Global | Financial Services | -2.75 | 2025-05-30 | -3.1% | -3.5% | -28.2% | -17.6% | -8.0% | -41.6% | -56.6% |
| APPAppLovin Corporation | Technology | -2.71 | 2025-09-30 | -2.1% | +11.2% | +41.8% | +27.4% | +73.3% | -41.2% | -33.4% |
| DDOGDatadog | Technology | -2.69 | 2025-07-31 | -0.0% | +5.6% | -30.8% | -21.1% | -21.7% | +35.5% | -6.8% |
| HOODRobinhood Markets, Inc. | Financial Services | -2.69 | 2025-09-30 | -2.4% | +5.3% | -20.6% | -13.8% | -2.9% | -27.0% | -37.4% |
| PEverpure, Inc. | Technology | -2.61 | 2026-09-30 | +3.1% | +17.5% | -17.7% | -2.0% | -13.5% | +63.9% | +25.5% |
| AMDAdvanced Micro Devices | Technology | -2.49 | 2021-03-31 | +6.2% | +45.1% | +4.4% | +25.8% | +16.3% | +174.0% | +147.1% |
| VRTVertiv Holdings Co | Industrials | -2.42 | 2026-03-31 | +1.7% | +18.8% | -2.2% | -19.6% | -9.7% | +29.7% | +17.4% |
| TWLOTwilio Inc. | Technology | -2.29 | 2026-10-30 NEW | -2.5% | +6.5% | -21.8% | -3.6% | +4.3% | +50.4% | +63.7% |
| LRCXLam Research | Technology | -2.26 | 2019-12-31 | -1.3% | +25.7% | -16.1% | -24.1% | -2.6% | +36.4% | +46.9% |
| NOWServiceNow | Technology | -2.13 | 2026-01-30 | -1.8% | -1.4% | -32.0% | -20.6% | -4.0% | -34.1% | -41.3% |
| FICOFair Isaac | Technology | -2.08 | 2025-07-31 | -1.8% | +1.2% | -7.1% | -38.4% | +0.6% | -57.7% | -60.2% |
| CVNACarvana Co. | Consumer Cyclical | -2.05 | 2025-12-31 | -4.3% | -1.9% | +16.6% | +0.4% | +3.5% | -16.2% | +8.2% |
| ONON Semiconductor | Technology | -2.02 | 2022-06-30 | +0.1% | +16.9% | -0.0% | -3.8% | +2.8% | +36.0% | +52.1% |
| AKAMAkamai Technologies | Technology | -2.01 | 2026-04-30 | +0.1% | +11.5% | -6.0% | -23.1% | -6.4% | -0.5% | -4.2% |
| AXONAxon Enterprise | Industrials | -1.98 | 2024-08-30 | -2.7% | -19.8% | -26.4% | -52.5% | -28.2% | -46.0% | -46.4% |
| KLACKLA Corporation | Technology | -1.92 | 2021-05-28 | -1.7% | +22.0% | -9.2% | -15.5% | +0.3% | +30.8% | +33.7% |
| AMATApplied Materials | Technology | -1.90 | 2021-05-28 | -3.5% | +19.4% | -11.3% | -23.1% | -2.3% | +48.9% | +67.6% |
| PLTRPalantir Technologies | Technology | -1.89 | 2024-09-30 | -0.6% | +10.6% | -14.5% | -2.1% | -6.9% | -3.5% | -10.2% |
| HPEHewlett Packard Enterprise | Technology | -1.75 | 2026-05-29 | +0.1% | +13.9% | -14.2% | -5.1% | -8.7% | +111.9% | +123.7% |
| ORCLOracle Corporation | Technology | -1.72 | 2025-01-31 | -1.0% | +10.4% | -5.4% | -11.3% | -2.7% | -33.9% | -45.4% |
| GNRCGenerac | Industrials | -1.68 | 2025-07-31 | -0.2% | +12.4% | -2.4% | -8.1% | -2.2% | +42.0% | +22.6% |
| SKYDSkydance Corporation | Communication Services | -1.63 | 2025-08-29 | -2.6% | -5.6% | +6.0% | -27.1% | -3.2% | -41.8% | -53.2% |
| ITGartner | Technology | -1.62 | 2025-11-28 | -0.4% | -2.9% | -7.2% | -0.3% | -16.0% | -23.8% | -17.0% |
| FIXComfort Systems USA, Inc. | Industrials | -1.60 | 2025-12-31 | -2.3% | +17.6% | -23.4% | -33.1% | -7.9% | +21.8% | +19.1% |
| CRWDCrowdStrike | Technology | -1.56 | 2024-06-28 | -0.0% | +5.5% | -6.3% | +13.6% | -8.5% | +95.5% | +64.6% |
| NCLHNorwegian Cruise Line Holdings | Consumer Cyclical | -1.54 | 2020-03-31 | -3.2% | +2.6% | +18.4% | +5.1% | +3.7% | -18.4% | -3.2% |
| QQnity Electronics, Inc. | Technology | -1.48 | 2026-08-31 | -2.7% | +11.9% | +3.0% | -2.2% | +5.6% | +51.1% | +28.0% |
| ANETArista Networks | Technology | -1.45 | 2023-05-31 | +4.9% | +29.6% | +11.2% | +10.7% | +22.2% | +57.5% | +52.9% |
| ALBAlbemarle Corporation | Basic Materials | -1.44 | 2021-03-31 | -0.9% | -3.3% | -3.1% | -28.9% | +4.5% | -32.2% | -7.4% |
| MPWRMonolithic Power Systems | Technology | -1.43 | 2021-04-30 | -2.1% | +28.0% | +15.9% | +11.6% | +19.5% | +60.6% | +52.7% |
| WDAYWorkday, Inc. | Technology | -1.41 | 2026-04-30 | -0.6% | -5.1% | -3.3% | -4.2% | -3.9% | -11.5% | -16.3% |
| ECHOEchoStar Corporation | Communication Services | -1.40 | 2023-08-31 | -1.1% | +12.4% | +16.4% | +14.3% | +4.3% | -7.0% | +41.8% |
| FSLRFirst Solar | Energy | -1.39 | 2022-12-30 | -2.4% | -11.2% | -2.8% | -21.9% | -0.4% | -33.5% | -34.2% |
| QCOMQualcomm | Technology | -1.39 | 2026-05-29 | +0.4% | +13.1% | -0.6% | +10.1% | +7.6% | +5.3% | +4.0% |
| GEVGE Vernova | Utilities | -1.37 | 2025-01-31 | +1.8% | +6.8% | -11.2% | -16.7% | -4.1% | +26.2% | +43.1% |
| CHTRCharter Communications | Communication Services | -1.34 | 2026-04-30 | -2.5% | +5.5% | +20.8% | -12.9% | +19.1% | -36.4% | -36.5% |
| ILMNIllumina, Inc. | Healthcare | -1.34 | 2026-09-30 | -1.2% | +1.1% | -21.5% | +2.6% | -10.9% | +60.3% | +71.5% |
| EXPEExpedia Group | Consumer Cyclical | -1.17 | 2019-12-31 | +0.5% | -4.2% | -10.5% | -19.8% | -8.6% | -7.3% | -0.8% |
| GDDYGoDaddy | Technology | -1.15 | 2026-07-31 | -0.9% | -6.3% | +4.9% | +16.2% | -4.0% | -9.3% | -14.6% |
| INTUIntuit | Technology | -1.15 | 2026-05-29 | -0.7% | -4.1% | +3.1% | -5.7% | -0.2% | -47.9% | -47.2% |
| SWKSSkyworks Solutions | Technology | -1.13 | 2026-06-30 | +3.2% | +11.4% | +14.3% | +32.1% | +3.3% | +45.6% | +35.6% |
| MCHPMicrochip Technology | Technology | -1.10 | 2024-08-30 | -0.3% | -4.5% | -16.6% | -19.2% | -19.9% | -1.2% | +16.1% |
| PANWPalo Alto Networks | Technology | -1.10 | 2026-09-30 | -3.5% | +2.6% | -12.8% | -10.3% | -11.8% | +75.2% | +47.9% |
| VSTVistra Corp. | Utilities | -1.09 | 2024-05-31 | +0.5% | +18.8% | -13.0% | -5.9% | -3.1% | -16.5% | -24.7% |
| ACNAccenture | Technology | -1.08 | 2026-07-31 | -0.5% | -4.8% | +12.2% | +38.9% | -2.3% | -2.7% | +7.7% |
| CCLCarnival | Consumer Cyclical | -1.06 | 2020-02-28 | -4.2% | -0.1% | +11.6% | +10.7% | +2.5% | -1.7% | +12.1% |
| DASHDoorDash | Communication Services | -1.05 | 2025-11-28 | -3.0% | -3.9% | -10.5% | -21.5% | -3.4% | -23.7% | -13.9% |
| NXPINXP Semiconductors | Technology | -1.05 | 2024-08-30 | -1.1% | +9.1% | +15.4% | +18.5% | +2.7% | +24.5% | +33.8% |
| PTCPTC Inc. | Technology | -1.04 | 2026-10-30 NEW | +0.0% | +0.8% | +1.6% | +28.7% | +0.3% | +12.6% | +10.2% |
| NRGNRG Energy | Utilities | -1.03 | 2024-11-29 | +0.8% | +22.1% | -4.0% | -18.1% | +2.9% | -37.4% | -38.7% |
| CSGPCoStar Group | Real Estate | -0.99 | 2026-09-30 | -0.2% | -5.7% | -5.6% | -10.4% | +0.1% | -55.1% | -55.8% |
| TPLTexas Pacific Land Corporation | Energy | -0.99 | 2024-11-29 | +0.2% | +3.6% | -18.6% | -24.3% | -15.0% | -1.4% | -14.1% |
| FTNTFortinet | Technology | -0.98 | 2026-10-30 NEW | +1.2% | +5.9% | -28.7% | -15.2% | -4.7% | +63.3% | +55.0% |
| IBMIBM | Technology | -0.97 | 2026-07-31 | -1.2% | -0.1% | +5.5% | +4.1% | -4.2% | -14.9% | -19.7% |
| CEGConstellation Energy | Utilities | -0.96 | 2024-03-28 | +2.5% | +17.5% | +2.4% | +2.7% | +7.3% | -19.9% | -19.5% |
| UALUnited Airlines Holdings | Industrials | -0.96 | 2020-03-31 | -5.6% | +1.1% | +10.3% | -3.5% | +7.2% | -0.1% | +17.7% |
| NEMNewmont | Basic Materials | -0.95 | 2026-01-30 | -4.2% | -5.2% | -2.0% | -9.1% | +6.5% | +14.4% | +27.4% |
| FCXFreeport-McMoRan | Basic Materials | -0.94 | 2019-12-31 | -1.9% | +5.2% | -13.1% | -11.7% | -2.5% | +21.1% | +49.7% |
| CHRWC.H. Robinson | Industrials | -0.93 | 2026-10-30 NEW | +0.4% | +4.7% | -6.6% | -6.7% | +7.8% | -15.5% | -9.5% |
| ELEstée Lauder Companies (The) | Consumer Defensive | -0.92 | 2023-07-31 | -2.2% | +2.0% | +2.5% | +12.4% | +0.5% | +6.0% | +22.6% |
| FDSFactSet | Financial Services | -0.92 | 2026-06-30 | -0.1% | -1.7% | +10.8% | +12.6% | +1.5% | +16.9% | +25.4% |
| CRMSalesforce | Technology | -0.91 | 2026-08-31 | -0.4% | -2.4% | -12.0% | +5.6% | -5.2% | -17.5% | -10.4% |
| JBLJabil | Technology | -0.91 | 2026-07-31 | +0.2% | +9.7% | -9.7% | -19.7% | -4.9% | +13.8% | +23.0% |
| RCLRoyal Caribbean Group | Consumer Cyclical | -0.91 | 2024-12-31 | -3.7% | +0.0% | +15.3% | +8.0% | +5.1% | +17.6% | +24.9% |
| CDWCDW | Technology | -0.90 | 2026-08-31 | -0.1% | +9.2% | +12.1% | +26.7% | +12.5% | +29.0% | +23.7% |
| ZBRAZebra Technologies | Technology | -0.90 | 2025-05-30 | -2.8% | -1.1% | -15.7% | -10.3% | -11.9% | +31.0% | +24.7% |
| HPQHP Inc. | Technology | -0.89 | 2026-09-30 | -0.2% | -1.8% | -6.3% | -2.5% | +0.4% | +34.7% | +22.8% |
| DVADaVita | Healthcare | -0.86 | 2026-08-31 | -3.6% | -9.2% | -6.5% | -0.2% | -5.6% | +55.7% | +44.7% |
| HUMHumana | Healthcare | -0.86 | 2024-10-31 | -1.1% | +7.2% | +2.4% | +17.0% | +6.5% | +74.0% | +83.7% |
| KEYSKeysight Technologies | Technology | -0.84 | 2026-09-30 | -0.0% | +17.3% | -10.7% | -4.3% | -0.5% | +50.4% | +67.5% |
| NTAPNetApp | Technology | -0.84 | 2026-10-30 NEW | +2.1% | +10.3% | -12.9% | -3.7% | -6.2% | +77.2% | +71.9% |
| APHAmphenol | Technology | -0.83 | 2026-06-30 | +1.5% | +12.4% | -1.2% | +3.4% | +1.5% | +19.8% | +13.0% |
| AVGOBroadcom | Technology | -0.82 | 2024-02-29 | +5.6% | +25.0% | +5.9% | +0.7% | +11.8% | +5.9% | +4.3% |
| XYZBlock, Inc. | Technology | -0.82 | 2025-07-31 | -3.4% | -1.4% | +3.8% | +2.4% | +8.7% | +27.3% | +25.7% |
| CRLCharles River Laboratories | Healthcare | -0.80 | 2024-07-31 | -0.4% | +9.1% | +11.5% | +17.8% | -5.0% | +71.2% | +96.8% |
| LULULululemon Athletica | Consumer Cyclical | -0.80 | 2024-03-28 | -2.8% | -6.5% | +5.5% | -12.5% | -2.6% | -49.7% | -38.5% |
| APTVAptiv | Consumer Cyclical | -0.79 | 2026-08-31 | -1.5% | -5.0% | -14.1% | -20.7% | -11.7% | -49.0% | -52.4% |
| CNCCentene Corporation | Healthcare | -0.78 | 2025-07-31 | -0.5% | -5.4% | -0.5% | +8.4% | +2.5% | +70.5% | +98.4% |
| PWRQuanta Services | Industrials | -0.78 | 2026-10-30 NEW | -0.3% | +19.1% | -5.6% | -10.5% | -2.4% | +43.7% | +35.1% |
| SNPSSynopsys | Technology | -0.75 | 2026-10-30 NEW | +0.1% | +5.1% | -1.1% | +15.3% | -1.0% | -1.5% | +17.0% |
| EMEEMCOR Group, Inc. | Industrials | -0.74 | 2026-07-31 | -0.9% | +11.0% | -9.8% | -18.0% | -2.8% | +8.2% | +3.3% |
| PODDInsulet Corporation | Healthcare | -0.74 | 2026-08-31 | +0.0% | -3.9% | +8.2% | -0.9% | +0.3% | -47.2% | -54.0% |
| TSLATesla, Inc. | Consumer Cyclical | -0.74 | 2020-12-31 | -0.1% | +13.6% | +7.7% | +11.2% | -2.3% | -13.2% | -11.2% |
Score is the cross-sectional z-score at rebalance. “Since” marks the start of the stock’s current uninterrupted run in that book. A missing long weight means no usable market cap at rebalance; the name remains in the equal-weighted spread leg. Individual stock returns are descriptive, not portfolio attribution.
How Low volatility is defined
Ranked by negative standard deviation of daily total returns over 252 trading days, with at least 200 observations required.
Raw metrics are winsorized at the 2.5th and 97.5th percentiles, then standardized within the point-in-time universe. Stocks are split into five groups at each month-end rebalance.
The long portfolio holds the top quintile, weighted by market capitalization with a 5% name cap at rebalance. The Q5 − Q1 spread uses equal weights on both sides. Holdings drift with prices between rebalances.
First rebalance: 2019-12-31. The 5-day z-score compares the latest relative move with the prior 252 overlapping 5-day moves.
Read the full methodology →Sector exposure
Long portfolio / S&P 500 benchmark
Financial Services30.0% / 10.9%
Consumer Defensive17.8% / 5.5%
Utilities12.5% / 2.4%
Industrials10.5% / 7.5%
Real Estate7.8% / 1.7%
Healthcare7.3% / 10.3%
Technology5.0% / 37.2%
Consumer Cyclical4.7% / 9.7%
Basic Materials3.5% / 1.6%
Energy0.8% / 3.9%
Monthly portfolio changes
The last 12 rebalances of the long book. Turnover is the share of names newly added.
2026-10-30 7 added · 7 dropped
Added AAPL, AIG, AVY, DGX, RF, TFC, TROW
Dropped AME, CME, CVX, ES, LH, MDT, VLTO
2026-09-30 2 added · 2 dropped
Added EG, ES
Dropped DGX, YUM
2026-08-31 3 added · 3 dropped
Added AIZ, EXR, GWW
Dropped AVB, EA, WMB
2026-07-31 6 added · 6 dropped
Added IEX, KEY, MET, NEE, OTIS, PFE
Dropped CTVA, EQIX, ICE, MO, ORLY, PGR
2026-06-30 6 added · 6 dropped
Added CTVA, EQIX, HLT, LH, ORLY, WMB
Dropped AAPL, DLR, HON, SYK, T, VZ
2026-05-29 7 added · 7 dropped
Added AAPL, AWK, CSX, DGX, EA, PRU, VZ
Dropped CBOE, MNST, MSI, ORLY, RMD, WMB, WMT
2026-04-30 15 added · 15 dropped
Added BAC, CVX, GL, HON, JPM, MTB, NDSN, PFG, PGR, PLD, PNC, RMD, SPG, USB, WMB
Dropped ABT, ADP, AWK, CLX, CSX, DGX, EW, GIS, HD, JKHY, MRSH, ROL, SCHW, TSN, VZ
2026-03-31 6 added · 6 dropped
Added DLR, ESS, JKHY, SCHW, VZ, WMT
Dropped AON, AZO, DOC, LHX, SHW, SYY
2026-02-27 7 added · 7 dropped
Added ACGL, CLX, GIS, SHW, SNA, SRE, YUM
Dropped BR, COR, JKHY, MCK, ROP, STE, WTW
2026-01-30 7 added · 7 dropped
Added AWK, BNY, CINF, DOC, EW, FRT, KMI
Dropped CLX, GIS, GWW, MLM, TDY, VZ, XOM
2025-12-31 3 added · 3 dropped
Added CSX, CTAS, KIM
Dropped BSX, CSCO, K
2025-11-28 9 added · 9 dropped
Added AME, ETR, GWW, MCK, MLM, MNST, MSI, NSC, VMRK
Dropped AIG, BNY, KIM, KMB, LH, MKC, NWSA, SPGI, YUM