| Full sample | Before COVID-19 | During COVID-19 | |||
---|---|---|---|---|---|---|
OPW | OHR | OPW | OHR | OPW | OHR | |
Consumer discretionary | 0.8523 | 0.0921 | 0.8077 | 0.0946 | 0.8475 | 0.1047 |
Consumer staples | 0.8961 | 0.0560 | 0.9038 | 0.0501 | 0.8990 | 0.0716 |
Financials | 0.9163 | 0.1095 | 0.8628 | 0.0836 | 0.8534 | 0.1136 |
Health | 0.9447 | 0.1074 | 0.9026 | 0.0477 | 0.8824 | 0.0715 |
Industrials | 0.8681 | 0.1759 | 0.9118 | 0.0806 | 0.8059 | 0.1401 |
Materials | 0.8655 | 0.1445 | 0.8479 | 0.1344 | 0.7996 | 0.1771 |
Real estate | 0.7182 | 0.2311 | 0.8629 | 0.0492 | 0.6494 | 0.2698 |
Technology | 0.8268 | 0.0525 | 0.9241 | 0.0697 | 0.6763 | 0.1507 |
Telecom | 0.8650 | 0.0576 | 0.9308 | 0.0554 | 0.7845 | 0.1553 |
Utilities | 0.8473 | 0.0774 | 0.8663 | 0.0478 | 0.7761 | 0.1736 |