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Portfolio Correlation Matrix for Stocks, Etfs & Crypto

Data updated 2024-May-02 (Thursday)

  Specify stock/etf/cryptos & quantities to instantly view for Portfolio Correlation Matrix using recent financial data. Pearson Correlation is a standard measure to examine assets move with respect to each other. Aiolux automatically calculates Correlation Matrix for your portfolio over different time horizons so that you dont have to do the calculations. Quickly find uncorrelated and negatively correlated assets that may help diversify

Provided As-is for informational/educational purposes only and should not be construed as investment advice . Past performance may not be not indicative of future results. Always consult your Investment Adviser before any decision

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Portfolio
  Symbol Units Name
SPDR S&P 500 ETF
Bitcoin USD
Apple Inc.
Alter stock/etf symbol & quantity above as desired. Use AutoComplete functionality to ensure correct ticker symbol used for which data is available



Choose correlation time period for analysis

Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 52-week period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.38 0.80
  BTCUSD 0.38 1.00 0.28
  AAPL 0.80 0.28 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 52-week period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL UPRO SSO SPX VOO IVV SPLG RUI ESGU VV SPXS SDS SH SQQQ SDOW SRTY TZA VIX DRIP VNLA VRM SHV ICSH HKD JPST ASTR PSFE GBIL USFR
  BTCUSD ETHUSD BITI USFR MSOS FHN PSFE PACW SOXS PRF WTM GIS SKLZ
  AAPL TECL XLK FTEC VGT MGK IWY IXN IVW VOOG SPYG SQQQ SPXS SDS SH SDOW SRTY TZA VIX JPST GBIL NVO VRM USFR SHV UNG WMT HKD BIL
Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 5-day period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.84 0.70
  BTCUSD 0.84 1.00 0.95
  AAPL 0.70 0.95 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 5-day period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL IVV IWB SSO VOO UPRO SCHX ESGU SPLG DFUS SDS SPXS SPXU SH VIXY UVXY QID PSQ SQQQ SRTY BHF VRSN UTHR VRSK REG BAH CF EXC D SHO
  BTCUSD IMO VFC HAL MOO TOTL NMR GE TYL VLO SAVE DRIP MMM BSCO BITI SRTY USFR ATOMUSD UVXY PGR SH AXSM BASFY ITT CAKE BEPC OPK FITB MBLY PCRFY NKTR
  AAPL TWOU FLNC ITM RTX ASX VNO SE SAVE DE LEVI FISV DRIP UUP MMM USFR IRTC ATOMUSD BITI SRTY TSLQ VOX PTC ES PLTK VOYA SRC ADAP FOLD HUM HLN
Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 10-day period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.58 0.64
  BTCUSD 0.58 1.00 0.55
  AAPL 0.64 0.55 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 10-day period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY IVV SPXL SPLG IWB SSO UPRO VOO SPX SCHK DFUS SDS SPXU SPXS SH QID PSQ SQQQ TZA SRTY VIXY PACK HKD ODFL USFR SGOL IAU MUSA DOV MTB EVRG
  BTCUSD ALK GBTC BITO SIG INDA UAL EWU CRC IMO VLO BITI DRIP SRTY VIX TZA SMPL ST MMM SDOW WWD MORN WERN AN GOOG CFR ON HCP PEP NWG CHKP
  AAPL VST XLY BIDU TWOU ASX QCLN ALB LSCC DPSGY IYC MMM TSLQ UUP PGR EVBG SOXS QID PSQ SQQQ SH SUB SPGI CFR SEAS MET C EXC LSI UNH KIE
Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 20-day period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.40 0.58
  BTCUSD 0.40 1.00 0.12
  AAPL 0.58 0.12 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 20-day period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY IVV SPLG SPXL SSO UPRO VOO IWB RUI SPX SCHK SDS SPXU SPXS SH QID PSQ SQQQ TZA SRTY VIX CLF HSBC L CBRL CF UTHR KIE MRK FAST GO
  BTCUSD GBTC BITO LINKUSD ETHUSD DOGEUSD SOLUSD XLMUSD AVAXUSD MSTR BITI DRIP VIX SNAP PEG LQD DJU TIMB PAG TD HBI PCOR PYCR
  AAPL PGR QID SQQQ PSQ SPXS SDS SH SPXU LYG TSLQ ELP FOLD MORN CCK ST XAX APPN IDA LTCUSD X
Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 50-day period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.17 0.42
  BTCUSD 0.17 1.00 0.03
  AAPL 0.44 0.05 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 50-day period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL UPRO SSO IVV VOO SPLG IWB SPX ESGU RUI SPXU SPXS SDS SH QID SQQQ PSQ SDOW SOXS VIX WRB QDEL VSCO FIVN PPC VRM UNG FE LDOS NGG
  BTCUSD ETHUSD ADAUSD GBTC CROUSD LINKUSD SOLUSD MATICUSD XLMUSD DOGEUSD BITO BITI NI TEVA K TRIP PBR CTAS OLPX ZBRA WELL REYN
  AAPL GGB MLM LNC SWK EME ELV KTOS SIG AMBP DLO
Pearson Correlation matrix between various portfolio constituents using daily returns for trailing 100-day period. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.19 0.51
  BTCUSD 0.19 1.00 0.02
  AAPL 0.51 0.03 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for trailing 100-day period. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO SPXL SSO IVV SPLG VOO ESGU SPX RUI IWB SPXS SPXU SDS SH SQQQ QID PSQ SDOW SOXS TZA KRBN NOC CMF FRO WRB SPR ZIM TOTL MCK LMT
  BTCUSD ETHUSD GBTC BITO DOGEUSD ADAUSD BITI T PGNY SUSB MU CNXC ESTC BHC NDAQ VUSB IEI
  AAPL QID SQQQ PSQ SPXU SDS SH SPXS NKLA PLNT HIG PGY SBLK MET MCY CSL KMB UTHR
Pearson Correlation matrix between various portfolio constituents using daily returns for January month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.35 0.76
  BTCUSD 0.35 1.00 0.10
  AAPL 0.76 0.10 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for January month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO SSO SPXL IVV SPX SPLG VOO RUI VV IWB SDS SPXS SPXU SH PSQ QID SQQQ SDOW TZA SRTY EDV RDY TIP PSX TCOM LMBS GOVT CI IBKR ADAP
  BTCUSD BITI VRSK MPW XLE WM ITA CVX HES WERN XPO VRM
  AAPL IXN FTEC XLK VGT TECL SPYG IVW VOOG ONEQ IUSG SQQQ QID PSQ SOXS SPXU SH SPXS SDS TZA SRTY FE SYY C SUB FLO SPTL EDV HE BEKE ITM
Pearson Correlation matrix between various portfolio constituents using daily returns for February month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.06 0.64
  BTCUSD 0.06 1.00 -0.06
  AAPL 0.64 -0.06 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for February month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO SPXL IVV VOO SSO SPLG SPX VV SCHX ESGU SDS SPXS SPXU SH QID SQQQ PSQ SDOW SOXS SRTY MET RIVN AAGIY EQT MUSA CB COO DBA K UNM
  BTCUSD BITI TIP RPRX IDV OTEX PBF PSA ASX NTR TDTT AWI
  AAPL HHC SQQQ QID PSQ SH SPXU SPXS SDS SRTY TZA MCD CRC AMC AIQUY LDOS VOYA AZN NYT AGO DBA
Pearson Correlation matrix between various portfolio constituents using daily returns for March month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.07 0.58
  BTCUSD 0.07 1.00 0.02
  AAPL 0.58 0.02 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for March month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL UPRO SSO SPX IVV RUI SPLG VOO ESGV IWB SPXU SDS SPXS SH SDOW QID SQQQ PSQ VIX TZA HKD EVA RDY LQD SOLUSD BNBUSD USFR KGC AAGIY RGLD
  BTCUSD ETHUSD MATICUSD ADAUSD NLY PCTY OMCL CL AXON SPTS BNPQY AMBA EUFN IEX
  AAPL RYT SQQQ QID SPXU SDS SH PSQ SPXS SDOW TSLQ DELL VALE NGLOY SHY FHN ICL WPM SBH SPR UNFI
Pearson Correlation matrix between various portfolio constituents using daily returns for April month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.20 0.64
  BTCUSD 0.20 1.00 0.02
  AAPL 0.63 0.00 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for April month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY IVV SPXL SSO VOO UPRO SPLG SPX IWB RUI VONE SDS SPXS SH SQQQ TZA SDOW SRTY VIX VIXY ES PSQ KHC BIV WEC LKQ FISV BND GBIL CAH
  BTCUSD ETHUSD AVAXUSD SOLUSD ADAUSD XLMUSD ATOMUSD BITI IBM MRK IEP IGLB MRSN ES LII MTCH AJG TRIP
  AAPL SQQQ SPXS SDS SH TSLQ PGR LTCUSD BTCUSD MBLY ETR MKC AIRC AMN OTLY DB KR
Pearson Correlation matrix between various portfolio constituents using daily returns for May month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.50 0.91
  BTCUSD 0.50 1.00 0.42
  AAPL 0.91 0.42 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for May month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SSO UPRO SPXL IVV SPX VOO SPTM SPLG ESGU SCHX SPXS SDS SPXU SH QID SQQQ PSQ SDOW SRTY TZA GBIL KD SPIB BSV BOND IUSB IOVA JMST FTSM POR
  BTCUSD ETHUSD LINKUSD LTCUSD ADAUSD CROUSD MATICUSD XLMUSD AVAXUSD DOGEUSD SOLUSD PSQ QID SQQQ HKD SOXS UVXY SPXU TFSL NRG ICSH KD PINC STPZ BITI TIPX OMC BOND
  AAPL IOO OEX OEF SPYG IVW VOOG IWY IUSG IWL MGC SPXU SDS SPXS SH SQQQ QID PSQ SDOW SRTY TZA USIG POR JPST GBIL AMX LYFT SPIB SLQD PM MRTX
Pearson Correlation matrix between various portfolio constituents using daily returns for June month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.59 0.91
  BTCUSD 0.59 1.00 0.55
  AAPL 0.91 0.55 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for June month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SSO UPRO SPXL SPX ESGU RUI IWB VOO VV SPLG SPXS SPXU SDS SH SDOW SQQQ QID PSQ SOXS SRTY NTTYY ICSH JPST NTDOY UNG USFR LMBS FTSM BIL UCO
  BTCUSD ETHUSD CROUSD DOGEUSD AVAXUSD ATOMUSD XRPUSD SPXU SH SPXS SDS QID PSQ SQQQ UVXY VIXY SRTY BIG CBSH GO DG GSG ZLAB CF USFR MUFG AEO
  AAPL SCHG IVW VOOG SPYG IWY NDX QLD VGT MGK IXIC QID SQQQ PSQ SPXS SPXU SDS SH SDOW SOXS SRTY FTSM NTTYY NTDOY ICSH GBIL SEB DBC PDBC SHV EC
Pearson Correlation matrix between various portfolio constituents using daily returns for July month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.35 0.74
  BTCUSD 0.35 1.00 0.26
  AAPL 0.74 0.26 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for July month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO SSO SPXL IVV VOO SPX SPLG VV ESGU SCHX SDS SPXS SPXU SH QID SQQQ PSQ SDOW SRTY TZA RPG MATICUSD CEIX PRF UNG LBRDA PG CMCSA CHTR BRCC
  BTCUSD CROUSD ETHUSD AVAXUSD SOLUSD ALGOUSD BITI OGN BA ECL NJR KEY REXR BRCC SPYD SNV SPIB FMX
  AAPL MGK IWY IVW VOOG SPYG QLD QQQ SCHG NDX QQQM QID SQQQ PSQ SPXU SPXS SDS SH SOXS TSLQ BITI LKNCY SRE MHK SLB AR BRCC FMS CGC AWK PSA
Pearson Correlation matrix between various portfolio constituents using daily returns for August month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.43 0.80
  BTCUSD 0.43 1.00 0.20
  AAPL 0.80 0.20 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for August month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO SSO SPXL IVV VOO SPX SPLG ESGU VV SCHX SDS SPXS SPXU SH PSQ QID SQQQ SDOW TZA SRTY ICSH TAL USO VIPS COMT UCO FANG EXEL AXSM RRC
  BTCUSD ETHUSD LTCUSD SOLUSD ALGOUSD XRPUSD ADAUSD MATICUSD LINKUSD TZA SRTY NVO CMS VIPS FLO AMC ATO PFGC IVOL EXEL SPIP
  AAPL TECL VGT XLK FTEC IXN IVW VOOG SPYG IUSG IYW SH SDS SPXS SPXU PSQ QID SQQQ SDOW VIX SRTY CERT MRCY REYN IRTC WBD HES FCN CNX STE BIL
Pearson Correlation matrix between various portfolio constituents using daily returns for September month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.64 0.70
  BTCUSD 0.64 1.00 0.45
  AAPL 0.70 0.45 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for September month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL UPRO SSO SPX RUI VOO ESGV RUA SPLG SCHX SPXS SPXU SDS SH SQQQ QID PSQ SDOW SRTY TZA GBIL SHV NVO JMST JPST LI PROSY NEAR MRVI ICSH
  BTCUSD AVAXUSD BITO MATICUSD GBTC BNBUSD ETHUSD BITI QID SQQQ PSQ SDOW SPXU SPXS SDS SH SOXS SBLK LTHM NTDOY SQM PDI ADT PROSY NEP CVAC FLNC
  AAPL IXN TECL VGT XLK FTEC IYW IWY MGK VOOG TQQQ SQQQ QID PSQ SPXS SDS SPXU SH SOXS SDOW TZA UTHR RHHBY BND HAIN BIV MRSN VTEB IGLB CASY AGG
Pearson Correlation matrix between various portfolio constituents using daily returns for October month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.32 0.84
  BTCUSD 0.32 1.00 0.22
  AAPL 0.84 0.22 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for October month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY IVV VOO SSO SPXL SPLG SPX UPRO VV ESGU RUI SPXS SDS SPXU SH PSQ SQQQ QID SDOW TZA SRTY ARMK NTNX DBA FTSM SUB VNLA IVOL USFR LU AAGIY
  BTCUSD ETHUSD BITO LTCUSD BITI UUP CTRA TTEK MCK TRV MCY MANH DLTR BA DECK SBLK
  AAPL XLK TECL IXN FTEC IYW VGT QQQM NDX QQQ QLD SQQQ QID PSQ SPXS SDS SPXU SH SOXS SDOW TZA USFR TCEHY SPIP ZLAB MPNGY IEI VGIT HYD SCHR CMF
Pearson Correlation matrix between various portfolio constituents using daily returns for November month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.51 0.90
  BTCUSD 0.51 1.00 0.49
  AAPL 0.90 0.49 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for November month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY UPRO IVV SSO SPXL VOO SPX SPLG VV ESGU SCHX SPXS SDS SPXU SH QID SQQQ PSQ SDOW SOXS SRTY CBOE CPB ADAP FCN GBIL CAH VIV CHGG MRK FTSM
  BTCUSD ETHUSD BITO ATOMUSD XLMUSD SOLUSD ADAUSD GBTC ALGOUSD XRPUSD CROUSD BITI SDS SPXU SH SPXS DRIP QID SEDG FIVN RHHBY UTHR VALE BRZU EDV FOUR SPTS MINT
  AAPL TECL XLK IWY FTEC VGT MGK IXN IYW SCHG VONG QID SQQQ PSQ SH SPXU SPXS SDS SOXS SDOW SRTY MRK WTM NTCO GBIL WSC CALM SHV BSBR FTSM CHGG
Pearson Correlation matrix between various portfolio constituents using daily returns for December month dates in the last 52 weeks. Strong positive/negative pair correlations and uncorrelated pairs are color formatted
 Portfolio   SPY   BTCUSD   AAPL
  SPY 1.00 0.27 0.84
  BTCUSD 0.27 1.00 0.38
  AAPL 0.84 0.38 1.00

Strong positive/negative pair correlations & uncorrelated pairs for each portfolio constituent using daily returns for December month dates in the last 52 weeks. Limited to 10 entries for each
 Portfolio   Positive   Negative   Uncorrelated
  SPY SPXL UPRO SSO ESGV USSG ESGU SPX RUI IVV SCHX SPXS SPXU SDS SH SDOW SQQQ QID PSQ SOXS TZA SAIC SHM JPST FLRN SUZ LEGN PRPL BDTX BSCO BAM
  BTCUSD BITO ETHUSD GBTC BITI FSLR EDU KR SHV AR HWM ALB GEM HII GPC
  AAPL RYT MGK IXN VGT FTEC XLK IWF VUG TECL VONG QID SQQQ PSQ SDS SPXU SPXS SH SDOW SOXS SRTY SUZ GSK EBR CRRFY PGR SAIC BEKE BAM ACGL NTCO


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