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Portfolio Correlation Matrix for Stocks, Etfs & Crypto
Data updated 2024-Dec-20 (Friday)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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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 | 0.21 | 0.63 |
| BTCUSD | 0.22 | 1.00 | 0.09 |
| AAPL | 0.63 | 0.09 | 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
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 | 0.79 | 0.98 |
| BTCUSD | 0.79 | 1.00 | 0.82 |
| AAPL | 0.98 | 0.82 | 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 | VYM MGC ESGV NUSC RUI MAR IPAY RUA VV VONE | SDS SH SPXS SPXU TZA VRM SRTY UUP QID SQQQ | VIPS CBSH YMM TMUS SAVE FISV UBER SMAR ETR DQ |
| BTCUSD | PTON ADYEY MARA ZI PACW INTU BITO SCHZ CPRI MPWR | BITI HCP PSQ SQQQ QID MCK MRO MOH SOXS CNC | EWW DG AAL KR PR POST PPG TCEHY UA QRTEA |
| AAPL | VDC GVI RMD IEI PTBD XYL IOVA USHY PK BXP | SPXS UUP SH SDS SPXU DUST TZA SRTY SDOW QID | CWEN BIL SRC COMT DBA LKNCY HHC SFM SNAP TME |
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 | 0.73 | 0.69 |
| BTCUSD | 0.73 | 1.00 | 0.13 |
| AAPL | 0.69 | 0.13 | 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 | ESGV RUI MGC RUA SPLG UPRO SPXL VONE SPTM VOO | SDS SH SPXS SPXU TZA SRTY QID SQQQ PSQ SDOW | BZ MKTX FISV ADAP SCHO BILI CE TAL PEP XPEV |
| BTCUSD | BITO GBTC CVNA ETHUSD ARKW DOGEUSD ALGOUSD PPC SOFI NDX | BITI SQQQ PSQ QID WIT SOXS SPWR CI ICLR SBLK | LMBS SCCO NTR SEDG CGC RIO RDY CRON LNTH CL |
| AAPL | NTRS HST PK BXP COLM AMCR BK ELS HELE ZBH | UUP SDOW TZA SRTY SDS SPXU SH SPXS VIXY UVXY | CME NMR T SEAS LKQ LSI LYG SBUX PKI HEFA |
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 | 0.52 | 0.63 |
| BTCUSD | 0.52 | 1.00 | -0.08 |
| AAPL | 0.63 | -0.08 | 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 | RUI SPLG SPXL UPRO VOO SPTM VV SSO VONE PBUS | SDS SH SPXU SPXS QID SQQQ PSQ VIX SDOW SRTY | BIL FIVE GSK PNGAY MCHI IQ PEP DDS FXI LEGN |
| BTCUSD | GBTC ETHUSD BITO DOGEUSD RIOT SOFI ARKW ATOMUSD MARA | BITI SPWR SQQQ QID PSQ SBLK CI GOGL SPXS SH | PBR LOGI MAS BC UMC ERIC FDL WU SBH SAGE |
| AAPL | NTRS IVZ RMD PK OEX BXP HST RUI FAST VAW | SDOW SDS SPXU SH VIXY SPXS UVXY TZA SRTY | MRVL CLH WOOF RDY TNET VRM CNK SG ALK CL |
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 | 0.43 | 0.32 |
| BTCUSD | 0.55 | 1.00 | -0.09 |
| AAPL | 0.42 | -0.11 | 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 | UPRO SSO SPLG SPXL VOO SPX RUI VV SPTM IVV | SPXU SDS SPXS QID PSQ VIX UVXY SRTY TZA SOXS | FMS VPU HUN LU FIXD HTHT DB BNPQY DDS LIT |
| BTCUSD | GBTC BITO DOGEUSD ARKW RIOT ARKF FINX CROUSD | SRTY TZA SPXU SPXS SDS | ICLR FPE IGOV BRKR RH SEB MO VET BFAM CHKP |
| AAPL | OEX | VIX | DCI MFG AFG PARA EQH TFII IGT ET SPCE LKQ |
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 | 0.53 | 0.55 |
| BTCUSD | 0.55 | 1.00 | 0.15 |
| AAPL | 0.57 | 0.16 | 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 VOO SPLG SPX IVV VV RUI ESGU | SPXS SPXU SDS QID PSQ VIX TZA SRTY SOXS UVXY | SITE VRSK OMCL SCHV MNST SQQQ PSA BNDX TU LAZR |
| BTCUSD | GBTC BITO DOGEUSD ETHE ARKW | TZA SRTY SPXS SPXU SDS | LAZR SO ATHM CAG TELL MBB IVOL TEVA SPMB AAGIY |
| AAPL | VIX QID UVXY PSQ SDS SPXS SPXU | OKE PPL WES PKG EDU CQP ALKS TAP CNK BKNG |
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 AIQUY CRC AMC 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 | 0.18 | 0.63 |
| BTCUSD | 0.18 | 1.00 | 0.00 |
| 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 BIV KHC GBIL WEC LKQ BND SHM CAH TLRY |
| BTCUSD | ETHUSD AVAXUSD SOLUSD ADAUSD XLMUSD LINKUSD XRPUSD | BITI | C FUTU SNDR AAPL KHC HTZ SYK ABT INTU MAR |
| 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 | 0.18 | 0.68 |
| BTCUSD | 0.18 | 1.00 | 0.37 |
| AAPL | 0.68 | 0.37 | 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 | VOO SSO UPRO SPXL IVV SPX SCHX ESGU SPTM RUI | SDS SPXS SPXU SH SQQQ QID PSQ UVXY SDOW VIX | ISTB BAB ETHUSD DDOG ULTA ATHM CTLT FTSM EVGO NARI |
| BTCUSD | CROUSD DOGEUSD AVAXUSD ALGOUSD ETHUSD | AYX LTHM BITI PACW | NVS IHF SLB WMB HRL VIXY DOW BNS GPS SDY |
| AAPL | NCR | SPXU SH SPXS SDS VIX QID SQQQ PSQ SDOW VIXY | NEOG DOMO BIGC VSTO SMAR DLO MCK KD FCN WTM |
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 | -0.22 | 0.45 |
| BTCUSD | -0.22 | 1.00 | 0.07 |
| AAPL | 0.45 | 0.07 | 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 SPXL UPRO SPX ESGV RUI IVV SPLG VOO ESGU | SPXS SPXU SDS SQQQ QID SH PSQ SOXS SDOW TZA | NEAR CALM SPG WEC UNG AEE NKTR PLD ALGOUSD DLTR |
| BTCUSD | ETHUSD | SEAS FFIV | AFRM CSGP META GEN CYTK SKM HAIN LNT FTSM MSOS |
| AAPL | CXW PSQ SQQQ QID | APP SHO VBR LESL FLR EBR WK TOL CWI SRE |
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 | -0.01 | 0.70 |
| BTCUSD | -0.01 | 1.00 | 0.12 |
| AAPL | 0.70 | 0.12 | 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 SPXL SSO IVV VOO SPLG SPX SCHX ESGU VV | SDS SPXU SPXS SH PSQ QID SQQQ SOXS VIX UVXY | ACI BIG NTES FOXA VTR ENPH DAR WTW DNUT DXC |
| BTCUSD | ETHUSD ALGOUSD CROUSD ATOMUSD | CHRW TPL LKQ HEFA ALIZY MTDR HST DLR PSNY HP | |
| AAPL | SCHG MGK IWF IWY VONG OEF IUSG SPYG OEX VUG | SQQQ QID PSQ SH SPXS SDS SPXU TSLQ SOXS XEL | SUB RYAAY BBY CLX SLG TDOC ZLAB USO EFX BITO |
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 | 0.55 | 0.65 |
| BTCUSD | 0.55 | 1.00 | 0.21 |
| AAPL | 0.65 | 0.21 | 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 SPXL SSO IVV VOO SCHX SPLG ESGU SPX IWB | SDS SPXS SPXU SH SQQQ QID PSQ SDOW TZA SRTY | BNDX VIRT CHRW MUB BAB SO FISV GVI CABO CPRT |
| BTCUSD | ETHUSD DOGEUSD LINKUSD AVAXUSD ADAUSD ALGOUSD LTCUSD SOLUSD | TZA SRTY BITI SPXU SPXS SH SDS SDOW DUST SPWR | RSG DNA SAGE MUB MCY VMBS LMT AGG GVI CHH |
| AAPL | SQ | SH SDS SPXU SPXS SQQQ PSQ QID SDOW VIX UVXY | CEG UPWK FIVN ADC LUMN STNG BCE O TIPX YUMC |
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 | 0.51 | 0.58 |
| BTCUSD | 0.51 | 1.00 | 0.20 |
| AAPL | 0.58 | 0.20 | 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 SSO UPRO SPX ESGV RUI RUA SPLG VOO VV | SPXS SPXU SDS SQQQ QID SH PSQ SDOW VIX SOXS | FCEL VGLT BTI SITE BSCO RBGLY SKX SPTS TLT AXS |
| BTCUSD | ETHUSD ATOMUSD CROUSD | BITI TZA SRTY SOXS SDOW SPXS | WES PPC VTR HCA FUBO PROSY NI IRDM TELL FOLD |
| AAPL | SQQQ QID SPXS SDS SPXU PSQ SOXS SH UVXY VIXY | MAA SQSP NSA PATH SPLV SUSB WTRG VCSH WSC DIS |
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 | 0.27 | 0.68 |
| BTCUSD | 0.27 | 1.00 | 0.18 |
| AAPL | 0.68 | 0.18 | 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 | UPRO IVV VOO SPXL SSO SPLG SPX RUI VV IWB | SDS SPXU SPXS SH QID PSQ SDOW UVXY VIXY VIX | CVX SPTI HKD OXY TPL BTU HAL MATX CNQ CPB |
| BTCUSD | ETHUSD BITO GBTC BNBUSD | BITI BSCN | AEM CHWY SPR BMY HON WSO PBA BHVN CROX LMBS |
| AAPL | OEX IWY MGK IXN FTEC IYW TECL IWF VUG XLK | PSQ QID SPXU SDS SPXS SH VIX VIXY UVXY | CUBE CAG PACB NSRGY EBR TIMB IUSB LYB RYN VCIT |
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 | 0.10 | 0.46 |
| BTCUSD | 0.10 | 1.00 | -0.30 |
| AAPL | 0.46 | -0.30 | 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 SSO SPXL VOO IVV SPLG SPX VV PBUS SCHX | SDS SPXU SPXS SQQQ PSQ QID TZA SRTY SOXS VIX | VUSB FLO ADM DXCM TFI BNPQY VZ MKTX FTSM CNC |
| BTCUSD | BITO GBTC CROUSD | SGEN MJ | ETSY AJG TCEHY EPR SBUX JNJ PUK AMRN IYW CRH |
| AAPL | OEX | SQQQ QID PSQ SOXS | CRWD VRSN ROL OLN TRGP FLNC TMUS HGV WAB DFAT |
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 | 0.31 | 0.66 |
| BTCUSD | 0.31 | 1.00 | 0.16 |
| AAPL | 0.66 | 0.16 | 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 SPLG ESGV RUA ESGU IVV SCHX IWB | SPXS SPXU SDS SH SQQQ QID SDOW PSQ TZA SRTY | ELP JPST DBA MCK LKNCY LPL BDTX PFE NVO JMST |
| BTCUSD | BITO GBTC ETHUSD RIOT DOGEUSD | BITI | DJT FSR LBRDA XYLD QGEN MGM DEM TDY BHP AVTR |
| AAPL | RYT NCR DPSGY OEX PACW PKI RUI | SPXU SDS SPXS QID SQQQ SH PSQ VIX SDOW | IBKR ORLY GBIL CMCSA DOGEUSD FCN PGR MRTX SAIC AVAXUSD |
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