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Portfolio Correlation Matrix for Stocks, Etfs & Crypto
Data updated 2024-Nov-20 (Wednesday)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 | 0.23 | 0.66 |
| BTCUSD | 0.23 | 1.00 | 0.13 |
| AAPL | 0.66 | 0.13 | 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 | -0.10 | 0.58 |
| BTCUSD | -0.10 | 1.00 | -0.83 |
| AAPL | 0.58 | -0.83 | 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 | UPRO VOO SPLG SPXL IVV SSO PBUS SCHK IWV VV | SDS SPXU SH SPXS BOOT PSQ QID PGF SQQQ AEO | TV DANOY BNBUSD VIR JPST J DCI SPIB LPX FTNT |
| BTCUSD | JKHY PACW TDOC RIOT SHOP NI BITO SCHO GBTC BRO | BITI TROW ELP JHG SDOW CRUS ICLN EBAY AGO LAZ | DIA AMN AVUV MDB CE WING DBX ALGOUSD FWONK SCHZ |
| AAPL | DXJ CNQ ORA DT CVE PBF CAR BMBL ASML PROSY | VIV ENOV ETR PLTR AMJ VIX GBTC PEG COF BITO | HWM EMB ATOMUSD NDSN GH AGG SRC ARKW GLBE OLLI |
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 | 0.00 | 0.50 |
| BTCUSD | 0.00 | 1.00 | -0.69 |
| AAPL | 0.50 | -0.69 | 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 | UPRO VOO SSO SPXL IVV SPLG SPX RUI VV SCHX | SPXU SDS SH SPXS SQQQ PSQ QID SDOW VIXY DIS | F GDRX SU BRZU OWL EAT SLVM CX SNN KMI |
| BTCUSD | CROUSD GBTC BITO TDOC ALKS SPCE EDIT UNG DOGEUSD FAST | BITI SH SDOW ABBV VIXY SPWR AEM SQQQ DDS KGC | DECK BG MPLX EFAV SSO BBAX ARES AOA XSOE PFXF |
| AAPL | NXPI LRCX SOXX SOXL TER DPSGY SMH STPZ IXN MKSI | SOXS JEF COF WFC NJR CINF DFS PB LNT BAC | SPHD HRB LKQ ALIZY SEAS DNB NTDOY ASAN YETI XLY |
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 | 0.49 | 0.39 |
| BTCUSD | 0.49 | 1.00 | -0.14 |
| AAPL | 0.39 | -0.14 | 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 | UPRO VOO SPXL IVV SSO SPLG SCHX VV SPX IWB | SPXU SDS SPXS SH QID PSQ SQQQ VIX SDOW VIXY | ATHM FL NSA SIVR CFRUY SID FE PEG FBIN DFIV |
| BTCUSD | GBTC BITO CROUSD BX RIOT ARKW DOGEUSD ARKF IBKR ETHE | BITI SH SDOW VIXY MJ SRTY SPWR TZA MSOS SQQQ | SUN ELS BSV BBIO PDD BYDDY QSR MRO HYEM JBLU |
| AAPL | OEX RUI | SOXS MCW NVST BKNG MELI SEE | MDYV HUN PKW ZD TPG PNR BNPQY NUSC DFAS ATI |
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 | 0.50 |
| BTCUSD | 0.45 | 1.00 | 0.09 |
| AAPL | 0.50 | 0.09 | 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 SPXL SSO RUI SPX VOO SPLG IVV ESGV ESGU | SPXS SPXU SDS SH QID PSQ VIX SDOW VIXY UVXY | AMCR PBR EIX APA IVOL WEC MKTX NRG NVS SEDG |
| BTCUSD | GBTC BITO DOGEUSD COIN RIOT ARKF CROUSD | BITI SDOW TZA SRTY SH VIXY | TCEHY BF.B SQM VALE NIO BND HELE AYI ENB DUOL |
| AAPL | OEX | VIXY QID UVXY PSQ SH VIX | VSAT BG PARA CINF EDV VIPS IEX RJF ATO JD |
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 | 0.48 | 0.62 |
| BTCUSD | 0.48 | 1.00 | 0.21 |
| AAPL | 0.63 | 0.21 | 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 SPLG SPX IVV VOO ESGU IWB ESGV | SPXS SPXU SDS SH QID PSQ SOXS VIX SDOW UVXY | SPMB LNTH MBB SQQQ SCHV BRCC SITE OMCL SUI BGS |
| BTCUSD | BITO GBTC ETHUSD DOGEUSD | BITI TZA SRTY SDOW | PSA TEVA KDP TELL OHI GDRX BF.B MOH TSN SCHA |
| AAPL | QID PSQ SH SPXS SDS SPXU VIX UVXY VIXY SOXS | SRE COLM SCHG BBD MPW RHHBY VPU LBRDA SCHK HTZ |
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 | 0.27 | 0.68 |
| BTCUSD | 0.27 | 1.00 | 0.06 |
| AAPL | 0.68 | 0.06 | 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 VOO SSO SPXL SPX SPLG VV SCHX RUI | SDS SPXU SPXS SH QID SQQQ PSQ SDOW SOXS TZA | XRAY BG IAU FLRN GLD GLDM WYNN MKL SBS SGOL |
| BTCUSD | BITO DPSGY GBTC CROUSD ABC | BITI TSLQ SDOW | EWD DUST SCI FMS FALN GOOS TNDM EQNR TECK SCHE |
| AAPL | OEX PKI IXN RUI IYW TECL XLK RYT MGK HHC | SQQQ QID PSQ SH SOXS SPXU SPXS SDS SDOW | DISH NSC MTB MTCH AN CFLT CPRI EC RGA HE |
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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