Loading...





Recently Launched!
Check out Investor Copilot custom GPT, which lets you enjoy ChatGPT functionality with recent financial information
Conversationally interact with ChatGPT to now analyze updated prices, technical indicators, financial statements, macro-economic/company news & more for Stocks, ETFs & Cryptos

Portfolio Correlation Matrix for Stocks, Etfs & Crypto

Data updated 2025-Jul-17 (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

Share       

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 0.31 0.70
  BTCUSD 0.31 1.00 0.16
  AAPL 0.70 0.16 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 SSO UPRO SPXL SPLG IVV SPX VOO ESGU RUI IWB SPXS SDS LSI TZA SRTY UVXY VIX SOXS SPXU DRIP MJ IEI SCHZ FTSM BIL ASTR BIRD CMG SCHP DG
  BTCUSD ETHUSD DOGEUSD LSI CB UCO RBGLY DUK JNPR AWK STNG BLV VTIP BITI
  AAPL LSI SPXS SDS VIX UVXY FTSM UUP DUK MRO WRB VTIP TELL TWKS UNH NOC
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 0.64 0.07
  BTCUSD 0.64 1.00 -0.27
  AAPL 0.07 -0.27 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 VOO SSO UPRO SPXL CYBR RUI ESGU SPX SPLG DFAU SPXU SDS SH SPXS SDOW SRTY TZA GDS SHLS KT ON FLOT ICL EXR HES FTV SMAR SAVE ICLN LUV
  BTCUSD EME PACW HII AGO PPC EXC PEG URBN LW BDTX TCEHY STE BZ TCOM NFG ATHM MP TTD WB AMD SAGE HACK FXL PAAS NVO ALGM MPC OTEX PCRFY LUV
  AAPL EWT DFS GGB RMBS QCOM TIMB XAX SQSP SBS AZTA HST AU CCJ HMC MPLX AMJ SHM F LNG EBAY COP SCCO BUG PSLV CPT FSLY PAGS RYAN BLDP LPL
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 0.57 0.63
  BTCUSD 0.57 1.00 0.42
  AAPL 0.63 0.42 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 SPXL SPLG VOO SSO SCHK IVV RUI VV RUA SPXU SH SDS SPXS SDOW VIX SRTY PSQ QID TZA ADC AEM BKR CAH CHT PEG FMX FISV PFGC FSLY
  BTCUSD EL BHP TREX WSC ETSY TXT XLY COTY LII WH NTES NET TCEHY BILI FTNT INFY TSLQ SNOW SDOW NTNX BSY DRI LMT PINC CROUSD CRK HTHT IPO SONY OTEX
  AAPL EWT SFTBY QCOM ROK ROBO IOO ASX FLS XSD HDB VIX SOXS CACI COST LMT TSCO ENVX DASH SPXU SH CRM ATO IOT BILL AWK PYPL SPGI SEAS EQH VST
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 0.48 0.05
  BTCUSD 0.48 1.00 -0.01
  AAPL 0.05 -0.01 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 OEX IVV ESGV UPRO SPXL SSO IWB VONE SPX SPXS SPXU SDS VIX SH SQQQ QID SDOW PSQ SRTY TTE CACI TME HSY IEP PAA ARCH AMGN MKTX TCOM
  BTCUSD ADAUSD LTCUSD DOGEUSD LINKUSD BNBUSD ATOMUSD TSLQ BITI FIZZ CIBR XLV SAGE BURL SFTBY PKX UTHR HIG BUG
  AAPL BERY OEX RUI BILI VIX TAL WCN LI GWRE KWEB QQEW SLQD VPL SCHF EA IEV SNX BXP SCZ GRPN
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 0.13 0.59
  BTCUSD 0.13 1.00 0.08
  AAPL 0.72 0.08 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 IVV RUI VOO SPLG SPX VONE ITOT SPXU SPXS SDS SH SQQQ QID PSQ SDOW VIX SRTY PSO POAHY VRSN VMBS BWXT TTWO BUD RELX SPSB ETRN
  BTCUSD ADAUSD DOGEUSD LTCUSD BNBUSD LINKUSD ATOMUSD ETHUSD XRPUSD AVAXUSD SOLUSD BITI MCY BIPC AVDV WSO MAA LBRDA KRC WPM FLR PCOR
  AAPL IBKR ZI JWN ZBRA DFAU OEX VIX SPXU SDS SH SPXS QID SQQQ PSQ UVXY VIXY FBND KMI DBA KTOS GOOS SKM AZO UCO VIRT PZA
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 0.42 0.86
  BTCUSD 0.42 1.00 0.36
  AAPL 0.87 0.36 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 VTI UPRO SSO IVV SPLG SPX ESGU SPTM SPXL VOO SDS SPXU SPXS SH QID SQQQ PSQ SDOW SRTY TZA USFR FIXD SPWR EXC GO BIV BJ SPMB RDFN DUK
  BTCUSD ADAUSD LINKUSD DOGEUSD AVAXUSD SOLUSD ETHUSD LTCUSD XRPUSD ALGOUSD BITI TSLQ BDX TELL NTTYY USIG RDFN SJM CNP EVRG JPST VTR
  AAPL SPYV VOOV DGRW IVE IUSV IOO DFAC SPX GSLC DFAU SH SPXU SDS SPXS SQQQ QID PSQ SDOW TZA SRTY GFI ISTB SGOL VSTO SMAR NYCB GLDM FSR DJU IAUM
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 0.34 0.44
  BTCUSD 0.34 1.00 -0.07
  AAPL 0.44 -0.07 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 LTHM SSO UPRO SPXL SPLG IVV SPX VOO ESGU SPTM SDS SPXU SH SPXS QID PSQ SQQQ VIX SRTY TZA X EVRG EQR CMS RDY CVX LHX GIS AON COP
  BTCUSD LTHM BITO GBTC AVAXUSD BITI MTN ARRY EQT CNQ FBND SHV CRC BOND AMBP TTEK
  AAPL FIVG OEX RUI LTHM GSK PPLT ALNY FLOT DINO NUGT KEP F HXL NTRA
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 0.01 0.46
  BTCUSD 0.01 1.00 -0.15
  AAPL 0.46 -0.15 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 SSO UPRO SPXL IVV VOO SPLG SPX IWB SCHX SCHK SDS SPXU SPXS SH SQQQ QID PSQ SDOW VIX SOXS UHS ATOMUSD FUBO UTHR NWG D NVO SO ADT HAIN
  BTCUSD DOGEUSD GBTC BITI SNN SAM AMJ PHM IYW XLC BCE IWL SNV AMZN PRU ETSY TV
  AAPL NTCO UUP WAB APPN JD MPW ADAUSD BMY FCX FRSH PNR DRVN
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 0.40 0.60
  BTCUSD 0.40 1.00 0.17
  AAPL 0.60 0.17 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 UPRO SSO SPXL IVV SPX ESGV SPLG VOO ESGU IWB SPXU SPXS SDS SH SQQQ QID PSQ SDOW VIXY UVXY ADM AU IDA KRTX GOGL SHM PPRUY SCI SYY ORA
  BTCUSD ETHUSD DOGEUSD SOLUSD MATICUSD XLMUSD LINKUSD ALGOUSD BITO BITI DUST SRTY SUM BMRN NKLA FTS PAYX DLTR KO ITW BBY SPHD
  AAPL SDOW SPXS SPXU SDS SH SQQQ QID PSQ VIXY UVXY WRB AMED FNV IDA ESI CMF INMD NEAR ASND ISTB
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 0.45 0.93
  BTCUSD 0.45 1.00 0.42
  AAPL 0.93 0.42 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 VTI RUI ESGU SPLG UPRO IVV ITOT SCHK SSO SPTM SDS SPXS SH SQQQ SDOW TZA SRTY VIX VIXY UVXY GOVT TDTT B FMB SUB TOTL USFR CBOE ED TU
  BTCUSD ETHUSD DOGEUSD AVAXUSD SOLUSD ADAUSD LINKUSD XLMUSD XRPUSD CROUSD GBTC BITI KR BNDX ZUO HYMB HYD FMB CRON SPWR WPM ITM
  AAPL FDVV DFAC IYC FXR IOO DFAU GSLC DRIV DGRW ESGU SPXS SH SDS SQQQ TZA SRTY SDOW DRIP VIXY UVXY BIL GVI IAGG TDTT SHV GBIL CNC TOTL IEF AWK
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 0.15 0.61
  BTCUSD 0.15 1.00 0.31
  AAPL 0.61 0.31 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 PXD UPRO VOO SSO SPXL SPLG IVV SPX SPTM VONE SPXU SDS SPXS SH SQQQ QID PSQ UVXY VIXY SDOW ENLAY HII FTSM SAVE CMS BLUE AGL ATOMUSD ASBFY PPL
  BTCUSD PXD GBTC BITO AVAXUSD ALGOUSD DOGEUSD BITI TGT VYM OMC OTIS FNCL BAX TRGP CBOE ADPT ASH
  AAPL PXD TWOU QID PSQ SQQQ UVXY SH SPXU SDS VIXY SPXS VIX BSCO ORI SEDG ARMK CSAN DTE SNY PPC SUB SAP
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 0.20 0.35
  BTCUSD 0.20 1.00 0.12
  AAPL 0.35 0.12 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 SPXL UPRO SSO SPX ESGV SPLG IVV VOO VONE ESGU SPXS SPXU SDS SQQQ QID PSQ SH UVXY VIXY SOXS XAX TIP ICSH VGSH AIRC GOLD NEE TPX WOLF JPST
  BTCUSD DOGEUSD LTCUSD ADAUSD ETHUSD DVA SMH RBLX BBCA TS LQD DOCS GOVT PZZA AMAT
  AAPL CXW EIDO XLF NKTR NEGG SMPL FOXA HUN SMG BXP RHI MLCO
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 0.09 0.72
  BTCUSD 0.09 1.00 0.13
  AAPL 0.72 0.13 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 VV IWB SDS SPXU SPXS SH PSQ QID SQQQ LSI VIX SOXS SAIA SBAC IHF BNBUSD COO XLE FDL CCK WFG UTHR
  BTCUSD ATOMUSD BNBUSD SOLUSD LSI BITI MTG PEGA ECL WIX BAP VNO SVXY AMZN VRNS ICL
  AAPL LSI FSR OEX OEF IOO SH SPXS SDS SQQQ SPXU PSQ QID SOXS TSLQ RYT PFE OMCL AIG USFD ADT MPC REZ MMM M SLGN
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 0.40 0.57
  BTCUSD 0.40 1.00 0.23
  AAPL 0.57 0.23 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 UPRO SPXL SSO ESGV SPX VOO SPLG IVV RUA ESGU SPXS SPXU SDS SQQQ QID SDOW SH PSQ TZA SRTY JBL BSCO BNDX ETR USFR ZTO STEM CVAC AMED FLRN
  BTCUSD GBTC BITO RIOT DOGEUSD ETHE ETHUSD BITI FTGC KXI WRK SRC CAG UNG IFF HLN AMRN ALB
  AAPL SPXS SAVE SPXU SDS M UUP PKX LW FLO AFL CYTK TRP DXJ CVS


Related Resources for Portfolio
  Performance & Drawdowns : Benchmark Portfolio performance & Drawdown analysis
  Portfolio Seasonality : Absolute/Benchmarked performance through calendar months
  Risk Reward Ratios : Evaluate Risk-Reward tradeoff with Sharpe & Sortino ratios
  Portfolio Alpha : Quantify portfolio outperformance with Jensen's Alpha
  Portfolio Beta : Analyze portfolio volatility with Portfolio Beta
  Correlation Matrix : Correlations between Portfolio constituents & find other uncorrelated/negatively correlated assets Currently Viewing
  Value At Risk : Historical distribution of daily Portfolio drawdowns
  Dollar Cost Averaging : Dollar Cost Averaging (DCA) individual stocks in your portfolio










Ask brAIn  Experimental
  •  Hi! Ask me something. Use names or tickers to identify stock / etf / crypto symbols (e.g. aapl for Apple Inc.) . Click on below for examples of queries, list of special shortcuts & more