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-Jun-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

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 0.29 0.71
  BTCUSD 0.29 1.00 0.16
  AAPL 0.71 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 UPRO SSO SPXL SPX SPLG IVV VOO ESGU RUI IWB SPXS SDS TZA SRTY UVXY VIX SOXS SPXU DRIP QID MJ CME IEI ASTR BIL SCHZ STPZ BIRD CMG SPCE
  BTCUSD ETHUSD DOGEUSD AMJ SHM USO BLV LSXMK NTTYY DANOY VZ VTIP DNA
  AAPL DPSGY SPXS SDS VIX UVXY UUP WRB UNH FTSM TELL DUK PXD MRO TWKS BSCO
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 0.62 0.54
  BTCUSD 0.62 1.00 0.20
  AAPL 0.54 0.20 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 ONEQ IXIC SPEM RUI ESGV SUSL AMCR PVH IUSG CE PSQ QID SQQQ LHX IXC SH SHEL SDS SPXU HESM ET CABGY ALNY CPB IGLB HXL VUSB BF.B SMAR SAVE
  BTCUSD NRG ESAB XLMUSD XRPUSD EME OGN PACW DASH DGX PLTR STIP SCHP VTIP TDTT TOTL STPZ TIP SPIP FLNC IEI GFI CMA BASFY SDGR K ONON LOW ABT AXON CZR
  AAPL LKQ THG WOOF TMHC NAIL NXST SNY ITB TOL SYK CRRFY DJP SAIC GDXJ CNK AMJ JNUG STLD BAH BTU EAGG MOO FCX SRC JD HACK CHT PLTR HHC JBGS
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 0.39 0.54
  BTCUSD 0.39 1.00 0.11
  AAPL 0.54 0.11 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 RUI IUSG VONG IWF IVW ESGV SPXL IWY VONE UPRO SH SDS SPXU SPXS QID SQQQ PSQ VIX SDOW SRTY WES CQP BTI FE LESL WELL FISV MUB ARRY CRWD
  BTCUSD LTCUSD SPCE JOBY ALGOUSD ICUI MSTR VMEO ATOMUSD XRPUSD BITO BITI WM RYAN CME RSG TSLQ AON FE CQP LNG CM GBIL CHKP SHYG SUI NVR UBS VRTX CPNG CHTR
  AAPL RMD TJX SYK FHN BPOP USFD ALK WAT FTDR IDEXY VIX STNG FRO GDXJ BTU JNUG GOGL WPM KGC AEM KWEB SEAS JKHY LIT BSX BIL PGF LSI ADNT EPP
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 0.34 0.68
  BTCUSD 0.34 1.00 0.31
  AAPL 0.68 0.31 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 SPXL UPRO VOO SSO VONE SPLG MGC PBUS OEX SH SPXU SDS SPXS SQQQ QID PSQ SDOW UVXY VIX ACI ARCH IXC PINC FLRN SIVR K HAL MCK HCP
  BTCUSD LTCUSD ADAUSD DOGEUSD ALGOUSD GBTC BNBUSD XLMUSD ATOMUSD ETHUSD AVAXUSD BITI WM ENB TRP OHI RSG WCN TSLQ AMT UHS WFG VZ BSBR JBGS VOD EPP BL AZN SCI ICLN
  AAPL TJX BERY RMD OEX RUI RDVY IYC MAR GSLC UVXY VIXY SPXS SDS SPXU PSQ QID SQQQ SH SDOW MODG PNW NEAR EWD KOF ASND GFL ESTC IGSB QLTA
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 0.53 0.91
  BTCUSD 0.52 1.00 0.51
  AAPL 0.90 0.51 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 VTI SPLG SCHK SSO UPRO IVV PBUS SPX ITOT ESGU SDS SH SPXU SPXS QID PSQ SQQQ SDOW SRTY TZA GDX DUK TAL TU NUGT IAGG ETRN NSRGY ACI DUST
  BTCUSD ADAUSD GBTC ALGOUSD LINKUSD BITO AVAXUSD XLMUSD SOLUSD DOGEUSD ATOMUSD BITI DRIP TZA SRTY PSQ QID SQQQ TSLQ SPXS SH GSK VEEV VRTX IDA LLY G DUK VUSB ENB TIPX
  AAPL IOO IXIC QQQ NDX SPX VUG QLD MGC IWY IWL QID SQQQ PSQ SH SDS SPXU SPXS SDOW SOXS VIX BJ NUGT BTI FNV DUST TWOU NSRGY GOVT GDX RGLD
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 0.38 0.85
  BTCUSD 0.38 1.00 0.31
  AAPL 0.86 0.31 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 SPLG IVV SPTM SPX ESGU SCHK SPXL SDS SPXU SPXS SH QID SQQQ PSQ SDOW TZA SRTY VMBS SHV SPWR AMT BJ GO MO FIXD RDFN BIL
  BTCUSD ADAUSD LINKUSD SOLUSD ALGOUSD ETHUSD XRPUSD DOGEUSD AVAXUSD XLMUSD LTCUSD BITI MUB TUR BDX NTTYY KO CCI OGE TELL SPLB AZN
  AAPL IOO SPYV VOOV SPX IVE IUSV UPRO OEF SPTM SPLG SPXS SH SPXU SDS QID SQQQ PSQ SDOW TZA SRTY LMBS VSTO MO SMAR BTI CNC NYCB GLD JPST FSR
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 FAST OTIS FNCL BAX TRGP CBOE ADPT
  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 -0.03 0.47
  BTCUSD -0.03 1.00 0.13
  AAPL 0.47 0.13 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 IVV ESGV SPLG RUI ESGU VONE SPXS SPXU SDS SQQQ QID PSQ SH SOXS TZA SRTY XLE DJP VIV NJR HUM USDTUSD LNT HSY FMB MRTX
  BTCUSD DOGEUSD ADAUSD BSCN SEAS PACW HHC FLT NCR SCHO FNDA TOL BBJP NWSA BBVA SUI NSA APPN BAB
  AAPL DPSGY PSQ SQQQ QID CXW ILF EIDO SDS SPXU SH BRCC CMS TM BCS VSS EVRG ADT FMX SLQD CNA
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 0.40 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