This asset correlation testing tool allows you to view correlations for stocks, ETFs and mutual funds for the given time period. You also view the rolling correlation for a given number of trading days to see how the correlation between the assets has changed over time. You can also view correlation matrix for common asset class ETFs or test assets for autocorrelation and cointegration.
Asset correlations for time period 01/01/2001 - 12/31/2017 based on annual returns.
|Name||Ticker||SPY||FBNDX||IYR||Annualized Return||Daily Standard Deviation||Monthly Standard Deviation||Annualized Standard Deviation|
|SPDR S&P 500 ETF||SPY||-||0.30||0.68||6.29%||1.20%||4.14%||14.35%|
|Fidelity Investment Grade Bond||FBNDX||0.30||-||0.63||4.67%||0.25%||1.06%||3.68%|
|iShares US Real Estate ETF||IYR||0.68||0.63||-||9.23%||1.77%||5.99%||20.74%|