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 05/12/2021 - 05/17/2022 based on daily returns.
| Name | Ticker | VUG | VIOV | USMV | KBA | UPRO | TLT | TMF | GLD | PFF | REET | VIXY | BITQ | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vanguard Growth ETF | VUG | 1.00 | 0.59 | 0.81 | 0.31 | 0.95 | -0.03 | -0.04 | -0.11 | 0.71 | 0.67 | -0.76 | 0.72 | -8.63% | 1.51% | 6.19% | 21.44% |
| Vanguard S&P Small-Cap 600 Value ETF | VIOV | 0.59 | 1.00 | 0.58 | 0.21 | 0.73 | -0.26 | -0.27 | 0.01 | 0.52 | 0.67 | -0.70 | 0.48 | -4.92% | 1.38% | 3.41% | 11.80% |
| iShares MSCI USA Min Vol Factor ETF | USMV | 0.81 | 0.58 | 1.00 | 0.18 | 0.90 | -0.01 | -0.01 | -0.01 | 0.69 | 0.78 | -0.73 | 0.46 | 2.07% | 0.83% | 4.38% | 15.18% |
| KraneShares Bosera MSCIChinaA50CntIdETF | KBA | 0.31 | 0.21 | 0.18 | 1.00 | 0.29 | 0.01 | 0.02 | 0.14 | 0.32 | 0.19 | -0.31 | 0.31 | -18.32% | 1.56% | 4.71% | 16.33% |
| ProShares UltraPro S&P500 | UPRO | 0.95 | 0.73 | 0.90 | 0.29 | 1.00 | -0.11 | -0.11 | -0.07 | 0.72 | 0.76 | -0.83 | 0.66 | -11.28% | 3.27% | 13.36% | 46.29% |
| iShares 20+ Year Treasury Bond ETF | TLT | -0.03 | -0.26 | -0.01 | 0.01 | -0.11 | 1.00 | 1.00 | 0.26 | 0.25 | -0.00 | 0.18 | -0.11 | -14.95% | 1.01% | 4.00% | 13.85% |
| Direxion Daily 20+ Yr Trsy Bull 3X ETF | TMF | -0.04 | -0.27 | -0.01 | 0.02 | -0.11 | 1.00 | 1.00 | 0.25 | 0.25 | -0.00 | 0.18 | -0.11 | -43.91% | 2.99% | 11.66% | 40.40% |
| SPDR Gold Shares | GLD | -0.11 | 0.01 | -0.01 | 0.14 | -0.07 | 0.26 | 0.25 | 1.00 | 0.09 | 0.08 | -0.02 | -0.06 | -1.61% | 0.86% | 4.12% | 14.29% |
| iShares Preferred&Income Securities ETF | PFF | 0.71 | 0.52 | 0.69 | 0.32 | 0.72 | 0.25 | 0.25 | 0.09 | 1.00 | 0.65 | -0.62 | 0.51 | -8.99% | 0.56% | 2.73% | 9.47% |
| iShares Global REIT ETF | REET | 0.67 | 0.67 | 0.78 | 0.19 | 0.76 | -0.00 | -0.00 | 0.08 | 0.65 | 1.00 | -0.66 | 0.45 | 0.03% | 1.02% | 4.92% | 17.04% |
| ProShares VIX Short-Term Futures | VIXY | -0.76 | -0.70 | -0.73 | -0.31 | -0.83 | 0.18 | 0.18 | -0.02 | -0.62 | -0.66 | 1.00 | -0.54 | -46.43% | 5.18% | 17.40% | 60.27% |
| Bitwise Crypto Industry Innovators ETF | BITQ | 0.72 | 0.48 | 0.46 | 0.31 | 0.66 | -0.11 | -0.11 | -0.06 | 0.51 | 0.45 | -0.54 | 1.00 | -63.31% | 4.38% | 19.47% | 67.44% |