link Diversification

Correlation Calculator

Measure how closely two assets move together.

Use Pearson correlation to understand diversification potential.

Output

Correlation

Low or negative correlation improves diversification.

Coverage

17

Calculator pages in the new stack

Mode

Live

Client-side calculations, no mock values

Calculator Inputs

Price Series

Live update is enabled. Results refresh automatically while you type.

Enter two equal-length price series for a cleaner result.

How to use it

  1. 1. Enter realistic numbers from your own trade or portfolio data.
  2. 2. Review the result rows and compare different scenarios.
  3. 3. Re-run the calculator when price or fees change.

Practical notes

  • • These tools are intentionally direct and do not use mock market data.
  • • Use them as planning aids, not as a substitute for execution checks.
  • • Round-trip fees, slippage, and taxes can materially change the result.

Frequently Asked Questions

What does +1 correlation mean? expand_more

The two assets tend to move in the same direction with nearly the same relative shape.

Why does correlation matter? expand_more

Assets with high correlation do not diversify each other very well.