Asset Correlation
Enter the annual returns for two assets.
Correlation coefficient
0.00
Diversification benefit: —
Correlation
0.00
Asset A avg return
0%
Asset B avg return
0%
Covariance
0.00
Worked example
With the default inputs shown below, this calculator returns the following results:
| Input | Value |
|---|---|
| Asset A returns (%, comma separated) | 10,12,8,15,7,9,11,13,6,14 |
| Asset B returns (%, comma separated) | 5,6,4,7,3,5,6,8,2,7 |
| Result | Value |
|---|---|
| Correlation coefficient | 0.9425 |
| Correlation | 0.9425 |
| Asset A avg return | 10.50% |
| Asset B avg return | 5.30% |
| Covariance | 5.3889 |
Values shown are produced by this page in your browser; change any input to update them.
How to use the Asset Correlation
- Asset A returns (%, comma separated) — default 10,12,8,15,7,9,11,13,6,14
- Asset B returns (%, comma separated) — default 5,6,4,7,3,5,6,8,2,7
- Press Calculate to update the results instantly.