Live asset class correlations (3 month rolling)

Investing in different asset classes generates diversification benefits and helps your portfolio deliver similar return for lower levels of volatility. Ideally you spread your portfolio out over a range of assets that work in different time periods, which should help smooth out returns over the longer term. One downside to this is that correlations are subject to change and as we have seen in recent crises, tend to go up as markets become more volatile.

LongShortSignals models cover a wide variety of assets. Correlations between these assets are shown below on a 3 month rolling basis and updated daily. The asset legend is shown under the correlation matrix and please do note that on mobile the table is showing in a condensed version, visit our website on desktop for full data. As of date: 2020-07-03 (show for latest, 2020-07-02, 2020-07-01, 2020-06-30, 2020-06-29, 2020-06-28)

Gold Oil ADA BCH BNB BTC EOS ETH LTC XRP AUD EUR JPY EMLC IGC UST EMEQ NKY SPX SX5E
Gold -0 -0.11 0.22 -0.06 0.29 -0.16 0.35 -0.13 0.26 0.16 0.01 0.17 -0.07 0.2 0.25 -0.05 -0.12 0.11 -0.11
Oil -0 0.3 0.24 0.19 0.15 0.1 0.15 0.16 0.12 0.23 0.07 -0.07 0.38 0.07 -0.31 0.26 0.11 0.36 0.39
ADA -0.11 0.3 -0.03 0.64 0.06 0.61 -0.04 0.67 -0.04 0.31 0.26 -0.1 0.28 0.36 -0.16 0.43 0.34 0.24 0.17
BCH 0.22 0.24 -0.03 -0.14 0.68 -0.14 0.91 -0.12 0.85 0.31 0.04 -0.22 0.03 -0.16 -0.27 0.19 0.17 0.51 0.25
BNB -0.06 0.19 0.64 -0.14 0.04 0.85 -0.14 0.85 -0.15 0.25 0.41 0.21 0.39 0.56 0.01 0.34 0.22 0.08 0.04
BTC 0.29 0.15 0.06 0.68 0.04 0.07 0.7 0.12 0.63 0.24 -0.03 0.03 0.03 0.02 -0.02 0.14 0.09 0.24 0.05
EOS -0.16 0.1 0.61 -0.14 0.85 0.07 -0.13 0.93 -0.15 0.24 0.37 0.17 0.42 0.45 -0.05 0.38 0.26 0.07 0.03
ETH 0.35 0.15 -0.04 0.91 -0.14 0.7 -0.13 -0.11 0.86 0.32 0.03 -0.14 0.04 -0.06 -0.19 0.2 0.19 0.49 0.25
LTC -0.13 0.16 0.67 -0.12 0.85 0.12 0.93 -0.11 -0.13 0.25 0.38 0.12 0.45 0.51 -0.07 0.36 0.32 0.09 0.05
XRP 0.26 0.12 -0.04 0.85 -0.15 0.63 -0.15 0.86 -0.13 0.32 -0 0 -0.03 -0.09 -0.12 0.09 0.07 0.4 0.14
AUD 0.16 0.23 0.31 0.31 0.25 0.24 0.24 0.32 0.25 0.32 0.48 0.05 0.59 0.39 -0.42 0.52 0.39 0.68 0.34
EUR 0.01 0.07 0.26 0.04 0.41 -0.03 0.37 0.03 0.38 -0 0.48 0.15 0.49 0.52 -0.12 0.32 0.19 0.2 0.18
JPY 0.17 -0.07 -0.1 -0.22 0.21 0.03 0.17 -0.14 0.12 0 0.05 0.15 0.04 0.25 0.22 -0.01 -0.07 -0.16 -0.24
EMLC -0.07 0.38 0.28 0.03 0.39 0.03 0.42 0.04 0.45 -0.03 0.59 0.49 0.04 0.59 -0.25 0.68 0.51 0.41 0.38
IGC 0.2 0.07 0.36 -0.16 0.56 0.02 0.45 -0.06 0.51 -0.09 0.39 0.52 0.25 0.59 0.15 0.35 0.25 0.14 0.26
UST 0.25 -0.31 -0.16 -0.27 0.01 -0.02 -0.05 -0.19 -0.07 -0.12 -0.42 -0.12 0.22 -0.25 0.15 -0.37 -0.38 -0.57 -0.32
EMEQ -0.05 0.26 0.43 0.19 0.34 0.14 0.38 0.2 0.36 0.09 0.52 0.32 -0.01 0.68 0.35 -0.37 0.72 0.48 0.37
NKY -0.12 0.11 0.34 0.17 0.22 0.09 0.26 0.19 0.32 0.07 0.39 0.19 -0.07 0.51 0.25 -0.38 0.72 0.52 0.38
SPX 0.11 0.36 0.24 0.51 0.08 0.24 0.07 0.49 0.09 0.4 0.68 0.2 -0.16 0.41 0.14 -0.57 0.48 0.52 0.57
SX5E -0.11 0.39 0.17 0.25 0.04 0.05 0.03 0.25 0.05 0.14 0.34 0.18 -0.24 0.38 0.26 -0.32 0.37 0.38 0.57


Get earlier dates

Date
2020-07-03
2020-07-02
2020-07-01
2020-06-30
2020-06-29
2020-06-28
2020-06-27


Asset class legend

TickerFull nameAsset class
GoldGoldCommodities
OilCrude oilCommodities
ADACardanoCryptocurrencies
BCHBitcoin CashCryptocurrencies
BNBBinance CoinCryptocurrencies
BTCBitcoinCryptocurrencies
EOSEOSCryptocurrencies
ETHEthereumCryptocurrencies
LTCLitecoinCryptocurrencies
XRPRippleCryptocurrencies
AUDAustralian dollarCurrencies
EUREuroCurrencies
JPYJapanese yenCurrencies
EMLCEmerging Market LC BondsFixed income
IGCInvestment Grade CreditFixed income
USTUS Treasury BondsFixed income
EMEQEmerging Market EquitiesStocks
NKYNikkei 225Stocks
SPXS&P500Stocks
SX5EEuro Stoxx 50Stocks