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Select indices to compare performance, returns, and correlation
Indexed to 100 at the start of the selected period
Percent return for each period
| Index | 1M | 3M | 6M | 1Y | 3Y |
|---|---|---|---|---|---|
| S&P 500 | -1.60% | +2.85% | +13.97% | +16.43% | +69.47% |
| DAX | -3.90% | +4.76% | +7.51% | +7.31% | +60.50% |
| FTSE 100 | -2.17% | +2.96% | +2.95% | +15.00% | +41.51% |
| Nikkei 225 | -2.73% | +1.50% | +18.39% | +49.89% | +100.64% |
| Hang Seng Index | -2.55% | +3.55% | -2.41% | -2.56% | +39.67% |
Pearson correlation coefficient of daily returns (+1.0: perfect lockstep, 0: uncorrelated, -1.0: inverse). Hover over cells for details.
| S&P 500 | DAX | FTSE 100 | Nikkei 225 | Hang Seng Index | |
|---|---|---|---|---|---|
| S&P 500 | 1.00 | 0.53 | 0.32 | 0.21 | 0.17 |
| DAX | 0.53 | 1.00 | 0.69 | 0.35 | 0.30 |
| FTSE 100 | 0.32 | 0.69 | 1.00 | 0.13 | 0.21 |
| Nikkei 225 | 0.21 | 0.35 | 0.13 | 1.00 | 0.47 |
| Hang Seng Index | 0.17 | 0.30 | 0.21 | 0.47 | 1.00 |
Interpretation: > +0.7 (Strong co-movement), ~0 (Uncorrelated / high diversification benefit), < -0.7 (Inverse / hedge benefit)
Visualizes co-movement across asset classes for diversification and portfolio risk management.
| US Equities (S&P 500) | Japan Equities (Nikkei 225) | US 10Y Yield | WTI Crude Oil | Gold Futures | Silver Futures | USD / JPY | Bitcoin (BTC) | |
|---|---|---|---|---|---|---|---|---|
| US Equities (S&P 500) | 1.00 | 0.27 | -0.26 | -0.35 | 0.28 | 0.26 | -0.14 | 0.46 |
| Japan Equities (Nikkei 225) | 0.27 | 1.00 | 0.02 | -0.15 | 0.26 | 0.23 | 0.10 | 0.10 |
| US 10Y Yield | -0.26 | 0.02 | 1.00 | 0.43 | -0.18 | -0.16 | 0.14 | -0.00 |
| WTI Crude Oil | -0.35 | -0.15 | 0.43 | 1.00 | -0.12 | -0.14 | 0.16 | -0.06 |
| Gold Futures | 0.28 | 0.26 | -0.18 | -0.12 | 1.00 | 0.83 | -0.17 | 0.23 |
| Silver Futures | 0.26 | 0.23 | -0.16 | -0.14 | 0.83 | 1.00 | -0.18 | 0.19 |
| USD / JPY | -0.14 | 0.10 | 0.14 | 0.16 | -0.17 | -0.18 | 1.00 | -0.05 |
| Bitcoin (BTC) | 0.46 | 0.10 | -0.00 | -0.06 | 0.23 | 0.19 | -0.05 | 1.00 |
Interpretation: > +0.7 (Strong co-movement), ~0 (Uncorrelated / high diversification benefit), < -0.7 (Inverse / hedge benefit)
AI advises on resilient multi-asset allocations based on international correlation matrices across US, European, and Asian markets.