Correlation Calculator for Stocks, Forex and other assets

Correlation for stocks, bonds, indexes, commodities, cryptos, ETFs and more! | Real time and historical correlation. How to use this

If the tool doesn't load properly, use this link.

Instructions

  1. Define the assets you want to see the correlation on the fields "Asset 1" and "Asset 2";
  2. Change the time frame you want to know the correlation, if necessary;
  3. Change the value of the rolling window to change the correlation chart.

The data are from Yahoo Finance and the codes (tickers) should be the same used there. Some assets you can use:

Currencies

  • EURUSD=X : Euro x USD
  • GBPUSD=X : Libra x USD
  • BRL=X : USDBRL
  • 6L=F: BRL future contracts - CME

Commodities

  • GC=F : Gold Futures - CMX
  • GLD : Gold ETF
  • SI=F : Silver Futures - CMX
  • SLV : Silver ETD
  • BZT=F : Brent Oil Future
  • CL=F: US Oil Futures - NYM

Indexes

  • ^GSPC : US Equities Index (S&P 500)
  • ^IXIC: Nasdaq Index
  • ^DJI: Dow Jones
  • ^RUT: Russel 2000
  • MSFT: Microsoft - NMS
  • GOOG: Alphabet (Google)
  • EWZ: Brazilian ETF (in dollars)
  • DAX : German Index ETF
  • ^GDAXI : DAX Index
  • ^HSI: Hong Kong Index
  • VWO: Emerging Markets ETF

Cryptos

  • BTC-USD: Bitcoin USD Spot - CCC
  • BTC=F : Bitcoin Futures Contract - CME
  • GBTC: Greyscale BTC Trust - PNK
  • ^CMC200 : CMC Crypto 200 Index
  • ETH-USD: Ethereum USD Spot - CCC

Fixed Income and others

  • ^TNX: Treasury Yield 10 Years
  • VNQ: Vanguard Real Estate Index Fund (Reits ETF) - PCX

Beyond the assets listed here you can use others ETFs, Stocks etc. Your imagination is the limit.