Asset Correlations Updated yearly
Normal-period averages (~2010–2025) vs crash periods (GFC, COVID, 2022 bear). Plus longest-term matrix using maximum overlapping data - and a live builder: pick any stocks, ETFs or asset classes and any window, and see how they move together.
Build your own correlation matrixLive
Add 2-8 tickers (any stock, ETF or crypto - plus US housing from the Case-Shiller index), pick the return interval and lookback, and the matrix computes from live price history.
Pearson correlation of overlapping periodic returns (dividend-adjusted closes; "US housing" uses the monthly Case-Shiller national index from FRED, so adding it forces monthly returns). Short windows and few observations make correlations noisy - the observation count is shown so you can judge. Daily data reaches back ~10 years; weekly and monthly go back decades.
Normal periods
Crash periods
−1.0 (inverse)+1.0 (correlated)
Longest-term correlation matrix
Each cell uses the maximum overlapping data window for that pair. Years shown below each value.
50+ yrs 30–49 yrs 10–29 yrs <10 yrs
Data availability by asset
Database sources + expand