All Glossary Terms
Risk Metrics

Correlation

Definition

Correlation measures how two assets move in relation to each other, on a scale from -1 (perfectly inverse) to +1 (perfectly aligned). Low or negative correlation between assets improves diversification.

Formula

ρ = Cov(X,Y) / (σx × σy) where Cov = covariance, σ = standard deviation

Example

Stocks and bonds historically have low or negative correlation (~0.0 to -0.3). When stocks fall, bonds often rise, providing portfolio stability. Gold has near-zero correlation with stocks.

How AllInvestView Uses This

AllInvestView shows a correlation matrix for your holdings on the analytics page. Learn how correlation powers diversification.