Pair Correlation Between FTSE 100 and SP 500

This module allows you to analyze existing cross correlation between FTSE 100 and S&P 500. You can compare the effects of market volatilities on FTSE 100 and SP 500 and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in FTSE 100 with a short position of SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE 100 and SP 500.
 Time Horizon     30 Days    Login   to change
 FTSE 100  vs   S&P 500
 Performance (%) 

Pair Volatility

If you would invest  268,457  in S&P 500 on December 21, 2017 and sell it today you would earn a total of  12,573  from holding S&P 500 or generate 4.68% return on investment over 30 days.

Correlation Coefficient

Pair Corralation between FTSE 100 and SP 500


Time Period1 Month [change]
ValuesDaily Returns


Very weak diversification

Overlapping area represents the amount of risk that can be diversified away by holding FTSE 100 and S&P 500 in the same portfolio assuming nothing else is changed. The correlation between historical prices or returns on SP 500 and FTSE 100 is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on FTSE 100 are associated (or correlated) with SP 500. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of SP 500 has no effect on the direction of FTSE 100 i.e. FTSE 100 and SP 500 go up and down completely randomly.

Comparative Volatility

 Predicted Return Density