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Benchmark  United States  NYSE  10,788   71.013 Index Moved Down -0.65%  

Collecting data for ^GSPC and XSPY ...

Correlation analysis between SP 500 and SPY Inc Correlation analysis between SP 500 and SPY Inc

Investment horizon:  
  30 Days    Login   to change
This module allows you to analyze existing cross correlation between S&P 500 and SPY Inc. You can compare the effects of market volatilities on SP 500 and SPY Inc 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 SP 500 with a short position of SPY Inc. Please also check ongoing floating volatility patterns of SP 500 and SPY Inc.
 S&P 500  vs   SPY Inc.
Daily Returns (%)
Change Benchmark  Embed   Timeline 
If you would invest  80.00  in SPY Inc on December 26, 2014 and sell it today you would earn a total of 0.00  from holding SPY Inc or generate 0.0% return on investment over 30 days.

Correlation Coefficient



Time Period1 Month [change]
ValuesDaily Returns


Pay attention

Overlapping area represents amount of risk that can be diversified away by holding S&P 500 and SPY Inc. in the same portfolio assuming nothing else is changed

Historical Performance Chart

Comparative Volatility

Predicted Return Density
Change Benchmark  Embed   Returns 

S&P 500


Pair trading matchups for SP 500

Eagle Bulk Shipping Inc vs. S&P 500
Comerica Incorporated vs. S&P 500
EnteroMedics Inc vs. S&P 500
Starwood Hotels Resorts Worldwide Inc vs. S&P 500
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GT Advanced Technologies Inc vs. S&P 500
Beam Inc vs. S&P 500
FLIR Systems Inc vs. S&P 500
DryShips Inc vs. S&P 500
Groupon Inc vs. S&P 500
Titanium Metals Corporation vs. S&P 500
Principal Financial Group Inc vs. S&P 500


Over the last 30 days SPY Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

Pair trading matchups for SPY Inc

Pool Corp vs. SPY Inc
Callaway Golf Co vs. SPY Inc



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