Correlation Matrix
Visualize how your holdings move together. High correlations (red) reveal hidden over-concentration risks across normal and crisis conditions.
Select Assets (max 10)
10/10 assets selected
SPY
QQQ
IWM
GLD
TLT
XLE
XLF
XLV
XLU
VNQ
SPY
1.00
0.92
0.85
0.05
-0.28
0.68
0.78
0.70
0.42
0.62
QQQ
0.92
1.00
0.80
0.02
-0.18
0.55
0.68
0.62
0.32
0.52
IWM
0.85
0.80
1.00
0.08
-0.25
0.65
0.72
0.58
0.35
0.60
GLD
0.05
0.02
0.08
1.00
0.32
0.18
-0.08
0.05
0.22
0.12
TLT
-0.28
-0.18
-0.25
0.32
1.00
-0.35
-0.32
0.12
0.38
0.15
XLE
0.68
0.55
0.65
0.18
-0.35
1.00
0.58
0.42
0.35
0.48
XLF
0.78
0.68
0.72
-0.08
-0.32
0.58
1.00
0.55
0.38
0.55
XLV
0.70
0.62
0.58
0.05
0.12
0.42
0.55
1.00
0.45
0.42
XLU
0.42
0.32
0.35
0.22
0.38
0.35
0.38
0.45
1.00
0.55
VNQ
0.62
0.52
0.60
0.12
0.15
0.48
0.55
0.42
0.55
1.00
Correlation:
< 0
0–0.4
0.4–0.6
0.6–0.8
> 0.8 ⚠️
Portfolio Stats
Avg. Correlation (normal)
0.43
Moderate diversification
High-Risk Pairs (≥0.80)
SPY / QQQ0.92
SPY / IWM0.85
QQQ / IWM0.80
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Research Basis
Crisis correlation data based on 2008 GFC and 2020 COVID-19 events. Normal correlations from 10-year rolling averages (2014–2024).