Correlation calculator

Use this to calculate the correlation of securities. The correlation between two securities is defined as the correlation of their daily returns. This calculator calculates correlation between 2015-01-01 and 2015-12-31.

If nothing seems to happen after you press the button, try waiting a bit longer. The backend might need to download the stock history from Yahoo, which takes a second or two per symbol. The histories are cached, so the query should be a lot faster the next time.

Enter symbols, separated by a space: