Cross-Asset Correlation Matrix
Live Pearson correlations of daily returns across 24 benchmark tickers spanning equities, sectors, rates, FX, commodities, crypto, and volatility. 1-year rolling window. Click any cell to view deeper correlation analysis for that pair.
| S&P 500 | Nasdaq 100 | Russell 2000 | Tech (XLK) | Financials (XLF) | Energy (XLE) | Utilities (XLU) | Healthcare (XLV) | Semis (SMH) | 20Y+ (TLT) | 7-10Y (IEF) | HY (HYG) | IG (LQD) | DXY | Gold | Silver | WTI | Nat Gas | Copper | Bitcoin | Ethereum | VIX | 10Y Yield | 2Y Yield | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S&P 500 | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Nasdaq 100 | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Russell 2000 | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Tech (XLK) | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Financials (XLF) | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Energy (XLE) | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Utilities (XLU) | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Healthcare (XLV) | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| Semis (SMH) | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| 20Y+ (TLT) | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , | , |
| 7-10Y (IEF) | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , | , |
| HY (HYG) | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , | , |
| IG (LQD) | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , | , |
| DXY | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , | , |
| Gold | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , | , |
| Silver | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , | , |
| WTI | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , | , |
| Nat Gas | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , | , |
| Copper | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , | , |
| Bitcoin | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , | , |
| Ethereum | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , | , |
| VIX | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , | , |
| 10Y Yield | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 | , |
| 2Y Yield | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | , | 1.00 |
Positive correlation (green): assets move in the same direction. Negative correlation (red): assets move in opposite directions. Values near zero: no reliable daily co-movement.
Most Positively Correlated
Most Negatively Correlated
Methodology
Each cell reports the Pearson correlation of daily returns over the trailing 365 days. For FRED macro series (yields, CPI), returns are computed from the series level changes. For tradable instruments (SPY, BTC, etc.), returns are from end-of-day closes.
Correlations are sensitive to the window. A 1-year window captures the prevailing cross-asset regime but can miss regime breaks. For pair-level deep analysis including 30-day, 90-day, 1-year, and 5-year windows, rolling correlation charts, and regime-dependent behavior, click any cell to open the comparison page. The comparison page also quantifies divergence from the long-run relationship.
Cells showing a dash indicate insufficient overlapping data. This is uncommon but can happen for newly-added series or sentiment metrics with sparse coverage.