상관관계 행렬

자산 간의 쌍별 피어슨 상관관계. 낮은 |ρ|는 의미 있는 분산 효과를 의미합니다. 어느 행이든 편집하여 자신만의 수익률을 붙여 넣으세요.

Pairwise Pearson correlation across your assets. Low |ρ| means meaningful diversification benefit. Edit any row to paste your own returns. Preset: US sectors (illustrative).

Returns input

n=12

Pearson correlation matrix

Pairwise Pearson correlation coefficients between 4 assets. Values range from -1 (perfectly negatively correlated) to +1 (perfectly correlated). Diagonal cells are 1 by definition.
Asset	Technology	Financials	Energy	Health Care
Technology	1.000	0.926	0.567	0.508
Financials	0.926	1.000	0.450	0.614
Energy	0.567	0.450	1.000	0.015
Health Care	0.508	0.614	0.015	1.000

ρ ≈ +1: assets move together (no diversification benefit). ρ ≈ 0: independent (full benefit). ρ < 0: hedged (best benefit). The diagonal is always 1 by construction.

Diversification works because not all assets move together. The correlation matrix shows you which pairs are tightly linked (high ρ) and which offer real diversification (low or negative ρ). Building a portfolio of correlated assets is like buying one big asset - you get no risk reduction.

모든 랩은 표준 교과서 수학에 근거합니다 (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.