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Home»Art Stocks»Study: The Most Correlated and Non-Correlated Assets
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Study: The Most Correlated and Non-Correlated Assets

April 13, 20222 Mins Read


  • Gold
  • Wine
  • Crude Oil
  • Platinum

Assets with a moderate correlation to the stock market—a correlation coefficient between 0.50 and 0.75—still show a notable degree of correlation. While they might not move in tandem with stocks quite as closely as the assets above, they still tend to follow similar patterns.

Gold and platinum

Precious metals have long been used as a hedge against inflation and a store of value. Based on the past three years, gold and platinum seem to be viable options. 

Gold’s correlation with stocks is complicated. While there have been times when the price of gold has held strong during bear markets, the asset’s price often declines sharply at the start of a stock market decline. This happened at the beginning of the 2020 coronavirus pandemic, during an equities downturn at the end of 2018, during the financial crisis of 2008, and during the dot-com bubble in 2001. However, according to chief gold strategist for the SPDR ETF George Milling-Stanley in an interview with ETF.com, gold bounced back within a week each time (much more quickly than equities), largely due to it being cashed in by investors who bought equities on margin to cover their losses. “…rather than selling their equities in order to meet the calls for additional margin,” says Milling-Stanley, “they sell something that has held its value, which at that point is gold. …as soon as equities stabilize, usually at lower levels, they will tend to buy their gold back.”

Platinum, on the other hand, is an under-discussed asset that has become increasingly interesting for investors in recent years. Used mainly in cars and jewelry, platinum distinguishes itself from gold due to the fact that it is both more useful and rare than gold. Gold and platinum also have a low positive correlation to each other of 0.5432, showing that while the two assets move similarly with regard to the S&P 500, they don’t move as closely together.

Crude oil

Crude oil and the S&P 500 have a correlation coefficient of 0.6406, making oil a moderately correlated asset as well. In fact, commodities in general tend to be less correlated with the stock market and great diversification tools for a stock-heavy portfolio. That said, they don’t generally trend upward over the long term the way stocks do, so they’re often used for short-term growth or long-term wealth preservation.



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