Exelon Correlations

EXC Stock

USD 43.40 0.45 1.05%

The current 90-days correlation between Exelon and Duke Energy is 0.87 (i.e., Very poor diversification). The correlation of Exelon is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Exelon Correlation With Market

Modest diversification

The correlation between Exelon and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Exelon and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Exelon Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Exelon. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in interest.

For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.

Moving together with Exelon Stock

0.91	ED	Consolidated Edison	Pair Corr
0.66	FE	FirstEnergy	Pair Corr
0.8	AEE	Ameren Corp	Pair Corr
0.76	AEP	American Electric Power	Pair Corr
0.89	CMS	CMS Energy Earnings Call This Week	Pair Corr
0.68	CNP	CenterPoint Energy	Pair Corr
0.83	DUK	Duke Energy	Pair Corr
0.66	EIX	Edison International Earnings Call This Week	Pair Corr
0.93	NWE	NorthWestern	Pair Corr
0.74	OGE	OGE Energy	Pair Corr
0.66	PCG	PGE Corp	Pair Corr
0.92	PNW	Pinnacle West Capital	Pair Corr
0.73	POR	Portland General Electric Earnings Call This Week	Pair Corr
0.84	PPL	PPL Corporation	Pair Corr
0.79	WEC	WEC Energy Group	Pair Corr
0.65	XEL	Xcel Energy	Pair Corr

Moving against Exelon Stock

0.86	ELP	Companhia Paranaense	Pair Corr
0.83	ES	Eversource Energy Earnings Call This Week	Pair Corr
0.62	D	Dominion Energy	Pair Corr
0.59	ENIC	Enel Chile SA Earnings Call This Week	Pair Corr
0.51	EMA	Emera Incorporated	Pair Corr
0.45	HE	Hawaiian Electric	Pair Corr
0.85	TLN	Talen Energy Upward Rally	Pair Corr
0.83	GNE	Genie Energy	Pair Corr
0.75	SCE-PJ	SCE Trust IV	Pair Corr
0.74	NEE	Nextera Energy Earnings Call This Week	Pair Corr
0.67	KEP	Korea Electric Power	Pair Corr
0.36	DUK-PA	Duke Energy	Pair Corr
0.34	SCE-PK	SCE Trust V	Pair Corr

Related Correlations Analysis

	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE
DUK		-0.25	0.6	0.67	0.56	0.93	0.83	0.84	0.56	0.42	DUK
D	-0.25		0.48	-0.72	0.13	-0.12	-0.38	-0.43	-0.31	-0.37	D
SO	0.6	0.48		-0.06	0.46	0.71	0.37	0.27	-0.03	-0.18	SO
ED	0.67	-0.72	-0.06		0.31	0.56	0.76	0.8	0.67	0.65	ED
ETR	0.56	0.13	0.46	0.31		0.61	0.7	0.59	0.62	0.46	ETR
AEP	0.93	-0.12	0.71	0.56	0.61		0.86	0.81	0.5	0.37	AEP
PPL	0.83	-0.38	0.37	0.76	0.7	0.86		0.9	0.71	0.66	PPL
CMS	0.84	-0.43	0.27	0.8	0.59	0.81	0.9		0.68	0.67	CMS
CNP	0.56	-0.31	-0.03	0.67	0.62	0.5	0.71	0.68		0.87	CNP
FE	0.42	-0.37	-0.18	0.65	0.46	0.37	0.66	0.67	0.87		FE
	DUK	D	SO	ED	ETR	AEP	PPL	CMS	CNP	FE

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AEP	+ 0.93	DUK
CMS	+ 0.9	PPL
FE	+ 0.87	CNP
PPL	+ 0.86	AEP
CMS	+ 0.84	DUK
PPL	+ 0.83	DUK

High negative correlations

ED	- 0.72	D
CMS	- 0.43	D
PPL	- 0.38	D
FE	- 0.37	D
CNP	- 0.31	D
D	- 0.25	DUK

Risk-Adjusted Indicators

There is a big difference between Exelon Stock performing well and Exelon Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Exelon's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DUK	0.80	(0.03)	0.00	(0.18)	0.00	0.00	1.81	(1.66)	5.69
D	0.94	0.04	(0.01)	0.20	0.97	(1.04)	2.00	(1.75)	5.75
SO	0.80	0.03	(0.06)	0.26	1.05	(0.80)	1.53	(1.89)	4.80
ED	0.93	(0.14)	0.00	(1.05)	0.00	0.00	2.19	(2.25)	6.03
ETR	0.97	0.00	(0.05)	0.14	1.10	(1.08)	2.03	(1.99)	5.53
AEP	0.78	(0.01)	(0.10)	0.10	1.03	(0.81)	1.53	(1.81)	6.00
PPL	0.84	0.00	(0.09)	0.12	1.02	(0.91)	1.70	(1.97)	5.18
CMS	0.88	(0.07)	0.00	(0.08)	0.00	0.00	1.51	(1.83)	5.27
CNP	0.78	(0.03)	(0.13)	0.01	0.97	(0.84)	1.48	(1.81)	4.96
FE	0.71	(0.03)	(0.14)	(0.01)	0.91	(0.74)	1.24	(1.54)	5.32

Exelon Corporate Management

Douglas Brown	Chief VP	Profile
Denise Galambos	Senior Officer	Profile
David Fein	Senior Affairs	Profile
Carter Culver	Senior Counsel	Profile
Amy Best	Executive Officer	Profile
Drew Ierardi	Managing Markets	Profile

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