Procter Gamble Correlations

PG Stock

USD 152.21 0.01 0.01%

The current 90-days correlation between Procter Gamble and The Coca Cola is 0.48 (i.e., Very weak diversification). The correlation of Procter Gamble 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.

Procter Gamble Correlation With Market

Average diversification

The correlation between Procter Gamble and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Procter Gamble and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Procter Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Procter Gamble. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

For more detail on how to invest in Procter Stock please use our How to Invest in Procter Gamble guide.

Moving together with Procter Stock

0.71	CL	Colgate Palmolive Earnings Call This Week	Pair Corr
0.71	SAR	Saratoga Investment Corp Normal Trading	Pair Corr
0.73	AMZN	Amazon Inc Earnings Call This Week	Pair Corr
0.9	VLKAF	Volkswagen AG Earnings Call This Week	Pair Corr
0.88	VWAGY	Volkswagen AG 110 Earnings Call This Week	Pair Corr
0.74	VLKPF	Volkswagen AG VZO	Pair Corr

Moving against Procter Stock

0.65	000737	North Copper Shanxi	Pair Corr
0.43	WMT	Walmart	Pair Corr
0.74	AGX	Argan Inc	Pair Corr
0.71	EXC	Exelon Earnings Call This Week	Pair Corr
0.64	USGO	US GoldMining Common	Pair Corr
0.63	RKLB	Rocket Lab USA	Pair Corr
0.62	SNPTF	Sunny Optical Technology	Pair Corr
0.59	MMNT	Momentous Holdings Corp	Pair Corr
0.52	AILLO	Ameren Illinois	Pair Corr
0.44	MALRF	Mineral Resources	Pair Corr
0.43	SNOW	Snowflake	Pair Corr
0.32	GRAB	Grab Holdings	Pair Corr
0.31	APP	Applovin Corp	Pair Corr
0.68	HANCF	Hanstone Gold Corp	Pair Corr
0.65	DLTTF	Dalata Hotel Group	Pair Corr
0.59	FULC	Fulcrum Therapeutics	Pair Corr
0.46	ORCL	Oracle	Pair Corr
0.39	CHSCL	CHS Inc CL	Pair Corr
0.35	HHUSF	Hua Hong Semiconductor Tech Boost	Pair Corr

Related Correlations Analysis

	KO	IJR	IJH	GFI	EBF	MRK	KRYS	AA	ORLY	KOS
KO		-0.47	-0.57	-0.54	-0.13	0.02	-0.32	-0.24	-0.4	0.01	KO
IJR	-0.47		0.95	0.79	0.06	0.5	0.57	0.67	0.46	-0.56	IJR
IJH	-0.57	0.95		0.65	0.15	0.44	0.45	0.57	0.42	-0.32	IJH
GFI	-0.54	0.79	0.65		-0.28	0.39	0.75	0.77	0.45	-0.72	GFI
EBF	-0.13	0.06	0.15	-0.28		-0.32	-0.6	-0.56	0.41	0.24	EBF
MRK	0.02	0.5	0.44	0.39	-0.32		0.56	0.6	-0.07	-0.29	MRK
KRYS	-0.32	0.57	0.45	0.75	-0.6	0.56		0.88	-0.12	-0.44	KRYS
AA	-0.24	0.67	0.57	0.77	-0.56	0.6	0.88		-0.04	-0.53	AA
ORLY	-0.4	0.46	0.42	0.45	0.41	-0.07	-0.12	-0.04		-0.49	ORLY
KOS	0.01	-0.56	-0.32	-0.72	0.24	-0.29	-0.44	-0.53	-0.49		KOS
	KO	IJR	IJH	GFI	EBF	MRK	KRYS	AA	ORLY	KOS

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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

IJH	+ 0.95	IJR
AA	+ 0.88	KRYS
GFI	+ 0.79	IJR
AA	+ 0.77	GFI
KRYS	+ 0.75	GFI
AA	+ 0.67	IJR

High negative correlations

KOS	- 0.72	GFI
KRYS	- 0.6	EBF
IJH	- 0.57	KO
AA	- 0.56	EBF
KOS	- 0.56	IJR
GFI	- 0.54	KO

Risk-Adjusted Indicators

There is a big difference between Procter Stock performing well and Procter Gamble 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 Procter Gamble'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
KO	0.73	0.03	(0.03)	(0.28)	0.76	(0.86)	1.44	(1.26)	4.64
IJR	0.85	0.00	0.03	0.05	0.91	(1.02)	2.11	(1.41)	6.96
IJH	0.71	(0.04)	(0.02)	0.02	0.80	(0.85)	1.67	(1.23)	5.59
GFI	2.67	0.81	0.21	5.10	3.25	(3.05)	6.46	(4.56)	22.17
EBF	1.00	(0.14)	0.00	(0.08)	0.00	0.00	2.26	(1.91)	6.11
MRK	1.20	0.04	0.02	0.10	1.27	(1.36)	1.80	(2.36)	9.11
KRYS	1.99	0.28	0.09	0.34	3.01	(2.10)	4.42	(2.75)	17.63
AA	2.33	0.27	0.13	0.16	2.37	(2.72)	7.35	(4.44)	12.75
ORLY	0.90	0.04	(0.01)	0.55	0.99	(1.01)	2.27	(1.65)	4.85
KOS	3.25	(0.43)	0.00	(0.23)	0.00	0.00	7.41	(6.70)	16.96

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