Procter Gamble Correlations

PG Stock

USD 145.83 1.61 1.09%

The current 90-days correlation between Procter Gamble and Colgate Palmolive is 0.69 (i.e., Poor 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 0.15 (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

0.79	CL	Colgate Palmolive	Pair Corr
0.75	CLX	Clorox	Pair Corr
0.77	ENR	Energizer Holdings	Pair Corr
0.82	KMB	Kimberly Clark	Pair Corr
0.77	ODC	Oil Dri	Pair Corr
0.75	AAGH	America Great Health	Pair Corr
0.74	REZNF	Hash	Pair Corr

Moving against Procter Stock

0.66	000737	North Copper Shanxi	Pair Corr
0.6	PNGM	Er Therapeutics	Pair Corr
0.55	STI	Solidion Technology	Pair Corr
0.82	PYXS	Pyxis Oncology	Pair Corr
0.81	UDIRY	United Internet AG	Pair Corr
0.76	COHR	Coherent Tech Boost	Pair Corr
0.75	PTCT	PTC Therapeutics	Pair Corr
0.74	TORO	Toro Earnings Call Today	Pair Corr
0.71	ALIUSD	Aluminum Futures	Pair Corr
0.7	DVLT	Datavault AI Symbol Change	Pair Corr
0.5	TSAT	Telesat Corp	Pair Corr
0.4	LRCDF	Laurentian Bank Earnings Call This Week	Pair Corr
0.36	IBEX	IBEX	Pair Corr
0.36	INGVF	ING Groep NV	Pair Corr
0.87	COOP	Mr Cooper Group	Pair Corr
0.85	EOSE	Eos Energy Enterprises Aggressive Push	Pair Corr
0.81	CMCLF	China Molybdenum	Pair Corr
0.76	NOBH	Nobility Homes	Pair Corr
0.74	PRA	ProAssurance	Pair Corr
0.73	GMALY	Genting Malaysia Bhd	Pair Corr

Related Correlations Analysis

	CL	RKT	WDFC	CENTA	CHD	CLX	ENR	KMB	ODC
CL		-0.33	0.85	0.9	0.75	0.39	0.49	0.51	0.52	CL
RKT	-0.33		-0.34	-0.39	-0.44	-0.59	-0.55	-0.61	-0.57	RKT
WDFC	0.85	-0.34		0.9	0.75	0.42	0.67	0.51	0.57	WDFC
CENTA	0.9	-0.39	0.9		0.75	0.47	0.58	0.55	0.55	CENTA
CHD	0.75	-0.44	0.75	0.75		0.74	0.79	0.74	0.77	CHD
CLX	0.39	-0.59	0.42	0.47	0.74		0.78	0.93	0.85	CLX
ENR	0.49	-0.55	0.67	0.58	0.79	0.78		0.75	0.84	ENR
KMB	0.51	-0.61	0.51	0.55	0.74	0.93	0.75		0.79	KMB
ODC	0.52	-0.57	0.57	0.55	0.77	0.85	0.84	0.79		ODC
	CL	RKT	WDFC	CENTA	CHD	CLX	ENR	KMB	ODC

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

KMB	+ 0.93	CLX
CENTA	+ 0.9	CL
CENTA	+ 0.9	WDFC
WDFC	+ 0.85	CL
ODC	+ 0.85	CLX
ODC	+ 0.84	ENR

High negative correlations

KMB	- 0.61	RKT
CLX	- 0.59	RKT
ODC	- 0.57	RKT
ENR	- 0.55	RKT
CHD	- 0.44	RKT
CENTA	- 0.39	RKT

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
CL	0.99	(0.06)	0.00	2.21	0.00	0.00	2.01	(1.83)	4.83
RKT	0.65	0.13	0.12	(0.52)	0.43	(0.82)	1.83	(0.95)	5.07
WDFC	1.18	(0.16)	0.00	(0.39)	0.00	0.00	2.65	(2.19)	8.81
CENTA	1.27	(0.14)	0.00	(0.10)	0.00	0.00	2.08	(2.75)	8.31
CHD	1.04	(0.14)	0.00	(0.45)	0.00	0.00	1.70	(2.01)	9.75
CLX	1.13	(0.16)	0.00	(0.32)	0.00	0.00	1.93	(2.49)	6.39
ENR	1.88	(0.69)	0.00	(0.40)	0.00	0.00	2.86	(4.77)	22.15
KMB	1.06	(0.26)	0.00	(0.40)	0.00	0.00	1.55	(2.21)	17.56
ODC	1.56	(0.11)	0.00	0.36	0.00	0.00	2.31	(3.03)	13.98

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