UGI Correlations

UGI Stock

USD 31.78 0.14 0.44%

The current 90-days correlation between UGI Corporation and Atmos Energy is 0.36 (i.e., Weak diversification). The correlation of UGI 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.

UGI Correlation With Market

Weak diversification

The correlation between UGI Corp. and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding UGI Corp. and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with UGI Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in UGI Corporation. 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.

Moving together with UGI Stock

0.76	VFSWW	VinFast Auto	Pair Corr
0.82	VFS	VinFast Auto	Pair Corr

Moving against UGI Stock

0.92	CMSA	CMS Energy Corp	Pair Corr
0.83	CPK	Chesapeake Utilities	Pair Corr
0.82	OGS	One Gas	Pair Corr
0.81	CNL	Collective Mining	Pair Corr
0.77	NWN	Northwest Natural Gas	Pair Corr
0.75	TLN	Talen Energy	Pair Corr
0.74	SOJE	Southern Company	Pair Corr
0.68	SOJC	Southern	Pair Corr
0.6	EC	Ecopetrol SA ADR	Pair Corr
0.49	DTW	DTE Energy	Pair Corr
0.37	SWX	Southwest Gas Holdings	Pair Corr
0.34	NFG	National Fuel Gas	Pair Corr
0.86	WAFU	Wah Fu Education	Pair Corr
0.82	BMEZ	BlackRock Health Sciences	Pair Corr
0.77	MUFG	Mitsubishi UFJ Financial	Pair Corr
0.73	NTIP	Network 1 Technologies	Pair Corr
0.7	SSVFF	Southern Silver Expl	Pair Corr
0.69	PBNAF	Pembina Pipeline	Pair Corr
0.66	HYMTF	Hyundai Motor	Pair Corr
0.63	FARO	FARO Technologies	Pair Corr
0.56	HWH	HWH International	Pair Corr
0.55	HD	Home Depot	Pair Corr
0.52	WF	Woori Financial Group	Pair Corr
0.44	TLK	Telkom Indonesia Tbk	Pair Corr
0.44	CARV	Carver Bancorp	Pair Corr

Related Correlations Analysis

	ATO	BKH	NJR	NWN	SPH
ATO		0.71	0.51	0.65	0.35	ATO
BKH	0.71		0.8	0.5	0.33	BKH
NJR	0.51	0.8		0.59	0.37	NJR
NWN	0.65	0.5	0.59		0.3	NWN
SPH	0.35	0.33	0.37	0.3		SPH
	ATO	BKH	NJR	NWN	SPH

Risk-Adjusted Indicators

There is a big difference between UGI Stock performing well and UGI 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 UGI'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
ATO	0.69	0.20	0.21	1.17	0.57	(0.76)	1.84	(1.38)	5.20
BKH	0.79	0.08	0.06	0.15	1.03	(0.73)	1.37	(1.79)	4.27
NJR	0.74	(0.01)	(0.02)	0.00	0.97	(0.71)	1.50	(1.55)	4.31
NWN	0.80	0.10	0.09	0.23	0.87	(0.86)	1.78	(1.55)	5.12
SPH	0.84	(0.03)	0.00	(0.03)	0.00	0.00	1.85	(1.98)	5.59

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