Carlyle Correlations

CG Stock

USD 56.99 2.41 4.06%

The current 90-days correlation between Carlyle Group and Blackstone Group is 0.82 (i.e., Very poor diversification). The correlation of Carlyle 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.

Carlyle Correlation With Market

Poor diversification

The correlation between Carlyle Group and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carlyle Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Carlyle Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Carlyle Group. 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 Carlyle Stock

0.85	BX	Blackstone Group Earnings Call This Week	Pair Corr
0.79	WT	WisdomTree	Pair Corr
0.73	GCMGW	GCM Grosvenor	Pair Corr
0.62	SCGL	Sealand Capital Galaxy	Pair Corr

Moving against Carlyle Stock

0.7	AC	Associated Capital	Pair Corr
0.31	TEK	Tekcapital plc	Pair Corr
0.66	VELO	Velo3D, Common stock	Pair Corr
0.46	IPX	Impax Asset Management	Pair Corr
0.38	SDV	Chelverton UK Dividend	Pair Corr
0.33	PNI	Pinnacle Investment	Pair Corr
0.54	CTPE	CT Private Equity	Pair Corr
0.52	KUR-H	Kure Technologies	Pair Corr
0.32	SII	Sprott Inc	Pair Corr

Related Correlations Analysis

	APO	BX	BAM	ARES	KKR	OWL	HLNE	BLK	TCPC	TPVG
APO		0.42	0.7	0.77	0.88	0.9	0.79	-0.57	0.82	0.8	APO
BX	0.42		0.27	0.5	0.65	0.37	0.46	0.0	0.25	0.24	BX
BAM	0.7	0.27		0.7	0.74	0.74	0.7	-0.21	0.51	0.47	BAM
ARES	0.77	0.5	0.7		0.93	0.91	0.96	-0.57	0.82	0.7	ARES
KKR	0.88	0.65	0.74	0.93		0.92	0.91	-0.51	0.81	0.75	KKR
OWL	0.9	0.37	0.74	0.91	0.92		0.92	-0.55	0.87	0.78	OWL
HLNE	0.79	0.46	0.7	0.96	0.91	0.92		-0.58	0.86	0.75	HLNE
BLK	-0.57	0.0	-0.21	-0.57	-0.51	-0.55	-0.58		-0.79	-0.8	BLK
TCPC	0.82	0.25	0.51	0.82	0.81	0.87	0.86	-0.79		0.92	TCPC
TPVG	0.8	0.24	0.47	0.7	0.75	0.78	0.75	-0.8	0.92		TPVG
	APO	BX	BAM	ARES	KKR	OWL	HLNE	BLK	TCPC	TPVG

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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

HLNE	+ 0.96	ARES
KKR	+ 0.93	ARES
OWL	+ 0.92	KKR
HLNE	+ 0.92	OWL
TPVG	+ 0.92	TCPC
OWL	+ 0.91	ARES

High negative correlations

TPVG	- 0.8	BLK
TCPC	- 0.79	BLK
BLK	- 0.58	HLNE
BLK	- 0.57	ARES
BLK	- 0.57	APO
BLK	- 0.55	OWL

Risk-Adjusted Indicators

There is a big difference between Carlyle Stock performing well and Carlyle 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 Carlyle'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
APO	1.48	(0.30)	0.00	(0.11)	0.00	0.00	3.36	(3.73)	10.13
BX	1.44	(0.06)	(0.01)	0.03	1.44	(1.82)	3.68	(2.19)	8.60
BAM	1.38	(0.13)	(0.03)	0.00	1.82	(1.48)	3.45	(3.02)	10.84
ARES	1.43	(0.31)	0.00	(0.12)	0.00	0.00	3.13	(3.60)	10.46
KKR	1.58	(0.28)	0.00	(0.06)	0.00	0.00	4.01	(2.82)	10.58
OWL	1.80	(0.23)	0.00	(0.06)	0.00	0.00	4.27	(3.59)	14.50
HLNE	1.74	(0.41)	0.00	(0.13)	0.00	0.00	4.01	(3.79)	9.45
BLK	0.98	0.12	0.14	0.16	0.80	(1.15)	2.81	(1.37)	6.45
TCPC	1.17	(0.41)	0.00	(1.49)	0.00	0.00	1.92	(2.91)	6.15
TPVG	1.39	(0.38)	0.00	(0.33)	0.00	0.00	2.39	(2.98)	11.00

Carlyle Corporate Management

Amit Jain	Managing Advisors	Profile
Deborah Polites	Chief Officer	Profile
Bruce Larson	Senior Advisor	Profile
Christopher Finn	Senior Advisor	Profile
Lucia Soares	Chief Transformation	Profile
Charles Andrews	Chief Officer	Profile

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