GCM Grosvenor Correlations

GCMG Stock

USD 12.77 0.05 0.39%

The current 90-days correlation between GCM Grosvenor and Stepstone Group is 0.42 (i.e., Very weak diversification). The correlation of GCM Grosvenor 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.

GCM Grosvenor Correlation With Market

Weak diversification

The correlation between GCM Grosvenor and DJI is 0.37 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GCM Grosvenor and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with GCM Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in GCM Grosvenor. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry.

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

Moving together with GCM Stock

0.63	CG	Carlyle Group	Pair Corr
0.82	MA	Mastercard	Pair Corr
0.77	JXN	Jackson Financial	Pair Corr
0.63	SLRC	SLR Investment Corp	Pair Corr
0.78	L	Loews Corp	Pair Corr
0.72	BK	Bank of New York	Pair Corr
0.79	DB	Deutsche Bank AG	Pair Corr
0.86	FG	FG Annuities Life	Pair Corr
0.87	HG	Hamilton Insurance Group,	Pair Corr
0.87	IX	Orix Corp Ads	Pair Corr

Moving against GCM Stock

0.8	FSK	FS KKR Capital	Pair Corr
0.6	CWD	CaliberCos Class A	Pair Corr
0.5	PYPL	PayPal Holdings	Pair Corr
0.48	AMP	Ameriprise Financial	Pair Corr
0.73	AC	Associated Capital	Pair Corr
0.46	LX	Lexinfintech Holdings	Pair Corr
0.35	PB	Prosperity Bancshares	Pair Corr

Related Correlations Analysis

	STEC	CXH	EOT	ADV	STEP	ARKO	LSEA	IGIC
STEC		0.19	-0.43	-0.46	-0.7	-0.45	-0.72	-0.67	STEC
CXH	0.19		0.27	0.08	-0.48	0.11	-0.36	-0.02	CXH
EOT	-0.43	0.27		0.58	0.46	0.52	0.3	0.5	EOT
ADV	-0.46	0.08	0.58		0.45	0.74	0.44	0.47	ADV
STEP	-0.7	-0.48	0.46	0.45		0.47	0.53	0.66	STEP
ARKO	-0.45	0.11	0.52	0.74	0.47		0.35	0.48	ARKO
LSEA	-0.72	-0.36	0.3	0.44	0.53	0.35		0.43	LSEA
IGIC	-0.67	-0.02	0.5	0.47	0.66	0.48	0.43		IGIC
	STEC	CXH	EOT	ADV	STEP	ARKO	LSEA	IGIC

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

ARKO	+ 0.74	ADV
IGIC	+ 0.66	STEP
ADV	+ 0.58	EOT
LSEA	+ 0.53	STEP
ARKO	+ 0.52	EOT
IGIC	+ 0.5	EOT

High negative correlations

LSEA	- 0.72	STEC
STEP	- 0.7	STEC
IGIC	- 0.67	STEC
STEP	- 0.48	CXH
ADV	- 0.46	STEC
ARKO	- 0.45	STEC

Risk-Adjusted Indicators

There is a big difference between GCM Stock performing well and GCM Grosvenor 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 GCM Grosvenor'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
STEC	4.46	(0.52)	0.00	1.72	0.00	0.00	10.17	(9.52)	42.62
CXH	0.28	0.02	(0.14)	0.32	0.35	(0.33)	0.53	(0.80)	1.60
EOT	0.33	0.02	(0.18)	0.23	0.22	(0.44)	0.68	(0.50)	2.03
ADV	4.61	0.24	0.08	0.17	4.93	(5.84)	12.20	(7.36)	28.57
STEP	1.41	(0.05)	0.01	0.06	1.56	(1.57)	4.02	(2.46)	10.36
ARKO	2.53	0.18	0.02	(0.84)	3.00	(2.75)	5.04	(5.04)	17.86
LSEA	3.08	0.79	0.26	0.49	2.11	(4.71)	7.18	(5.31)	61.07
IGIC	1.35	0.01	0.00	0.10	1.73	(1.41)	2.86	(3.04)	8.15

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC