Procter Gamble Correlations

PG Stock

USD 143.45 1.91 1.31%

The current 90-days correlation between Procter Gamble and PepsiCo is 0.37 (i.e., 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 0.16 (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 census.

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

0.83	ODC	Oil Dri	Pair Corr
0.73	CENT	Central Garden Pet	Pair Corr
0.74	META	Meta Platforms Aggressive Push	Pair Corr

Moving against Procter Stock

0.8	AAPL	Apple Inc	Pair Corr
0.67	GOOG	Alphabet Class C	Pair Corr
0.65	REYN	Reynolds Consumer	Pair Corr
0.59	000737	North Copper Shanxi	Pair Corr
0.53	NVDA	NVIDIA Aggressive Push	Pair Corr
0.41	MPWR	Monolithic Power Systems	Pair Corr
0.39	AVGO	Broadcom Earnings Call This Week	Pair Corr
0.85	FRSB	First Resource Bank Normal Trading	Pair Corr
0.82	LRGR	Luminar Media Group	Pair Corr
0.81	TD	Toronto Dominion Bank	Pair Corr
0.79	HL	Hecla Mining	Pair Corr
0.78	TRINZ	Trinity Capital 7875	Pair Corr
0.72	GH	Guardant Health	Pair Corr
0.72	MGIC	Magic Software Enter	Pair Corr
0.64	02361DAZ3	AEE 59 01	Pair Corr
0.5	FELTY	Fuji Electric	Pair Corr
0.44	HSBC	HSBC Holdings PLC	Pair Corr
0.39	HWM-P	Howmet Aerospace	Pair Corr
0.38	SRGMF	SRG Mining	Pair Corr
0.83	CMTL	Comtech Telecommunicatio	Pair Corr
0.78	AACB	Artius II Acquisition	Pair Corr
0.77	JDLGF	JD Logistics	Pair Corr
0.7	HWM	Howmet Aerospace	Pair Corr
0.68	VLVCY	Volvo Car AB	Pair Corr
0.64	NTCT	NetScout Systems	Pair Corr
0.64	BRLAF	British Land Upward Rally	Pair Corr
0.63	SCBFF	Standard Chartered PLC	Pair Corr

Related Correlations Analysis

	PEP	MNST	SFBQF	LBHIX	MSTSX	VIASP	RRTLX	MURIX	SVII
PEP		0.51	-0.15	0.12	0.19	0.35	0.32	0.3	0.32	PEP
MNST	0.51		-0.4	0.59	-0.01	0.36	0.61	0.59	-0.14	MNST
SFBQF	-0.15	-0.4		-0.26	0.19	-0.14	-0.23	-0.22	-0.06	SFBQF
LBHIX	0.12	0.59	-0.26		0.42	0.24	0.8	0.8	-0.28	LBHIX
MSTSX	0.19	-0.01	0.19	0.42		0.01	0.69	0.68	0.14	MSTSX
VIASP	0.35	0.36	-0.14	0.24	0.01		0.26	0.3	-0.19	VIASP
RRTLX	0.32	0.61	-0.23	0.8	0.69	0.26		0.99	-0.1	RRTLX
MURIX	0.3	0.59	-0.22	0.8	0.68	0.3	0.99		-0.15	MURIX
SVII	0.32	-0.14	-0.06	-0.28	0.14	-0.19	-0.1	-0.15		SVII
	PEP	MNST	SFBQF	LBHIX	MSTSX	VIASP	RRTLX	MURIX	SVII

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

MURIX	+ 0.99	RRTLX
RRTLX	+ 0.8	LBHIX
MURIX	+ 0.8	LBHIX
RRTLX	+ 0.69	MSTSX
MURIX	+ 0.68	MSTSX
RRTLX	+ 0.61	MNST

High negative correlations

SFBQF	- 0.4	MNST
SVII	- 0.28	LBHIX
LBHIX	- 0.26	SFBQF
RRTLX	- 0.23	SFBQF
MURIX	- 0.22	SFBQF
SVII	- 0.19	VIASP

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
PEP	0.89	0.02	(0.05)	(0.04)	1.09	(1.00)	1.78	(1.70)	6.87
MNST	1.06	0.24	0.11	(1.29)	1.28	(1.12)	2.48	(2.30)	7.15
SFBQF	2.95	(0.24)	0.00	(0.11)	0.00	0.00	6.16	(5.70)	18.86
LBHIX	0.14	0.01	(0.19)	0.12	0.00	(0.29)	0.24	(0.24)	1.18
MSTSX	0.51	(0.03)	(0.06)	0.03	0.69	(0.52)	0.92	(1.06)	3.28
VIASP	0.42	(0.01)	(0.11)	(0.13)	0.62	(0.41)	0.94	(1.05)	2.95
RRTLX	0.22	0.00	(0.10)	0.08	0.25	(0.23)	0.61	(0.46)	1.45
MURIX	0.33	0.00	(0.05)	0.07	0.41	(0.33)	0.75	(0.68)	2.05
SVII	1.00	0.02	(0.04)	(0.01)	1.59	(1.59)	2.34	(2.14)	19.58

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