Correlation Between ProFrac Holding and Vital Energy

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Can any of the company-specific risk be diversified away by investing in both ProFrac Holding and Vital Energy at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining ProFrac Holding and Vital Energy into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between ProFrac Holding Corp and Vital Energy, you can compare the effects of market volatilities on ProFrac Holding and Vital Energy and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in ProFrac Holding with a short position of Vital Energy. Check out your portfolio center. Please also check ongoing floating volatility patterns of ProFrac Holding and Vital Energy.

Diversification Opportunities for ProFrac Holding and Vital Energy

-0.2
  Correlation Coefficient

Good diversification

The 3 months correlation between ProFrac and Vital is -0.2. Overlapping area represents the amount of risk that can be diversified away by holding ProFrac Holding Corp and Vital Energy in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Vital Energy and ProFrac Holding is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on ProFrac Holding Corp are associated (or correlated) with Vital Energy. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Vital Energy has no effect on the direction of ProFrac Holding i.e., ProFrac Holding and Vital Energy go up and down completely randomly.

Pair Corralation between ProFrac Holding and Vital Energy

Given the investment horizon of 90 days ProFrac Holding Corp is expected to generate 2.18 times more return on investment than Vital Energy. However, ProFrac Holding is 2.18 times more volatile than Vital Energy. It trades about 0.06 of its potential returns per unit of risk. Vital Energy is currently generating about 0.12 per unit of risk. If you would invest  371.00  in ProFrac Holding Corp on August 15, 2025 and sell it today you would earn a total of  11.00  from holding ProFrac Holding Corp or generate 2.96% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

ProFrac Holding Corp  vs.  Vital Energy

 Performance 
       Timeline  
ProFrac Holding Corp 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ProFrac Holding Corp are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of rather inconsistent fundamental indicators, ProFrac Holding exhibited solid returns over the last few months and may actually be approaching a breakup point.
Vital Energy 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Vital Energy are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather weak essential indicators, Vital Energy exhibited solid returns over the last few months and may actually be approaching a breakup point.

ProFrac Holding and Vital Energy Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ProFrac Holding and Vital Energy

The main advantage of trading using opposite ProFrac Holding and Vital Energy positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ProFrac Holding position performs unexpectedly, Vital Energy can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vital Energy will offset losses from the drop in Vital Energy's long position.
The idea behind ProFrac Holding Corp and Vital Energy pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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