Correlation Between BHP Group and RTG Mining

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Can any of the company-specific risk be diversified away by investing in both BHP Group and RTG Mining 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 BHP Group and RTG Mining into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between BHP Group Limited and RTG Mining, you can compare the effects of market volatilities on BHP Group and RTG Mining 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 BHP Group with a short position of RTG Mining. Check out your portfolio center. Please also check ongoing floating volatility patterns of BHP Group and RTG Mining.

Diversification Opportunities for BHP Group and RTG Mining

0.47
  Correlation Coefficient

Very weak diversification

The 3 months correlation between BHP and RTG is 0.47. Overlapping area represents the amount of risk that can be diversified away by holding BHP Group Limited and RTG Mining in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RTG Mining and BHP Group 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 BHP Group Limited are associated (or correlated) with RTG Mining. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RTG Mining has no effect on the direction of BHP Group i.e., BHP Group and RTG Mining go up and down completely randomly.

Pair Corralation between BHP Group and RTG Mining

If you would invest  3.00  in RTG Mining on September 2, 2025 and sell it today you would earn a total of  0.00  from holding RTG Mining or generate 0.0% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy100.0%
ValuesDaily Returns

BHP Group Limited  vs.  RTG Mining

 Performance 
       Timeline  
BHP Group Limited 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in BHP Group Limited are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile essential indicators, BHP Group reported solid returns over the last few months and may actually be approaching a breakup point.
RTG Mining 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in RTG Mining are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain technical and fundamental indicators, RTG Mining reported solid returns over the last few months and may actually be approaching a breakup point.

BHP Group and RTG Mining Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with BHP Group and RTG Mining

The main advantage of trading using opposite BHP Group and RTG Mining positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if BHP Group position performs unexpectedly, RTG Mining 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 RTG Mining will offset losses from the drop in RTG Mining's long position.
The idea behind BHP Group Limited and RTG Mining 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.
Check out your portfolio center.
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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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