Correlation Between Ecolab and CRH PLC

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

Diversification Opportunities for Ecolab and CRH PLC

-0.09
  Correlation Coefficient

Good diversification

The 3 months correlation between Ecolab and CRH is -0.09. Overlapping area represents the amount of risk that can be diversified away by holding Ecolab Inc and CRH PLC ADR in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on CRH PLC ADR and Ecolab 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 Ecolab Inc are associated (or correlated) with CRH PLC. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of CRH PLC ADR has no effect on the direction of Ecolab i.e., Ecolab and CRH PLC go up and down completely randomly.

Pair Corralation between Ecolab and CRH PLC

Considering the 90-day investment horizon Ecolab Inc is expected to under-perform the CRH PLC. But the stock apears to be less risky and, when comparing its historical volatility, Ecolab Inc is 1.01 times less risky than CRH PLC. The stock trades about -0.08 of its potential returns per unit of risk. The CRH PLC ADR is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest  11,047  in CRH PLC ADR on August 15, 2025 and sell it today you would earn a total of  293.00  from holding CRH PLC ADR or generate 2.65% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthInsignificant
Accuracy100.0%
ValuesDaily Returns

Ecolab Inc  vs.  CRH PLC ADR

 Performance 
       Timeline  
Ecolab Inc 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Ecolab Inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest abnormal performance, the Stock's fundamental indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the company institutional investors.
CRH PLC ADR 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in CRH PLC ADR are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, CRH PLC is not utilizing all of its potentials. The recent stock price confusion, may contribute to short-horizon losses for the traders.

Ecolab and CRH PLC Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Ecolab and CRH PLC

The main advantage of trading using opposite Ecolab and CRH PLC positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Ecolab position performs unexpectedly, CRH PLC 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 CRH PLC will offset losses from the drop in CRH PLC's long position.
The idea behind Ecolab Inc and CRH PLC ADR 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

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