Correlation Between Fidelity Canadian and RBC Quant

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Correlation between Fidelity Canadian High and RBC Quant Canadian describes the degree of alignment in their return patterns. This measure reflects the degree of diversifiable risk between the two instruments.
Cross-correlation between Fidelity Canadian High and RBC Quant Canadian helps estimate portfolio overlap before combining both positions. Return co-movement patterns are presented across multiple observation windows. The long Fidelity Canadian versus short RBC Quant framework helps compare directional behavior. The volatility profiles of Fidelity Canadian and RBC Quant offer additional context. Go to your portfolio center

Diversification Opportunities for Fidelity Canadian and RBC Quant

0.34
  Correlation Coefficient
Weak diversification
The 3 months correlation between Fidelity and RBC is 0.34. Overlapping area represents the amount of risk that can be diversified away by holding Fidelity Canadian High and RBC Quant Canadian in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RBC Quant Canadian and Fidelity Canadian 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 Fidelity Canadian High are associated (or correlated) with RBC Quant. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RBC Quant Canadian has no effect on the direction of Fidelity Canadian i.e., Fidelity Canadian and RBC Quant go up and down completely randomly.

Pair Corralation between Fidelity Canadian and RBC Quant

Assuming the 90-day trading horizon Fidelity Canadian High is expected to generate 0.47 times more return on investment than RBC Quant. However, Fidelity Canadian High is 2.11 times less risky than RBC Quant. It trades about 0.11 of its potential returns per unit of risk. RBC Quant Canadian is currently generating about -0.08 per unit of risk. If you had invested C$ 3,554 in Fidelity Canadian High on December 22, 2025 and sold it today you would have earned a total of C$ 158.00 from holding Fidelity Canadian High or generated 4.45% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Fidelity Canadian High  vs.  RBC Quant Canadian

 Performance 
       Timeline  
Fidelity Canadian High 
Risk-Adjusted Performance
Moderate
 
Weak
 
Strong
Compared with the broader market, risk-adjusted returns on Fidelity Canadian High rank lower than 8% of all global equities and portfolios over the last 90 days. Used properly, the ranking helps separate absolute gains from efficient gains. In spite of very healthy basic indicators, Fidelity Canadian is not utilizing all of its potential. The recent price disarray may contribute to short-term losses for investors. ...more
RBC Quant Canadian 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
For the recent 90-day horizon, RBC Quant Canadian failed to convert risk into positive risk-adjusted performance. This reading is usually reviewed beside volatility, downside risk, and benchmark-relative behavior before conviction is increased. In spite of latest unfluctuating performance, the etf's fundamental indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the ETF's investors. ...more

Fidelity Canadian and RBC Quant Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Fidelity Canadian and RBC Quant

Two-leg strategies using Fidelity Canadian and RBC Quant matter because the combined position can be designed to be more market-neutral. This is most useful when the two securities share economic drivers but still create room for relative-performance divergence.
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The analysis presented here should support, not replace, the broader process of selecting and combining portfolio holdings. The practical goal is to improve the mix of assets already under consideration. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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