Correlation Between Alphabet and Fidelity Covington

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

Diversification Opportunities for Alphabet and Fidelity Covington

0.87
  Correlation Coefficient

Very poor diversification

The 3 months correlation between Alphabet and Fidelity is 0.87. Overlapping area represents the amount of risk that can be diversified away by holding Alphabet Inc Class C and Fidelity Covington Trust in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Fidelity Covington Trust and Alphabet 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 Alphabet Inc Class C are associated (or correlated) with Fidelity Covington. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Fidelity Covington Trust has no effect on the direction of Alphabet i.e., Alphabet and Fidelity Covington go up and down completely randomly.

Pair Corralation between Alphabet and Fidelity Covington

Given the investment horizon of 90 days Alphabet Inc Class C is expected to generate 2.98 times more return on investment than Fidelity Covington. However, Alphabet is 2.98 times more volatile than Fidelity Covington Trust. It trades about 0.26 of its potential returns per unit of risk. Fidelity Covington Trust is currently generating about 0.1 per unit of risk. If you would invest  20,411  in Alphabet Inc Class C on August 18, 2025 and sell it today you would earn a total of  7,287  from holding Alphabet Inc Class C or generate 35.7% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthStrong
Accuracy100.0%
ValuesDaily Returns

Alphabet Inc Class C  vs.  Fidelity Covington Trust

 Performance 
       Timeline  
Alphabet Class C 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet Inc Class C are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, Alphabet reported solid returns over the last few months and may actually be approaching a breakup point.
Fidelity Covington Trust 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Fidelity Covington Trust are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable essential indicators, Fidelity Covington is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

Alphabet and Fidelity Covington Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Alphabet and Fidelity Covington

The main advantage of trading using opposite Alphabet and Fidelity Covington positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Alphabet position performs unexpectedly, Fidelity Covington 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 Fidelity Covington will offset losses from the drop in Fidelity Covington's long position.
The idea behind Alphabet Inc Class C and Fidelity Covington Trust 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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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