Correlation Between Harmony Gold and BioNTech

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

Diversification Opportunities for Harmony Gold and BioNTech

0.37
  Correlation Coefficient

Weak diversification

The 3 months correlation between Harmony and BioNTech is 0.37. Overlapping area represents the amount of risk that can be diversified away by holding Harmony Gold Mining and BioNTech SE in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on BioNTech SE and Harmony Gold 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 Harmony Gold Mining are associated (or correlated) with BioNTech. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of BioNTech SE has no effect on the direction of Harmony Gold i.e., Harmony Gold and BioNTech go up and down completely randomly.

Pair Corralation between Harmony Gold and BioNTech

Assuming the 90 days horizon Harmony Gold Mining is expected to generate 1.24 times more return on investment than BioNTech. However, Harmony Gold is 1.24 times more volatile than BioNTech SE. It trades about 0.13 of its potential returns per unit of risk. BioNTech SE is currently generating about -0.01 per unit of risk. If you would invest  1,323  in Harmony Gold Mining on September 2, 2025 and sell it today you would earn a total of  367.00  from holding Harmony Gold Mining or generate 27.74% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy98.46%
ValuesDaily Returns

Harmony Gold Mining  vs.  BioNTech SE

 Performance 
       Timeline  
Harmony Gold Mining 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Harmony Gold Mining are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak fundamental indicators, Harmony Gold reported solid returns over the last few months and may actually be approaching a breakup point.
BioNTech SE 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days BioNTech SE has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, BioNTech is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors.

Harmony Gold and BioNTech Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Harmony Gold and BioNTech

The main advantage of trading using opposite Harmony Gold and BioNTech positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Harmony Gold position performs unexpectedly, BioNTech 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 BioNTech will offset losses from the drop in BioNTech's long position.
The idea behind Harmony Gold Mining and BioNTech SE 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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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