Correlation Between IGM Financial and Enbridge Pref

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Can any of the company-specific risk be diversified away by investing in both IGM Financial and Enbridge Pref 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 IGM Financial and Enbridge Pref into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between IGM Financial and Enbridge Pref 5, you can compare the effects of market volatilities on IGM Financial and Enbridge Pref 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 IGM Financial with a short position of Enbridge Pref. Check out your portfolio center. Please also check ongoing floating volatility patterns of IGM Financial and Enbridge Pref.

Diversification Opportunities for IGM Financial and Enbridge Pref

0.41
  Correlation Coefficient

Very weak diversification

The 3 months correlation between IGM and Enbridge is 0.41. Overlapping area represents the amount of risk that can be diversified away by holding IGM Financial and Enbridge Pref 5 in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Enbridge Pref 5 and IGM Financial 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 IGM Financial are associated (or correlated) with Enbridge Pref. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Enbridge Pref 5 has no effect on the direction of IGM Financial i.e., IGM Financial and Enbridge Pref go up and down completely randomly.

Pair Corralation between IGM Financial and Enbridge Pref

Assuming the 90 days trading horizon IGM Financial is expected to generate 2.5 times more return on investment than Enbridge Pref. However, IGM Financial is 2.5 times more volatile than Enbridge Pref 5. It trades about 0.13 of its potential returns per unit of risk. Enbridge Pref 5 is currently generating about 0.25 per unit of risk. If you would invest  5,471  in IGM Financial on September 4, 2025 and sell it today you would earn a total of  217.00  from holding IGM Financial or generate 3.97% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthWeak
Accuracy95.45%
ValuesDaily Returns

IGM Financial  vs.  Enbridge Pref 5

 Performance 
       Timeline  
IGM Financial 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in IGM Financial are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very abnormal primary indicators, IGM Financial displayed solid returns over the last few months and may actually be approaching a breakup point.
Enbridge Pref 5 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Enbridge Pref 5 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Enbridge Pref is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors.

IGM Financial and Enbridge Pref Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with IGM Financial and Enbridge Pref

The main advantage of trading using opposite IGM Financial and Enbridge Pref positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if IGM Financial position performs unexpectedly, Enbridge Pref 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 Enbridge Pref will offset losses from the drop in Enbridge Pref's long position.
The idea behind IGM Financial and Enbridge Pref 5 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 Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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