Correlation Between Ivy Emerging and Ivy International

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

Diversification Opportunities for Ivy Emerging and Ivy International

0.69
  Correlation Coefficient

Poor diversification

The 3 months correlation between Ivy and Ivy is 0.69. Overlapping area represents the amount of risk that can be diversified away by holding Ivy Emerging Markets and Ivy International E in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Ivy International and Ivy Emerging 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 Ivy Emerging Markets are associated (or correlated) with Ivy International. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Ivy International has no effect on the direction of Ivy Emerging i.e., Ivy Emerging and Ivy International go up and down completely randomly.

Pair Corralation between Ivy Emerging and Ivy International

Assuming the 90 days horizon Ivy Emerging Markets is expected to generate 1.01 times more return on investment than Ivy International. However, Ivy Emerging is 1.01 times more volatile than Ivy International E. It trades about 0.07 of its potential returns per unit of risk. Ivy International E is currently generating about 0.06 per unit of risk. If you would invest  1,730  in Ivy Emerging Markets on August 21, 2025 and sell it today you would earn a total of  632.00  from holding Ivy Emerging Markets or generate 36.53% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

Ivy Emerging Markets  vs.  Ivy International E

 Performance 
       Timeline  
Ivy Emerging Markets 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Ivy Emerging Markets are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Ivy Emerging is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Ivy International 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Ivy International E has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Ivy International is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Ivy Emerging and Ivy International Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Ivy Emerging and Ivy International

The main advantage of trading using opposite Ivy Emerging and Ivy International positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Ivy Emerging position performs unexpectedly, Ivy International 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 Ivy International will offset losses from the drop in Ivy International's long position.
The idea behind Ivy Emerging Markets and Ivy International E 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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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