Correlation Between ClearShares OCIO and Soundwatch Hedged

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

Diversification Opportunities for ClearShares OCIO and Soundwatch Hedged

0.98
  Correlation Coefficient

Almost no diversification

The 3 months correlation between ClearShares and Soundwatch is 0.98. Overlapping area represents the amount of risk that can be diversified away by holding ClearShares OCIO ETF and Soundwatch Hedged Equity in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Soundwatch Hedged Equity and ClearShares OCIO 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 ClearShares OCIO ETF are associated (or correlated) with Soundwatch Hedged. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Soundwatch Hedged Equity has no effect on the direction of ClearShares OCIO i.e., ClearShares OCIO and Soundwatch Hedged go up and down completely randomly.

Pair Corralation between ClearShares OCIO and Soundwatch Hedged

Given the investment horizon of 90 days ClearShares OCIO ETF is expected to under-perform the Soundwatch Hedged. In addition to that, ClearShares OCIO is 1.14 times more volatile than Soundwatch Hedged Equity. It trades about -0.17 of its total potential returns per unit of risk. Soundwatch Hedged Equity is currently generating about -0.14 per unit of volatility. If you would invest  3,207  in Soundwatch Hedged Equity on August 25, 2025 and sell it today you would lose (60.00) from holding Soundwatch Hedged Equity or give up 1.87% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

ClearShares OCIO ETF  vs.  Soundwatch Hedged Equity

 Performance 
       Timeline  
ClearShares OCIO ETF 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in ClearShares OCIO ETF are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy forward indicators, ClearShares OCIO is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors.
Soundwatch Hedged Equity 

Risk-Adjusted Performance

Mild

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Soundwatch Hedged Equity are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, Soundwatch Hedged is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders.

ClearShares OCIO and Soundwatch Hedged Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ClearShares OCIO and Soundwatch Hedged

The main advantage of trading using opposite ClearShares OCIO and Soundwatch Hedged positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ClearShares OCIO position performs unexpectedly, Soundwatch Hedged 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 Soundwatch Hedged will offset losses from the drop in Soundwatch Hedged's long position.
The idea behind ClearShares OCIO ETF and Soundwatch Hedged Equity 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.
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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 Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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