Correlation Between Pacer Funds and Northern Lights

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

Diversification Opportunities for Pacer Funds and Northern Lights

0.98
  Correlation Coefficient

Almost no diversification

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

Pair Corralation between Pacer Funds and Northern Lights

Given the investment horizon of 90 days Pacer Funds Trust is expected to generate 0.6 times more return on investment than Northern Lights. However, Pacer Funds Trust is 1.68 times less risky than Northern Lights. It trades about 0.04 of its potential returns per unit of risk. Northern Lights is currently generating about 0.01 per unit of risk. If you would invest  3,166  in Pacer Funds Trust on August 18, 2025 and sell it today you would earn a total of  14.00  from holding Pacer Funds Trust or generate 0.44% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Strong
Accuracy100.0%
ValuesDaily Returns

Pacer Funds Trust  vs.  Northern Lights

 Performance 
       Timeline  
Pacer Funds Trust 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Pacer Funds Trust are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy technical and fundamental indicators, Pacer Funds is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.
Northern Lights 

Risk-Adjusted Performance

Soft

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Northern Lights are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable forward-looking signals, Northern Lights is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors.

Pacer Funds and Northern Lights Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Pacer Funds and Northern Lights

The main advantage of trading using opposite Pacer Funds and Northern Lights positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Pacer Funds position performs unexpectedly, Northern Lights 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 Northern Lights will offset losses from the drop in Northern Lights' long position.
The idea behind Pacer Funds Trust and Northern Lights 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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.

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