Correlation Between RBC Quant and RBC Quant
This comparison outlines how RBC Quant EAFE and RBC Quant Dividend move in relation to one another. The linkage helps describe the extent of diversifiable risk across the pair. The dataset reflects observed price behavior across time frames.
When RBC Quant EAFE and RBC Quant Dividend move together, diversification drops, and this tool helps identify those periods early. The output helps evaluate whether combining the two amplifies or reduces concentration risk. A relative-value view using long RBC Quant and short RBC Quant is available for further analysis. Go to your portfolio center
Diversification Opportunities for RBC Quant and RBC Quant
Moderate diversification
The 3 months correlation between RBC and RBC is 0.2. Overlapping area represents the amount of risk that can be diversified away by holding RBC Quant EAFE and RBC Quant Dividend in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RBC Quant Dividend and RBC Quant 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 RBC Quant EAFE are associated (or correlated) with RBC Quant. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RBC Quant Dividend has no effect on the direction of RBC Quant i.e., RBC Quant and RBC Quant go up and down completely randomly.
Pair Corralation between RBC Quant and RBC Quant
Assuming the 90-day trading horizon RBC Quant EAFE is expected to generate 1.19 times more return on investment than RBC Quant. However, RBC Quant is 1.19 times more volatile than RBC Quant Dividend. It trades about 0.06 of its potential returns per unit of risk. RBC Quant Dividend is currently generating about -0.12 per unit of risk. If you had invested C$ 3,523 in RBC Quant EAFE on December 26, 2025 and sold it today you would have earned a total of C$ 133.00 from holding RBC Quant EAFE or generated 3.78% return on investment over 90 days.
| Time Period | 3 Months [change] |
| Direction | Moves Together |
| Strength | Very Weak |
| Accuracy | 100.0% |
| Values | Daily Returns |
RBC Quant EAFE vs. RBC Quant Dividend
Performance |
| Timeline |
| RBC Quant EAFE |
Risk-Adjusted Performance
Mild
Weak | Strong |
| RBC Quant Dividend |
Risk-Adjusted Performance
Weak
Weak | Strong |
RBC Quant and RBC Quant Volatility Contrast
Predicted Return Distribution |
| Density |
Pair Trading with RBC Quant and RBC Quant
Pair trading between RBC Quant and RBC Quant can reduce some unsystematic risk by balancing one position against another. Used correctly, the structure can help offset losses in one leg when unexpected sector or market pressure hits both names.| RBC Quant vs. RBC Quant EAFE | RBC Quant vs. Purpose Enhanced Dividend | RBC Quant vs. Global X SAMPPTSX | RBC Quant vs. RBC Quant Dividend |
| RBC Quant vs. RBC Quant Dividend | RBC Quant vs. RBC Quant EAFE | RBC Quant vs. iShares China | RBC Quant vs. Purpose Core Dividend |
Go to your portfolio centerThe information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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