Correlation Between Vir Biotechnology and RTG Mining

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

Diversification Opportunities for Vir Biotechnology and RTG Mining

0.73
  Correlation Coefficient

Poor diversification

The 3 months correlation between Vir and RTG is 0.73. Overlapping area represents the amount of risk that can be diversified away by holding Vir Biotechnology and RTG Mining in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RTG Mining and Vir Biotechnology 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 Vir Biotechnology are associated (or correlated) with RTG Mining. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RTG Mining has no effect on the direction of Vir Biotechnology i.e., Vir Biotechnology and RTG Mining go up and down completely randomly.

Pair Corralation between Vir Biotechnology and RTG Mining

Considering the 90-day investment horizon Vir Biotechnology is expected to generate 2.87 times more return on investment than RTG Mining. However, Vir Biotechnology is 2.87 times more volatile than RTG Mining. It trades about 0.12 of its potential returns per unit of risk. RTG Mining is currently generating about 0.22 per unit of risk. If you would invest  504.00  in Vir Biotechnology on August 28, 2025 and sell it today you would earn a total of  137.00  from holding Vir Biotechnology or generate 27.18% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy98.44%
ValuesDaily Returns

Vir Biotechnology  vs.  RTG Mining

 Performance 
       Timeline  
Vir Biotechnology 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Vir Biotechnology are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak forward indicators, Vir Biotechnology reported solid returns over the last few months and may actually be approaching a breakup point.
RTG Mining 

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in RTG Mining are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, RTG Mining reported solid returns over the last few months and may actually be approaching a breakup point.

Vir Biotechnology and RTG Mining Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Vir Biotechnology and RTG Mining

The main advantage of trading using opposite Vir Biotechnology and RTG Mining positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Vir Biotechnology position performs unexpectedly, RTG Mining 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 RTG Mining will offset losses from the drop in RTG Mining's long position.
The idea behind Vir Biotechnology and RTG Mining 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 Money Managers module to screen money managers from public funds and ETFs managed around the world.

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