Correlation Between Vulcan Energy and Rare Element

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

Diversification Opportunities for Vulcan Energy and Rare Element

0.38
  Correlation Coefficient

Weak diversification

The 3 months correlation between Vulcan and Rare is 0.38. Overlapping area represents the amount of risk that can be diversified away by holding Vulcan Energy Resources and Rare Element Resources in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Rare Element Resources and Vulcan Energy 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 Vulcan Energy Resources are associated (or correlated) with Rare Element. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Rare Element Resources has no effect on the direction of Vulcan Energy i.e., Vulcan Energy and Rare Element go up and down completely randomly.

Pair Corralation between Vulcan Energy and Rare Element

Assuming the 90 days horizon Vulcan Energy Resources is expected to generate 0.82 times more return on investment than Rare Element. However, Vulcan Energy Resources is 1.23 times less risky than Rare Element. It trades about 0.12 of its potential returns per unit of risk. Rare Element Resources is currently generating about 0.02 per unit of risk. If you would invest  274.00  in Vulcan Energy Resources on August 29, 2025 and sell it today you would earn a total of  129.00  from holding Vulcan Energy Resources or generate 47.08% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Vulcan Energy Resources  vs.  Rare Element Resources

 Performance 
       Timeline  
Vulcan Energy Resources 

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Vulcan Energy Resources are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak basic indicators, Vulcan Energy reported solid returns over the last few months and may actually be approaching a breakup point.
Rare Element Resources 

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Rare Element Resources are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile primary indicators, Rare Element reported solid returns over the last few months and may actually be approaching a breakup point.

Vulcan Energy and Rare Element Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Vulcan Energy and Rare Element

The main advantage of trading using opposite Vulcan Energy and Rare Element positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Vulcan Energy position performs unexpectedly, Rare Element 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 Rare Element will offset losses from the drop in Rare Element's long position.
The idea behind Vulcan Energy Resources and Rare Element Resources 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 Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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