Stock Correlation Calculator

Use the Stock Correlation Calculator to compute the correlation coefficient using closing prices for any two stocks listed on a major U.S. stock exchange and supported by Quandl.

Simply enter any two stock symbols and select the price series and date information. Then click on the Calculate Correlation button and the correlation coefficient will be displayed on a new page.

The value of a correlation coefficient is between -1 and 1, where 0 represents no correlation between the two symbols, 1 represents perfect positive correlation (prices for both symbols move in the same direction) and -1 represents a perfect negative correlation (prices for both symbols move in opposite directions).

Stock Correlation Calculator
Stock 1 Symbol:
Stock 2 Symbol:
Price Interval: D
Start Month:
Start Year:
End Month:
End Year:

All prices from Quandl are adjusted for splits and dividends. Calculator does not support exchange-traded funds (ETFs), mutual funds and indexes.

See Stock Correlation Calculator: Quick Input for quicker input.

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