Datasets:

pairbook-io
/

pairbook-us-stock-etf-correlation

asset_a stringlengths 1 5 ⌀	asset_b stringlengths 1 5 ⌀	corr_1y float64 -1 1	corr_3y float64 -0.99 1	corr_5y float64 -0.99 1 ⌀	covariance_ann_pct2_3y float64 -53,074,093.2 1.37B ⌀	holdings_overlap_pct float64 0 65.7 ⌀
AAL	ALGT	0.81	0.63	0.63	1,647.5	null
AAL	ALK	0.76	0.65	0.71	1,344.5	null
AAL	BRN	-0.28	-0.32	-0.18	-770.7	null
AAL	CF	-0.61	-0.23	-0.1	-345.9	null
AAL	CNQ	-0.55	-0.25	-0.03	-331.6	null
AAL	COP	-0.54	-0.22	-0.04	-286.7	null
AAL	CPA	0.7	0.56	0.58	739.2	null
AAL	DAL	0.84	0.76	0.81	1,284	null
AAL	DGICB	0.39	0.3	0.17	555.6	null
AAL	EPSN	-0.43	-0.25	-0.06	-346.8	null
AAL	EQNR	-0.55	-0.35	-0.14	-528.7	null
AAL	JETS	0.91	0.85	0.89	1,127.9	null
AAL	KGEI	-0.61	-0.34	-0	-777.8	null
AAL	LULU	0.49	0.5	0.44	946.3	null
AAL	LUV	0.64	0.58	0.64	1,056.9	null
AAL	QQQ	0.41	0.39	0.45	345	null
AAL	SPY	0.45	0.41	0.48	269.4	null
AAL	UAL	0.84	0.78	0.84	1,647.8	null
AAL	USO	-0.61	-0.37	-0.21	-664.9	null
AAL	VXX	-0.51	-0.42	-0.42	-1,153.5	null
AAL	VXZ	-0.57	-0.39	-0.45	-450.5	null
AAL	XOM	-0.48	-0.22	-0.06	-241.1	null
AAME	CADL	-0.34	-0.26	-0.18	-3,123.4	null
AAME	CALY	0.35	0.31	0.28	1,027.4	null
AAME	CORT	-0.37	-0.21	-0.11	-797.1	null
AAME	GDOT	-0.04	0.32	0.26	953.6	null
AAME	KE	0.22	0.39	0.3	960	null
AAME	MNDO	0.01	-0.21	-0.12	-312.9	null
AAME	NIM	0.33	0.31	0.2	152	null
AAME	PGP	0.31	0.31	0.23	308.8	null
AAME	QQQ	0.33	0.18	0.19	205.1	null
AAME	SPY	0.29	0.19	0.19	160.4	null
AAME	TROO	0.48	0.29	0.24	1,792.5	null
AAMI	BLK	0.57	0.59	0.56	484.2	null
AAMI	CMP	0.32	0.38	0.34	706.2	null
AAMI	FNGD	-0.35	-0.39	-0.43	-988	null
AAMI	GDV	0.44	0.59	0.59	297.3	null
AAMI	IWM	0.43	0.59	0.63	388.4	null
AAMI	QQQ	0.47	0.5	0.51	323.6	null
AAMI	RGT	0.54	0.59	0.64	331	null
AAMI	SPY	0.51	0.57	0.57	271.8	null
AAMI	VT	0.51	0.59	0.61	271.2	null
AAMI	VXX	-0.41	-0.51	-0.47	-1,028.6	null
AAMI	VXZ	-0.4	-0.47	-0.47	-398.8	null
AAMI	WT	0.51	0.54	0.55	611	null
AAOI	COHR	0.54	0.51	0.48	3,994.7	null
AAOI	ETN	0.49	0.49	0.4	1,781.7	null
AAOI	FNGD	-0.24	-0.3	-0.27	-2,708.6	null
AAOI	KEYS	0.62	0.56	0.43	2,445.7	null
AAOI	LITE	0.35	0.48	0.38	3,759.8	null
AAOI	QQQ	0.27	0.34	0.29	806.4	null
AAOI	RMT	0.32	0.48	0.41	1,183.3	null
AAOI	SPY	0.29	0.39	0.32	680.8	null
AAOI	VXX	-0.12	-0.34	-0.24	-2,463.6	null
AAOI	VXZ	-0.07	-0.37	-0.31	-1,120.8	null
AAOI	WLYB	0.13	0.29	0.22	1,275.2	null
AAON	FLEX	0.74	0.63	0.56	1,768	null
AAON	FNGD	-0.28	-0.38	-0.35	-1,601.6	null
AAON	MTSI	0.63	0.56	0.52	1,502.3	null
AAON	QQQ	0.42	0.46	0.44	491.9	null
AAON	SITM	0.69	0.57	0.52	2,444.5	null
AAON	SPY	0.32	0.42	0.42	330.6	null
AAON	STRL	0.81	0.63	0.56	2,317.7	null
AAON	UCTT	0.55	0.53	0.5	1,820	null
AAON	VXX	-0.14	-0.28	-0.31	-951.8	null
AAON	VXZ	-0.08	-0.26	-0.3	-364.5	null
AAON	ZTS	-0.51	-0.24	-0.03	-400.8	null
AAPL	ABTS	0.1	-0.22	-0.15	-4,165.1	null
AAPL	ADI	0.16	0.4	0.47	352.8	null
AAPL	ALMS	-0.24	-0.21	null	-780.7	null
AAPL	AVGO	0.29	0.39	0.45	550.3	null
AAPL	CPOP	-0.11	-0.19	-0.07	-668.5	null
AAPL	CSCO	0.37	0.39	0.43	277	null
AAPL	ETB	0.34	0.52	0.53	196.6	null
AAPL	ETY	0.34	0.52	0.61	219.1	null
AAPL	FFA	0.48	0.53	0.62	212.7	null
AAPL	FNGD	-0.32	-0.51	-0.6	-1,040	null
AAPL	IVV	0.43	0.57	0.68	223.5	null
AAPL	MSFT	-0.06	0.17	0.4	126.2	null
AAPL	NXPI	0.2	0.39	0.46	428	null
AAPL	OMH	-0.04	-0.25	null	-3,004	null
AAPL	OPTU	-0.37	-0.21	-0	-513.7	null
AAPL	QCOM	0.32	0.41	0.5	468.3	null
AAPL	QQQ	0.29	0.55	0.68	290.4	null
AAPL	QQQM	0.28	0.55	0.68	288.5	null
AAPL	QUAL	0.36	0.56	0.67	211.5	null
AAPL	SPXX	0.35	0.53	0.55	204.4	null
AAPL	SPY	0.41	0.57	0.68	221.8	null
AAPL	SPYG	0.33	0.54	0.67	275.5	null
AAPL	SWKS	0.26	0.39	0.49	428.7	null
AAPL	VELO	-0.06	-0.2	-0.05	-1,319.4	null
AAPL	VIG	0.4	0.52	0.64	168.4	null
AAPL	VOO	0.41	0.57	0.68	221.1	null
AAPL	VTI	0.39	0.55	0.66	216.9	null
AAPL	VUG	0.38	0.58	0.7	303	null
AAPL	VXX	-0.29	-0.43	-0.45	-718.2	null
AAPL	VXZ	-0.2	-0.38	-0.44	-264.5	null
AAPL	XLK	0.27	0.52	0.67	339.9	null
AAPL	YHGJ	-0.25	-0.19	-0.08	-479.2	null
AAP	AZO	0.43	0.42	0.48	555.1	null

End of preview. Expand in Data Studio

PairBook US Stock & ETF Correlation Snapshot

Weekly-return correlations (1/3/5-year windows), annualized covariance, beta vs SPY, annualized volatility and ETF holdings overlap for 4,700+ US-listed stocks and ETFs.

This is a snapshot of the live dataset at https://www.pairbook.io/ , which refreshes every trading day and serves everything as a free JSON API with no key, CORS enabled, and an OpenAPI 3.1 spec: https://www.pairbook.io/api/

Files

symbols.csv : one row per asset. Columns: symbol, name, kind (stock or etf), group (sector or ETF category), beta_vs_spy_3y, volatility_ann_pct_3y, return_1y_pct, return_3y_pct, return_5y_pct.
pairs.csv : one row per tracked pair (52,000+). Columns: asset_a, asset_b (alphabetical), corr_1y, corr_3y, corr_5y (Pearson on weekly returns), covariance_ann_pct2_3y, holdings_overlap_pct (empty when either fund does not disclose holdings).

Method

Pearson correlation on Friday-to-Friday weekly returns over 1/3/5-year windows; overlap is the sum of minimum common weights across issuer portfolio disclosures; beta is vs SPY over 3 years. Assets need roughly ten months of history; stale or sub-dollar series are excluded. Full formulas: https://www.pairbook.io/methodology/

License and terms

CC BY 4.0: free for personal, research and commercial use with attribution (link back to https://www.pairbook.io/ ). Derived from public end-of-day prices and issuer disclosures. Nothing here is investment advice.

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