Vail Resorts Correlations

MTN Stock

USD 159.24 1.18 0.75%

The current 90-days correlation between Vail Resorts and Hilton Grand Vacations is 0.31 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vail Resorts moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vail Resorts moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vail Resorts Correlation With Market

Very weak diversification

The correlation between Vail Resorts and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vail Resorts and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vail Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Vail Resorts. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.

To learn how to invest in Vail Stock, please use our How to Invest in Vail Resorts guide.

Moving together with Vail Stock

0.95	RRR	Red Rock Resorts Earnings Call Tomorrow	Pair Corr
0.86	FL	Foot Locker	Pair Corr
0.87	RL	Ralph Lauren Corp	Pair Corr
0.71	VUZI	Vuzix Corp Cmn	Pair Corr
0.76	EPSM	Epsium Enterprise	Pair Corr
0.87	ANF	Abercrombie Fitch	Pair Corr
0.62	BBY	Best Buy	Pair Corr
0.95	BKE	Buckle Inc	Pair Corr
0.86	FOSL	Fossil Group	Pair Corr
0.68	FND	Floor Decor Holdings	Pair Corr
0.76	GES	Guess Inc	Pair Corr
0.89	HVT	Haverty Furniture	Pair Corr
0.68	LEG	Leggett Platt	Pair Corr
0.9	UAA	Under Armour A	Pair Corr
0.73	GPRO	GoPro Inc	Pair Corr
0.89	GRPN	Groupon	Pair Corr
0.86	SCVL	Shoe Carnival	Pair Corr
0.84	ARHS	Arhaus Inc	Pair Corr
0.8	SONO	Sonos Inc	Pair Corr
0.89	URBN	Urban Outfitters	Pair Corr
0.72	INBX	Inhibrx Biosciences,	Pair Corr
0.71	LNDNF	Lundin Energy AB	Pair Corr

Moving against Vail Stock

0.44	AEO	American Eagle Outfitters	Pair Corr
0.76	TOY	Toys R ANZ	Pair Corr
0.48	ROST	Ross Stores	Pair Corr
0.59	603057	Shanghai Ziyan Foods	Pair Corr
0.36	07274NBG7	BAYNGR 5 15	Pair Corr

Related Correlations Analysis

	HGV	VAC	RRR	MCRI	MASI	IDXX	TTC	FICO	H
HGV		0.97	0.9	0.8	0.32	0.81	0.65	-0.41	0.96	HGV
VAC	0.97		0.95	0.83	0.35	0.86	0.69	-0.47	0.98	VAC
RRR	0.9	0.95		0.86	0.47	0.87	0.55	-0.62	0.95	RRR
MCRI	0.8	0.83	0.86		0.35	0.74	0.51	-0.54	0.84	MCRI
MASI	0.32	0.35	0.47	0.35		0.49	0.02	-0.12	0.42	MASI
IDXX	0.81	0.86	0.87	0.74	0.49		0.67	-0.35	0.92	IDXX
TTC	0.65	0.69	0.55	0.51	0.02	0.67		-0.17	0.69	TTC
FICO	-0.41	-0.47	-0.62	-0.54	-0.12	-0.35	-0.17		-0.44	FICO
H	0.96	0.98	0.95	0.84	0.42	0.92	0.69	-0.44		H
	HGV	VAC	RRR	MCRI	MASI	IDXX	TTC	FICO	H

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

H	+ 0.98	VAC
VAC	+ 0.97	HGV
H	+ 0.96	HGV
RRR	+ 0.95	VAC
H	+ 0.95	RRR
H	+ 0.92	IDXX

High negative correlations

FICO	- 0.62	RRR
FICO	- 0.54	MCRI
FICO	- 0.47	VAC
H	- 0.44	FICO
FICO	- 0.41	HGV
FICO	- 0.35	IDXX

Risk-Adjusted Indicators

There is a big difference between Vail Stock performing well and Vail Resorts Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vail Resorts' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HGV	1.62	0.37	0.26	0.43	1.29	(2.09)	3.83	(2.39)	14.04
VAC	1.85	0.44	0.27	0.42	1.28	(2.24)	5.13	(2.67)	15.71
RRR	1.46	0.32	0.28	0.39	0.83	(1.82)	5.16	(2.08)	8.51
MCRI	1.20	0.43	0.34	0.56	0.59	(1.44)	2.82	(1.87)	6.12
MASI	1.61	(0.14)	(0.05)	0.02	2.18	(1.64)	3.85	(3.06)	10.89
IDXX	1.07	0.25	0.25	0.40	0.56	(1.34)	3.36	(1.23)	12.10
TTC	1.40	0.00	0.00	0.13	1.76	(1.46)	3.40	(2.44)	11.34
FICO	2.17	(0.44)	0.00	(0.26)	0.00	0.00	3.13	(8.11)	18.87
H	1.36	0.28	0.26	0.33	0.87	(1.77)	3.63	(1.60)	10.25

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC