Procter Gamble Correlations

PG Stock

USD 146.13 0.34 0.23%

The current 90-days correlation between Procter Gamble and Unilever PLC ADR is 0.49 (i.e., Very weak diversification). The correlation of Procter Gamble is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Procter Gamble Correlation With Market

Average diversification

The correlation between Procter Gamble and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Procter Gamble and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Procter Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Procter Gamble. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in rate.

For more detail on how to invest in Procter Stock please use our How to Invest in Procter Gamble guide.

Moving together with Procter Stock

0.82	CL	Colgate Palmolive	Pair Corr
0.77	WDFC	WD 40 Company	Pair Corr
0.86	CENTA	Central Garden Pet	Pair Corr
0.84	CHD	Church Dwight	Pair Corr
0.63	CLX	Clorox	Pair Corr
0.86	ENR	Energizer Holdings	Pair Corr
0.73	KMB	Kimberly Clark	Pair Corr
0.66	603515	Opple Lighting	Pair Corr
0.68	002094	Qingdao Kingking Applied	Pair Corr
0.86	CENT	Central Garden Pet	Pair Corr

Moving against Procter Stock

0.75	000737	North Copper Shanxi	Pair Corr
0.61	PZC	PZ Cussons PLC	Pair Corr
0.57	600651	Shanghai Feilo Acoustics	Pair Corr
0.54	REYN	Reynolds Consumer	Pair Corr
0.49	MCB	McBride plc	Pair Corr
0.36	RKT	Reckitt Benckiser	Pair Corr
0.72	SHG	Shinhan Financial	Pair Corr
0.71	J	Jacobs Solutions	Pair Corr
0.7	TEL	TE Connectivity	Pair Corr
0.69	MXC	Mexco Energy Downward Rally	Pair Corr
0.69	AAPL	Apple Inc Sell-off Trend	Pair Corr
0.67	ALIUSD	Aluminum Futures	Pair Corr
0.4	RYCEY	Rolls Royce Holdings	Pair Corr

Related Correlations Analysis

	UL	KO	PM	KVUE	CL	COST	KMB	SPB	EPC	CLX
UL		0.39	0.29	0.37	0.52	0.45	0.27	0.48	0.55	0.12	UL
KO	0.39		0.07	0.27	0.3	0.37	0.13	0.65	0.24	-0.31	KO
PM	0.29	0.07		0.81	0.85	0.71	0.81	0.18	0.73	0.66	PM
KVUE	0.37	0.27	0.81		0.92	0.79	0.72	0.48	0.89	0.41	KVUE
CL	0.52	0.3	0.85	0.92		0.81	0.83	0.54	0.91	0.56	CL
COST	0.45	0.37	0.71	0.79	0.81		0.64	0.39	0.66	0.45	COST
KMB	0.27	0.13	0.81	0.72	0.83	0.64		0.33	0.76	0.75	KMB
SPB	0.48	0.65	0.18	0.48	0.54	0.39	0.33		0.58	-0.02	SPB
EPC	0.55	0.24	0.73	0.89	0.91	0.66	0.76	0.58		0.46	EPC
CLX	0.12	-0.31	0.66	0.41	0.56	0.45	0.75	-0.02	0.46		CLX
	UL	KO	PM	KVUE	CL	COST	KMB	SPB	EPC	CLX

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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

CL	+ 0.92	KVUE
EPC	+ 0.91	CL
EPC	+ 0.89	KVUE
CL	+ 0.85	PM
KMB	+ 0.83	CL
KVUE	+ 0.81	PM

High negative correlations

CLX	- 0.31	KO
CLX	- 0.02	SPB

Risk-Adjusted Indicators

There is a big difference between Procter Stock performing well and Procter Gamble 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 Procter Gamble's 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
UL	0.78	0.01	(0.08)	0.25	0.83	(0.88)	1.87	(1.44)	4.15
KO	0.72	0.00	(0.10)	0.05	0.83	(0.86)	1.26	(1.29)	6.64
PM	1.15	(0.10)	0.00	0.23	0.00	0.00	2.12	(2.69)	6.25
KVUE	2.04	(0.39)	0.00	(0.52)	0.00	0.00	3.38	(4.09)	17.95
CL	0.93	(0.13)	0.00	(4.49)	0.00	0.00	1.89	(1.96)	4.83
COST	0.84	(0.08)	0.00	(0.82)	0.00	0.00	1.37	(2.34)	6.15
KMB	1.03	(0.50)	0.00	(0.57)	0.00	0.00	1.45	(2.21)	17.56
SPB	1.71	(0.04)	0.00	0.05	1.91	(1.91)	3.22	(3.37)	11.31
EPC	1.37	(0.29)	0.00	(0.23)	0.00	0.00	2.19	(2.73)	7.97
CLX	1.06	(0.25)	0.00	(0.68)	0.00	0.00	1.80	(2.42)	6.39

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