Ryan Specialty Correlations

RYAN Stock

USD 66.04 1.12 1.67%

The current 90-days correlation between Ryan Specialty Group and Assurant is -0.17 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ryan Specialty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ryan Specialty Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Ryan Specialty Correlation With Market

Very weak diversification

The correlation between Ryan Specialty Group 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 Ryan Specialty Group and DJI in the same portfolio, assuming nothing else is changed.

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

Moving together with Ryan Stock

0.63

Chubb Earnings Call This Week

Pair Corr

Moving against Ryan Stock

0.57	AXS-PE	AXIS Capital Holdings	Pair Corr
0.46	AX	Axos Financial	Pair Corr
0.45	C	Citigroup Aggressive Push	Pair Corr
0.45	CG	Carlyle Group Earnings Call This Week	Pair Corr
0.45	CM	Canadian Imperial Bank	Pair Corr
0.44	DB	Deutsche Bank AG Earnings Call This Week	Pair Corr
0.41	DIST	Distoken Acquisition	Pair Corr
0.41	BN	Brookfield Corp	Pair Corr
0.4	BY	Byline Bancorp Earnings Call This Week	Pair Corr
0.38	BX	Blackstone Group Normal Trading	Pair Corr
0.35	DHIL	Diamond Hill Investment	Pair Corr
0.32	BK	Bank of New York	Pair Corr
0.59	LC	LendingClub Corp	Pair Corr
0.56	IX	Orix Corp Ads	Pair Corr
0.48	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.47	GS	Goldman Sachs Group	Pair Corr
0.42	NU	Nu Holdings Aggressive Push	Pair Corr
0.41	MS	Morgan Stanley Sell-off Trend	Pair Corr

Related Correlations Analysis

	ITIC	AIZ	NMIH	AMBC	AMSF	CNM	HAYW	STVN
ITIC		-0.05	-0.43	0.48	0.63	-0.72	-0.2	-0.48	ITIC
AIZ	-0.05		0.48	-0.18	-0.19	0.06	0.28	0.03	AIZ
NMIH	-0.43	0.48		-0.3	-0.85	0.72	0.6	0.59	NMIH
AMBC	0.48	-0.18	-0.3		0.43	-0.24	0.12	-0.37	AMBC
AMSF	0.63	-0.19	-0.85	0.43		-0.82	-0.6	-0.69	AMSF
CNM	-0.72	0.06	0.72	-0.24	-0.82		0.67	0.74	CNM
HAYW	-0.2	0.28	0.6	0.12	-0.6	0.67		0.62	HAYW
STVN	-0.48	0.03	0.59	-0.37	-0.69	0.74	0.62		STVN
	ITIC	AIZ	NMIH	AMBC	AMSF	CNM	HAYW	STVN

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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

STVN	+ 0.74	CNM
CNM	+ 0.72	NMIH
HAYW	+ 0.67	CNM
AMSF	+ 0.63	ITIC
STVN	+ 0.62	HAYW
HAYW	+ 0.6	NMIH

High negative correlations

AMSF	- 0.85	NMIH
CNM	- 0.82	AMSF
CNM	- 0.72	ITIC
STVN	- 0.69	AMSF
HAYW	- 0.6	AMSF
STVN	- 0.48	ITIC

Risk-Adjusted Indicators

There is a big difference between Ryan Stock performing well and Ryan Specialty 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 Ryan Specialty'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
ITIC	1.70	(0.32)	0.00	(0.15)	0.00	0.00	2.99	(4.46)	13.75
AIZ	1.22	0.01	(0.08)	0.05	1.67	(1.13)	2.76	(2.97)	7.25
NMIH	1.28	0.04	0.02	0.17	1.64	(1.27)	2.52	(2.56)	12.06
AMBC	2.61	0.37	0.08	0.46	3.95	(2.87)	4.95	(4.10)	29.37
AMSF	1.07	(0.18)	0.00	(0.22)	0.00	0.00	1.76	(1.84)	8.39
CNM	1.41	0.21	0.16	0.32	1.11	(1.66)	3.20	(2.21)	12.44
HAYW	1.44	0.11	0.10	0.22	1.31	(1.67)	3.88	(2.04)	8.95
STVN	2.01	0.11	0.03	0.31	1.91	(2.56)	4.22	(2.94)	12.46

Ryan Specialty Corporate Management

Mark Esq	General VP	Profile
Alice Topping	Chief Officer	Profile
Brendan Mulshine	Executive Vice President Chief Revenue Officer	Profile
Kirk Behrens	Technology Operations	Profile

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