risk Tool

Portfolio Correlation Checker

100% Local
BTCETHSOLUSDC
BTC1.000.991.000.00
ETH0.991.000.990.00
SOL1.000.991.000.00
USDC0.000.000.000.00
<0.3
Low correlation
0.3-0.7
Moderate
>0.7
High correlation

How to Use This Tool

  1. 1Enter your portfolio holdings
  2. 2See correlation matrix between assets
  3. 3Identify highly correlated positions
  4. 4Find potential diversification opportunities
  5. 5Optimize your portfolio for lower correlation

Privacy & Security

All calculations run entirely in your browser. No data is ever sent to our servers. Your financial information stays on your device, period.

About This Tool

The Portfolio Correlation Checker analyzes how your different holdings move together. True diversification requires holding assets that do not all crash at the same time. Many crypto portfolios are poorly diversified because most altcoins are highly correlated with Bitcoin—when BTC drops, everything drops.

The Danger of Over-Correlation

Holding 10 different layer-1 tokens might look like diversification, but if they all have a 0.9 correlation coefficient with each other, you actually have a single concentrated bet. This tool helps you understand your actual diversification by showing correlation coefficients between your holdings, identifying hidden risks where your "diverse" portfolio is actually moving in lockstep.

Finding True Hedges

By identifying assets with lower correlation (below 0.5), you can build a portfolio that is more resilient to market-wide shocks. The checker helps you find assets that might provide genuine diversification benefits, whether they are specific niches in crypto (like stablecoin yield or insurance protocols) or connections to traditional asset classes.

Risk Optimization

Use the correlation matrix generated by this tool to optimize your portfolio for the best risk-adjusted returns. Reducing your overall portfolio correlation is one of the few "free lunches" in investing, allowing you to reduce volatility without necessarily sacrificing long-term gains.

Frequently Asked Questions

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