CVR Energy Correlations

CVI Stock

USD 21.09 1.27 5.68%

The current 90-days correlation between CVR Energy and Valvoline is 0.27 (i.e., Modest diversification). The correlation of CVR Energy 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.

CVR Energy Correlation With Market

Pay attention - limited upside

The correlation between CVR Energy and DJI is -0.85 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CVR Energy and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with CVR Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in CVR Energy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

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

Moving together with CVR Stock

0.85	DK	Delek Energy	Pair Corr
0.8	61P	Par Pacific Holdings Earnings Call This Week	Pair Corr
0.66	GPI1	China Oil And	Pair Corr
0.62	ALD	Ampol Earnings Call This Week	Pair Corr
0.66	DPAM	Les Docks des	Pair Corr
0.71	PARR	Par Pacific Holdings Earnings Call This Week	Pair Corr
0.99	FL9	CVR Energy	Pair Corr

Moving against CVR Stock

0.89	NEF	Neste Oyj	Pair Corr
0.84	4QVA	Siamgas and Petroche Earnings Call This Week	Pair Corr
0.72	TPIG	IRPC Public	Pair Corr
0.71	NVPF	IRPC PCL NVDR	Pair Corr
0.69	WFK	World Fuel Services Earnings Call Today	Pair Corr
0.59	BYNN	Rubis SCA	Pair Corr
0.57	GPRE	Green Plains Renewable	Pair Corr
0.42	VLO	Valero Energy Sell-off Trend	Pair Corr
0.41	V1L	Valero Energy	Pair Corr
0.37	REX	REX American Resources	Pair Corr
0.36	PSX	Phillips 66	Pair Corr
0.75	JHJ	ENEOS Holdings	Pair Corr
0.74	MHZ	Motor Oil Corinth	Pair Corr
0.7	I7B	Idemitsu Kosan CoLtd	Pair Corr
0.66	LQZ	Thai Oil Public	Pair Corr
0.62	RUI	Rubis SCA	Pair Corr
0.59	SGJH	Sinopec Shanghai Pet	Pair Corr
0.59	UGR	Ultrapar Participaes	Pair Corr
0.58	CTJ1	Kunlun Energy	Pair Corr
0.56	ALTO	Alto Ingredients	Pair Corr
0.53	7BP	BANGCHAK P FGN	Pair Corr
0.43	GIII	Gen III Oil	Pair Corr

Related Correlations Analysis

	VVV	PBF	UGP	RIG	MUR	ENPH	CRC	SEI	VAL	MGY
VVV		0.45	0.91	0.92	0.26	0.85	0.92	0.36	0.87	0.91	VVV
PBF	0.45		0.44	0.33	-0.17	0.1	0.51	0.16	0.41	0.51	PBF
UGP	0.91	0.44		0.91	0.15	0.84	0.95	0.51	0.76	0.95	UGP
RIG	0.92	0.33	0.91		0.35	0.83	0.93	0.53	0.91	0.91	RIG
MUR	0.26	-0.17	0.15	0.35		0.32	0.21	0.36	0.38	0.21	MUR
ENPH	0.85	0.1	0.84	0.83	0.32		0.8	0.45	0.64	0.8	ENPH
CRC	0.92	0.51	0.95	0.93	0.21	0.8		0.48	0.83	0.97	CRC
SEI	0.36	0.16	0.51	0.53	0.36	0.45	0.48		0.35	0.45	SEI
VAL	0.87	0.41	0.76	0.91	0.38	0.64	0.83	0.35		0.8	VAL
MGY	0.91	0.51	0.95	0.91	0.21	0.8	0.97	0.45	0.8		MGY
	VVV	PBF	UGP	RIG	MUR	ENPH	CRC	SEI	VAL	MGY

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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

MGY	+ 0.97	CRC
CRC	+ 0.95	UGP
MGY	+ 0.95	UGP
CRC	+ 0.93	RIG
RIG	+ 0.92	VVV
CRC	+ 0.92	VVV

High negative correlations

MUR

- 0.17

PBF

Risk-Adjusted Indicators

There is a big difference between CVR Stock performing well and CVR Energy 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 CVR Energy'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
VVV	1.61	0.26	0.16	0.27	1.46	(1.85)	3.83	(2.86)	10.00
PBF	2.72	(0.18)	0.00	(0.33)	0.00	0.00	5.20	(5.87)	19.72
UGP	1.74	0.33	0.12	0.34	2.28	(1.88)	3.25	(2.79)	13.99
RIG	2.37	0.62	0.18	0.46	2.67	(2.58)	7.67	(5.88)	16.41
MUR	2.31	0.24	0.08	0.25	2.77	(2.61)	4.82	(4.00)	19.82
ENPH	2.99	0.65	0.22	0.27	2.80	(3.61)	5.30	(5.49)	47.12
CRC	1.59	0.30	0.14	0.55	1.68	(1.72)	3.61	(3.17)	8.47
SEI	3.55	0.12	0.04	0.08	5.03	(3.68)	7.11	(7.22)	24.02
VAL	2.74	0.79	0.25	0.62	2.37	(3.17)	7.22	(6.28)	41.60
MGY	1.45	0.23	0.11	0.55	1.63	(1.54)	3.08	(2.92)	8.43

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