National Rural Correlations

NRUC Stock

USD 24.43 0.05 0.21%

The current 90-days correlation between National Rural Utilities and Affiliated Managers Group is -0.01 (i.e., Good diversification). The correlation of National Rural 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.

National Rural Correlation With Market

Poor diversification

The correlation between National Rural Utilities and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding National Rural Utilities and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with National Stock

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

Moving together with National Stock

0.76	DHIL	Diamond Hill Investment	Pair Corr
0.66	SPT6	Beta Systems Software	Pair Corr
0.88	HHI	Henderson High Income	Pair Corr
0.75	BK	Bank of New York	Pair Corr
0.71	FT	Franklin Universal Closed	Pair Corr
0.73	PX	P10 Inc Symbol Change	Pair Corr
0.65	RA	Brookfield Real Assets	Pair Corr
0.95	WT	WisdomTree	Pair Corr
0.82	JLEN	JLEN Environmental Assets	Pair Corr
0.77	MNG	MG Plc	Pair Corr
0.87	VCTR	Victory Capital Holdings Normal Trading	Pair Corr
0.72	EFF	Deutsche Effecten und	Pair Corr
0.94	SII	Sprott Inc	Pair Corr
0.73	CTPE	CT Private Equity	Pair Corr
0.79	LBS	Life Banc Split	Pair Corr
0.92	DFN	Dividend 15 Split	Pair Corr
0.65	ECCC	Eagle Point Credit	Pair Corr
0.74	PG4	Principal Financial	Pair Corr
0.75	CSOC-A	Canso Select Opportu	Pair Corr

Moving against National Stock

0.68	55O1	Apollo Investment Corp	Pair Corr
0.38	TY	Tri Continental Closed	Pair Corr
0.6	KUR-H	Kure Technologies Earnings Call This Week	Pair Corr
0.47	DYCQ	DT Cloud Acquisition	Pair Corr
0.75	ALHGO	Hamilton Global Oppo	Pair Corr
0.67	ATY	Athelney Trust plc	Pair Corr
0.57	ALMEX	Airtime Partecipazioni	Pair Corr

Related Correlations Analysis

	CMSD	SOJD	DUKB	SOJC	MGR
CMSD		0.79	0.01	0.85	0.8	CMSD
SOJD	0.79		0.21	0.91	0.9	SOJD
DUKB	0.01	0.21		0.25	0.03	DUKB
SOJC	0.85	0.91	0.25		0.82	SOJC
MGR	0.8	0.9	0.03	0.82		MGR
	CMSD	SOJD	DUKB	SOJC	MGR

Risk-Adjusted Indicators

There is a big difference between National Stock performing well and National Rural 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 National Rural'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
CMSD	0.36	(0.01)	(0.11)	0.02	0.46	(0.36)	0.73	(0.65)	2.49
SOJD	0.30	(0.01)	(0.11)	0.00	0.42	(0.34)	0.63	(0.79)	2.30
DUKB	0.26	0.00	(0.17)	0.04	0.28	(0.31)	0.61	(0.52)	1.65
SOJC	0.33	(0.03)	0.00	(0.06)	0.00	0.00	0.56	(0.87)	2.17
MGR	0.41	(0.01)	(0.11)	(0.02)	0.53	(0.39)	0.85	(0.89)	1.99

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

2026 Macroaxis LLC