Principal Financial Correlations

PFG Stock

USD 93.67 2.16 2.25%

The current 90-days correlation between Principal Financial and Brookfield Wealth Solutions is 0.34 (i.e., Weak diversification). The correlation of Principal Financial 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.

Principal Financial Correlation With Market

Poor diversification

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

Build AI portfolio with Principal Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Principal Financial 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 price.

Moving together with Principal Stock

0.76	GL	Globe Life	Pair Corr
0.66	75C	China Pacific Insurance	Pair Corr
0.72	PZXB	PING AN INSURANCH	Pair Corr
0.8	6DE	CHESNARA PLC LS	Pair Corr
0.64	PUK	Prudential PLC ADR	Pair Corr
0.8	HIUC	China Taiping Insurance	Pair Corr
0.75	SLF	Sun Life Financial	Pair Corr
0.75	TZ6	TD Holdings	Pair Corr
0.74	1BF	Phoenix Group Holdings	Pair Corr
0.76	H9G	HANSARD GLOBAL PLC Earnings Call Today	Pair Corr
0.75	PZX	Ping An Insurance	Pair Corr
0.81	D3H	Discovery Limited	Pair Corr
0.82	WUW	Wüstenrot Württembergische	Pair Corr
0.7	CHL	China Life Insurance	Pair Corr
0.65	NCL	New China Life	Pair Corr

Moving against Principal Stock

0.79	BROC	Brighthouse Financial	Pair Corr
0.66	FG	FG Annuities Life	Pair Corr
0.66	BHF	Brighthouse Financial	Pair Corr
0.41	BRK-A	Berkshire Hathaway	Pair Corr
0.41	LNC	Lincoln National	Pair Corr
0.79	NHF	NIB Holdings	Pair Corr
0.44	PRU	Prudential Financial	Pair Corr
0.73	OSCR	Oscar Health Aggressive Push	Pair Corr
0.5	PLL	Prudential Financial	Pair Corr
0.37	GGK	Genworth Financial	Pair Corr

Related Correlations Analysis

	BNT	EQH	KEY	FNF	CRBG	AEG	UNM	EG	RF	L
BNT		0.47	0.08	0.23	0.49	0.41	0.24	0.01	0.07	-0.32	BNT
EQH	0.47		-0.12	0.42	0.81	0.29	0.77	-0.16	-0.27	-0.55	EQH
KEY	0.08	-0.12		-0.06	0.24	-0.13	-0.01	0.61	0.94	0.29	KEY
FNF	0.23	0.42	-0.06		0.6	0.49	0.09	-0.14	0.01	0.15	FNF
CRBG	0.49	0.81	0.24	0.6		0.36	0.48	-0.07	0.16	-0.36	CRBG
AEG	0.41	0.29	-0.13	0.49	0.36		0.15	-0.3	-0.11	-0.11	AEG
UNM	0.24	0.77	-0.01	0.09	0.48	0.15		0.06	-0.2	-0.44	UNM
EG	0.01	-0.16	0.61	-0.14	-0.07	-0.3	0.06		0.6	0.51	EG
RF	0.07	-0.27	0.94	0.01	0.16	-0.11	-0.2	0.6		0.47	RF
L	-0.32	-0.55	0.29	0.15	-0.36	-0.11	-0.44	0.51	0.47		L
	BNT	EQH	KEY	FNF	CRBG	AEG	UNM	EG	RF	L

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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

RF	+ 0.94	KEY
CRBG	+ 0.81	EQH
UNM	+ 0.77	EQH
EG	+ 0.61	KEY
CRBG	+ 0.6	FNF
RF	+ 0.6	EG

High negative correlations

L	- 0.55	EQH
L	- 0.44	UNM
L	- 0.36	CRBG
L	- 0.32	BNT
EG	- 0.3	AEG
RF	- 0.27	EQH

Risk-Adjusted Indicators

There is a big difference between Principal Stock performing well and Principal Financial 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 Principal Financial'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
BNT	1.40	(0.13)	0.00	(0.05)	0.00	0.00	2.32	(3.87)	9.72
EQH	1.45	(0.32)	0.00	(0.13)	0.00	0.00	2.57	(3.12)	13.95
KEY	1.20	0.15	0.09	0.16	1.63	(1.31)	2.60	(2.20)	8.39
FNF	1.29	(0.20)	0.00	(0.21)	0.00	0.00	2.58	(2.64)	7.26
CRBG	1.64	(0.30)	0.00	(0.10)	0.00	0.00	2.35	(3.93)	12.69
AEG	1.43	(0.14)	0.00	(0.08)	0.00	0.00	2.59	(3.11)	10.65
UNM	0.99	(0.14)	0.00	(0.16)	0.00	0.00	1.85	(2.83)	6.86
EG	0.96	0.08	0.05	0.22	1.13	(0.98)	2.03	(1.91)	5.45
RF	1.20	0.12	0.07	0.12	1.72	(1.19)	2.56	(2.86)	8.88
L	0.75	0.04	0.01	0.19	0.75	(0.88)	1.88	(1.38)	3.68

Principal Financial Corporate Management

Nathan Schelhaas	Senior Segment	Profile
Joel Pitz	Senior Controller	Profile
JD CFA	Chief Management	Profile
Christopher Payne	Senior Relations	Profile
Ellen Shumway	Senior Management	Profile

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