Procter Gamble Correlations

PG Stock

USD 167.20 3.45 2.11%

The current 90-days correlation between Procter Gamble and The Coca Cola is 0.5 (i.e., Very weak diversification). The correlation of Procter Gamble 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.

Procter Gamble Correlation With Market

Very weak diversification

The correlation between Procter Gamble and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Procter Gamble and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Procter Stock

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

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

Moving together with Procter Stock

0.95	CL	Colgate Palmolive	Pair Corr
0.77	RKT	Reckitt Benckiser Earnings Call This Week	Pair Corr
0.92	WDFC	WD 40 Company	Pair Corr
0.89	CENTA	Central Garden Pet	Pair Corr
0.94	CHD	Church Dwight	Pair Corr
0.94	CLX	Clorox	Pair Corr
0.69	ENR	Energizer Holdings	Pair Corr
0.76	KMB	Kimberly Clark	Pair Corr
0.95	ODC	Oil Dri	Pair Corr
0.89	SPB	Spectrum Brands Holdings	Pair Corr
0.78	PZC	PZ Cussons PLC	Pair Corr
0.65	MCB	McBride plc	Pair Corr
0.89	CENT	Central Garden Pet	Pair Corr
0.7	SLF	Sun Life Financial	Pair Corr
0.76	COHR	Coherent	Pair Corr
0.91	ABEV	Ambev SA ADR Aggressive Push	Pair Corr
0.76	SMTC	Semtech	Pair Corr
0.7	NCI	Neo Concept Internat	Pair Corr
0.63	ZIM	ZIM Integrated Shipping Sell-off Trend	Pair Corr
0.78	UPBD	Upbound Group	Pair Corr
0.83	ASX	ASE Industrial Holding	Pair Corr
0.65	STKXF	StrikePoint Gold	Pair Corr
0.77	NNBR	NN Inc Earnings Call This Week	Pair Corr
0.77	LINC	Lincoln Educational Earnings Call Tomorrow	Pair Corr
0.88	CATX	Perspective Therapeutics Buyout Trend	Pair Corr
0.7	HD	Home Depot	Pair Corr

Moving against Procter Stock

0.7	PTL	Prestal Holdings	Pair Corr
0.57	CABR	Caring Brands Common	Pair Corr
0.68	MYBUF	Meyer Burger Technology	Pair Corr
0.33	GRNL	Greenlite Ventures	Pair Corr

Related Correlations Analysis

	KO	UL	COST	KVUE	PM	EPC
KO		0.96	0.83	0.92	0.86	0.94	KO
UL	0.96		0.74	0.9	0.79	0.88	UL
COST	0.83	0.74		0.76	0.87	0.87	COST
KVUE	0.92	0.9	0.76		0.84	0.94	KVUE
PM	0.86	0.79	0.87	0.84		0.92	PM
EPC	0.94	0.88	0.87	0.94	0.92		EPC
	KO	UL	COST	KVUE	PM	EPC

Risk-Adjusted Indicators

There is a big difference between Procter Stock performing well and Procter Gamble 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 Procter Gamble'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
KO	0.77	0.20	0.11	(0.47)	0.66	(0.91)	2.04	(1.49)	4.20
UL	1.02	0.13	0.03	2.94	1.72	(1.00)	1.93	(2.01)	8.08
COST	1.02	0.15	0.09	0.54	0.92	(1.18)	2.44	(1.58)	6.35
KVUE	0.84	0.23	0.13	(2.39)	0.78	(0.92)	2.29	(1.26)	4.59
PM	1.11	0.29	0.16	2.53	1.16	(1.32)	2.39	(2.06)	7.92
EPC	1.60	0.39	0.17	1.09	1.64	(1.75)	3.44	(2.77)	10.17

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