SuRo Capital Correlations

SSSSL Stock

USD 25.00 0.02 0.08%

The current 90-days correlation between SuRo Capital Corp and SWK Holdings Corp is -0.03 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as SuRo Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SuRo Capital Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

SuRo Capital Correlation With Market

Good diversification

The correlation between SuRo Capital Corp and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SuRo Capital Corp and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SuRo Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SuRo Capital Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with SuRo Stock

0.78	RCC	Small Cap Premium	Pair Corr
0.75	PPERY	Bank Mandiri Persero	Pair Corr
0.76	PPERF	Bank Mandiri Persero	Pair Corr
0.83	FTV	Fortive Corp	Pair Corr
0.68	TRV	The Travelers Companies	Pair Corr
0.8	MRK	Merck Company	Pair Corr
0.79	BAC	Bank of America	Pair Corr
0.64	AXP	American Express	Pair Corr
0.69	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.7	JNJ	Johnson Johnson	Pair Corr

Moving against SuRo Stock

0.82	CGABL	Carlyle Group	Pair Corr
0.77	SFB	Stifel Financial	Pair Corr
0.44	MGRB	Affiliated Managers	Pair Corr
0.41	MGR	Affiliated Managers	Pair Corr
0.39	BKRKF	PT Bank Rakyat	Pair Corr
0.64	MSFT	Microsoft Sell-off Trend	Pair Corr
0.6	HD	Home Depot	Pair Corr
0.6	PG	Procter Gamble	Pair Corr
0.59	T	ATT Inc	Pair Corr

Related Correlations Analysis

	SWKH	MCGAU	MPV	EARN	MCGA	TPVG	OXSQ	STEX
SWKH		-0.79	-0.29	0.32	-0.77	0.62	0.66	-0.68	SWKH
MCGAU	-0.79		0.28	-0.61	0.98	-0.87	-0.6	0.88	MCGAU
MPV	-0.29	0.28		-0.27	0.2	-0.32	0.06	0.51	MPV
EARN	0.32	-0.61	-0.27		-0.56	0.76	0.1	-0.5	EARN
MCGA	-0.77	0.98	0.2	-0.56		-0.79	-0.68	0.84	MCGA
TPVG	0.62	-0.87	-0.32	0.76	-0.79		0.26	-0.72	TPVG
OXSQ	0.66	-0.6	0.06	0.1	-0.68	0.26		-0.48	OXSQ
STEX	-0.68	0.88	0.51	-0.5	0.84	-0.72	-0.48		STEX
	SWKH	MCGAU	MPV	EARN	MCGA	TPVG	OXSQ	STEX

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

MCGA	+ 0.98	MCGAU
STEX	+ 0.88	MCGAU
STEX	+ 0.84	MCGA
TPVG	+ 0.76	EARN
OXSQ	+ 0.66	SWKH
TPVG	+ 0.62	SWKH

High negative correlations

TPVG	- 0.87	MCGAU
TPVG	- 0.79	MCGA
MCGAU	- 0.79	SWKH
MCGA	- 0.77	SWKH
STEX	- 0.72	TPVG
OXSQ	- 0.68	MCGA

Risk-Adjusted Indicators

There is a big difference between SuRo Stock performing well and SuRo Capital 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 SuRo Capital'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
SWKH	1.07	0.27	0.17	(0.57)	0.74	(1.66)	1.83	(1.37)	19.13
MCGAU	0.28	(0.12)	0.00	(1.07)	0.00	0.00	0.54	(0.73)	1.79
MPV	1.07	(0.24)	0.00	(1.23)	0.00	0.00	2.25	(3.22)	9.22
EARN	1.16	0.00	(0.03)	0.07	1.58	(1.04)	2.04	(2.25)	5.88
MCGA	0.24	(0.07)	0.00	(23.31)	0.00	0.00	0.48	(0.77)	1.95
TPVG	1.34	0.27	0.10	6.29	1.60	(1.38)	2.76	(2.72)	8.89
OXSQ	1.56	0.25	0.10	11.58	1.40	(2.31)	4.35	(3.11)	11.31
STEX	4.64	(0.89)	0.00	(0.26)	0.00	0.00	10.99	(8.94)	29.92

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