Union Pacific Correlations

UNP Stock

USD 262.80 2.12 0.81%

The current 90-days correlation between Union Pacific and Honeywell International is -0.28 (i.e., Very good diversification). The correlation of Union Pacific 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Union Pacific Correlation With Market

Modest diversification

The correlation between Union Pacific and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Union Pacific and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Union Stock

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

To learn how to invest in Union Stock, please use our How to Invest in Union Pacific guide.

Moving together with Union Stock

0.98	CP	Canadian Pacific Railway	Pair Corr
0.62	ALGIR	Signaux Girod	Pair Corr
0.62	CXR	CSX Corporation	Pair Corr

Moving against Union Stock

0.69

VIA

Via Transportation

Pair Corr

Related Correlations Analysis

	HON	NSC	DE	CNI	CSX	LMT	CP	ADP	ETN	PH
HON		0.68	0.73	0.73	0.83	0.96	0.52	-0.72	0.68	0.92	HON
NSC	0.68		0.47	0.78	0.9	0.55	0.59	-0.74	0.69	0.71	NSC
DE	0.73	0.47		0.44	0.53	0.6	0.8	-0.72	0.81	0.51	DE
CNI	0.73	0.78	0.44		0.81	0.67	0.48	-0.55	0.5	0.81	CNI
CSX	0.83	0.9	0.53	0.81		0.76	0.58	-0.72	0.67	0.85	CSX
LMT	0.96	0.55	0.6	0.67	0.76		0.34	-0.61	0.56	0.92	LMT
CP	0.52	0.59	0.8	0.48	0.58	0.34		-0.68	0.76	0.36	CP
ADP	-0.72	-0.74	-0.72	-0.55	-0.72	-0.61	-0.68		-0.86	-0.58	ADP
ETN	0.68	0.69	0.81	0.5	0.67	0.56	0.76	-0.86		0.54	ETN
PH	0.92	0.71	0.51	0.81	0.85	0.92	0.36	-0.58	0.54		PH
	HON	NSC	DE	CNI	CSX	LMT	CP	ADP	ETN	PH

Please upgrade your account to get full access to Macroaxis premium features

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

LMT	+ 0.96	HON
PH	+ 0.92	HON
PH	+ 0.92	LMT
CSX	+ 0.9	NSC
PH	+ 0.85	CSX
CSX	+ 0.83	HON

High negative correlations

ETN	- 0.86	ADP
ADP	- 0.74	NSC
ADP	- 0.72	CSX
ADP	- 0.72	DE
ADP	- 0.72	HON
ADP	- 0.68	CP

Risk-Adjusted Indicators

There is a big difference between Union Stock performing well and Union Pacific 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 Union Pacific'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
HON	1.02	0.26	0.22	0.33	0.87	(1.17)	2.03	(1.93)	6.08
NSC	0.85	0.11	0.09	0.19	0.89	(0.92)	2.36	(1.56)	5.69
DE	1.33	0.42	0.21	(0.74)	1.28	(1.58)	4.08	(2.22)	7.96
CNI	1.14	0.16	0.09	0.23	1.45	(1.28)	2.57	(2.23)	7.66
CSX	0.88	0.21	0.16	0.29	0.93	(0.90)	2.27	(2.04)	5.63
LMT	1.33	0.53	0.28	1.11	1.35	(1.57)	2.92	(2.11)	8.78
CP	1.10	0.33	0.19	(1.58)	1.04	(1.21)	2.54	(1.98)	7.63
ADP	1.02	(0.29)	0.00	(0.38)	0.00	0.00	1.69	(2.18)	7.52
ETN	1.52	0.04	0.03	0.07	2.04	(1.50)	3.32	(4.15)	8.67
PH	0.96	0.20	0.19	0.24	0.82	(1.07)	2.41	(1.56)	5.24

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