COMPASS GROUP Correlations

XGR Stock

EUR 25.80 1.00 3.73%

The current 90-days correlation between COMPASS GROUP and McDonalds is 0.08 (i.e., Significant diversification). The correlation of COMPASS GROUP 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.

COMPASS GROUP Correlation With Market

Good diversification

The correlation between COMPASS GROUP and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding COMPASS GROUP and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to COMPASS GROUP could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace COMPASS GROUP when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back COMPASS GROUP - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling COMPASS GROUP to buy it.

Moving together with COMPASS Stock

0.9

XGR2

Compass Group PLC

Pair Corr

Moving against COMPASS Stock

0.88	VOW3	Volkswagen AG VZO	Pair Corr
0.87	VOWB	VOLKSWAGEN AG VZ	Pair Corr
0.76	0YU	Yum China Holdings	Pair Corr
0.65	WMT	Walmart	Pair Corr
0.64	WMT	Walmart	Pair Corr
0.64	CSA	Accenture plc	Pair Corr
0.52	TGR	Yum Brands	Pair Corr
0.5	0R6	Restaurant Brands	Pair Corr
0.38	MDO	McDonalds	Pair Corr
0.36	SRB	Starbucks Earnings Call Next Week	Pair Corr
0.88	TF7A	TYSON FOODS A	Pair Corr
0.87	VOW3	Volkswagen AG	Pair Corr
0.87	AB2	ABN AMRO Bank	Pair Corr
0.86	VOW	Volkswagen AG	Pair Corr
0.84	LLY	Eli Lilly	Pair Corr
0.84	TJX	TJX Companies	Pair Corr
0.81	I8M	Sims Metal Management	Pair Corr
0.78	C0Q	Coca Cola HBC	Pair Corr
0.77	0B2	BAWAG Group AG	Pair Corr
0.75	5D4	DOUGLAS DYNAMICS	Pair Corr
0.7	FFH	Fifth Third Bancorp	Pair Corr
0.6	CMC	JPMorgan Chase	Pair Corr
0.6	NAQ	Nasdaq Inc	Pair Corr
0.55	1QG	Marshalls PLC	Pair Corr
0.42	Y87	GOLCONDA GOLD LTD	Pair Corr
0.38	5CI	Logista	Pair Corr
0.85	ALV	Allianz SE	Pair Corr
0.82	91D	COMPASS INCCLA 00001	Pair Corr
0.81	KK2	Sun AKaken Limited	Pair Corr
0.78	OIX	ORIX	Pair Corr

Related Correlations Analysis

	MDO	SRB	C9F	XGR2	TGR	XGR	0YU	DDN
MDO		0.31	0.03	-0.39	0.33	-0.38	0.45	0.06	MDO
SRB	0.31		0.3	-0.4	0.73	-0.36	0.53	0.67	SRB
C9F	0.03	0.3		0.22	0.01	0.18	-0.15	0.69	C9F
XGR2	-0.39	-0.4	0.22		-0.54	0.9	-0.76	-0.13	XGR2
TGR	0.33	0.73	0.01	-0.54		-0.52	0.73	0.49	TGR
XGR	-0.38	-0.36	0.18	0.9	-0.52		-0.76	-0.12	XGR
0YU	0.45	0.53	-0.15	-0.76	0.73	-0.76		0.16	0YU
DDN	0.06	0.67	0.69	-0.13	0.49	-0.12	0.16		DDN
	MDO	SRB	C9F	XGR2	TGR	XGR	0YU	DDN

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

XGR	+ 0.9	XGR2
TGR	+ 0.73	SRB
0YU	+ 0.73	TGR
DDN	+ 0.69	C9F
DDN	+ 0.67	SRB
0YU	+ 0.53	SRB

High negative correlations

0YU	- 0.76	XGR
0YU	- 0.76	XGR2
TGR	- 0.54	XGR2
XGR	- 0.52	TGR
XGR2	- 0.4	SRB
XGR2	- 0.39	MDO

Risk-Adjusted Indicators

There is a big difference between COMPASS Stock performing well and COMPASS GROUP 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 COMPASS GROUP'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
MDO	0.85	0.04	(0.03)	(0.38)	0.92	(0.92)	2.01	(1.54)	4.25
SRB	1.51	0.15	0.08	0.24	1.56	(1.68)	3.54	(2.56)	8.29
C9F	1.70	(0.06)	0.00	(0.11)	0.00	0.00	3.92	(3.15)	11.99
XGR2	1.00	(0.17)	0.00	(0.73)	0.00	0.00	1.71	(2.51)	6.15
TGR	1.16	0.18	0.10	(4.44)	1.06	(1.42)	2.48	(1.86)	9.12
XGR	1.10	(0.09)	0.00	2.01	0.00	0.00	2.27	(2.90)	10.04
0YU	1.51	0.11	0.03	(24.86)	1.62	(1.68)	3.89	(2.83)	9.68
DDN	1.33	0.24	0.15	3.26	0.97	(1.76)	3.56	(1.77)	6.50

Be your own money manager

Our tools can tell you how much better you can do entering a position in COMPASS GROUP without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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