Xp Correlations

XP Stock

USD 19.83 0.45 2.22%

The current 90-days correlation between Xp Inc and Lexinfintech Holdings is -0.11 (i.e., Good diversification). The correlation of Xp 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.

Xp Correlation With Market

Weak diversification

The correlation between Xp Inc and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Xp Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Xp Stock

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Xp Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Moving together with Xp Stock

0.63	206G	HUATEI SECSCO GDR	Pair Corr
0.87	VIRT	Virtu Financial	Pair Corr
0.62	IVKA	Investec Group	Pair Corr
0.75	4LJ	UOB Kay Hian	Pair Corr
0.78	CF	Canaccord Genuity	Pair Corr
0.77	VG1	Vgi Partners Global	Pair Corr

Moving against Xp Stock

0.8	206H	Huatai Securities	Pair Corr
0.77	AMP	AMP Limited	Pair Corr
0.75	DOMH	Dominari Holdings	Pair Corr
0.74	SF	Stifel Financial	Pair Corr
0.59	MC	Moelis	Pair Corr
0.58	JIGI	JPMorgan India Growth	Pair Corr
0.47	MS	Morgan Stanley	Pair Corr
0.75	FGNX	Fundamental Global Symbol Change	Pair Corr
0.67	MATE	Blockmate Ventures	Pair Corr
0.63	MFF	MFF Capital Investments	Pair Corr
0.56	WAY	Shenwan Hongyuan	Pair Corr
0.56	FRHC	Freedom Holding Corp	Pair Corr
0.51	EVR	Evercore Partners	Pair Corr
0.43	AXG	Solowin Holdings Symbol Change	Pair Corr
0.41	VNTN	VentureNet Capital	Pair Corr
0.34	ETOR	eToro Group	Pair Corr
0.65	FUTU	Futu Holdings Earnings Call This Week	Pair Corr
0.63	PJT	PJT Partners	Pair Corr
0.62	HLI	Houlihan Lokey	Pair Corr
0.61	MAF	MA Financial Group	Pair Corr
0.55	CBIT	Cathedra Bitcoin	Pair Corr
0.44	RJF	Raymond James Financial	Pair Corr

Related Correlations Analysis

	ABTC	EIG	ATLC	GEMI	SBSI	LX	ESQ	SLRC
ABTC		-0.34	0.34	0.6	-0.77	0.61	-0.38	0.58	ABTC
EIG	-0.34		0.05	-0.02	0.53	-0.36	0.58	-0.1	EIG
ATLC	0.34	0.05		0.77	-0.42	0.76	-0.23	0.66	ATLC
GEMI	0.6	-0.02	0.77		-0.53	0.71	-0.25	0.8	GEMI
SBSI	-0.77	0.53	-0.42	-0.53		-0.71	0.77	-0.44	SBSI
LX	0.61	-0.36	0.76	0.71	-0.71		-0.51	0.68	LX
ESQ	-0.38	0.58	-0.23	-0.25	0.77	-0.51		-0.13	ESQ
SLRC	0.58	-0.1	0.66	0.8	-0.44	0.68	-0.13		SLRC
	ABTC	EIG	ATLC	GEMI	SBSI	LX	ESQ	SLRC

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

SLRC	+ 0.8	GEMI
GEMI	+ 0.77	ATLC
ESQ	+ 0.77	SBSI
LX	+ 0.76	ATLC
LX	+ 0.71	GEMI
SLRC	+ 0.68	LX

High negative correlations

SBSI	- 0.77	ABTC
LX	- 0.71	SBSI
SBSI	- 0.53	GEMI
ESQ	- 0.51	LX
SLRC	- 0.44	SBSI
SBSI	- 0.42	ATLC

Risk-Adjusted Indicators

There is a big difference between Xp Stock performing well and Xp 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 Xp'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
ABTC	4.36	(1.75)	0.00	(0.67)	0.00	0.00	11.65	(9.42)	39.78
EIG	1.12	0.10	0.04	0.30	1.71	(1.17)	2.52	(2.14)	10.59
ATLC	2.32	(0.08)	(0.01)	0.00	3.38	(2.25)	5.00	(5.55)	14.61
GEMI	5.46	(0.18)	0.00	(0.01)	0.00	0.00	12.84	(10.18)	44.78
SBSI	0.97	0.10	0.08	0.14	1.14	(1.14)	2.73	(1.60)	9.35
LX	1.93	(0.29)	0.00	(0.21)	0.00	0.00	4.32	(3.99)	14.50
ESQ	1.60	(0.03)	(0.01)	0.01	1.98	(1.67)	3.61	(3.58)	10.70
SLRC	0.88	(0.10)	0.00	(0.10)	0.00	0.00	2.22	(1.73)	8.23

Xp Corporate Management

Gabriel Santos	Head Selection	Profile
Guilherme Benchimol	Founder Chairman	Profile
Andr Martins	Head Relations	Profile
Jose Neto	Chief SA	Profile
Thiago Maffra	Chief Officer	Profile

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