Correlation Between OFG Bancorp and WisdomTree

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Can any of the company-specific risk be diversified away by investing in both OFG Bancorp and WisdomTree at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining OFG Bancorp and WisdomTree into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between OFG Bancorp and WisdomTree, you can compare the effects of market volatilities on OFG Bancorp and WisdomTree and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in OFG Bancorp with a short position of WisdomTree. Check out your portfolio center. Please also check ongoing floating volatility patterns of OFG Bancorp and WisdomTree.

Diversification Opportunities for OFG Bancorp and WisdomTree

0.78
  Correlation Coefficient

Poor diversification

The 3 months correlation between OFG and WisdomTree is 0.78. Overlapping area represents the amount of risk that can be diversified away by holding OFG Bancorp and WisdomTree in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on WisdomTree and OFG Bancorp is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on OFG Bancorp are associated (or correlated) with WisdomTree. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of WisdomTree has no effect on the direction of OFG Bancorp i.e., OFG Bancorp and WisdomTree go up and down completely randomly.

Pair Corralation between OFG Bancorp and WisdomTree

Considering the 90-day investment horizon OFG Bancorp is expected to generate 2.91 times less return on investment than WisdomTree. But when comparing it to its historical volatility, OFG Bancorp is 1.33 times less risky than WisdomTree. It trades about 0.23 of its potential returns per unit of risk. WisdomTree is currently generating about 0.5 of returns per unit of risk over similar time horizon. If you would invest  1,100  in WisdomTree on September 26, 2025 and sell it today you would earn a total of  155.00  from holding WisdomTree or generate 14.09% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns

OFG Bancorp  vs.  WisdomTree

 Performance 
       Timeline  
OFG Bancorp 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days OFG Bancorp has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable technical and fundamental indicators, OFG Bancorp is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders.
WisdomTree 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days WisdomTree has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest inconsistent performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors.

OFG Bancorp and WisdomTree Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with OFG Bancorp and WisdomTree

The main advantage of trading using opposite OFG Bancorp and WisdomTree positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if OFG Bancorp position performs unexpectedly, WisdomTree can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in WisdomTree will offset losses from the drop in WisdomTree's long position.
The idea behind OFG Bancorp and WisdomTree pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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