Tradivex Calculators

Currency Correlation Calculator

Measure the Pearson correlation between two matching currency-return series.

Currency A labelCurrency B label

Period 1 - Currency A return

Period 1 - Currency B return

Period 2 - Currency A return

Period 2 - Currency B return

Period 3 - Currency A return

Period 3 - Currency B return

Period 4 - Currency A return

Period 4 - Currency B return

Period 5 - Currency A return

Period 5 - Currency B return

Period 6 - Currency A return

Period 6 - Currency B return

Pearson correlation

0.982

Interpretation

Strong positive relationship

Enter matching-period percentage returns, not price levels. The result is a mathematical Pearson correlation from your inputs; it is not a stable relationship, forecast, or trade signal.