T
🛡️ Risk & Money·intermediate

Correlation

A measure of how two markets move in relation to each other — values range from -1 (perfect opposite) to +1 (perfect same).

Correlation measures how closely two assets move together. A correlation of +1.0 means the two assets move in lockstep — when one goes up, the other goes up by the same percentage. A correlation of -1.0 means they move in perfect opposition. A correlation of 0 means there's no relationship. In forex, correlation is critical for risk management. EUR/USD and GBP/USD have a correlation around +0.85 — they move very similarly. If you're long EUR/USD AND long GBP/USD, you're not actually diversified. You have one big trade in two costumes. Correlations change over time. The 2022 USD rally pushed EUR/USD and GBP/USD correlation above +0.95 — they basically became the same trade. In quieter regimes, the correlation drops to 0.7 or lower. Always check current correlations before assuming diversification.
Real trade example

During the 2022 dollar bull run, EUR/USD, GBP/USD, AUD/USD, and NZD/USD all hit correlations above +0.90. Traders short all four were effectively making one massive USD-long bet.

Related terms