Pearson Correlation Coefficient Calculator

Gauge how tightly two securities co-move by measuring correlation directly from their price observations.


Provide the same number of observations for both series (at least three). Entries can be comma or newline separated.

Results

Correlation
Covariance
Mean Stock 1 Price
Mean Stock 2 Price
Normalized Price Comparison
Stock 1 Stock 2
Prices are rebased to 100 at the first observation before plotting.