Current cross-asset relationships
Rolling 30D Pearson correlation between BTC returns and ETH (daily returns), computed only on common valid dates.
| Reference | 30D | 90D | 180D | 365D | 730D | 1460D |
|---|---|---|---|---|---|---|
| ETH | 0.95 | 0.89 | 0.89 | 0.91 | 0.83 | 0.83 |
| SPY | 0.61 | 0.33 | 0.40 | 0.45 | 0.38 | 0.38 |
| QQQ | 0.67 | 0.34 | 0.38 | 0.42 | 0.37 | 0.39 |
| GLD | 0.42 | 0.52 | 0.37 | 0.24 | 0.16 | 0.12 |
| Broad USD | -0.11 | -0.36 | -0.25 | -0.19 | -0.12 | -0.17 |
| 10Y yield Δ | 0.10 | -0.06 | -0.12 | -0.01 | 0.03 | -0.02 |
| Real yield Δ | 0.04 | -0.11 | -0.14 | -0.06 | -0.04 | -0.07 |
| VIX Δ | -0.38 | -0.29 | -0.35 | -0.42 | -0.35 | -0.34 |
| HY spread Δ | -0.37 | -0.25 | -0.28 | -0.34 | -0.27 | — |
Colour is the signed correlation on a fixed −1 … +1 scale; zero is the neutral centre. Blue reads negative, mauve positive — the sign is not a judgement about the asset.