Crypto Cross-Asset Correlation Matrix
Rolling 60m-minute correlation analysis across all tracked assets. Based on 61 data points from 1-minute mark price returns.
Correlation Matrix
| BTC | ETH | HYPE | SOL | |
|---|---|---|---|---|
| BTC | 1.00 | 0.87 | 0.64 | 0.88 |
| ETH | 0.87 | 1.00 | 0.53 | 0.88 |
| HYPE | 0.64 | 0.53 | 1.00 | 0.64 |
| SOL | 0.88 | 0.88 | 0.64 | 1.00 |
Pair Correlations
| Pair | Correlation | Relationship |
|---|---|---|
| BTC/ETH | 0.868 | Strong |
| BTC/SOL | 0.881 | Strong |
| BTC/HYPE | 0.639 | Moderate |
| ETH/SOL | 0.879 | Strong |
| ETH/HYPE | 0.528 | Moderate |
| HYPE/SOL | 0.638 | Moderate |
Why Correlations Matter for Trading
Cross-asset correlations measure how assets co-move. In crypto:
- High positive correlation (>0.8): Assets move together — diversification is limited
- Low correlation (0.2-0.5): Good for portfolio diversification
- Negative correlation (<0): Assets move oppositely — natural hedges
- Correlation breakdown: When historically correlated assets diverge, it may signal a structural change or pair-trading opportunity
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