Pairwise correlation of daily returns, six large caps, Oct 2025 to Sep 2026

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
    daily AS
    (
        SELECT
            ticker,
            date,
            toFloat64(close) AS px,
            lagInFrame(toFloat64(close), 1) OVER (
                PARTITION BY ticker ORDER BY date
                ROWS BETWEEN 1 PRECEDING AND CURRENT ROW
            ) AS prev_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'XOM', 'KO', 'PG')
          AND date >= '2025-10-01'
          AND date <  '2026-10-01'
    ),
    rets AS
    (
        SELECT
            ticker,
            date,
            px / prev_px - 1 AS ret
        FROM daily
        WHERE prev_px > 0
    )
SELECT
    concat(a.ticker, ' / ', b.ticker) AS pair,
    round(corr(a.ret, b.ret), 3)      AS return_corr
FROM rets AS a
INNER JOIN rets AS b ON a.date = b.date
WHERE a.ticker < b.ticker
GROUP BY pair
ORDER BY return_corr DESC