# Correlworks

Histograms of how each US-listed stock's price correlated with 6,800 others, 2020–2025.

**Best for:** readers curious how one US stock's five-year price path lined up with the rest of the market; not for current correlations, return-based risk inputs or an API.

*https://stockmarketstack.com/tools/correlworks · Retirement & Portfolio Planning Calculators*

## Facts

### At a glance

| Field | Value |
| --- | --- |
| Vendor | DATAUNION |
| Category | Retirement & Portfolio Planning Calculators |
| Job | allocation |
| Website | https://correlworks.com |
| Pricing model | subscription |
| Free tier | true |
| Open source | false |
| Licence | none |
| Self-hosted | false |
| Tested hands-on | no |
| Claimed by vendor | no |
| Last updated | 2026-11-04 |

### Pricing

| Tier | USD | Period |
| --- | --- | --- |
| Free | 0 USD | month |
| Premium | 10 USD | month |

### Coverage

| Field | Value |
| --- | --- |
| Asset classes | stocks |
| Markets | us |
| Works outside the US | false |
| Data latency | eod |
| Platforms | web |
| AI features | none |

### Interfaces

| Field | Value |
| --- | --- |
| API | false |
| Webhooks | false |
| Scripting | none |
| Python | false |
| Spreadsheet add-in | false |
| MCP server | false |

### Capabilities

Yes: none

No: charting, screening, scanning, backtesting, automation, live_trading, paper_trading, portfolio_tracking, broker_import, tax_reporting, alerts, news, options_analysis

*Verified: pricing 2026-11-04; capabilities 2026-11-04; coverage 2026-11-04.*

## What it is

Correlworks answers one question for one stock at a time: across every other US-listed security,
how did this one's price move with theirs? A stock page takes its pairwise correlations with up to
6,809 other tickers and prints them as a histogram from −1 to +1, with the mean, the share of
positive pairs, the share above 0.7 and below −0.7, its SIC sector and a few sector neighbours.
Around the 6,810 stock pages sit 184 sector pages, four ranked lists (strongest positive
correlations, most positively and most negatively correlated, most independent) and a blog of
data notes that began on 30 October 2026.

The paid layer is an interactive dashboard behind an account. Its public description sorts each
stock into one of four shapes — market-aligned, low-correlation diversifier, defensive or
inverse, regime-sensitive — with a probability for each and a confidence score that the page says
is not a forecast of price.

The site is published by DATAUNION of Seoul, which signs the terms (governed by Korean law,
effective 1 January 2026) and the privacy policy, and answers at a Gmail address.

## Pricing

The stock, sector and ranking pages are free and need no account. Premium is the dashboard, listed
at $10 a month; on 4 November 2026 it cost $0 "for a limited time", and the pricing page said the
end date had not been set and would be announced there before any charge. LemonSqueezy takes the
payments. No other plan is on the pricing page.

## Data & coverage

One coefficient per pair: the Pearson correlation of daily closing prices, adjusted for splits,
over a fixed window from 22 June 2020 to 18 June 2025 — about 1,255 trading days. It is not
rolling, and it is computed on price levels, not daily returns. Dividend adjustment is not
mentioned. Bars, names and SIC sectors come from Polygon.io, now [Massive](https://stockmarketstack.com/tools/massive).

The universe is about 6,800 securities from the Nasdaq.com stock list: NASDAQ, NYSE and NYSE
American listings, SPACs, units and warrants included, and closed-end funds such as PIMCO Dynamic
Income Opportunities sit in the rankings beside operating companies.

The coefficients are counted in 0.2-wide bins and drawn on a 0.1 grid by splitting each bin in
half, so neighbouring rows repeat: NVDA's −0.7 to −0.6 and −0.6 to −0.5 rows both read 712 pairs.
The mean is estimated from bin midpoints. The vendor says true 0.1 bins arrive with the data
update.

The homepage's NVDA chart is a separate dataset — a 30-day rolling correlation against 5,000-odd
stocks, one distribution a day, from 11 April to 18 June 2025.

## Integrations

None that work today. The API page describes one endpoint, correlations for a ticker over a
rolling window of 20 to 500 days, and calls the contract a draft with illustrative examples; keys
are requested by email. That endpoint answered 404 on 4 November 2026, and the examples repository
on GitHub was last committed to on 25 August 2026. The terms forbid bulk scraping and
redistributing the data.

## Limitations

- **The data is 16 months old.** The last data date is 20 June 2025 on every page, with an update
  "in progress" and no schedule. A reader on 4 November 2026 is looking at a window that closed
  before the last year and a half of the market happened.
- **Price-level correlation measures shared trends, not shared moves.** The vendor says so on the
  methodology page: two stocks that both rose over 2020–2025 score high even if their daily moves
  are unrelated. A diversification or risk model wants return correlations, which this site does
  not publish.
- **The headline numbers flatten the shape they are there to show.** NVDA's page calls a mean of
  −0.072 "near-neutral" above a histogram with 16% of pairs above 0.7 and 41% between −0.7 and
  −0.3, and the 0.1 rows are halves of 0.2 bins rather than counts.
- **The homepage promises more than the plan sells.** It describes a pipeline ending in
  "weight-adjustment recommendations" and rebalancing triggers, a 0–100 diversification rating,
  CSV and JSON export and white-label licensing. The pricing page lists only the dashboard; this
  card was written without an account and cannot say which of those exist.
- **Small details disagree.** The window ends on 18 June 2025, while every page gives 20 June as
  the last data date. The privacy policy's effective date read "[DATE OF PUBLICATION]" on
  4 November 2026.
- **A thinly documented publisher.** DATAUNION gives a city and a Gmail address, and no
  registration number, street address or named person.

## Alternatives

[Portfolio Visualizer](https://stockmarketstack.com/tools/portfolio-visualizer) and [PortfoliosLab](https://stockmarketstack.com/tools/portfolioslab)
put a correlation matrix beside a backtest of the holdings you choose, on current prices — a
handful of assets rather than the whole market, and the shape a portfolio question usually takes.
[ETF Insider](https://stockmarketstack.com/tools/etf-insider) does it for a portfolio of funds, beside holdings overlap. To
build the whole-market version yourself, on returns and to date, pull daily bars from
[yfinance](https://stockmarketstack.com/tools/yfinance) or [Massive](https://stockmarketstack.com/tools/massive); [Riskfolio-Lib](https://stockmarketstack.com/tools/riskfolio-lib)
and [PyPortfolioOpt](https://stockmarketstack.com/tools/pyportfolioopt) take the result into an optimiser.

## FAQ

### How current is the Correlworks data?

Not current. On 4 November 2026 every page gave June 20, 2025 as the last data date, with an update in progress and no schedule set. The stock-page numbers cover one fixed window, June 2020 to June 2025, so they do not move until that update ships.

### Does Correlworks correlate returns or prices?

Prices. Each pair gets one Pearson coefficient on daily split-adjusted closing price levels over about 1,255 trading days. The vendor's methodology page warns that this mostly measures whether two stocks trended the same way, and that it differs from the return correlation used in portfolio-risk models.

### How much does Correlworks cost?

The stock, sector and ranking pages are free without an account. Premium, the interactive dashboard, is listed at $10 a month and was $0 for a limited time on 4 November 2026, with no end date set. Payments go through LemonSqueezy.

### Does Correlworks have an API?

Only a draft. The API page calls its contract provisional and its examples illustrative, keys are requested by email, and the documented endpoint returned 404 on 4 November 2026.

## Also worth comparing

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- [Portfolio Visualizer](https://stockmarketstack.com/tools/portfolio-visualizer.md) — Backtest an asset mix to 1972, run Monte Carlo, regress it on Fama-French factors.
- [PortfoliosLab](https://stockmarketstack.com/tools/portfolioslab.md) — Backtest an allocation on real fund prices and optimise it seven ways.
- [testfolio](https://stockmarketstack.com/tools/testfolio.md) — Backtest an allocation on daily data to 1885, using simulated pre-inception fund series.
- [Backtest by Curvo](https://stockmarketstack.com/tools/curvo.md) — Backtest a portfolio of European UCITS funds on index data reaching back to 1970.
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