bitcoin vs KOSPI
the KOSPI ETF · bitcoin — 1-year correlation swings -0.22 to +0.51
1-year rolling correlation · green together, red apartas of 2026-09-11
- +0.16normally
- +0.33in crashes
- -0.22 ~ +0.511-year range
- 1.5positions if held 50/50
The sign flips with the era
The one-year correlation swings from -0.22 to +0.51. Green is the stretches they moved together, red the stretches they moved apart.
So a single long-run average describes this pair badly. Which regime you are in right now matters more than the average.
Try it on your own portfolio
Opens with these two already entered. Add what you hold and the vs the rest and New columns answer whether to add one more.
Open with the KOSPI ETF · bitcoinWeekly returns, 609 weeks since 2015, every price converted to USD. “Crashes” means the 5% of weeks the KOSPI ETF fell hardest. One sample, one window — not a promise about the future.