gold vs silver correlation
gold · silver — correlation 0.78
1-year rolling correlation · green together, red apartas of 2026-09-11
- +0.78normally
- +0.67in crashes
- +0.62 ~ +0.911-year range
- 1.11positions if held 50/50
Nothing surprising, and that is the answer
They correlate 0.78, and +0.67 in crashes — not much of a change.
Held half and half, that is 1.11 positions by risk.
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 gold · silverWeekly returns, 611 weeks since 2015, every price converted to USD. “Crashes” means the 5% of weeks gold fell hardest. One sample, one window — not a promise about the future.