KOSPI vs TSMC
the KOSPI ETF · TSMC — correlation 0.63
1-year rolling correlation · green together, red apartas of 2026-09-11
- +0.63normally
- +0.60in crashes
- +0.39 ~ +0.801-year range
- 1.23positions if held 50/50
Nothing surprising, and that is the answer
They correlate 0.63, and +0.60 in crashes — not much of a change.
Held half and half, that is 1.23 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 the KOSPI ETF · TSMCWeekly returns, 593 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.