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BTC / ETH

Bitcoin and Ethereum correlation 0.90

Bitcoin and Ethereum correlation is 0.90 over 90 crypto closes, including weekends, ending 2026-11-13. They move the same way almost tick for tick.

90-close correlation
0.90
30-close correlation
0.94
Observations
90
As of
2026-11-13
BTC vol
42.1%
ETH vol
55.0%
Calendar
crypto closes, including weekends
30-close count
30

The 30-close correlation is 0.94, close to the 90-close print of 0.90. Both names trade seven days a week. The window includes weekends.

BTC 90-close vol is 42.1%. ETH is 55.0%. A 50/50 book of the two annualized vols would have realized about 47.3%, against 48.6% if you averaged the two vols with no diversification.

Open the correlation matrix with a live sample

How to read this print

  1. Read the 90-close correlation for BTC and ETH.
  2. Compare it with the 30-close print to see if the pair tightened or broke.
  3. Use the two realized vols to judge whether a 50/50 mix actually diversifies.
  4. Open the correlation matrix if you want the whole book, not one pair.

FAQ

People also ask

0.90 over 90 crypto closes, including weekends, ending 2026-11-13. They move the same way almost tick for tick.

The 30-close correlation is 0.94, close to the 90-close print of 0.90.

Using the 90-close vols and this correlation, a 50/50 book would have realized about 47.3%. Compare that with holding either name alone.

This print uses crypto closes, including weekends and log-return correlation on the aligned window. A site that uses weekly returns, a different session calendar, or a longer sample will not match it. The method is on this page.

Related

A correlation is not a hedge until you hold both.

This page is the market path. Thrive is the book you actually held, so you can see whether the hedge was real.

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