What is the correlation between Pepe and dogwifhat?

Pepe and dogwifhat correlation is measured using Pearson correlation coefficients on daily closing prices. A value of +1 means perfect co-movement, -1 means perfect inverse movement, and 0 means no linear relationship. This page shows rolling windows so you can see how the Pepe-dogwifhat correlation has shifted over time.

Which rolling windows are available for Pepe vs dogwifhat?

Rolling correlation is available over 30-day, 90-day, 1-year, and 3-year windows. Shorter windows highlight recent regime changes and news-driven decoupling between Pepe and dogwifhat, while longer windows reveal the structural relationship between the two assets.

How should I interpret a Pepe-dogwifhat correlation value?

Readings close to +1 mean Pepe and dogwifhat tend to rally and sell off together, offering little diversification. Readings near 0 indicate the two trade largely independently. Negative readings mean they move in opposite directions, which can improve portfolio diversification when held together.

Does holding both Pepe and dogwifhat provide diversification?

Diversification benefit is inversely proportional to correlation. When Pepe and dogwifhat correlate near +1 they behave as a single position under stress; when correlation drops below +0.5 they provide meaningful risk reduction. Check the rolling chart above to see whether the Pepe-dogwifhat pair currently offers diversification or moves together.

How is the Pepe-dogwifhat correlation calculated?

Correlation is computed as the Pearson correlation coefficient of daily log returns over the selected rolling window. Prices are aligned on matching trading days, and pairs with insufficient overlapping observations are returned as unavailable rather than forced into a low-confidence value.

How often is the correlation value updated?

The correlation price pipeline runs on a scheduled daily cron. The "as of" date in the header reflects the latest trading day included in the calculation.

Can correlation between Pepe and dogwifhat regime-shift?

Yes — crypto correlations compress sharply during macro risk-off events (everything correlates to 1) and decompress in steady-state bull markets. Major unlocks, protocol events, and ETF flows can temporarily break historical correlation patterns between Pepe and dogwifhat, which is why 30D and 1Y windows can disagree.

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Pepe Vs Dogwifhat

Terminal
Correlation
Pepe Vs Dogwifhat

Pepe vs dogwifhat Correlation