{"uid":"cap_Crs1Ih-80IvpAADtmh3VH","slug":"crypto-asset-correlation-matrix-b0087b95","name":"Crypto Asset Correlation Matrix","description":"Correlation matrix of daily returns for 2-8 crypto assets over up to 2 years, with each asset's return and annualized volatility and the least correlated pair. For diversification and hedging. Prices from DefiLlama.","url":"https://api.vextorium.com/correlacion-activos-pago?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method","bodyType","body"],"properties":{"body":{"required":["monedas"],"properties":{"dias":{"type":"integer","description":"14-730, default 90"},"monedas":{"type":"string","description":"Comma-separated, e.g. BTC,ETH,SOL"}}},"type":{"type":"string","const":"http"},"method":{"enum":["POST"],"type":"string"},"bodyType":{"enum":["json","form-data","text"],"type":"string"}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":["object","null"],"properties":{"dias":{"type":["number","null"]},"nota":{"type":["string","null"]},"activos":{"type":["object","null"],"properties":{"BTC":{"type":["object","null"],"properties":{"rentabilidad_pct":{"type":["number","null"]},"volatilidad_anual_pct":{"type":["number","null"]}}},"ETH":{"type":["object","null"],"properties":{"rentabilidad_pct":{"type":["number","null"]},"volatilidad_anual_pct":{"type":["number","null"]}}},"SOL":{"type":["object","null"],"properties":{"rentabilidad_pct":{"type":["number","null"]},"volatilidad_anual_pct":{"type":["number","null"]}}}}},"correlacion":{"type":["object","null"],"properties":{"BTC":{"type":["object","null"],"properties":{"BTC":{"type":["number","null"]},"ETH":{"type":["number","null"]},"SOL":{"type":["number","null"]}}},"ETH":{"type":["object","null"],"properties":{"BTC":{"type":["number","null"]},"ETH":{"type":["number","null"]},"SOL":{"type":["number","null"]}}},"SOL":{"type":["object","null"],"properties":{"BTC":{"type":["number","null"]},"ETH":{"type":["number","null"]},"SOL":{"type":["number","null"]}}}}},"par_menos_correlacionado":{"type":["object","null"],"properties":{"a":{"type":["string","null"]},"b":{"type":["string","null"]},"correlacion":{"type":["number","null"]}}}}}}}}},"responseSchema":{"type":"json","example":{"dias":91,"nota":"1 = se mueven igual, 0 = sin relación, -1 = opuestos. Fuente de precios: DefiLlama.","activos":{"BTC":{"rentabilidad_pct":36.32,"volatilidad_anual_pct":39.23},"ETH":{"rentabilidad_pct":51.64,"volatilidad_anual_pct":48.08},"SOL":{"rentabilidad_pct":46.61,"volatilidad_anual_pct":54.06}},"correlacion":{"BTC":{"BTC":1,"ETH":0.881,"SOL":0.824},"ETH":{"BTC":0.881,"ETH":1,"SOL":0.767},"SOL":{"BTC":0.824,"ETH":0.767,"SOL":1}},"par_menos_correlacionado":{"a":"ETH","b":"SOL","correlacion":0.767}}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.005","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"registry","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_i-96cRrE2-nRu0P2Hf9Gj","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns a pairwise correlation matrix of daily returns, annualized volatility, and total return for 2–8 crypto assets over a configurable window (up to 2 years), plus the least correlated pair, using DefiLlama prices.","exampleAgentPrompt":"Can you give me the correlation matrix, annualized volatility, and total returns for BTC, ETH, SOL, and AVAX over the last 180 days, and tell me which pair is the least correlated?","exampleUseCases":[{"title":"Portfolio diversification check","prompt":"I'm holding BTC, ETH, SOL, AVAX, and LINK — can you run a 90-day correlation matrix across all five and tell me which pair offers the best diversification benefit?"},{"title":"Crypto hedging pair selection","prompt":"I want to hedge my ETH position with another crypto. Can you compute the 365-day correlations between ETH, BTC, SOL, DOGE, and ADA and show me which one is least correlated with ETH?"},{"title":"Quarterly risk report for DeFi basket","prompt":"For my quarterly review, please calculate the pairwise correlation matrix, annualized volatility, and total returns for BTC, ETH, UNI, AAVE, and MKR over the last 180 days using DefiLlama prices."}],"resultDescription":"A JSON object containing: (1) the number of days analyzed, (2) per-asset metrics including total return percentage and annualized volatility percentage, (3) a full N×N pairwise correlation matrix where 1 means perfectly correlated and -1 means inversely correlated, and (4) the least correlated pair with their correlation coefficient and a note on data source (DefiLlama).","failureModes":["Invalid ticker symbol not recognized by DefiLlama returns an error or null values","Fewer than 2 or more than 8 assets provided causes a validation error","Days parameter outside 14–730 range defaults to 90 or returns a validation error","Insufficient price history for a newly listed token may produce null or partial results","Network or DefiLlama data feed unavailability results in a service error"],"whenToPreferThis":"Choose this endpoint when you need quantitative pairwise correlation analysis across a basket of 2–8 crypto assets with DefiLlama-sourced prices, especially for portfolio diversification, hedging pair identification, or risk reporting. It is preferable over manual computation or general LLM reasoning because it delivers precise daily-return-based correlation matrices, volatility, and return figures in a single call at very low cost ($0.005 USDC).","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-13T00:41:56.623Z","isFirstParty":false,"canonicalSlug":"crypto-asset-correlation-matrix-b0087b95"}