{"uid":"cap_vws7QwPnOsCut5YCnv6MV","slug":"crypto-asset-correlation-matrix-7dc3c8e5","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/v1/crypto-correlation?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":["coins"],"properties":{"days":{"type":"integer","description":"14-730, default 90"},"coins":{"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":{"days":{"type":["number","null"]},"note":{"type":["string","null"]},"assets":{"type":["object","null"],"properties":{"BTC":{"type":["object","null"],"properties":{"return_pct":{"type":["number","null"]},"annual_volatility_pct":{"type":["number","null"]}}},"ETH":{"type":["object","null"],"properties":{"return_pct":{"type":["number","null"]},"annual_volatility_pct":{"type":["number","null"]}}},"SOL":{"type":["object","null"],"properties":{"return_pct":{"type":["number","null"]},"annual_volatility_pct":{"type":["number","null"]}}}}},"correlation":{"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"]}}}}},"least_correlated_pair":{"type":["object","null"],"properties":{"a":{"type":["string","null"]},"b":{"type":["string","null"]},"correlation":{"type":["number","null"]}}}}}}}}},"responseSchema":{"type":"json","example":{"days":91,"note":"1 = move together, 0 = unrelated, -1 = opposite. 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I want to know which pair is least correlated for diversification.","exampleUseCases":[{"title":"Crypto portfolio diversification check","prompt":"Can you analyze how correlated BTC, ETH, SOL, and LINK have been over the past 90 days and tell me which pair offers the best diversification?"},{"title":"Hedging strategy pair selection","prompt":"I want to hedge part of my BTC position — compare BTC, ETH, SOL, AVAX, and DOT correlations over the last year so I can pick the least correlated asset to hold alongside BTC."},{"title":"Volatility and return snapshot for rebalancing","prompt":"Show me the 180-day return percentage and annualized volatility for BTC, ETH, and SOL so I can decide which ones to rebalance in my portfolio."}],"resultDescription":"Returns a JSON object with: the number of days analyzed, a correlation matrix (n×n, values from -1 to 1) for all requested assets, per-asset return percentage and annualized volatility, and the least correlated pair with its correlation coefficient. Price data sourced from DefiLlama.","failureModes":["Fewer than 2 or more than 8 coins provided — request rejected","Invalid coin symbol not recognized by DefiLlama — missing or null data for that asset","Days parameter outside 14–730 range — validation error","Insufficient price history for a coin over the requested period — partial or null results","Network or DefiLlama upstream failure — service unavailable error"],"whenToPreferThis":"Choose this endpoint when you need a quantitative correlation and volatility analysis across multiple crypto assets simultaneously, especially for portfolio construction, diversification assessment, or hedging decisions. It is ideal when you want both the full pairwise correlation matrix and per-asset risk metrics (return and volatility) in a single call. Prefer it over manual price fetching + computation when you need fast, pre-computed results sourced from DefiLlama without setting up your own data pipeline.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-11T18:55:30.773Z","isFirstParty":false,"canonicalSlug":"crypto-asset-correlation-matrix-b0087b95"}