KAUT1$143.432.95%0.5% APY
KAGT1$74.971.20%0.3% APY
C1USDT2$0.9980.40%7.5% APY
BUIDLT2$1.0000.00%3.5% APY
BSTBLT2$1.000.00%0.0% APY
BRSRVT2$1.000.00%0.0% APY
USDYT2$1.130.71%3.5% APY
sUSDeT4$1.230.02%3.7% APY
LBTCT3$76,3590.10%0.4% APY
wstETHT3$2,5832.07%2.5% APY
KAUT1$143.432.95%0.5% APY
KAGT1$74.971.20%0.3% APY
C1USDT2$0.9980.40%7.5% APY
BUIDLT2$1.0000.00%3.5% APY
BSTBLT2$1.000.00%0.0% APY
BRSRVT2$1.000.00%0.0% APY
USDYT2$1.130.71%3.5% APY
sUSDeT4$1.230.02%3.7% APY
LBTCT3$76,3590.10%0.4% APY
wstETHT3$2,5832.07%2.5% APY
Research · Cross-asset analysis

Correlation Matrix

Pairwise daily-return correlations across the rated corpus — physical RWA, tokenized treasuries, secured DeFi, synthetic structured products. Four timeframes, two methods (Pearson and Spearman), 95% confidence intervals via Fisher z-transform. Refreshed daily from CoinGecko market data.

Filters
Timeframe
Method

Linear correlation. Best for normally-distributed returns.

Universe

Showing 24 of 24 corpus assets.

Color scale
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-0.75
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0.75
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Anti-correlatedIndependentCorrelated
No data — asset lacks CoinGecko coverage or insufficient overlap
Price-pegged — variance below threshold (typical for stablecoins)
About this view

Cells show pairwise correlation of daily log returns over the selected window.

Cells marked are price-pegged: variance is too low to compute a meaningful correlation (typical for stablecoin and tokenized-treasury pairs).

Click any cell for the pairwise drill-down — scatter plot of returns and 90-day rolling correlation.

Data refreshed: 2026-05-04 · CoinGecko market_chart · 95% CI via Fisher z

KAGKAUPAXGXAUTBUIDLC1USDOUSGTBILLUSD0USDYUSYCaUSDCGHOjitoSOLLBTCmSOLrETHsDAIsfrxETHUSDSwstETHKVTSolvBTCsUSDeKAGKAUPAXGXAUTBUIDLC1USDOUSGTBILLUSD0USDYUSYCaUSDCGHOjitoSOLLBTCmSOLrETHsDAIsfrxETHUSDSwstETHKVTSolvBTCsUSDe·.42.80.60.19.22.14.31-.20-.02-.12-.01.42.55.42.49.08.49-.11.48.15.57.30.42·.55.52-.03.27.17.13-.06-.12.02.19.24.34.24.32-.14.32.05.32.08.34.12.80.55·.90-.04.19.14.22-.12-.10-.04.03.32.44.32.43.02.43-.05.42.16.45.25.60.52.90·-.11.17.06.05.03-.08-.04-.03.10.19.10.22-.07.22.05.21.13.20.03·.19-.03-.04-.11·.21.08.16-.29-.11-.13.03.15.17.14.17.07.16.14.17.19.16.17.22.27.19.17.21·.33.06-.17-.00-.28.20.18.23.17.22.06.22.12.22.09.23.11.14.17.14.06.08.33·.25-.06-.18.04.11.07.11.07.05.23.04.14.05-.08.10.09.31.13.22.05.16.06.25·.00.07-.03.09.21.31.21.27.13.27.01.27.14.31.16-.20-.06-.12.03-.29-.17-.06.00·-.01.18-.17-.15-.24-.15-.18-.04-.18.13-.17.07-.24-.20-.02-.12-.10-.08-.11-.00-.18.07-.01·-.03.01.03.01.03.05-.09.04.11.04.01.02-.07-.12.02-.04-.04-.13-.28.04-.03.18-.03·-.05-.09-.11-.10-.08.11-.08.01-.09-.13-.11-.04-.01.19.03-.03.03.20.11.09-.17.01-.05·.16.19.16.18.03.18-.05.18.09.18.13.42.24.32.10.15.18.07.21-.15.03-.09.16·.921.00.92.07.92-.02.92.23.92.34.55.34.44.19.17.23.11.31-.24.01-.11.19.92·.92.94.08.94-.09.94.23.99.38.42.24.32.10.14.17.07.21-.15.03-.10.161.00.92·.92.07.92-.02.92.23.92.34.49.32.43.22.17.22.05.27-.18.05-.08.18.92.94.92·.061.00-.061.00.30.94.35.08-.14.02-.07.07.06.23.13-.04-.09.11.03.07.08.07.06·.06-.02.07-.05.09.19.49.32.43.22.16.22.04.27-.18.04-.08.18.92.94.921.00.06·-.061.00.29.94.34-.11.05-.05.05.14.12.14.01.13.11.01-.05-.02-.09-.02-.06-.02-.06·-.06-.03-.10-.11.48.32.42.21.17.22.05.27-.17.04-.09.18.92.94.921.00.071.00-.06·.29.94.34.15.08.16.13.19.09-.08.14.07.01-.13.09.23.23.23.30-.05.29-.03.29·.23.11.57.34.45.20.16.23.10.31-.24.02-.11.18.92.99.92.94.09.94-.10.94.23·.38.30.12.25.03.17.11.09.16-.20-.07-.04.13.34.38.34.35.19.34-.11.34.11.38·
Tiers:T1T2T3T4
Hover any cell to see pair details · click for full drill-down