What is the degree of correlation between risk and return?

Asked by: Laurie Dibbert  |  Last update: February 5, 2026
Score: 4.4/5 (22 votes)

A positive correlation exists between risk and return: the greater the risk, the higher the potential for profit or loss. Using the risk-reward tradeoff principle, low levels of uncertainty (risk) are associated with low returns and high levels of uncertainty with high returns.

What is the correlation between risk and return?

First is the principle that risk and return are directly related. The greater the risk that an investment may lose money, the greater its potential for providing a substantial return. By the same token, the smaller the risk an investment poses, the smaller the potential return it will provide.

What is correlation coefficient in risk and return?

The correlation coefficient is a statistical measure of the strength of a linear relationship between two variables. Its values can range from -1 to 1. A correlation coefficient of -1 describes a perfect negative, or inverse, correlation, with values in one series rising as those in the other decline, and vice versa.

Are risk and return ____ correlated?

Explanation: In the field of finance and investments, risks and returns are positively correlated. This means that generally, as risk increases, potential returns also increase. The logic behind this correlation is that investors require higher returns to compensate for taking on more risk.

What is the degree of correlation?

Correlation is a statistical term describing the degree to which two variables move in coordination with one another. If the two variables move in the same direction, then those variables are said to have a positive correlation. If they move in opposite directions, then they have a negative correlation.

Part Eight: What is the relationship between risk and return?

21 related questions found

What is the correlation between the return on two assets?

The correlation between the return on two assets O will always have a value between - 1.0 and -1.0. O measures the relative relationship between the returns of pair of assets. O is calculated by dividing the covariance of returns by the product of the standard deviations of the returns for the two assets.

What are 3 types of correlation?

Types of Correlation
  • Positive Linear Correlation. There is a positive linear correlation when the variable on the x -axis increases as the variable on the y -axis increases. ...
  • Negative Linear Correlation. ...
  • Non-linear Correlation (known as curvilinear correlation) ...
  • No Correlation.

How do you compare risk and return?

Difference between risk and return

The return you get is a reward for the high risk you were willing to take. On the contrary, if an investment is considered low-risk or extremely safe, it generally leads to lower returns. This is because the market does not reward low-risk investments with substantial profits.

Are risk and return directly proportional?

Answer: The relationship between risk and return is directly proportional. Higher risks give higher returns and vice versa.

What is the relationship between risk and expected return ____________?

The appropriate answer to the question is Option A: direct. In the context of investing, a direct or positive correlation means that as the level of risk increases, the potential for higher returns also increases. Conversely, lower-risk investments tend to offer lower expected returns.

What is the degree correlation between risk and return?

A positive correlation exists between risk and return: the greater the risk, the higher the potential for profit or loss. Using the risk-reward tradeoff principle, low levels of uncertainty (risk) are associated with low returns and high levels of uncertainty with high returns.

Why are risk and return positively correlated?

Risk-return tradeoff is the trading principle that links risk with reward. According to risk-return tradeoff, if the investor is willing to accept a higher possibility of losses, then invested money can render higher profits.

What is the variance of risk and return?

Variance is a measurement of the degree of risk in an investment. Risk reflects the chance that an investment's actual return, or its gain or loss over a specific period, is higher or lower than expected. There is a possibility some, or all, of the investment will be lost.

What is the formula of correlation in risk and return?

The formula for correlation is equal to Covariance of return of asset 1 and Covariance of asset 2 / Standard. Deviation of asset 1 and a Standard Deviation of asset 2. Correlation is based on the cause of effect relationship, and there are three kinds of correlation in the study, which is widely used and practiced.

What is return vs risk ratio?

To calculate the risk/return ratio (also known as the risk-reward ratio), you need to divide the amount you stand to lose if your investment does not perform as expected (the risk) by the amount you stand to gain if it does (the reward).

What is the relationship between risk and return on Wikipedia?

The risk–return spectrum (also called the risk–return tradeoff or risk–reward) is the relationship between the amount of return gained on an investment and the amount of risk undertaken in that investment. The more return sought, the more risk that must be undertaken.

What is the relationship between risk and return?

The relationship between risk and return is a foundational principle in financial theory. There is a positive correlation between these two variables, the general rule being “the greater the level of risk, the higher the potential return (or loss respectively).

What is the risk vs return rule?

ANY items(s) purchased that you don't love may be exchanged or returned, including Sale & Clearance merchandise and items received as gifts. Merchandise must be unwashed, unworn, and otherwise in its original condition. Returns must be made within 30 days of the date of purchase and be accompanied by a valid receipt.

Are risk and return inversely proportionate to each other?

Answer and Explanation:

A central implication from modern portfolio theory is that risk and returns are positively correlated. That is, riskier assets on average demand a higher return. This is because investors are risk-averse. For them to bear extra risks, a higher return must be provided.

What is the relationship between risk and return chart?

Key Takeaways. The risk curve is a visual depiction of the tradeoff between risk and return among investments. The curve denotes that lower-risk investments, plotted to the left, will carry lesser expected return; those riskier investments, plotted to the right, will have a greater expected return.

How do you calculate risk and return ratio?

The risk/reward ratio is a key financial metric used to evaluate the potential return of an investment relative to the risk taken. It is calculated by dividing the potential loss by the potential gain, expressed as a ratio (e.g., 1:2). For instance, if you risk Rs. 100 to potentially earn Rs.

What is the relationship between risk and return Quizlet?

The greater the risk, the greater the potential return.

What is the strongest type of correlation?

According to the rule of correlation coefficients, the strongest correlation is considered when the value is closest to +1 (positive correlation) or -1 (negative correlation). A positive correlation coefficient indicates that the value of one variable depends on the other variable directly.

How to calculate correlation?

Here are the steps to take in calculating the correlation coefficient:
  1. Determine your data sets. ...
  2. Calculate the standardized value for your x variables. ...
  3. Calculate the standardized value for your y variables. ...
  4. Multiply and find the sum. ...
  5. Divide the sum and determine the correlation coefficient.

When should I use Pearson vs Spearman correlation?

The two most frequently used correlation indices are those of Pearson and Spearman: the first one measures the linear relationship between two continuous random variables and is adopted when the data follows a normal distribution while the second one measures any monotonic relationship between two continuous random ...