Correlation vs. Benchmark

Correlation is the relationship between the primary asset and a given benchmark, measuring the degree to which the two entities move in relation to each other. The value of this must fall between - 1 (perfectly negative correlation) and + 1 (perfectly positive correlation). A low correlation to a benchmark implies that the primary asset is a good diversified to the benchmark return. 

On the statistics page you can also see Correlation vs. Benchmark for the last three years and the last five years.