SOR Source Capital

Last close: 46.86
504-day return: +26.38%
Median $/day: $397k
Relationships shown: 15

together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture

SOR vs FLC

Both indexed to 100 at 2026-05-11.

SOR FLC · range 93–104 · 2026-05-11 → 2026-11-06

Moves with SOR

Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").

FLC Flaherty & Crumrine Total Return Fund Incorporated

ρ +0.39beyond mkt +0.20holdout +0.49stable 100%robust

DLY DoubleLine Yield Opportunities Fund

ρ +0.38beyond mkt +0.20holdout +0.47stable 75%robust

SDHY PGIM Short Duration High Yield Opportunities Fund

ρ +0.37beyond mkt +0.20holdout +0.47stable 88%robust

YYY Amplify CEF High Income ETF

ρ +0.44beyond mkt +0.18holdout +0.48stable 100%robust

ISD PGIM High Yield Bond Fund, Inc.

ρ +0.38beyond mkt +0.18holdout +0.49stable 88%robust

JHI John Hancock Investors Trust Capital Stock

ρ +0.36beyond mkt +0.15holdout +0.47stable 88%robust

Moves against SOR

BTAL AGF U.S. Market Neutral Anti-Beta Fund

ρ -0.36beyond mkt -0.12holdout -0.32stable 100%robust

VIXM ProShares VIX Mid-Term Futures ETF

ρ -0.35beyond mkt -0.07holdout -0.35stable 88%robust

VXX iPath Series B S&P 500 VIX Short-Term Futures ETN

ρ -0.37beyond mkt -0.04holdout -0.36stable 100%robust

Weekly, not daily

No day-to-day relationship, but 5- or 10-day returns move together.

HYSA BondBloxx High Yield Income ETF

horizon 10dρ +0.55holdout +0.64stable 62%moderate

JACK Jack In The Box Inc. Common Stock

horizon 10dρ +0.48holdout +0.75stable 38%moderate

VTN Invesco Trust for Investment Grade New York Municipals

horizon 10dρ +0.46holdout +0.60stable 75%robust

OPP RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.

horizon 10dρ +0.42holdout +0.64stable 75%robust

SN SharkNinja, Inc.

horizon 10dρ +0.39holdout +0.52stable 75%robust

PMT PennyMac Mortgage Investment Trust

horizon 10dρ +0.39holdout +0.44stable 62%moderate

Changed this quarter

Biggest shifts in same-day correlation over the last 63 trading days versus the year before.

JLS Nuveen Mortgage and Income Fund

Δ +0.50recent +0.59prior +0.09beyond mkt +0.04

PNTG The Pennant Group, Inc. Common Stock

Δ -0.43recent -0.30prior +0.12beyond mkt -0.06

DOW Dow Inc.

Δ -0.39recent -0.32prior +0.07beyond mkt -0.06

VIST Vista Energy S.A.B. de C.V.

Δ -0.39recent -0.30prior +0.08beyond mkt +0.03

MUR Murphy Oil Corp.

Δ -0.37recent -0.35prior +0.02beyond mkt +0.01

JACK Jack In The Box Inc. Common Stock

Δ +0.37recent +0.48prior +0.10beyond mkt +0.02