Rank correlation of sp500 stocks for this year

correlate-sp500.wls

Block[{tmp},
 items = EntityList@EntityClass["Financial", "SP500"];
 begin = DateObject[{2021, 1, 1}, "Day", "Gregorian", -7.`];
 end = DateObject[{2021, 3, 3}, "Day", "Gregorian", -7.`];
 fin[str_, beg_, en_] := 
  fin[str, beg, en] = FinancialData[str, "Close", {beg, en}];
 corr[stra_, strb_, beg_, en_] := 
  corr[stra, strb, beg, en] = 
   Correlation[fin[stra, beg, en], fin[strb, beg, en]];
 
 pairs = Subsets[items, {2}];
 final = Map[{
     First@#,
     Last@#,
     corr[First@#, Last@#, begin, end]
     } &, pairs];
 sorted = TakeSmallestBy[final, Last, 100];
 Grid@
  sorted
 ]