ACI vs CDT: Correlation
Measured on weekly returns over the past three years, Albertsons Companies, Inc. (ACI) and CDT Equity Inc. (CDT) carry a correlation of -0.50, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ACI and CDT?
On 3 years of weekly data the ACI/CDT correlation comes out at -0.50, negative, meaning they tend to move in opposite directions. The past 12 months show a weaker link (-0.66) than the 3-year average (-0.50). The 5-year figure is -0.41, and annualized covariance runs at -7355.7 %².
Within ACI's tracked universe of 23 assets, CDT comes in at #16 by 3-year correlation. Correlation aside, the last 12 months split them widely, with ACI ahead by 64.6 points (-34.7% versus -99.3%). One caveat on sizing: CDT is 20.3 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ACI vs CDT: side by side
| ACI (Albertsons Companies, Inc.) | CDT (CDT Equity Inc.) | |
|---|---|---|
| 1-year return | -34.7% | -99.3% |
| 5-year return | -36.3% | -100.0% |
| Volatility (ann.) | 26.9% | 546.1% |
| Beta vs S&P 500 | 0.08 | 0.29 |
| Max drawdown (3Y) | -49.1% | -100.0% |
| Market cap | $5.9B | – |
| P/E (trailing) | 76.4 | – |
| Dividend yield | 5.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ACI | CDT |
|---|---|---|
| 2022 | -6.8% | – |
| 2023 | +13.4% | -55.6% |
| 2024 | -12.5% | -98.5% |
| 2025 | -10.0% | -99.8% |
| 2026 | -26.3% | -94.1% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ACI and CDT good diversifiers for each other?
By historical standards, yes. A correlation of -0.50 means the two rarely move for the same reasons.
FAQ
What is the correlation between ACI and CDT?
As of 2026-08-27, the correlation of weekly returns between ACI and CDT is -0.50 over 3 years, -0.66 over 1 year and -0.41 over 5 years.
Is CDT a good diversifier for ACI?
By historical standards, yes. A correlation of -0.50 means the two rarely move for the same reasons.
What does a correlation of -0.50 mean?
On the −1 to +1 scale, -0.50 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/aci-vs-cdt.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/aci-vs-cdt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ACI correlations · CDT correlations
