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AD vs AUNA: Correlation

How closely do Array Digital Infrastructure, Inc. (AD) and Auna SA Class A (AUNA) trade together? Their weekly returns over three years give a correlation of 0.44, which is moderate.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.44
moderate
Correlation (1Y)
-0.00
last 12 months
Correlation (5Y)
n/a
long-run
Ann. covariance
964.0
%² · weekly, annualized

How correlated are AD and AUNA?

Over the past 3 years, AD and AUNA moved with a correlation of 0.44, which is moderate. The past 12 months show a weaker link (-0.00) than the 3-year average (0.44). Over 5 years the correlation is n/a, and the annualized covariance of weekly returns is 964.0 %².

Few assets follow AD as closely as AUNA, which ranks #3 of 13 tracked partners. The last year tells two different stories: AD led by 18.5 percentage points, -0.3% for AD against -18.8% for AUNA.

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.

AD vs AUNA: side by side

AD (Array Digital Infrastructure, Inc.)AUNA (Auna SA Class A)
1-year return-0.3%-18.8%
5-year return+142.7%n/a
Volatility (ann.)42.1%53.1%
Beta vs S&P 5000.680.73
Max drawdown (3Y)-32.0%-61.1%
Market cap$3.1B$0.4B
P/E (trailing)4.685.2
Dividend yield30.85%0.00%
Sector / categoryUS ListedUS Listed
Lower P/E: AD 4.6 vs 85.2Higher yield: AD 30.85% vs 0.00%Smaller drawdown: AD -32.0% vs -61.1%
-35%0%+28%2025-09-052026-08-27
Twelve months of weekly closes, each series rebased to 100. AD · AUNA

Year-by-year returns

YearADAUNA
2022-33.9%
2023+99.2%
2024+51.0%
2025+22.6%-28.3%
2026+1.0%+3.9%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are AD and AUNA good diversifiers for each other?

Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.

FAQ

What is the correlation between AD and AUNA?

As of 2026-08-27, the correlation of weekly returns between AD and AUNA is 0.44 over 3 years, -0.00 over 1 year and n/a over 5 years.

Is AUNA a good diversifier for AD?

Yes, to a useful degree: a correlation of 0.44 leaves real independence between the two, which historically damped combined volatility.

What does a correlation of 0.44 mean?

On the −1 to +1 scale, 0.44 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

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$ curl https://www.pairbook.io/api/v1/pairs/ad-vs-auna.json

AD vs AUNA: 3-year weekly correlation 0.44AD vs AUNA0.44

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Related comparisons

Hubs: AD correlations · AUNA correlations