ADT vs IWM: Correlation
How closely do ADT Inc. (ADT) and iShares Russell 2000 ETF (IWM) trade together? Their weekly returns over three years give a correlation of 0.48, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADT and IWM?
Across a 3-year window, the weekly returns of ADT and IWM correlate at 0.48, moderate. Recent behaviour matches the longer record: 0.41 over 1 year against 0.48 over 3. Stretching to 5 years gives 0.56, with an annualized covariance of 288.7 %².
Among the 10 assets we track against ADT, IWM ranks #4 by 3-year correlation. The last year tells two different stories: IWM led by 40.7 percentage points, -12.3% for ADT against +28.4% for IWM. Risk is not evenly split, since ADT carries 1.5 times the volatility of the other side.
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.
ADT vs IWM: side by side
| ADT (ADT Inc.) | IWM (iShares Russell 2000 ETF) | |
|---|---|---|
| 1-year return | -12.3% | +28.4% |
| 5-year return | +1.2% | +41.5% |
| Volatility (ann.) | 30.1% | 19.8% |
| Beta vs S&P 500 | 0.85 | 1.06 |
| Max drawdown (3Y) | -27.1% | -27.5% |
| Market cap | $5.4B | – |
| P/E (trailing) | 10.4 | – |
| Dividend yield | 2.96% | 0.91% |
| Expense ratio | – | 0.19% |
| Assets under management | – | $80.1B |
| Sector / category | US Listed | ETF · US Small & Mid Cap |
IWM, iShares's Small Blend fund, carries $80.1B under management, 1757 holdings, a 0.19% expense ratio, a 0.91% trailing dividend yield.
Year-by-year returns
| Year | ADT | IWM |
|---|---|---|
| 2022 | +9.8% | -20.5% |
| 2023 | -23.1% | +16.8% |
| 2024 | +4.5% | +11.4% |
| 2025 | +20.0% | +12.7% |
| 2026 | -6.0% | +22.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADT and IWM good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between ADT and IWM?
The ADT/IWM correlation stands at 0.48 on a 3-year window (1 year: 0.41, 5 years: 0.56), computed from weekly returns as of 2026-08-27.
Is IWM a good diversifier for ADT?
Yes, to a useful degree: a correlation of 0.48 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.48 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/adt-vs-iwm.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/adt-vs-iwm/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ADT correlations · IWM correlations
