ADT vs RSP: Correlation
Measured on weekly returns over the past three years, ADT Inc. (ADT) and Invesco S&P 500 Equal Weight ETF (RSP) carry a correlation of 0.49, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADT and RSP?
Over the past 3 years, ADT and RSP moved with a correlation of 0.49, which is moderate. Little has changed lately, as the 1-year reading of 0.56 lands near the 3-year figure. Over 5 years the correlation is 0.56, and the annualized covariance of weekly returns is 194.7 %².
In ADT's tracked universe of 10 assets, RSP sits right near the top at #3. Their recent paths diverged sharply: over the last 12 months RSP outperformed by 31.5 percentage points (-12.3% for ADT against +19.2% for RSP). Risk is not evenly split, since ADT carries 2.3 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 RSP: side by side
| ADT (ADT Inc.) | RSP (Invesco S&P 500 Equal Weight ETF) | |
|---|---|---|
| 1-year return | -12.3% | +19.2% |
| 5-year return | +1.2% | +53.9% |
| Volatility (ann.) | 30.1% | 13.2% |
| Beta vs S&P 500 | 0.85 | 0.77 |
| Max drawdown (3Y) | -27.1% | -17.8% |
| Market cap | $5.4B | – |
| P/E (trailing) | 10.4 | – |
| Dividend yield | 2.96% | 1.49% |
| Expense ratio | – | 0.20% |
| Assets under management | – | $97.3B |
| Sector / category | US Listed | ETF · US Large Cap |
On the fund side, RSP sits in the Large Blend category at Invesco, with $97.3B under management, 505 holdings, a 0.20% expense ratio, a 1.49% trailing dividend yield.
Year-by-year returns
| Year | ADT | RSP |
|---|---|---|
| 2022 | +9.8% | -11.6% |
| 2023 | -23.1% | +13.7% |
| 2024 | +4.5% | +12.8% |
| 2025 | +20.0% | +11.2% |
| 2026 | -6.0% | +16.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADT and RSP good diversifiers for each other?
Yes, to a useful degree: a correlation of 0.49 leaves real independence between the two, which historically damped combined volatility.
FAQ
What is the correlation between ADT and RSP?
Using weekly returns as of 2026-08-27: 0.49 over 3 years, with 0.56 over the last year and 0.56 over 5 years.
Is RSP a good diversifier for ADT?
Yes, to a useful degree: a correlation of 0.49 leaves real independence between the two, which historically damped combined volatility.
What does a correlation of 0.49 mean?
A reading of 0.49 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/adt-vs-rsp.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/adt-vs-rsp/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ADT correlations · RSP correlations
