ADT vs STEW: Correlation
ADT Inc. (ADT) and SRH Total Return Fund, Inc. (STEW) show a moderate relationship: their 3-year correlation of weekly returns is 0.48.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADT and STEW?
On 3 years of weekly data the ADT/STEW correlation comes out at 0.48, moderate. The relationship has been stable: the 1-year correlation (0.53) sits close to the 3-year figure. The 5-year figure is 0.50, and annualized covariance runs at 205.1 %².
Among the 10 assets we track against ADT, STEW ranks #5 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months STEW outperformed by 17.5 percentage points (-12.3% for ADT against +5.2% for STEW). Risk is not evenly split, since ADT carries 2.1 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 STEW: side by side
| ADT (ADT Inc.) | STEW (SRH Total Return Fund, Inc.) | |
|---|---|---|
| 1-year return | -12.3% | +5.2% |
| 5-year return | +1.2% | +61.2% |
| Volatility (ann.) | 30.1% | 14.1% |
| Beta vs S&P 500 | 0.85 | 0.67 |
| Max drawdown (3Y) | -27.1% | -10.5% |
| Market cap | $5.4B | $1.8B |
| P/E (trailing) | 10.4 | 12.1 |
| Dividend yield | 2.96% | 3.91% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ADT | STEW |
|---|---|---|
| 2022 | +9.8% | -7.3% |
| 2023 | -23.1% | +13.5% |
| 2024 | +4.5% | +19.9% |
| 2025 | +20.0% | +20.3% |
| 2026 | -6.0% | +3.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADT and STEW 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 STEW?
As of 2026-08-27, the correlation of weekly returns between ADT and STEW is 0.48 over 3 years, 0.53 over 1 year and 0.50 over 5 years.
Is STEW 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?
On the −1 to +1 scale, 0.48 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/adt-vs-stew.json
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[](https://www.pairbook.io/pair/adt-vs-stew/)
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Related comparisons
Hubs: ADT correlations · STEW correlations
